Strategy - GrayBeard-d


Daily Accelerating Dual Momentum

Description

This is similar to GrayBeard with shorter time frames and tighter stops. However, here the use assets proposed by SeekingAlpha’s Graybeard for an all weather portfolio.

This strategy uses the following risk-on assets: IAU, SPXL, UBT, SHV. with UBT and TIP being the risk off havens.

It will buy only one risk on asset at a time.

Trading happens on the NextOpen of the signal day

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 204.00
NoOfWins 116.00
NoOfLosses 88.00
SharpRatio 0.74
SortinoRatio 0.93
GrossProfit $91852.28
FirstDate 2010-01-22
LastDate 2022-09-20
FirstEquity $10000.00
FinalEquity $101852.28
OpenEquity $82230.12
LongEquity $91852.28
ShortEquity $0.00
PercentWins 56.86%
AveWin 5.14%
AveLoss -2.86%
AveWinLoss 1.80
Expectancy 1.69%
AveDrawUp 57.12%
AveDrawDown -18.87%
MaxDrawDown -34.93%
Kelly 32.90%
Thrope 47.87
APR 20.12%
CalmarRatio 1.07

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TIP 2010-01-22 2010-04-06 $76.77 $75.70 Long 105.0 -1.40% 1925.96 9848.93
UBT 2010-04-06 2010-04-07 $15.14 $15.04 Long 526.0 -0.65% 1875.44 9889.03
TIP 2010-04-07 2010-04-28 $75.81 $77.28 Long 105.0 1.94% 1846.50 9923.09
UBT 2010-04-28 2010-04-29 $16.29 $16.21 Long 500.0 -0.49% 1896.92 9977.11
TIP 2010-04-29 2010-04-30 $77.44 $77.80 Long 104.0 0.47% 1755.63 9571.74
SPXL 2010-04-30 2010-05-05 $5.14 $4.57 Long 1602.0 -11.06% 1394.76 9067.36
UBT 2010-05-05 2010-09-07 $17.42 $22.18 Long 441.0 27.28% 1926.99 11280.48
UBT 2010-09-07 2010-10-28 $22.18 $20.01 Long 417.0 -9.78% 2007.02 10261.04
UBT 2010-10-28 2010-11-04 $20.01 $20.01 Long 413.0 0.00% 2063.87 10242.64
TIP 2010-11-04 2010-12-07 $83.74 $81.23 Long 98.0 -3.00% 1628.12 9790.24
SPXL 2010-12-07 2010-12-09 $5.29 $5.27 Long 1588.0 -0.39% 2081.25 9974.64
TIP 2010-12-09 2010-12-10 $79.90 $79.49 Long 99.0 -0.51% 1844.22 10023.03
SPXL 2010-12-10 2010-12-14 $5.28 $5.36 Long 1534.0 1.35% 1944.44 10008.44
TIP 2010-12-14 2010-12-17 $79.57 $79.80 Long 102.0 0.29% 1805.68 10138.21
SPXL 2010-12-17 2011-01-21 $5.37 $5.97 Long 1542.0 11.21% 2286.20 11022.07
TIP 2011-01-21 2011-02-09 $80.06 $79.04 Long 109.0 -1.27% 2050.34 10907.75
SPXL 2011-02-09 2011-03-11 $6.47 $6.03 Long 1367.0 -6.94% 1903.28 10278.57
TIP 2011-03-11 2011-05-06 $82.19 $84.05 Long 102.0 2.26% 2067.65 10582.48
