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 being the risk off haven.

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 289.00
NoOfWins 147.00
NoOfLosses 142.00
SharpRatio 0.73
SortinoRatio 0.95
GrossProfit $96347.41
FirstDate 2010-01-22
LastDate 2022-04-08
FirstEquity $10000.00
FinalEquity $106347.41
OpenEquity $86957.89
LongEquity $96347.41
ShortEquity $0.00
PercentWins 50.87%
AveWin $1674.10
AveLoss $-1054.55
AveWinLoss 1.59
Expectancy 0.90%
AveDrawUp 57.66%
AveDrawDown -17.85%
MaxDrawDown -30.30%
Kelly 19.91%
Thrope 44.15
APR 21.37%
CalmarRatio 1.20

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UBT 2010-01-22 2010-03-03 $16.35 $16.15 Long 503.0 -1.21% 1806.71 9846.36
SPXL 2010-03-03 2010-03-04 $4.10 $4.09 Long 1975.0 -0.19% 1945.29 9973.99
UBT 2010-03-04 2010-03-05 $16.11 $16.07 Long 493.0 -0.20% 1596.46 10044.88
SPXL 2010-03-05 2010-03-19 $4.19 $4.64 Long 1975.0 10.65% 2196.54 10809.75
UBT 2010-03-19 2010-04-15 $16.14 $15.45 Long 530.0 -4.25% 1779.72 10458.59
SPXL 2010-04-15 2010-05-05 $5.16 $4.58 Long 1669.0 -11.26% 1438.10 9406.46
UBT 2010-05-05 2010-05-13 $17.42 $17.14 Long 458.0 -1.60% 1860.86 9245.25
IAU 2010-05-13 2010-05-14 $24.28 $24.39 Long 306.0 0.48% 1706.13 9443.30
UBT 2010-05-14 2010-09-30 $17.48 $22.29 Long 436.0 27.52% 1967.10 11200.28
SPXL 2010-09-30 2010-10-05 $4.23 $4.20 Long 2233.0 -0.78% 2352.85 11263.25
UBT 2010-10-05 2010-10-08 $22.16 $22.22 Long 406.0 0.29% 2304.20 11508.17
SPXL 2010-10-08 2010-10-12 $4.32 $4.36 Long 2099.0 0.87% 2060.00 11233.13
UBT 2010-10-12 2010-10-14 $22.05 $21.58 Long 426.0 -2.15% 2162.53 11179.27
SPXL 2010-10-14 2010-10-20 $4.54 $4.43 Long 2004.0 -2.42% 2024.52 11127.28
UBT 2010-10-20 2010-11-05 $20.75 $19.63 Long 434.0 -5.43% 1554.14 10627.12
SPXL 2010-11-05 2010-11-10 $5.07 $4.97 Long 1772.0 -2.01% 2324.32 10358.92
UBT 2010-11-10 2010-11-30 $18.87 $19.92 Long 426.0 5.58% 2351.37 10899.98
SPXL 2010-11-30 2010-12-01 $4.57 $4.82 Long 1850.0 5.38% 2838.71 11159.71
UBT 2010-12-01 2010-12-02 $19.02 $18.76 Long 443.0 -1.39% 1890.20 11469.21
SPXL 2010-12-02 2011-01-21 $4.94 $5.98 Long 1876.0 21.12% 2853.80 13283.24
UBT 2011-01-21 2011-01-27 $16.78 $16.93 Long 611.0 0.90% 2430.85 13271.09
SPXL 2011-01-27 2011-01-31 $6.12 $5.89 Long 1759.0 -3.71% 2323.66 12719.81
UBT 2011-01-31 2011-02-04 $17.11 $16.44 Long 612.0 -3.95% 2173.46 12443.81
