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 | 253.00 |
| NoOfWins | 132.00 |
| NoOfLosses | 121.00 |
| SharpRatio | 0.77 |
| SortinoRatio | 0.99 |
| GrossProfit | $110562.28 |
| FirstDate | 2010-01-22 |
| LastDate | 2023-01-17 |
| FirstEquity | $10000.00 |
| FinalEquity | $120562.28 |
| OpenEquity | $98299.70 |
| LongEquity | $110562.28 |
| ShortEquity | $0.00 |
| PercentWins | 52.17% |
| AveWin | 4.89% |
| AveLoss | -2.30% |
| AveWinLoss | 2.13 |
| Expectancy | 1.45% |
| AveDrawUp | 57.90% |
| AveDrawDown | -19.11% |
| MaxDrawDown | -34.00% |
| Kelly | 29.73% |
| Thorpe | 48.86 |
| APR | 21.13% |
| CalmarRatio | 1.11 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| TIP | 2010-01-22 | 2010-02-18 | $76.43 | $75.91 | Long | 106.0 | -0.68% | 1896.76 | 9988.17 |
| TBF | 2010-02-18 | 2010-02-24 | $48.78 | $48.16 | Long | 165.0 | -1.27% | 1889.40 | 9821.94 |
| TIP | 2010-02-24 | 2010-02-25 | $75.74 | $75.70 | Long | 105.0 | -0.06% | 1946.56 | 9834.80 |
| TBF | 2010-02-25 | 2010-03-01 | $47.83 | $47.52 | Long | 165.0 | -0.65% | 1907.51 | 9781.51 |
| TIP | 2010-03-01 | 2010-03-03 | $75.76 | $75.72 | Long | 104.0 | -0.06% | 1913.22 | 9785.46 |
| TBF | 2010-03-03 | 2010-03-05 | $47.69 | $47.78 | Long | 165.0 | 0.18% | 1916.60 | 9784.54 |
| TIP | 2010-03-05 | 2010-03-08 | $75.77 | $75.62 | Long | 104.0 | -0.20% | 1809.32 | 9788.75 |
| TBF | 2010-03-08 | 2010-03-12 | $48.31 | $48.34 | Long | 165.0 | 0.06% | 1903.97 | 9799.95 |
| TIP | 2010-03-12 | 2010-03-25 | $75.78 | $75.34 | Long | 104.0 | -0.59% | 1807.63 | 9767.78 |
| TBF | 2010-03-25 | 2010-04-13 | $48.66 | $47.95 | Long | 163.0 | -1.45% | 1834.10 | 9613.52 |
| TIP | 2010-04-13 | 2010-04-15 | $76.37 | $76.11 | Long | 102.0 | -0.34% | 1739.19 | 9559.40 |
| TBF | 2010-04-15 | 2010-04-16 | $48.51 | $48.17 | Long | 162.0 | -0.70% | 1814.59 | 9548.04 |
| TIP | 2010-04-16 | 2010-04-28 | $76.51 | $76.94 | Long | 101.0 | 0.56% | 1772.99 | 9521.43 |
| UBT | 2010-04-28 | 2010-04-29 | $16.24 | $16.16 | Long | 481.0 | -0.49% | 1838.03 | 9573.19 |
| TIP | 2010-04-29 | 2010-04-30 | $77.10 | $77.46 | Long | 100.0 | 0.47% | 1680.56 | 9184.01 |
| SPXL | 2010-04-30 | 2010-05-05 | $5.13 | $4.56 | Long | 1541.0 | -11.06% | 1343.17 | 8699.82 |
| UBT | 2010-05-05 | 2010-09-07 | $17.38 | $22.12 | Long | 424.0 | 27.28% | 1851.82 | 10821.83 |
| UBT | 2010-09-07 | 2010-10-28 | $22.12 | $19.95 | Long | 401.0 | -9.78% | 1931.63 | 9844.18 |
| UBT | 2010-10-28 | 2010-11-04 | $19.95 | $19.95 | Long | 397.0 | 0.00% | 1932.92 | 9826.37 |
| TIP | 2010-11-04 | 2010-11-16 | $83.37 | $80.83 | Long | 95.0 | -3.05% | 1846.68 | 9508.35 |
| TBF | 2010-11-16 | 2010-11-17 | $42.90 | $42.49 | Long | 181.0 | -0.95% | 1859.92 | 9539.60 |
| TIP | 2010-11-17 | 2010-11-18 | $80.82 | $80.92 | Long | 95.0 | 0.12% | 1843.57 | 9515.77 |
| TBF | 2010-11-18 | 2010-11-23 | $42.56 | $41.67 | Long | 181.0 | -2.10% | 1779.51 | 9360.36 |
| TIP | 2010-11-23 | 2010-11-26 | $81.79 | $81.34 | Long | 93.0 | -0.55% | 1815.36 | 9312.54 |
| TBF | 2010-11-26 | 2010-11-29 | $42.06 | $41.69 | Long | 179.0 | -0.88% | 1775.77 | 9265.53 |
| TIP | 2010-11-29 | 2010-12-03 | $81.54 | $80.82 | Long | 92.0 | -0.88% | 1817.76 | 9322.39 |