UBT 2011-05-06 2011-06-30 $18.69 $18.68 Long 450.0 -0.01% 2047.71 10452.83
TIP 2011-06-30 2011-07-08 $85.13 $85.68 Long 99.0 0.65% 1852.91 10626.82
UBT 2011-07-08 2011-09-28 $19.07 $28.87 Long 455.0 51.36% 2805.52 15007.81
UBT 2011-09-28 2011-10-10 $28.87 $28.83 Long 422.0 -0.11% 2805.52 14946.54
UBT 2011-10-10 2011-10-28 $28.83 $25.92 Long 422.0 -10.11% 3038.79 13852.89
UBT 2011-10-28 2012-01-24 $25.92 $28.91 Long 413.0 11.55% 2807.49 14908.52
UBT 2012-01-24 2012-02-06 $28.91 $29.03 Long 421.0 0.41% 2913.79 15177.43
SPXL 2012-02-06 2012-03-05 $5.83 $6.21 Long 2078.0 6.49% 2884.17 15668.14
UBT 2012-03-05 2012-03-12 $29.19 $28.93 Long 443.0 -0.90% 3004.13 15654.48
SPXL 2012-03-12 2012-04-16 $6.28 $6.32 Long 2021.0 0.62% 3057.05 15759.76
UBT 2012-04-16 2012-04-17 $29.11 $28.96 Long 437.0 -0.50% 3029.28 15744.25
TIP 2012-04-17 2012-04-18 $93.27 $93.41 Long 136.0 0.15% 2825.88 15754.08
SPXL 2012-04-18 2012-04-19 $6.41 $6.43 Long 2014.0 0.26% 3069.85 15736.85
TIP 2012-04-19 2012-04-20 $93.36 $93.10 Long 136.0 -0.28% 3154.08 15822.40
UBT 2012-04-20 2012-05-04 $29.05 $29.63 Long 433.0 2.02% 3141.67 15997.06
TIP 2012-05-04 2012-05-07 $93.75 $93.89 Long 137.0 0.15% 2866.45 15969.32
UBT 2012-05-07 2012-08-15 $30.06 $32.42 Long 437.0 7.84% 3287.94 16924.26
UBT 2012-08-15 2012-08-17 $32.42 $31.72 Long 424.0 -2.16% 3351.23 16756.63
TIP 2012-08-17 2012-08-21 $94.27 $94.25 Long 142.0 -0.02% 3204.55 16939.59
UBT 2012-08-21 2012-09-17 $31.76 $30.49 Long 426.0 -4.01% 3228.64 16194.93
TIP 2012-09-17 2012-09-19 $96.75 $96.68 Long 134.0 -0.07% 2970.19 16119.89
UBT 2012-09-19 2012-10-08 $31.76 $32.15 Long 416.0 1.23% 3299.16 16375.08
TIP 2012-10-08 2012-10-11 $97.37 $97.03 Long 134.0 -0.35% 2942.89 16602.34
UBT 2012-10-11 2012-10-17 $32.26 $31.65 Long 414.0 -1.92% 3025.56 16033.93
TIP 2012-10-17 2012-11-08 $96.44 $97.62 Long 135.0 1.22% 3105.94 16638.07
UBT 2012-11-08 2012-11-30 $33.24 $34.00 Long 394.0 2.29% 3199.24 16508.53
TIP 2012-11-30 2013-01-25 $97.82 $96.73 Long 136.0 -1.12% 2882.24 16435.12
SPXL 2013-01-25 2013-04-04 $7.97 $8.92 Long 1690.0 11.90% 3461.97 18010.51
TIP 2013-04-04 2013-04-08 $97.29 $98.07 Long 149.0 0.81% 3321.93 17901.76
UBT 2013-04-08 2013-04-12 $33.08 $32.30 Long 446.0 -2.35% 3630.18 17770.79
SPXL 2013-04-12 2013-04-15 $9.47 $9.36 Long 1488.0 -1.26% 2968.55 17737.51
UBT 2013-04-15 2013-04-26 $32.77 $33.34 Long 445.0 1.75% 3549.78 17808.85