SPXL 2011-02-04 2011-03-08 $6.27 $6.36 Long 1627.0 1.36% 2387.26 12397.53
UBT 2011-03-08 2011-03-09 $16.81 $16.74 Long 603.0 -0.37% 2320.49 12510.36
SPXL 2011-03-09 2011-03-11 $6.44 $6.03 Long 1578.0 -6.34% 1908.14 11732.16
UBT 2011-03-11 2011-03-28 $17.49 $17.47 Long 568.0 -0.08% 2154.54 11695.80
SPXL 2011-03-28 2011-03-29 $6.41 $6.30 Long 1510.0 -1.69% 2211.48 11585.37
UBT 2011-03-29 2011-03-30 $17.45 $17.34 Long 542.0 -0.62% 1865.49 11679.66
SPXL 2011-03-30 2011-04-12 $6.54 $6.43 Long 1489.0 -1.82% 1873.35 11486.17
UBT 2011-04-12 2011-04-28 $17.07 $18.05 Long 560.0 5.73% 2246.67 12113.83
SPXL 2011-04-28 2011-05-03 $6.99 $7.06 Long 1392.0 0.92% 2104.72 12099.82
UBT 2011-05-03 2011-07-07 $18.49 $18.66 Long 539.0 0.91% 1846.44 12214.51
SPXL 2011-07-07 2011-07-12 $6.95 $6.40 Long 1484.0 -7.85% 1828.53 11318.55
UBT 2011-07-12 2011-07-14 $20.05 $19.79 Long 475.0 -1.27% 2003.73 10964.75
SPXL 2011-07-14 2011-07-15 $6.48 $6.39 Long 1424.0 -1.34% 2483.07 11260.28
UBT 2011-07-15 2011-10-28 $19.25 $25.92 Long 448.0 34.65% 2702.85 14258.93
SPXL 2011-10-28 2011-10-31 $5.17 $5.07 Long 2203.0 -1.96% 1745.26 14321.33
UBT 2011-10-31 2011-11-04 $27.25 $28.35 Long 445.0 4.03% 2709.40 14474.03
SPXL 2011-11-04 2011-11-07 $4.82 $4.86 Long 2418.0 0.85% 2567.26 14572.14
UBT 2011-11-07 2011-12-12 $28.79 $29.41 Long 413.0 2.14% 2887.72 14497.64
SPXL 2011-12-12 2011-12-13 $4.65 $4.64 Long 2544.0 -0.19% 3074.75 15051.56
UBT 2011-12-13 2011-12-27 $29.11 $29.54 Long 399.0 1.46% 2776.27 14962.30
SPXL 2011-12-27 2011-12-28 $4.83 $4.88 Long 2503.0 0.99% 2648.40 15349.44
UBT 2011-12-28 2012-01-04 $30.08 $30.27 Long 410.0 0.63% 3022.63 15158.49
SPXL 2012-01-04 2012-01-05 $4.95 $4.92 Long 2432.0 -0.62% 2908.52 14833.94
UBT 2012-01-05 2012-01-19 $29.81 $30.22 Long 405.0 1.37% 2198.83 15224.87
SPXL 2012-01-19 2012-01-20 $5.45 $5.45 Long 2376.0 0.06% 3162.89 15002.68
UBT 2012-01-20 2012-01-23 $29.39 $28.60 Long 408.0 -2.69% 2611.79 14859.61
SPXL 2012-01-23 2012-01-24 $5.49 $5.39 Long 2228.0 -1.69% 2483.84 14556.13
UBT 2012-01-24 2012-01-25 $28.91 $28.64 Long 420.0 -0.95% 2568.88 14899.40
SPXL 2012-01-25 2012-01-31 $5.46 $5.57 Long 2186.0 1.95% 3077.74 15060.04
UBT 2012-01-31 2012-02-02 $30.15 $30.30 Long 387.0 0.51% 2658.03 14793.21
SPXL 2012-02-02 2012-03-05 $5.68 $6.22 Long 2138.0 9.41% 2900.13 15799.54