| TBF | 2010-12-03 | 2010-12-07 | $42.01 | $42.73 | Long | 176.0 | 1.71% | 1628.80 | 9123.13 |
| SPXL | 2010-12-07 | 2010-12-09 | $5.28 | $5.26 | Long | 1461.0 | -0.39% | 1875.61 | 9301.39 |
| TBF | 2010-12-09 | 2010-12-10 | $43.21 | $43.35 | Long | 172.0 | 0.31% | 1773.57 | 9398.59 |
| SPXL | 2010-12-10 | 2010-12-14 | $5.27 | $5.35 | Long | 1433.0 | 1.35% | 1779.59 | 9457.05 |
| TBF | 2010-12-14 | 2010-12-17 | $43.74 | $44.01 | Long | 175.0 | 0.62% | 1663.86 | 9532.11 |
| SPXL | 2010-12-17 | 2011-01-21 | $5.36 | $5.96 | Long | 1459.0 | 11.21% | 1999.83 | 10277.75 |
| TBF | 2011-01-21 | 2011-02-09 | $44.22 | $44.97 | Long | 189.0 | 1.69% | 1949.60 | 10504.76 |
| SPXL | 2011-02-09 | 2011-03-11 | $6.46 | $6.01 | Long | 1323.0 | -6.94% | 1803.91 | 9897.04 |
| TIP | 2011-03-11 | 2011-03-24 | $81.83 | $81.72 | Long | 99.0 | -0.14% | 1783.28 | 9919.87 |
| TBF | 2011-03-24 | 2011-04-18 | $42.69 | $42.81 | Long | 190.0 | 0.30% | 1948.69 | 9925.25 |
| TIP | 2011-04-18 | 2011-05-06 | $83.01 | $83.68 | Long | 96.0 | 0.80% | 1968.89 | 10083.03 |
| UBT | 2011-05-06 | 2011-06-30 | $18.63 | $18.63 | Long | 430.0 | -0.01% | 1929.46 | 9959.43 |
| TIP | 2011-06-30 | 2011-07-08 | $84.76 | $85.31 | Long | 95.0 | 0.65% | 1760.16 | 10125.46 |
| UBT | 2011-07-08 | 2011-09-28 | $19.02 | $28.79 | Long | 435.0 | 51.36% | 2652.59 | 14302.46 |
| UBT | 2011-09-28 | 2011-10-10 | $28.79 | $28.76 | Long | 404.0 | -0.11% | 2681.35 | 14244.02 |
| UBT | 2011-10-10 | 2011-10-28 | $28.76 | $25.85 | Long | 403.0 | -10.11% | 2888.14 | 13202.63 |
| UBT | 2011-10-28 | 2012-01-24 | $25.85 | $28.83 | Long | 395.0 | 11.55% | 2657.46 | 14209.43 |
| UBT | 2012-01-24 | 2012-02-06 | $28.83 | $28.95 | Long | 403.0 | 0.41% | 2780.42 | 14465.88 |
| SPXL | 2012-02-06 | 2012-03-05 | $5.82 | $6.20 | Long | 1984.0 | 6.49% | 2760.10 | 14933.54 |
| UBT | 2012-03-05 | 2012-03-12 | $29.11 | $28.85 | Long | 423.0 | -0.90% | 2863.93 | 14920.50 |
| SPXL | 2012-03-12 | 2012-04-16 | $6.27 | $6.31 | Long | 1930.0 | 0.62% | 2932.66 | 15020.85 |
| UBT | 2012-04-16 | 2012-04-17 | $29.03 | $28.88 | Long | 417.0 | -0.50% | 2905.66 | 15006.10 |
| TIP | 2012-04-17 | 2012-04-18 | $92.86 | $93.00 | Long | 130.0 | 0.15% | 2689.74 | 15015.50 |
| SPXL | 2012-04-18 | 2012-04-19 | $6.40 | $6.41 | Long | 1924.0 | 0.26% | 2944.33 | 14999.11 |
| TIP | 2012-04-19 | 2012-04-20 | $92.95 | $92.69 | Long | 130.0 | -0.28% | 3001.39 | 15080.70 |
| UBT | 2012-04-20 | 2012-05-04 | $28.97 | $29.55 | Long | 414.0 | 2.02% | 3009.02 | 15247.22 |
| TIP | 2012-05-04 | 2012-05-07 | $93.34 | $93.48 | Long | 131.0 | 0.15% | 2751.82 | 15220.83 |
| UBT | 2012-05-07 | 2012-08-15 | $29.98 | $32.33 | Long | 417.0 | 7.84% | 3139.82 | 16129.46 |
| UBT | 2012-08-15 | 2012-08-17 | $32.33 | $31.63 | Long | 405.0 | -2.16% | 3187.42 | 15969.80 |
| TIP | 2012-08-17 | 2012-08-21 | $93.85 | $93.84 | Long | 136.0 | -0.02% | 3057.55 | 16144.10 |
| UBT | 2012-08-21 | 2012-09-17 | $31.68 | $30.41 | Long | 407.0 | -4.01% | 3103.48 | 15434.60 |
| TIP | 2012-09-17 | 2012-09-19 | $96.32 | $96.25 | Long | 128.0 | -0.07% | 2816.72 | 15363.04 |
| UBT | 2012-09-19 | 2012-10-08 | $31.68 | $32.07 | Long | 398.0 | 1.23% | 3171.06 | 15606.43 |