SPXL 2013-04-26 2013-05-02 $9.38 $9.43 Long 1520.0 0.60% 3496.71 17959.15
UBT 2013-05-02 2013-05-03 $33.71 $32.88 Long 427.0 -2.45% 2325.67 17574.40
SPXL 2013-05-03 2013-06-07 $9.87 $10.32 Long 1541.0 4.57% 3006.98 18472.18
SPXL 2013-06-07 2013-06-25 $10.32 $9.43 Long 1475.0 -8.65% 3242.73 16947.31
SPXL 2013-06-25 2013-08-20 $9.43 $10.58 Long 1450.0 12.15% 3661.75 18620.60
TIP 2013-08-20 2013-08-21 $88.79 $88.90 Long 168.0 0.13% 3495.42 18453.57
SPXL 2013-08-21 2013-09-03 $10.59 $10.58 Long 1426.0 -0.09% 4014.12 18568.32
TIP 2013-09-03 2013-09-04 $88.84 $88.83 Long 164.0 -0.02% 3752.61 18938.67
SPXL 2013-09-04 2013-10-10 $10.44 $11.09 Long 1421.0 6.23% 4226.43 19515.88
TIP 2013-10-10 2013-10-11 $90.41 $90.60 Long 169.0 0.21% 3274.39 19915.63
SPXL 2013-10-11 2014-01-28 $11.41 $13.39 Long 1425.0 17.35% 4399.72 22374.96
UBT 2014-01-28 2014-01-29 $25.88 $26.10 Long 694.0 0.86% 4554.64 22411.14
SPXL 2014-01-29 2014-01-30 $13.27 $13.54 Long 1353.0 2.00% 4697.40 22796.80
UBT 2014-01-30 2014-01-31 $26.15 $26.55 Long 695.0 1.52% 5268.45 23493.83
SPXL 2014-01-31 2014-02-03 $13.12 $13.33 Long 1363.0 1.61% 4487.57 23955.58
UBT 2014-02-03 2014-02-13 $26.46 $25.84 Long 716.0 -2.37% 5003.82 23637.74
SPXL 2014-02-13 2014-03-27 $13.94 $14.98 Long 1290.0 7.48% 4152.92 24372.29
UBT 2014-03-27 2014-04-02 $27.49 $26.47 Long 734.0 -3.71% 4097.45 23685.68
SPXL 2014-04-02 2014-04-04 $15.91 $16.19 Long 1225.0 1.80% 4664.83 24096.35
UBT 2014-04-04 2015-02-11 $26.72 $39.84 Long 721.0 49.09% 6457.73 33428.03
UBT 2015-02-11 2015-04-10 $39.84 $40.35 Long 676.0 1.28% 6211.04 34061.51
SPXL 2015-04-10 2015-04-28 $21.59 $22.04 Long 1275.0 2.09% 6991.05 33978.32
UBT 2015-04-28 2015-04-29 $38.86 $37.47 Long 703.0 -3.58% 5997.24 33416.23
SPXL 2015-04-29 2015-05-01 $21.90 $21.62 Long 1248.0 -1.31% 6624.97 32913.60
TIP 2015-05-01 2015-08-10 $93.77 $91.93 Long 281.0 -1.96% 6074.53 32039.04
UBT 2015-08-10 2015-08-27 $36.49 $35.28 Long 723.0 -3.31% 6023.91 31637.08
TIP 2015-08-27 2015-09-02 $91.29 $91.41 Long 280.0 0.13% 5724.86 30990.10
UBT 2015-09-02 2015-09-03 $35.81 $35.17 Long 723.0 -1.81% 6133.26 31124.82
TIP 2015-09-03 2015-09-04 $91.30 $91.31 Long 274.0 0.01% 5744.68 31445.04
UBT 2015-09-04 2015-09-09 $35.48 $34.11 Long 716.0 -3.88% 5381.28 30265.89
TIP 2015-09-09 2015-09-29 $90.79 $90.95 Long 273.0 0.18% 5307.94 30415.68
