Strategy - CtiTQQQ


CTI with TQQQ

Description

This strategy looks at John Ehlers’s Correlation Trend Indicator (CTI) for advancing price formations that have shown decent results in the past. The strategy uses wide stops, discretion is up to the practitioner themselves.

This uses TQQQ for all trades.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 43.00
NoOfWins 34.00
NoOfLosses 9.00
SharpRatio 1.04
SortinoRatio 1.25
GrossProfit $700771.97
FirstDate 2010-03-02
LastDate 2021-05-17
FirstEquity $10000.00
FinalEquity $710771.97
OpenEquity $560291.06
LongEquity $700771.97
ShortEquity $0.00
PercentWins 79.07%
AveWin $24012.45
AveLoss $-12850.16
AveWinLoss 1.87
Expectancy 13.33%
AveDrawUp 91.10%
AveDrawDown -21.40%
MaxDrawDown -37.82%
Kelly 67.87%
Thrope 45.14
APR 46.29%
CalmarRatio 2.16

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TQQQ 2010-03-02 2010-05-13 $0.98 $1.15 Long 8140.0 17.54% 11394.17 11394.17
TQQQ 2010-05-25 2010-05-28 $0.83 $0.97 Long 9712.0 15.96% 12685.13 12685.13
TQQQ 2010-06-25 2010-08-25 $0.93 $0.79 Long 10182.0 -15.55% 11213.18 11213.18
TQQQ 2010-09-24 2011-03-14 $1.15 $1.66 Long 7875.0 44.26% 15215.32 15215.32
TQQQ 2011-03-17 2011-03-24 $1.55 $1.65 Long 7464.0 6.75% 15995.69 15995.69
TQQQ 2011-04-08 2011-05-27 $1.77 $1.74 Long 6991.0 -2.04% 15742.85 15742.85
TQQQ 2011-06-13 2011-06-22 $1.51 $1.54 Long 7751.0 1.97% 15973.23 15973.23
TQQQ 2011-07-13 2011-08-16 $1.79 $1.37 Long 6834.0 -23.34% 13125.15 13125.15
TQQQ 2011-09-12 2011-12-01 $1.24 $1.46 Long 7431.0 17.10% 14705.25 14705.25
TQQQ 2011-12-15 2012-04-23 $1.38 $2.21 Long 8115.0 60.83% 21496.13 21496.13
TQQQ 2012-05-09 2012-05-23 $2.07 $1.88 Long 7740.0 -8.91% 20069.11 20069.11
TQQQ 2012-06-26 2012-10-11 $1.91 $2.39 Long 7832.0 25.10% 23826.38 23826.38
TQQQ 2012-11-16 2012-11-20 $1.85 $2.00 Long 9776.0 8.27% 25317.88 25317.88
TQQQ 2012-12-07 2013-06-13 $2.18 $2.81 Long 9295.0 29.30% 31245.33 31245.33
TQQQ 2013-07-22 2014-03-26 $3.20 $5.35 Long 7506.0 66.96% 47346.28 47346.28
TQQQ 2014-04-01 2014-04-02 $5.19 $5.45 Long 7069.0 5.08% 49209.40 49209.40
TQQQ 2014-04-15 2014-04-17 $4.63 $4.76 Long 8199.0 2.88% 50300.10 50300.10
TQQQ 2014-05-06 2014-10-07 $5.07 $6.90 Long 7804.0 36.04% 64570.38 64570.38
TQQQ 2014-10-17 2014-10-21 $5.95 $6.44 Long 9038.0 8.24% 69004.61 69004.61
TQQQ 2014-11-10 2015-06-17 $7.72 $9.28 Long 6789.0 20.19% 79584.39 79584.39
TQQQ 2015-07-01 2015-08-17 $9.09 $9.54 Long 6817.0 5.03% 82703.05 82703.05
TQQQ 2015-08-24 2015-08-31 $6.24 $8.06 Long 7568.0 29.18% 96489.00 96489.00
TQQQ 2015-09-23 2015-12-18 $7.88 $9.47 Long 9457.0 20.19% 111529.17 111529.17
TQQQ 2015-12-21 2015-12-22 $9.27 $9.46 Long 9011.0 2.06% 113245.57 113245.57
TQQQ 2016-01-07 2016-01-22 $8.04 $7.26 Long 10314.0 -9.77% 105138.39 105138.39
TQQQ 2016-02-09 2016-05-10 $5.70 $7.80 Long 13671.0 36.80% 133816.91 133816.91
TQQQ 2016-06-08 2016-06-27 $8.70 $7.18 Long 11705.0 -17.55% 115941.52 115941.52
TQQQ 2016-07-26 2016-10-21 $9.42 $10.43 Long 9433.0 10.72% 125466.85 125466.85
TQQQ 2016-11-02 2017-08-21 $9.96 $17.44 Long 9347.0 75.10% 195376.95 195376.95
TQQQ 2017-09-14 2018-02-15 $19.11 $26.28 Long 7812.0 37.55% 251427.92 251427.92
TQQQ 2018-03-05 2018-04-05 $26.67 $24.32 Long 7572.0 -8.80% 233654.17 233654.17
TQQQ 2018-04-25 2018-10-18 $22.90 $29.97 Long 7246.0 30.87% 284884.90 284884.90
TQQQ 2018-10-31 2018-11-01 $25.58 $26.29 Long 9443.0 2.77% 291576.98 291576.98
TQQQ 2018-11-16 2018-12-28 $24.33 $18.49 Long 9431.0 -24.03% 236423.69 236423.69
TQQQ 2019-01-23 2019-05-20 $21.46 $28.18 Long 8225.0 31.32% 291697.10 291697.10
TQQQ 2019-05-31 2019-06-05 $25.43 $26.14 Long 8499.0 2.79% 297729.18 297729.18
TQQQ 2019-06-26 2019-08-13 $30.60 $29.11 Long 7212.0 -4.87% 286987.23 286987.23
TQQQ 2019-09-03 2019-10-07 $29.63 $30.42 Long 7093.0 2.65% 292553.20 292553.20
TQQQ 2019-10-25 2020-03-06 $32.63 $36.36 Long 6797.0 11.44% 317918.80 317918.80
TQQQ 2020-04-15 2020-09-22 $30.45 $60.60 Long 8100.0 98.98% 562092.91 562092.91
TQQQ 2020-10-15 2020-11-05 $71.51 $74.83 Long 5524.0 4.64% 580432.55 580432.55
TQQQ 2020-11-19 2021-03-08 $71.45 $83.28 Long 6071.0 16.55% 652222.84 652222.84
TQQQ 2021-03-25 2021-05-17 $83.82 $94.51 Long 5477.0 12.75% 710771.97 710771.97

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
CtiTQQQ 0.90 0.79 TQQQ 2021-06-07 Hold Long 38.35% EOD
cti  TQQQ