| TIP | 2012-10-08 | 2012-10-11 | $96.94 | $96.60 | Long | 128.0 | -0.35% | 2793.61 | 15823.43 |
| UBT | 2012-10-11 | 2012-10-17 | $32.18 | $31.56 | Long | 396.0 | -1.92% | 2809.81 | 15281.17 |
| TIP | 2012-10-17 | 2012-11-08 | $96.01 | $97.19 | Long | 130.0 | 1.22% | 2978.73 | 15857.32 |
| UBT | 2012-11-08 | 2012-11-30 | $33.15 | $33.91 | Long | 376.0 | 2.29% | 3068.01 | 15734.04 |
| TIP | 2012-11-30 | 2012-12-19 | $97.39 | $96.77 | Long | 130.0 | -0.63% | 2934.00 | 15652.88 |
| TBF | 2012-12-19 | 2012-12-24 | $28.57 | $28.34 | Long | 445.0 | -0.81% | 3014.01 | 15528.59 |
| TIP | 2012-12-24 | 2013-01-02 | $97.14 | $96.44 | Long | 129.0 | -0.72% | 2607.61 | 15471.82 |
| TBF | 2013-01-02 | 2013-01-25 | $28.80 | $29.10 | Long | 446.0 | 1.01% | 2878.92 | 15660.36 |
| SPXL | 2013-01-25 | 2013-04-04 | $7.96 | $8.90 | Long | 1597.0 | 11.90% | 3342.45 | 17146.38 |
| TIP | 2013-04-04 | 2013-04-08 | $96.86 | $97.64 | Long | 142.0 | 0.81% | 3187.60 | 17042.94 |
| UBT | 2013-04-08 | 2013-04-12 | $32.99 | $32.21 | Long | 425.0 | -2.35% | 3451.17 | 16918.57 |
| SPXL | 2013-04-12 | 2013-04-15 | $9.46 | $9.34 | Long | 1420.0 | -1.26% | 2820.27 | 16886.88 |
| UBT | 2013-04-15 | 2013-04-26 | $32.68 | $33.25 | Long | 425.0 | 1.75% | 3379.65 | 16954.83 |
| SPXL | 2013-04-26 | 2013-05-02 | $9.36 | $9.42 | Long | 1450.0 | 0.60% | 3316.86 | 17097.98 |
| UBT | 2013-05-02 | 2013-05-03 | $33.62 | $32.79 | Long | 408.0 | -2.45% | 2214.27 | 16731.32 |
| SPXL | 2013-05-03 | 2013-06-07 | $9.85 | $10.30 | Long | 1470.0 | 4.57% | 2863.31 | 17586.02 |
| SPXL | 2013-06-07 | 2013-06-25 | $10.30 | $9.41 | Long | 1407.0 | -8.65% | 3089.18 | 16134.35 |
| SPXL | 2013-06-25 | 2013-08-20 | $9.41 | $10.56 | Long | 1383.0 | 12.15% | 3434.71 | 17636.00 |
| TBF | 2013-08-20 | 2013-08-21 | $32.39 | $32.42 | Long | 440.0 | 0.09% | 3399.61 | 17563.61 |
| SPXL | 2013-08-21 | 2013-09-03 | $10.57 | $10.56 | Long | 1353.0 | -0.09% | 3547.48 | 17739.19 |
| TBF | 2013-09-03 | 2013-09-04 | $31.70 | $31.75 | Long | 446.0 | 0.15% | 3544.96 | 18050.03 |
| SPXL | 2013-09-04 | 2013-10-10 | $10.41 | $11.06 | Long | 1360.0 | 6.23% | 3782.86 | 18496.08 |
| TBF | 2013-10-10 | 2013-10-11 | $31.44 | $31.06 | Long | 471.0 | -1.20% | 2992.09 | 18772.53 |
| SPXL | 2013-10-11 | 2014-01-28 | $11.39 | $13.37 | Long | 1354.0 | 17.35% | 4160.03 | 21104.56 |
| UBT | 2014-01-28 | 2014-01-29 | $25.81 | $26.03 | Long | 656.0 | 0.86% | 4305.76 | 21138.67 |
| SPXL | 2014-01-29 | 2014-01-30 | $13.25 | $13.51 | Long | 1278.0 | 2.00% | 4439.21 | 21502.21 |
| UBT | 2014-01-30 | 2014-01-31 | $26.08 | $26.48 | Long | 657.0 | 1.52% | 4958.32 | 22159.71 |
| SPXL | 2014-01-31 | 2014-02-03 | $13.09 | $13.30 | Long | 1289.0 | 1.61% | 4237.79 | 22595.05 |
| UBT | 2014-02-03 | 2014-02-13 | $26.39 | $25.77 | Long | 677.0 | -2.37% | 4722.34 | 22295.43 |
| SPXL | 2014-02-13 | 2014-03-27 | $13.91 | $14.95 | Long | 1219.0 | 7.48% | 3895.53 | 22988.21 |
| UBT | 2014-03-27 | 2014-04-02 | $27.42 | $26.40 | Long | 695.0 | -3.71% | 3859.96 | 22339.77 |
| SPXL | 2014-04-02 | 2014-04-04 | $15.87 | $16.16 | Long | 1158.0 | 1.80% | 4423.67 | 22726.97 |
| UBT | 2014-04-04 | 2015-02-11 | $26.65 | $39.73 | Long | 681.0 | 49.09% | 6092.47 | 31516.86 |