UBT 2015-09-29 2015-10-06 $36.30 $35.83 Long 686.0 -1.30% 5573.35 29958.38
TIP 2015-10-06 2015-10-08 $91.76 $92.03 Long 265.0 0.30% 5724.53 29493.19
UBT 2015-10-08 2015-10-09 $36.28 $35.50 Long 668.0 -2.15% 5657.97 29411.90
TIP 2015-10-09 2015-10-13 $91.82 $91.80 Long 259.0 -0.02% 5153.37 29454.28
UBT 2015-10-13 2015-10-26 $36.35 $36.54 Long 668.0 0.52% 5781.81 29525.07
TIP 2015-10-26 2015-10-27 $91.81 $91.90 Long 259.0 0.09% 5396.42 29456.31
UBT 2015-10-27 2015-10-30 $36.98 $35.63 Long 654.0 -3.66% 5585.86 28722.79
TIP 2015-10-30 2015-11-02 $91.35 $91.24 Long 253.0 -0.12% 5505.13 28858.17
UBT 2015-11-02 2015-11-05 $35.53 $34.89 Long 652.0 -1.80% 5323.43 28215.21
TIP 2015-11-05 2015-12-01 $90.99 $91.33 Long 252.0 0.38% 5323.39 28926.06
UBT 2015-12-01 2016-04-20 $35.36 $41.56 Long 651.0 17.55% 6158.17 32428.60
SPXL 2016-04-20 2016-04-22 $20.86 $20.45 Long 1257.0 -1.98% 5921.90 31720.17
UBT 2016-04-22 2016-04-25 $39.96 $39.55 Long 649.0 -1.05% 6022.59 31723.42
SPXL 2016-04-25 2016-05-02 $20.35 $19.98 Long 1256.0 -1.86% 5954.25 30847.05
UBT 2016-05-02 2016-07-13 $40.00 $48.06 Long 629.0 20.15% 6786.24 35988.15
SPXL 2016-07-13 2016-10-17 $22.46 $21.75 Long 1309.0 -3.14% 6690.69 35264.67
SHV 2016-10-17 2016-10-19 $103.89 $103.91 Long 275.0 0.02% 6806.15 35361.77
SPXL 2016-10-19 2016-10-25 $22.03 $22.23 Long 1292.0 0.92% 6800.76 35577.68
TIP 2016-10-25 2016-11-11 $96.72 $95.72 Long 297.0 -1.03% 7239.03 35370.56
SPXL 2016-11-11 2017-03-10 $22.57 $30.26 Long 1240.0 34.04% 8928.73 44725.50
TIP 2017-03-10 2017-03-14 $94.54 $94.20 Long 379.0 -0.36% 8705.60 44486.68
SPXL 2017-03-14 2017-03-15 $29.94 $30.09 Long 1200.0 0.50% 8724.30 45021.62
TIP 2017-03-15 2017-03-16 $94.47 $95.09 Long 382.0 0.66% 7866.73 44760.00
SPXL 2017-03-16 2017-03-22 $30.68 $29.01 Long 1212.0 -5.45% 8167.56 43035.72
TIP 2017-03-22 2017-03-30 $95.50 $95.73 Long 365.0 0.25% 7996.04 43443.24
SPXL 2017-03-30 2017-04-05 $29.61 $29.87 Long 1186.0 0.89% 8584.53 43493.90
TIP 2017-04-05 2017-04-21 $95.97 $96.25 Long 363.0 0.30% 7819.06 43224.90
SPXL 2017-04-21 2017-05-18 $29.41 $29.43 Long 1214.0 0.08% 7460.25 43388.46
UBT 2017-05-18 2017-06-05 $37.83 $38.57 Long 954.0 1.94% 7803.53 44209.27
SPXL 2017-06-05 2017-06-06 $32.60 $32.31 Long 1118.0 -0.89% 7662.16 43865.28
UBT 2017-06-06 2017-07-21 $39.08 $39.14 Long 928.0 0.17% 8941.13 44161.04
SPXL 2017-07-21 2017-07-24 $33.86 $34.00 Long 1035.0 0.42% 8509.06 43939.98