UBT 2012-03-05 2012-03-13 $29.19 $28.34 Long 447.0 -2.90% 2647.39 16054.19
SPXL 2012-03-13 2012-04-11 $6.38 $6.25 Long 2026.0 -2.04% 3257.94 15276.47
UBT 2012-04-11 2012-06-19 $28.62 $34.19 Long 421.0 19.48% 2622.39 17835.48
SPXL 2012-06-19 2012-06-22 $5.89 $5.61 Long 2554.0 -4.62% 3417.63 16760.32
UBT 2012-06-22 2012-07-02 $34.02 $33.82 Long 398.0 -0.60% 2884.11 16861.44
SPXL 2012-07-02 2012-07-09 $6.02 $5.88 Long 2323.0 -2.45% 2989.28 16689.43
UBT 2012-07-09 2012-08-20 $34.91 $31.80 Long 388.0 -8.92% 2965.77 15380.69
SPXL 2012-08-20 2012-08-21 $6.71 $6.79 Long 1841.0 1.16% 3051.18 15657.75
UBT 2012-08-21 2012-08-30 $31.76 $34.34 Long 391.0 8.10% 3538.95 16368.29
SPXL 2012-08-30 2012-09-05 $6.55 $6.58 Long 1975.0 0.43% 3342.62 16518.37
UBT 2012-09-05 2012-09-07 $34.71 $34.38 Long 380.0 -0.94% 2755.32 16507.54
SPXL 2012-09-07 2012-10-01 $6.98 $7.15 Long 1955.0 2.44% 3362.10 16788.45
UBT 2012-10-01 2012-10-05 $33.45 $31.86 Long 400.0 -4.73% 2476.17 15891.18
SPXL 2012-10-05 2012-10-09 $7.51 $7.30 Long 1816.0 -2.76% 3077.24 15798.25
UBT 2012-10-09 2012-11-30 $31.96 $34.00 Long 396.0 6.41% 3134.81 16503.34
SPXL 2012-11-30 2012-12-06 $6.72 $6.61 Long 1994.0 -1.71% 2974.52 16219.81
UBT 2012-12-06 2012-12-12 $34.47 $33.36 Long 387.0 -3.21% 2739.87 15745.50
SPXL 2012-12-12 2012-12-13 $6.98 $6.90 Long 1882.0 -1.21% 3309.77 15797.10
UBT 2012-12-13 2012-12-18 $32.50 $32.09 Long 382.0 -1.28% 2502.08 15933.11
SPXL 2012-12-18 2012-12-27 $6.98 $6.80 Long 1872.0 -2.62% 2953.99 15376.47
UBT 2012-12-27 2013-01-02 $32.38 $31.25 Long 379.0 -3.46% 1097.88 15035.91
SPXL 2013-01-02 2013-04-04 $7.27 $8.93 Long 1885.0 22.87% 3194.85 18134.77
UBT 2013-04-04 2013-04-11 $31.43 $31.75 Long 469.0 1.03% 3038.36 18215.27
SPXL 2013-04-11 2013-04-16 $9.51 $9.06 Long 1583.0 -4.73% 3607.92 17412.92
UBT 2013-04-16 2013-04-26 $32.62 $33.34 Long 422.0 2.21% 3517.83 17681.35
SPXL 2013-04-26 2013-04-29 $9.39 $9.45 Long 1508.0 0.63% 3380.03 17621.92
UBT 2013-04-29 2013-04-30 $33.53 $33.41 Long 429.0 -0.37% 3278.59 17815.98
SPXL 2013-04-30 2013-05-02 $9.56 $9.45 Long 1510.0 -1.18% 3417.99 17609.47
UBT 2013-05-02 2013-05-03 $33.71 $32.88 Long 419.0 -2.45% 2281.85 17231.89
SPXL 2013-05-03 2013-06-21 $9.88 $9.65 Long 1509.0 -2.38% 3517.12 16841.55
SHV 2013-06-21 2013-06-27 $104.10 $104.11 Long 128.0 0.01% 2899.97 16839.45