| UBT | 2015-02-11 | 2015-04-10 | $39.73 | $40.24 | Long | 639.0 | 1.28% | 5867.00 | 32113.95 |
| SPXL | 2015-04-10 | 2015-04-28 | $21.54 | $21.99 | Long | 1204.0 | 2.09% | 6615.31 | 32035.70 |
| UBT | 2015-04-28 | 2015-04-29 | $38.75 | $37.37 | Long | 664.0 | -3.58% | 5655.13 | 31506.33 |
| SPXL | 2015-04-29 | 2015-05-01 | $21.86 | $21.57 | Long | 1179.0 | -1.31% | 6256.83 | 31032.46 |
| TIP | 2015-05-01 | 2015-05-04 | $93.35 | $93.20 | Long | 266.0 | -0.17% | 5848.13 | 31359.66 |
| TBF | 2015-05-04 | 2015-05-29 | $24.28 | $24.43 | Long | 1038.0 | 0.64% | 5774.72 | 31235.69 |
| TIP | 2015-05-29 | 2015-06-02 | $92.49 | $91.79 | Long | 275.0 | -0.75% | 5477.94 | 31186.15 |
| TBF | 2015-06-02 | 2015-08-10 | $24.97 | $24.00 | Long | 1023.0 | -3.88% | 5790.05 | 29642.15 |
| UBT | 2015-08-10 | 2015-08-26 | $36.39 | $36.03 | Long | 666.0 | -0.98% | 4950.91 | 30009.05 |
| TBF | 2015-08-26 | 2015-09-02 | $24.04 | $24.28 | Long | 1033.0 | 0.97% | 5528.15 | 29434.87 |
| UBT | 2015-09-02 | 2015-09-03 | $35.72 | $35.07 | Long | 686.0 | -1.81% | 5726.75 | 29547.75 |
| TBF | 2015-09-03 | 2015-09-04 | $24.30 | $24.08 | Long | 982.0 | -0.88% | 5241.83 | 29654.82 |
| UBT | 2015-09-04 | 2015-09-09 | $35.39 | $34.02 | Long | 682.0 | -3.88% | 4633.25 | 28075.49 |
| TBF | 2015-09-09 | 2015-09-10 | $24.65 | $24.34 | Long | 966.0 | -1.22% | 5394.65 | 28179.23 |
| TIP | 2015-09-10 | 2015-09-11 | $90.66 | $90.98 | Long | 251.0 | 0.35% | 5510.37 | 28267.03 |
| TBF | 2015-09-11 | 2015-09-14 | $24.25 | $24.15 | Long | 937.0 | -0.40% | 5274.99 | 28080.15 |
| TIP | 2015-09-14 | 2015-09-15 | $91.10 | $90.70 | Long | 251.0 | -0.43% | 5114.25 | 28342.11 |
| TBF | 2015-09-15 | 2015-09-29 | $24.36 | $23.78 | Long | 941.0 | -2.39% | 4830.02 | 27679.08 |
| UBT | 2015-09-29 | 2015-10-06 | $36.20 | $35.73 | Long | 626.0 | -1.30% | 4763.95 | 27035.62 |
| TBF | 2015-10-06 | 2015-10-08 | $23.92 | $23.75 | Long | 938.0 | -0.69% | 5118.27 | 26621.88 |
| UBT | 2015-10-08 | 2015-10-09 | $36.18 | $35.40 | Long | 606.0 | -2.15% | 5090.58 | 26548.37 |
| TIP | 2015-10-09 | 2015-10-13 | $91.42 | $91.40 | Long | 235.0 | -0.02% | 4674.04 | 26586.62 |
| UBT | 2015-10-13 | 2015-10-26 | $36.25 | $36.44 | Long | 604.0 | 0.52% | 5330.09 | 26639.41 |
| TBF | 2015-10-26 | 2015-10-27 | $23.65 | $23.49 | Long | 903.0 | -0.66% | 4709.58 | 26429.01 |
| UBT | 2015-10-27 | 2015-10-30 | $36.88 | $35.53 | Long | 592.0 | -3.66% | 4838.18 | 25651.14 |
| TBF | 2015-10-30 | 2015-11-02 | $23.95 | $23.96 | Long | 873.0 | 0.04% | 5059.96 | 25920.21 |
| UBT | 2015-11-02 | 2015-11-05 | $35.43 | $34.79 | Long | 584.0 | -1.80% | 4633.57 | 25395.93 |
| TBF | 2015-11-05 | 2015-11-25 | $24.15 | $24.07 | Long | 859.0 | -0.32% | 4867.65 | 25321.88 |
| TIP | 2015-11-25 | 2015-11-27 | $90.87 | $90.97 | Long | 225.0 | 0.12% | 4834.35 | 25369.69 |
| TBF | 2015-11-27 | 2015-11-30 | $24.06 | $24.08 | Long | 852.0 | 0.08% | 4880.48 | 25336.55 |
| TIP | 2015-11-30 | 2015-12-01 | $90.99 | $90.93 | Long | 225.0 | -0.06% | 4749.09 | 25864.70 |
| UBT | 2015-12-01 | 2016-04-20 | $35.26 | $41.45 | Long | 584.0 | 17.55% | 5512.63 | 28998.15 |
| SPXL | 2016-04-20 | 2016-04-22 | $20.82 | $20.41 | Long | 1126.0 | -1.98% | 5293.07 | 28364.77 |