UBT 2017-07-24 2017-09-13 $39.02 $40.08 Long 913.0 2.73% 8635.62 45330.50
SPXL 2017-09-13 2018-02-06 $34.87 $39.31 Long 1046.0 12.76% 7653.39 49663.10
TIP 2018-02-06 2018-02-08 $96.13 $95.55 Long 438.0 -0.60% 9653.78 44954.11
SPXL 2018-02-08 2018-02-09 $43.03 $39.51 Long 926.0 -8.19% 9913.36 46186.04
TIP 2018-02-09 2018-02-12 $95.34 $95.43 Long 381.0 0.10% 7661.60 46855.83
SPXL 2018-02-12 2018-02-14 $40.82 $41.04 Long 946.0 0.55% 8206.86 46404.16
TIP 2018-02-14 2018-02-15 $95.46 $95.35 Long 401.0 -0.12% 5797.96 47067.25
SPXL 2018-02-15 2018-03-05 $44.42 $42.34 Long 915.0 -4.68% 7195.17 46407.63
SPXL 2018-03-05 2018-03-23 $42.34 $40.93 Long 882.0 -3.32% 7919.14 43243.90
IAU 2018-03-23 2018-03-28 $25.90 $25.62 Long 1366.0 -1.08% 7814.30 42875.66
TIP 2018-03-28 2018-04-18 $96.43 $96.87 Long 364.0 0.45% 7662.35 42900.03
SPXL 2018-04-18 2018-04-19 $43.35 $42.77 Long 817.0 -1.33% 8029.17 42578.13
IAU 2018-04-19 2018-04-23 $25.88 $25.44 Long 1336.0 -1.70% 7855.54 41998.78
TIP 2018-04-23 2018-04-27 $96.23 $96.21 Long 355.0 -0.02% 8079.79 42017.09
SHV 2018-04-27 2018-04-30 $105.05 $105.06 Long 323.0 0.01% 8195.61 42067.69
IAU 2018-04-30 2018-05-02 $25.20 $25.08 Long 1342.0 -0.48% 8022.79 41859.11
SHV 2018-05-02 2018-05-08 $105.06 $105.11 Long 322.0 0.05% 8117.59 41996.59
SPXL 2018-05-08 2018-05-30 $41.11 $42.79 Long 821.0 4.09% 8523.83 43136.49
UBT 2018-05-30 2018-05-31 $36.86 $37.04 Long 942.0 0.50% 7882.39 42861.80
SPXL 2018-05-31 2018-06-26 $43.55 $43.65 Long 816.0 0.23% 8523.47 43504.96
SHV 2018-06-26 2018-06-27 $105.36 $105.36 Long 332.0 0.00% 8062.42 42366.72
SPXL 2018-06-27 2018-07-05 $43.91 $43.81 Long 807.0 -0.24% 8733.54 43418.23
SHV 2018-07-05 2018-07-06 $105.42 $105.43 Long 329.0 0.02% 7935.23 44259.57
SPXL 2018-07-06 2018-07-30 $44.25 $48.20 Long 802.0 8.94% 8999.03 46607.44
TIP 2018-07-30 2018-07-31 $96.65 $96.83 Long 389.0 0.19% 9174.20 46794.71
SPXL 2018-07-31 2018-08-16 $47.88 $48.99 Long 783.0 2.33% 9486.26 47451.13
UBT 2018-08-16 2018-08-17 $36.87 $37.20 Long 1032.0 0.90% 9336.78 48391.39
SPXL 2018-08-17 2018-09-11 $49.16 $50.88 Long 784.0 3.50% 9411.04 49123.01
UBT 2018-09-11 2018-09-12 $35.74 $35.92 Long 1114.0 0.49% 9649.88 49396.36
TIP 2018-09-12 2018-09-26 $97.00 $96.38 Long 410.0 -0.65% 9635.72 48728.69
SPXL 2018-09-26 2018-10-02 $53.34 $53.64 Long 741.0 0.55% 9410.36 49406.81