SPXL 2013-06-27 2013-08-16 $9.90 $10.79 Long 1408.0 8.93% 3445.28 17948.93
UBT 2013-08-16 2013-08-20 $23.89 $23.56 Long 613.0 -1.35% 17889.46 17889.46
UBT 2013-08-21 2013-08-22 $23.44 $23.27 Long 614.0 -0.75% 17781.66 17781.66
IAU 2013-08-23 2013-08-28 $26.64 $27.60 Long 540.0 3.60% 3466.67 18181.69
UBT 2013-08-28 2013-09-05 $24.68 $23.75 Long 601.0 -3.76% 2828.26 17748.48
SPXL 2013-09-05 2013-10-09 $10.71 $10.82 Long 1392.0 0.99% 3620.84 17801.17
UBT 2013-10-09 2013-10-11 $25.03 $25.19 Long 570.0 0.63% 3147.36 18323.72
SPXL 2013-10-11 2013-12-16 $11.43 $13.47 Long 1298.0 17.84% 4235.89 20568.15
UBT 2013-12-16 2013-12-17 $23.89 $23.72 Long 686.0 -0.70% 3738.28 20281.30
SPXL 2013-12-17 2014-01-27 $13.56 $13.63 Long 1237.0 0.49% 3979.33 20454.01
UBT 2014-01-27 2014-02-14 $26.04 $25.87 Long 638.0 -0.64% 3358.78 20801.85
SPXL 2014-02-14 2014-03-24 $14.43 $15.54 Long 1187.0 7.68% 4093.68 22077.26
UBT 2014-03-24 2014-04-02 $26.67 $26.47 Long 664.0 -0.74% 3770.28 21765.10
SPXL 2014-04-02 2014-04-03 $15.92 $16.10 Long 1124.0 1.08% 4202.92 21912.13
UBT 2014-04-03 2014-06-09 $26.52 $28.67 Long 666.0 8.12% 4265.10 23365.69
SPXL 2014-06-09 2014-06-12 $17.56 $17.37 Long 1084.0 -1.07% 4323.80 23414.74
UBT 2014-06-12 2014-06-16 $28.57 $29.11 Long 657.0 1.89% 4507.58 23575.43
SPXL 2014-06-16 2014-06-25 $17.14 $17.50 Long 1105.0 2.11% 4105.44 23759.60
UBT 2014-06-25 2014-07-01 $29.51 $29.37 Long 669.0 -0.49% 4189.84 23999.88
SPXL 2014-07-01 2014-07-08 $18.01 $18.26 Long 1086.0 1.34% 4110.76 24166.69
UBT 2014-07-08 2014-09-02 $29.23 $32.72 Long 681.0 11.94% 4813.35 26249.02
SPXL 2014-09-02 2014-09-04 $19.21 $19.15 Long 1123.0 -0.35% 5014.36 26084.93
UBT 2014-09-04 2014-10-29 $31.74 $33.10 Long 671.0 4.28% 4485.14 27082.88
SPXL 2014-10-29 2014-11-18 $18.50 $20.16 Long 1229.0 8.96% 5783.99 29340.02
UBT 2014-11-18 2014-11-19 $33.45 $33.25 Long 702.0 -0.60% 5062.75 29071.84
SPXL 2014-11-19 2014-11-20 $20.43 $20.10 Long 1178.0 -1.61% 4788.25 28486.33
UBT 2014-11-20 2014-12-29 $33.83 $36.96 Long 708.0 9.25% 6133.50 31137.70
SPXL 2014-12-29 2015-01-02 $21.47 $20.90 Long 1156.0 -2.66% 5828.29 30654.88
UBT 2015-01-02 2015-02-13 $37.75 $39.71 Long 648.0 5.18% 5665.53 31850.49
SPXL 2015-02-13 2015-03-09 $21.47 $21.02 Long 1206.0 -2.11% 5890.70 30890.53
UBT 2015-03-09 2015-04-10 $36.94 $40.35 Long 680.0 9.23% 6139.72 33651.93