| UBT | 2016-04-22 | 2016-04-25 | $39.86 | $39.44 | Long | 582.0 | -1.05% | 5393.45 | 28367.62 |
| SPXL | 2016-04-25 | 2016-05-02 | $20.31 | $19.94 | Long | 1125.0 | -1.86% | 5324.78 | 27584.15 |
| UBT | 2016-05-02 | 2016-07-13 | $39.89 | $47.93 | Long | 564.0 | 20.15% | 6065.78 | 32181.35 |
| SPXL | 2016-07-13 | 2016-10-17 | $22.41 | $21.71 | Long | 1173.0 | -3.14% | 6066.32 | 31534.31 |
| SHV | 2016-10-17 | 2016-10-19 | $103.09 | $103.11 | Long | 247.0 | 0.02% | 6100.41 | 31621.10 |
| SPXL | 2016-10-19 | 2016-10-25 | $21.98 | $22.18 | Long | 1157.0 | 0.92% | 6058.01 | 31814.13 |
| TIP | 2016-10-25 | 2016-10-28 | $96.29 | $95.98 | Long | 267.0 | -0.32% | 5907.40 | 31662.18 |
| TBF | 2016-10-28 | 2016-11-01 | $21.45 | $21.44 | Long | 1202.0 | -0.05% | 6227.31 | 31733.27 |
| TIP | 2016-11-01 | 2016-11-02 | $96.02 | $96.32 | Long | 265.0 | 0.31% | 6271.82 | 31694.96 |
| TBF | 2016-11-02 | 2016-11-07 | $21.25 | $21.31 | Long | 1199.0 | 0.27% | 6258.18 | 31851.55 |
| TIP | 2016-11-07 | 2016-11-08 | $96.11 | $96.22 | Long | 266.0 | 0.12% | 6091.80 | 32006.27 |
| TBF | 2016-11-08 | 2016-11-11 | $21.29 | $22.64 | Long | 1210.0 | 6.33% | 6855.38 | 33617.41 |
| SPXL | 2016-11-11 | 2017-03-10 | $22.53 | $30.20 | Long | 1182.0 | 34.04% | 8491.76 | 42507.89 |
| TBF | 2017-03-10 | 2017-03-14 | $23.47 | $23.56 | Long | 1451.0 | 0.37% | 8287.77 | 42539.10 |
| SPXL | 2017-03-14 | 2017-03-15 | $29.88 | $30.03 | Long | 1151.0 | 0.50% | 8646.24 | 42580.06 |
| TBF | 2017-03-15 | 2017-03-16 | $23.39 | $23.27 | Long | 1462.0 | -0.54% | 7515.46 | 42390.63 |
| SPXL | 2017-03-16 | 2017-03-22 | $30.62 | $28.95 | Long | 1148.0 | -5.45% | 8209.67 | 40749.13 |
| TBF | 2017-03-22 | 2017-03-30 | $22.75 | $22.68 | Long | 1430.0 | -0.34% | 7604.75 | 40952.69 |
| SPXL | 2017-03-30 | 2017-04-05 | $29.55 | $29.81 | Long | 1118.0 | 0.89% | 7820.26 | 40733.96 |
| TBF | 2017-04-05 | 2017-04-13 | $22.73 | $22.17 | Long | 1457.0 | -2.43% | 7448.49 | 40106.70 |
| TIP | 2017-04-13 | 2017-04-21 | $96.11 | $95.83 | Long | 340.0 | -0.29% | 7184.88 | 39754.77 |
| SPXL | 2017-04-21 | 2017-05-18 | $29.35 | $29.38 | Long | 1119.0 | 0.08% | 6854.54 | 39905.23 |
| UBT | 2017-05-18 | 2017-06-05 | $37.73 | $38.46 | Long | 880.0 | 1.94% | 7187.27 | 40660.32 |
| SPXL | 2017-06-05 | 2017-06-06 | $32.54 | $32.24 | Long | 1030.0 | -0.89% | 7041.08 | 40344.01 |
| UBT | 2017-06-06 | 2017-07-21 | $38.97 | $39.04 | Long | 856.0 | 0.17% | 8217.48 | 40616.08 |
| SPXL | 2017-07-21 | 2017-07-24 | $33.79 | $33.93 | Long | 954.0 | 0.42% | 7826.51 | 40412.76 |
| UBT | 2017-07-24 | 2017-09-13 | $38.91 | $39.97 | Long | 842.0 | 2.73% | 7941.11 | 41691.65 |
| SPXL | 2017-09-13 | 2018-02-06 | $34.80 | $39.23 | Long | 964.0 | 12.76% | 7508.55 | 45895.54 |
| TBF | 2018-02-06 | 2018-02-08 | $22.32 | $22.77 | Long | 1714.0 | 2.04% | 9351.70 | 42298.67 |
| SPXL | 2018-02-08 | 2018-02-09 | $42.95 | $39.43 | Long | 866.0 | -8.19% | 9288.31 | 43569.96 |
| TBF | 2018-02-09 | 2018-02-12 | $22.75 | $22.68 | Long | 1504.0 | -0.30% | 6937.46 | 43944.45 |
| SPXL | 2018-02-12 | 2018-02-14 | $40.73 | $40.96 | Long | 895.0 | 0.55% | 7682.06 | 43825.80 |
| TBF | 2018-02-14 | 2018-02-15 | $22.69 | $22.74 | Long | 1583.0 | 0.21% | 5282.01 | 44263.07 |