TIP 2018-10-02 2018-12-06 $96.32 $96.00 Long 415.0 -0.33% 5124.91 48966.81
UBT 2018-12-06 2019-03-04 $35.76 $36.30 Long 1234.0 1.51% 9802.29 49926.26
TIP 2019-03-04 2019-03-05 $97.13 $97.04 Long 413.0 -0.09% 9274.73 50229.37
UBT 2019-03-05 2019-07-01 $36.45 $45.17 Long 1114.0 23.94% 9318.55 59002.93
SPXL 2019-07-01 2019-07-03 $52.70 $52.93 Long 954.0 0.43% 11000.47 60280.54
UBT 2019-07-03 2019-09-12 $45.79 $51.32 Long 1066.0 12.07% 12283.49 64202.92
UBT 2019-09-12 2019-10-29 $51.32 $48.80 Long 1041.0 -4.91% 12088.28 62655.75
UBT 2019-10-29 2019-11-11 $48.80 $47.08 Long 1045.0 -3.52% 11928.56 61257.17
TIP 2019-11-11 2019-11-14 $103.05 $103.27 Long 479.0 0.21% 11055.65 61398.83
UBT 2019-11-14 2019-12-03 $48.68 $50.33 Long 1034.0 3.38% 12859.37 63269.76
TIP 2019-12-03 2019-12-04 $103.79 $104.04 Long 484.0 0.24% 11809.85 62794.19
UBT 2019-12-04 2019-12-19 $50.49 $47.47 Long 1018.0 -5.99% 11447.35 60265.54
TIP 2019-12-19 2019-12-23 $103.81 $104.03 Long 469.0 0.21% 11000.29 60064.64
SPXL 2019-12-23 2019-12-30 $65.65 $66.41 Long 750.0 1.17% 11652.18 60903.61
TIP 2019-12-30 2020-01-02 $103.93 $104.34 Long 473.0 0.39% 10340.00 61616.51
SPXL 2020-01-02 2020-01-13 $66.75 $68.38 Long 759.0 2.44% 12133.47 62392.06
UBT 2020-01-13 2020-01-16 $48.70 $49.66 Long 1029.0 1.97% 10685.66 63755.59
SPXL 2020-01-16 2020-01-27 $70.43 $66.05 Long 746.0 -6.23% 7396.16 60143.71
UBT 2020-01-27 2020-03-11 $53.04 $69.88 Long 991.0 31.75% 21022.06 73828.66
UBT 2020-03-11 2020-03-16 $69.88 $64.84 Long 796.0 -7.20% 11100.99 75496.62
UBT 2020-03-16 2020-03-19 $64.84 $54.07 Long 949.0 -16.61% 14669.91 63981.29
UBT 2020-03-19 2020-05-13 $54.07 $67.92 Long 883.0 25.60% 12700.38 74784.78
UBT 2020-05-13 2020-06-05 $67.92 $59.48 Long 912.0 -12.43% 13651.98 68016.78
UBT 2020-06-05 2020-06-08 $59.48 $59.85 Long 896.0 0.63% 12143.34 67550.86
IAU 2020-06-08 2020-06-09 $32.28 $32.74 Long 1708.0 1.43% 13406.65 68364.59
SPXL 2020-06-09 2020-06-10 $46.92 $47.45 Long 1165.0 1.15% 13021.38 69196.40
IAU 2020-06-10 2020-06-12 $32.92 $33.20 Long 1691.0 0.85% 14037.58 69103.78
UBT 2020-06-12 2020-06-16 $65.63 $63.15 Long 840.0 -3.77% 10594.28 67255.28
IAU 2020-06-16 2020-06-17 $32.90 $32.94 Long 1717.0 0.12% 12109.25 67410.86
UBT 2020-06-17 2020-06-23 $63.86 $64.82 Long 862.0 1.51% 9310.38 67145.89
SPXL 2020-06-23 2020-06-24 $43.92 $42.38 Long 1336.0 -3.49% 11572.16 66983.91