SPXL 2015-04-10 2015-04-30 $21.61 $21.80 Long 1258.0 0.85% 6409.64 33867.20
UBT 2015-04-30 2015-05-07 $37.19 $35.06 Long 730.0 -5.73% 32004.86 32004.86
UBT 2015-05-08 2015-05-14 $35.87 $33.62 Long 739.0 -6.25% 30347.45 30347.45
UBT 2015-05-15 2015-06-08 $34.01 $33.09 Long 731.0 -2.71% 5827.16 29674.59
SHV 2015-06-08 2015-06-09 $104.14 $104.15 Long 229.0 0.01% 6009.47 29442.69
UBT 2015-06-09 2015-06-11 $32.60 $32.25 Long 726.0 -1.07% 5276.67 29463.35
SPXL 2015-06-11 2015-06-16 $22.15 $21.34 Long 1090.0 -3.66% 5419.56 28538.02
SHV 2015-06-16 2015-06-17 $104.14 $104.16 Long 222.0 0.02% 4847.04 28511.65
SPXL 2015-06-17 2015-06-29 $21.88 $21.37 Long 1083.0 -2.31% 4927.74 28949.83
UBT 2015-06-29 2016-03-07 $31.86 $39.80 Long 724.0 24.91% 6442.24 33739.60
IAU 2016-03-07 2016-03-10 $24.46 $24.34 Long 1116.0 -0.49% 6304.22 33415.36
SPXL 2016-03-10 2016-03-18 $17.88 $19.33 Long 1527.0 8.10% 6620.48 35585.20
UBT 2016-03-18 2016-04-14 $40.44 $41.49 Long 722.0 2.60% 6295.80 36532.77
SPXL 2016-04-14 2016-04-29 $20.36 $19.91 Long 1487.0 -2.22% 5970.92 36197.48
IAU 2016-04-29 2016-05-05 $24.72 $24.76 Long 1211.0 0.16% 6875.41 36765.22
UBT 2016-05-05 2016-06-03 $40.56 $42.63 Long 717.0 5.10% 7367.71 37456.00
SPXL 2016-06-03 2016-06-06 $20.85 $20.98 Long 1442.0 0.60% 7425.64 37561.40
UBT 2016-06-06 2016-06-07 $42.47 $42.40 Long 711.0 -0.16% 6784.38 37612.44
SPXL 2016-06-07 2016-06-10 $21.23 $20.88 Long 1450.0 -1.66% 5815.32 37090.26
UBT 2016-06-10 2016-07-13 $44.19 $48.06 Long 707.0 8.74% 7459.96 39578.28
SPXL 2016-07-13 2016-09-02 $22.48 $23.30 Long 1438.0 3.63% 8007.84 40740.27
UBT 2016-09-02 2016-09-06 $47.08 $46.92 Long 700.0 -0.34% 7679.51 40994.69
SPXL 2016-09-06 2016-09-12 $23.43 $21.40 Long 1416.0 -8.63% 7185.19 38036.11
IAU 2016-09-12 2016-09-13 $25.52 $25.56 Long 1207.0 0.16% 6183.09 37295.03
SPXL 2016-09-13 2016-09-14 $22.14 $21.63 Long 1439.0 -2.26% 7223.45 37315.33
IAU 2016-09-14 2016-09-16 $25.48 $25.22 Long 1181.0 -1.02% 6259.06 36939.28
SPXL 2016-09-16 2016-09-19 $22.01 $22.22 Long 1397.0 0.94% 7196.69 37202.49
IAU 2016-09-19 2016-09-22 $25.38 $25.76 Long 1186.0 1.50% 6048.84 37796.44
SPXL 2016-09-22 2016-09-30 $23.10 $22.62 Long 1372.0 -2.09% 7204.11 36893.97
UBT 2016-09-30 2016-10-03 $46.55 $46.12 Long 642.0 -0.91% 6862.05 36764.75
SPXL 2016-10-03 2016-10-12 $22.67 $21.95 Long 1321.0 -3.20% 6905.50 35844.07