| SPXL | 2018-02-15 | 2018-03-05 | $44.33 | $42.25 | Long | 866.0 | -4.68% | 6760.93 | 43632.06 |
| SPXL | 2018-03-05 | 2018-03-23 | $42.25 | $40.85 | Long | 831.0 | -3.32% | 7427.11 | 40657.21 |
| IAU | 2018-03-23 | 2018-03-28 | $25.90 | $25.62 | Long | 1285.0 | -1.08% | 7912.49 | 40405.74 |
| TBF | 2018-03-28 | 2018-04-12 | $22.10 | $22.14 | Long | 1468.0 | 0.22% | 7862.05 | 40399.81 |
| TIP | 2018-04-12 | 2018-04-13 | $96.33 | $96.24 | Long | 338.0 | -0.09% | 7555.50 | 40290.92 |
| TBF | 2018-04-13 | 2018-04-18 | $22.23 | $22.10 | Long | 1477.0 | -0.61% | 7141.08 | 40026.89 |
| SPXL | 2018-04-18 | 2018-04-19 | $43.26 | $42.68 | Long | 764.0 | -1.33% | 7504.93 | 39726.49 |
| IAU | 2018-04-19 | 2018-04-23 | $25.88 | $25.44 | Long | 1246.0 | -1.70% | 7096.91 | 39161.96 |
| TBF | 2018-04-23 | 2018-04-27 | $22.66 | $22.65 | Long | 1417.0 | -0.04% | 7394.68 | 39195.20 |
| SHV | 2018-04-27 | 2018-04-30 | $104.25 | $104.25 | Long | 305.0 | 0.01% | 7667.12 | 39242.36 |
| IAU | 2018-04-30 | 2018-05-02 | $25.20 | $25.08 | Long | 1251.0 | -0.48% | 7452.12 | 39047.93 |
| SHV | 2018-05-02 | 2018-05-08 | $104.26 | $104.30 | Long | 303.0 | 0.05% | 7588.81 | 39176.12 |
| SPXL | 2018-05-08 | 2018-05-30 | $41.03 | $42.70 | Long | 767.0 | 4.09% | 7956.12 | 40238.88 |
| UBT | 2018-05-30 | 2018-05-31 | $36.76 | $36.94 | Long | 881.0 | 0.50% | 7340.40 | 39982.41 |
| SPXL | 2018-05-31 | 2018-06-26 | $43.46 | $43.56 | Long | 763.0 | 0.23% | 7960.29 | 40582.59 |
| SHV | 2018-06-26 | 2018-06-27 | $104.55 | $104.55 | Long | 312.0 | 0.00% | 7534.03 | 39521.23 |
| SPXL | 2018-06-27 | 2018-07-05 | $43.83 | $43.72 | Long | 754.0 | -0.24% | 8175.11 | 40501.71 |
| SHV | 2018-07-05 | 2018-07-06 | $104.61 | $104.63 | Long | 309.0 | 0.02% | 7385.77 | 41286.92 |
| SPXL | 2018-07-06 | 2018-07-30 | $44.16 | $48.11 | Long | 750.0 | 8.94% | 8006.83 | 43450.28 |
| TBF | 2018-07-30 | 2018-07-31 | $22.47 | $22.33 | Long | 1578.0 | -0.61% | 8320.42 | 43372.21 |
| SPXL | 2018-07-31 | 2018-08-16 | $47.78 | $48.90 | Long | 731.0 | 2.33% | 8764.58 | 43984.15 |
| UBT | 2018-08-16 | 2018-08-17 | $36.77 | $37.10 | Long | 960.0 | 0.90% | 8663.50 | 44855.92 |
| SPXL | 2018-08-17 | 2018-09-11 | $49.06 | $50.78 | Long | 728.0 | 3.50% | 8739.07 | 45533.94 |
| UBT | 2018-09-11 | 2018-09-12 | $35.64 | $35.82 | Long | 1035.0 | 0.49% | 8948.39 | 45826.37 |
| TBF | 2018-09-12 | 2018-09-26 | $22.42 | $22.84 | Long | 1644.0 | 1.87% | 9022.19 | 46088.81 |
| SPXL | 2018-09-26 | 2018-10-02 | $53.24 | $53.53 | Long | 704.0 | 0.55% | 8825.46 | 46627.03 |
| TBF | 2018-10-02 | 2018-12-06 | $22.86 | $22.46 | Long | 1657.0 | -1.75% | 4573.03 | 45779.42 |
| UBT | 2018-12-06 | 2019-03-04 | $35.66 | $36.20 | Long | 1163.0 | 1.51% | 9152.14 | 46681.14 |
| TIP | 2019-03-04 | 2019-03-05 | $96.70 | $96.61 | Long | 388.0 | -0.09% | 8688.17 | 46964.40 |
| UBT | 2019-03-05 | 2019-07-01 | $36.35 | $45.05 | Long | 1044.0 | 23.94% | 8697.41 | 55163.80 |
| SPXL | 2019-07-01 | 2019-07-03 | $52.60 | $52.83 | Long | 894.0 | 0.43% | 10301.92 | 56358.35 |
| UBT | 2019-07-03 | 2019-09-12 | $45.67 | $51.18 | Long | 999.0 | 12.07% | 11479.08 | 60023.53 |
| UBT | 2019-09-12 | 2019-10-29 | $51.18 | $48.67 | Long | 976.0 | -4.91% | 11333.07 | 58577.25 |