UBT 2020-06-24 2020-07-30 $64.80 $72.70 Long 839.0 12.20% 14696.50 72691.78
IAU 2020-07-30 2020-07-31 $37.24 $37.50 Long 1554.0 0.70% 14703.27 73464.99
UBT 2020-07-31 2020-08-03 $72.03 $71.30 Long 809.0 -1.01% 12719.65 72511.85
IAU 2020-08-03 2020-08-25 $37.62 $36.80 Long 1586.0 -2.18% 12821.27 71328.96
SPXL 2020-08-25 2020-09-04 $56.95 $57.84 Long 1023.0 1.56% 14137.38 71776.61
TIP 2020-09-04 2020-09-10 $113.66 $113.41 Long 509.0 -0.22% 11535.60 67739.02
SPXL 2020-09-10 2020-09-22 $55.50 $49.73 Long 1087.0 -10.39% 11734.53 66458.48
SPXL 2020-09-22 2020-10-28 $49.73 $50.69 Long 1083.0 1.92% 13914.17 63948.59
SPXL 2020-10-28 2021-03-08 $50.69 $77.08 Long 1040.0 52.06% 15995.32 92288.59
SPXL 2021-03-08 2021-05-14 $77.08 $95.21 Long 1013.0 23.51% 19041.89 114708.42
SPXL 2021-05-14 2021-07-19 $95.21 $104.62 Long 981.0 9.89% 15007.91 122353.54
UBT 2021-07-19 2021-07-22 $56.83 $54.56 Long 1877.0 -3.99% 20583.20 117931.04
SPXL 2021-07-22 2021-07-26 $110.92 $114.38 Long 873.0 3.12% 21067.41 119164.93
UBT 2021-07-26 2021-07-27 $55.33 $55.57 Long 1796.0 0.43% 24221.21 120848.86
TIP 2021-07-27 2021-07-28 $119.76 $119.69 Long 807.0 -0.06% 23745.42 121947.94
UBT 2021-07-28 2021-10-05 $55.12 $52.27 Long 1761.0 -5.17% 21534.81 115785.53
TIP 2021-10-05 2021-10-28 $119.62 $121.05 Long 788.0 1.20% 20160.29 116368.61
UBT 2021-10-28 2021-11-04 $54.39 $53.14 Long 1779.0 -2.30% 19757.51 115558.03
SPXL 2021-11-04 2021-11-05 $135.24 $138.74 Long 702.0 2.59% 20000.92 118071.01
UBT 2021-11-05 2021-11-08 $55.17 $55.61 Long 1761.0 0.80% 22122.87 117490.08
SPXL 2021-11-08 2021-11-11 $139.05 $135.00 Long 689.0 -2.91% 26147.58 115545.06
UBT 2021-11-11 2021-11-12 $54.73 $54.67 Long 1626.0 -0.11% 21506.05 116306.57
SPXL 2021-11-12 2021-11-15 $134.97 $138.03 Long 693.0 2.27% 24087.66 115027.60
UBT 2021-11-15 2021-11-17 $54.02 $52.22 Long 1723.0 -3.33% 21545.39 114368.55
TIP 2021-11-17 2021-11-18 $121.73 $122.06 Long 760.0 0.27% 19881.63 115216.04
UBT 2021-11-18 2021-11-24 $53.23 $52.29 Long 1774.0 -1.77% 21831.56 112876.64
TIP 2021-11-24 2021-11-26 $120.60 $121.10 Long 753.0 0.41% 16714.84 115127.24
UBT 2021-11-26 2021-12-30 $55.09 $54.13 Long 1748.0 -1.75% 21362.48 111627.14
TIP 2021-12-30 2022-09-20 $121.58 $108.77 Long 740.0 -10.54% 19622.16 102048.84

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
GrayBeard-d 0.90 0.80 TIP 2022-09-19 Hold Long -1.93% EOD