SHV 2016-10-12 2016-10-13 $104.51 $104.52 Long 277.0 0.01% 7417.85 36211.58
SPXL 2016-10-13 2016-10-14 $21.51 $22.12 Long 1322.0 2.81% 7404.15 36664.09
SHV 2016-10-14 2016-10-18 $104.47 $104.49 Long 280.0 0.02% 7101.71 37063.77
UBT 2016-10-18 2016-10-20 $42.35 $43.44 Long 698.0 2.59% 7422.16 37423.00
SPXL 2016-10-20 2016-10-21 $22.01 $21.73 Long 1363.0 -1.28% 6816.97 36991.77
UBT 2016-10-21 2016-11-10 $43.36 $37.11 Long 697.0 -14.42% 32682.04 32682.04
SPXL 2016-11-11 2017-03-08 $22.60 $30.06 Long 1150.0 33.00% 8628.03 41517.33
UBT 2017-03-08 2017-03-20 $33.85 $34.59 Long 964.0 2.20% 8371.99 41861.83
SPXL 2017-03-20 2017-03-21 $30.27 $30.45 Long 1110.0 0.59% 7978.80 42819.18
UBT 2017-03-21 2017-03-30 $34.89 $36.04 Long 980.0 3.29% 7997.70 43637.18
SPXL 2017-03-30 2017-04-04 $29.64 $29.43 Long 1191.0 -0.72% 7580.73 42849.66
UBT 2017-04-04 2017-04-07 $36.26 $36.56 Long 978.0 0.80% 8433.49 43359.54
SPXL 2017-04-07 2017-04-12 $29.47 $29.32 Long 1184.0 -0.52% 7667.84 43421.20
UBT 2017-04-12 2017-04-21 $37.04 $37.78 Long 958.0 2.00% 7936.42 43560.06
SPXL 2017-04-21 2017-05-17 $29.45 $30.41 Long 1220.0 3.27% 6895.40 45648.94
UBT 2017-05-17 2017-06-05 $37.07 $38.57 Long 1029.0 4.04% 8194.08 46534.56
SPXL 2017-06-05 2017-06-07 $32.64 $32.48 Long 1176.0 -0.49% 9264.21 46180.10
UBT 2017-06-07 2017-06-12 $38.79 $38.24 Long 957.0 -1.42% 9083.30 45971.29
SPXL 2017-06-12 2017-06-13 $32.26 $32.62 Long 1140.0 1.11% 9176.14 46457.56
UBT 2017-06-13 2017-06-14 $38.12 $38.98 Long 973.0 2.23% 9086.73 46807.51
SPXL 2017-06-14 2017-06-15 $32.97 $32.08 Long 1153.0 -2.71% 7928.97 46174.39
UBT 2017-06-15 2017-06-30 $39.24 $38.71 Long 972.0 -1.35% 9183.85 45332.86
SPXL 2017-06-30 2017-07-07 $32.30 $31.85 Long 1126.0 -1.40% 9272.67 44980.23
UBT 2017-07-07 2017-07-10 $37.34 $37.27 Long 958.0 -0.19% 8250.90 45128.45
SPXL 2017-07-10 2017-07-12 $32.13 $32.66 Long 1143.0 1.64% 8515.97 45696.98
UBT 2017-07-12 2017-07-17 $38.01 $37.74 Long 975.0 -0.71% 8147.26 45304.82
SPXL 2017-07-17 2017-07-20 $33.51 $34.26 Long 1109.0 2.22% 8588.79 46022.72
UBT 2017-07-20 2017-07-21 $38.99 $39.14 Long 963.0 0.38% 9398.83 46466.82
SPXL 2017-07-21 2017-07-25 $33.90 $34.39 Long 1088.0 1.44% 10151.45 46555.40
UBT 2017-07-25 2017-09-05 $38.07 $40.61 Long 963.0 6.67% 10208.79 48718.44