| UBT | 2019-10-29 | 2019-11-11 | $48.67 | $46.96 | Long | 979.0 | -3.52% | 11132.70 | 57270.55 |
| TIP | 2019-11-11 | 2019-11-14 | $102.60 | $102.81 | Long | 450.0 | 0.21% | 10353.59 | 57403.04 |
| UBT | 2019-11-14 | 2019-12-03 | $48.55 | $50.19 | Long | 969.0 | 3.38% | 11970.77 | 59151.81 |
| TIP | 2019-12-03 | 2019-12-04 | $103.33 | $103.58 | Long | 455.0 | 0.24% | 11058.90 | 58707.28 |
| UBT | 2019-12-04 | 2019-12-19 | $50.36 | $47.34 | Long | 954.0 | -5.99% | 10642.96 | 56344.29 |
| TIP | 2019-12-19 | 2019-12-23 | $103.36 | $103.57 | Long | 441.0 | 0.21% | 10258.73 | 56156.33 |
| SPXL | 2019-12-23 | 2019-12-30 | $65.52 | $66.28 | Long | 703.0 | 1.17% | 10913.06 | 56941.07 |
| TIP | 2019-12-30 | 2020-01-02 | $103.47 | $103.88 | Long | 444.0 | 0.39% | 9669.92 | 57607.51 |
| SPXL | 2020-01-02 | 2020-01-13 | $66.62 | $68.25 | Long | 711.0 | 2.44% | 11328.82 | 58332.61 |
| UBT | 2020-01-13 | 2020-01-16 | $48.56 | $49.52 | Long | 965.0 | 1.97% | 9980.92 | 59607.78 |
| SPXL | 2020-01-16 | 2020-01-27 | $70.29 | $65.91 | Long | 699.0 | -6.23% | 6917.91 | 56230.18 |
| UBT | 2020-01-27 | 2020-03-11 | $52.89 | $69.69 | Long | 929.0 | 31.75% | 19670.32 | 69024.58 |
| UBT | 2020-03-11 | 2020-03-16 | $69.69 | $64.67 | Long | 746.0 | -7.20% | 10423.05 | 70582.32 |
| UBT | 2020-03-16 | 2020-03-19 | $64.67 | $53.93 | Long | 889.0 | -16.61% | 13712.58 | 59826.01 |
| UBT | 2020-03-19 | 2020-05-13 | $53.93 | $67.73 | Long | 828.0 | 25.60% | 11883.89 | 69928.83 |
| UBT | 2020-05-13 | 2020-06-05 | $67.73 | $59.31 | Long | 855.0 | -12.43% | 12773.57 | 63601.19 |
| UBT | 2020-06-05 | 2020-06-08 | $59.31 | $59.69 | Long | 840.0 | 0.63% | 11358.92 | 63165.60 |
| IAU | 2020-06-08 | 2020-06-09 | $32.28 | $32.74 | Long | 1597.0 | 1.43% | 12562.29 | 63926.33 |
| SPXL | 2020-06-09 | 2020-06-10 | $46.82 | $47.36 | Long | 1091.0 | 1.15% | 12183.09 | 64703.91 |
| IAU | 2020-06-10 | 2020-06-12 | $32.92 | $33.20 | Long | 1581.0 | 0.85% | 13166.66 | 64617.35 |
| UBT | 2020-06-12 | 2020-06-16 | $65.45 | $62.98 | Long | 787.0 | -3.77% | 9892.40 | 62890.40 |
| IAU | 2020-06-16 | 2020-06-17 | $32.90 | $32.94 | Long | 1606.0 | 0.12% | 11340.30 | 63035.77 |
| UBT | 2020-06-17 | 2020-06-23 | $63.68 | $64.64 | Long | 808.0 | 1.51% | 8740.86 | 62788.33 |
| SPXL | 2020-06-23 | 2020-06-24 | $43.83 | $42.30 | Long | 1251.0 | -3.49% | 10867.31 | 62636.71 |
| UBT | 2020-06-24 | 2020-07-30 | $64.62 | $72.50 | Long | 786.0 | 12.20% | 13743.52 | 67969.48 |
| IAU | 2020-07-30 | 2020-07-31 | $37.24 | $37.50 | Long | 1453.0 | 0.70% | 13713.55 | 68692.74 |
| UBT | 2020-07-31 | 2020-08-03 | $71.83 | $71.11 | Long | 759.0 | -1.01% | 11891.79 | 67800.89 |
| IAU | 2020-08-03 | 2020-08-25 | $37.62 | $36.80 | Long | 1483.0 | -2.18% | 12014.17 | 66694.70 |
| SPXL | 2020-08-25 | 2020-09-04 | $56.84 | $57.72 | Long | 958.0 | 1.56% | 13222.80 | 67112.99 |
| TIP | 2020-09-04 | 2020-09-10 | $113.16 | $112.91 | Long | 478.0 | -0.22% | 10753.48 | 63335.50 |
| SPXL | 2020-09-10 | 2020-09-22 | $55.39 | $49.63 | Long | 1019.0 | -10.39% | 11001.65 | 62136.48 |
| SPXL | 2020-09-22 | 2020-10-28 | $49.63 | $50.59 | Long | 1014.0 | 1.92% | 13025.16 | 59790.53 |