SPXL 2017-09-05 2017-09-06 $33.96 $33.78 Long 1150.0 -0.53% 9045.65 48583.23
UBT 2017-09-06 2017-09-12 $41.20 $40.15 Long 971.0 -2.56% 8199.50 48235.18
SPXL 2017-09-12 2017-10-24 $34.88 $38.25 Long 1142.0 9.65% 10557.99 51819.18
UBT 2017-10-24 2017-11-03 $38.01 $39.37 Long 1087.0 3.57% 10046.42 53647.06
SPXL 2017-11-03 2017-11-08 $38.74 $38.99 Long 1118.0 0.66% 9718.32 53352.11
UBT 2017-11-08 2017-11-17 $40.14 $39.67 Long 1094.0 -1.19% 10092.04 52958.75
SPXL 2017-11-17 2017-12-07 $38.83 $40.96 Long 1108.0 5.47% 10482.44 54582.38
UBT 2017-12-07 2017-12-08 $40.97 $40.09 Long 1098.0 -2.15% 9337.96 54736.52
SPXL 2017-12-08 2017-12-12 $41.86 $42.61 Long 1079.0 1.80% 11325.58 55587.11
UBT 2017-12-12 2017-12-13 $39.70 $40.25 Long 1108.0 1.37% 10692.18 55732.51
SPXL 2017-12-13 2017-12-15 $42.83 $42.67 Long 1056.0 -0.36% 10360.63 56051.84
UBT 2017-12-15 2017-12-18 $40.97 $40.86 Long 1108.0 -0.27% 8933.63 55723.70
SPXL 2017-12-18 2018-02-05 $43.93 $46.05 Long 1063.0 4.82% 10809.79 59179.51
UBT 2018-02-05 2018-02-26 $35.58 $35.28 Long 1323.0 -0.83% 9280.45 58524.62
SPXL 2018-02-26 2018-02-28 $46.54 $46.39 Long 1036.0 -0.32% 11318.65 57669.32
UBT 2018-02-28 2018-03-06 $35.08 $35.34 Long 1312.0 0.76% 8427.57 57463.94
SPXL 2018-03-06 2018-03-23 $45.07 $40.98 Long 1093.0 -9.07% 9709.74 53154.54
IAU 2018-03-23 2018-03-27 $25.90 $25.78 Long 1680.0 -0.46% 9930.11 53879.51
UBT 2018-03-27 2018-04-18 $35.97 $36.94 Long 1198.0 2.71% 9574.56 53966.15
SPXL 2018-04-18 2018-04-20 $43.40 $42.46 Long 1028.0 -2.16% 10472.87 53189.11
IAU 2018-04-20 2018-04-23 $25.66 $25.44 Long 1666.0 -0.86% 10108.42 52897.14
UBT 2018-04-23 2018-04-24 $35.18 $35.02 Long 1215.0 -0.47% 9580.68 50424.56
SPXL 2018-04-24 2018-04-25 $41.90 $39.68 Long 1028.0 -5.30% 9596.74 50374.30
SHV 2018-04-25 2018-04-26 $105.64 $105.65 Long 386.0 0.01% 9504.83 50554.55
UBT 2018-04-26 2018-04-27 $34.79 $35.21 Long 1175.0 1.23% 8992.85 50661.93
SPXL 2018-04-27 2018-04-30 $41.47 $41.57 Long 1010.0 0.24% 9981.62 50981.62
SHV 2018-04-30 2018-05-01 $105.66 $105.68 Long 388.0 0.02% 9705.68 50738.98
UBT 2018-05-01 2018-05-02 $35.56 $35.45 Long 1161.0 -0.29% 9870.89 50875.84
SHV 2018-05-02 2018-05-04 $105.66 $105.68 Long 388.0 0.02% 9578.14 50836.55
UBT 2018-05-04 2018-05-07 $35.66 $35.65 Long 1158.0 -0.04% 9740.91 50862.73
SHV 2018-05-07 2018-05-08 $105.70 $105.71 Long 389.0 0.01% 9868.61 51018.53