| SPXL | 2020-10-28 | 2021-03-08 | $50.59 | $76.93 | Long | 974.0 | 52.06% | 14948.30 | 86278.41 |
| SPXL | 2021-03-08 | 2021-05-14 | $76.93 | $95.01 | Long | 949.0 | 23.51% | 17798.74 | 107239.69 |
| SPXL | 2021-05-14 | 2021-07-19 | $95.01 | $104.41 | Long | 919.0 | 9.89% | 14064.96 | 114387.06 |
| UBT | 2021-07-19 | 2021-07-22 | $56.67 | $54.41 | Long | 1759.0 | -3.99% | 19221.95 | 110254.20 |
| SPXL | 2021-07-22 | 2021-07-26 | $110.70 | $114.15 | Long | 818.0 | 3.12% | 19734.75 | 111408.81 |
| UBT | 2021-07-26 | 2021-07-27 | $55.18 | $55.42 | Long | 1683.0 | 0.43% | 22621.99 | 112982.46 |
| TIP | 2021-07-27 | 2021-07-28 | $119.24 | $119.16 | Long | 758.0 | -0.06% | 22193.51 | 114010.07 |
| UBT | 2021-07-28 | 2021-10-05 | $54.97 | $52.13 | Long | 1651.0 | -5.17% | 20128.98 | 108248.39 |
| TIP | 2021-10-05 | 2021-10-28 | $119.09 | $120.51 | Long | 740.0 | 1.20% | 18834.74 | 108793.49 |
| UBT | 2021-10-28 | 2021-11-04 | $54.24 | $52.99 | Long | 1668.0 | -2.30% | 18419.71 | 108035.91 |
| SPXL | 2021-11-04 | 2021-11-05 | $134.97 | $138.47 | Long | 658.0 | 2.59% | 18693.49 | 110386.23 |
| UBT | 2021-11-05 | 2021-11-08 | $55.02 | $55.46 | Long | 1651.0 | 0.80% | 20745.08 | 109843.39 |
| SPXL | 2021-11-08 | 2021-11-11 | $138.77 | $134.73 | Long | 645.0 | -2.91% | 24466.03 | 108026.40 |
| UBT | 2021-11-11 | 2021-11-12 | $54.58 | $54.52 | Long | 1524.0 | -0.11% | 20134.36 | 108738.10 |
| SPXL | 2021-11-12 | 2021-11-15 | $134.70 | $137.76 | Long | 649.0 | 2.27% | 22535.89 | 107542.47 |
| UBT | 2021-11-15 | 2021-11-17 | $53.87 | $52.08 | Long | 1615.0 | -3.33% | 20106.08 | 106926.60 |
| TIP | 2021-11-17 | 2021-11-18 | $121.20 | $121.52 | Long | 714.0 | 0.27% | 18593.98 | 107718.86 |
| UBT | 2021-11-18 | 2021-11-24 | $53.08 | $52.15 | Long | 1663.0 | -1.77% | 20425.39 | 105531.81 |
| TIP | 2021-11-24 | 2021-11-26 | $120.07 | $120.56 | Long | 707.0 | 0.41% | 15612.91 | 107636.26 |
| UBT | 2021-11-26 | 2021-12-30 | $54.94 | $53.98 | Long | 1639.0 | -1.75% | 19961.48 | 104363.39 |
| TIP | 2021-12-30 | 2022-01-05 | $121.05 | $120.18 | Long | 695.0 | -0.71% | 19857.57 | 103996.87 |
| TBF | 2022-01-05 | 2022-08-03 | $16.41 | $19.48 | Long | 5097.0 | 18.70% | 20519.76 | 117312.93 |
| TBF | 2022-08-03 | 2022-11-29 | $19.48 | $22.21 | Long | 5063.0 | 14.02% | 24650.09 | 132997.72 |
| TBF | 2022-11-29 | 2022-12-08 | $22.21 | $20.78 | Long | 4877.0 | -6.42% | 23859.78 | 126672.80 |
| UBT | 2022-12-08 | 2022-12-12 | $28.82 | $28.34 | Long | 3544.0 | -1.66% | 25887.74 | 125475.88 |
| TBF | 2022-12-12 | 2022-12-13 | $20.93 | $20.69 | Long | 4702.0 | -1.14% | 19399.46 | 120534.19 |
| UBT | 2022-12-13 | 2022-12-19 | $28.94 | $27.36 | Long | 3586.0 | -5.44% | 19613.20 | 117942.19 |
| TBF | 2022-12-19 | 2023-01-11 | $21.31 | $21.54 | Long | 4595.0 | 1.08% | 21876.11 | 118521.65 |
| IAU | 2023-01-11 | 2023-01-12 | $35.64 | $35.89 | Long | 2714.0 | 0.72% | 20120.08 | 119497.42 |
| SPXL | 2023-01-12 | 2023-01-17 | $68.91 | $69.80 | Long | 1439.0 | 1.29% | 22262.58 | 120210.63 |
Signals
| Strategy | Ratio | Size | Ticker | Date | State | Type | Profit | Tick |
|---|---|---|---|---|---|---|---|---|
| GrayBeard-d | 0.90 | 0.82 | IAU | 2023-01-13 | Hold |
Long | 0.00% | EOD |