SPXL 2018-05-08 2018-05-30 $41.16 $42.84 Long 996.0 4.09% 10368.19 52403.09
UBT 2018-05-30 2018-05-31 $36.86 $37.04 Long 1144.0 0.50% 9580.04 52069.36
SPXL 2018-05-31 2018-06-01 $43.60 $43.72 Long 990.0 0.27% 11451.22 52940.23
UBT 2018-06-01 2018-06-04 $36.39 $36.37 Long 1138.0 -0.07% 9041.15 53027.05
SPXL 2018-06-04 2018-06-22 $44.69 $45.71 Long 980.0 2.28% 11096.25 54173.96
UBT 2018-06-22 2018-06-25 $36.28 $36.63 Long 1178.0 0.97% 11438.62 53121.97
SPXL 2018-06-25 2018-06-26 $44.59 $43.70 Long 960.0 -2.00% 10296.98 53457.11
UBT 2018-06-26 2018-07-02 $36.71 $37.42 Long 1174.0 1.92% 10547.75 54219.28
SHV 2018-07-02 2018-07-03 $106.01 $105.99 Long 412.0 -0.02% 10457.87 54523.79
UBT 2018-07-03 2018-07-10 $37.30 $37.52 Long 1173.0 0.59% 9475.02 54669.53
SPXL 2018-07-10 2018-07-23 $46.87 $47.28 Long 960.0 0.88% 11200.63 54121.15
UBT 2018-07-23 2018-08-22 $36.51 $37.57 Long 1196.0 2.91% 11264.54 56284.71
SPXL 2018-08-22 2018-08-24 $50.30 $50.60 Long 892.0 0.58% 11354.69 56885.98
UBT 2018-08-24 2018-08-27 $37.32 $37.45 Long 1207.0 0.34% 9385.31 56978.10
SPXL 2018-08-27 2018-09-07 $51.83 $50.72 Long 910.0 -2.15% 10416.73 55335.38
UBT 2018-09-07 2019-02-26 $36.07 $37.65 Long 1251.0 4.38% 11961.87 57646.05
SPXL 2019-02-26 2019-02-27 $44.23 $43.96 Long 1030.0 -0.60% 10885.45 56728.10
UBT 2019-02-27 2019-07-01 $37.38 $45.17 Long 1240.0 20.84% 10439.63 66232.34
SPXL 2019-07-01 2019-07-03 $52.77 $53.00 Long 1070.0 0.43% 12330.94 67667.00
UBT 2019-07-03 2019-09-12 $45.79 $51.32 Long 1197.0 12.07% 13114.43 73762.09
SPXL 2019-09-12 2019-09-25 $53.67 $51.49 Long 1130.0 -4.07% 12981.57 69769.36
UBT 2019-09-25 2019-12-13 $52.54 $48.89 Long 1110.0 -6.94% 11996.74 67507.31
SPXL 2019-12-13 2019-12-16 $62.01 $63.43 Long 891.0 2.29% 13649.09 67982.14
UBT 2019-12-16 2019-12-17 $49.08 $48.94 Long 1118.0 -0.27% 12961.38 68184.29
SPXL 2019-12-17 2020-01-13 $63.83 $68.47 Long 868.0 7.26% 14098.91 72562.98
UBT 2020-01-13 2020-01-17 $48.70 $48.45 Long 1197.0 -0.51% 11498.31 72234.21
SPXL 2020-01-17 2020-01-21 $71.79 $71.21 Long 844.0 -0.82% 11962.52 72119.11
UBT 2020-01-21 2020-01-22 $49.41 $49.99 Long 1207.0 1.19% 13190.76 71864.71
SPXL 2020-01-22 2020-01-23 $72.09 $71.02 Long 820.0 -1.49% 12289.64 71510.77
UBT 2020-01-23 2020-03-16 $50.80 $64.84 Long 1164.0 27.64% 13975.57 91196.04
UBT 2020-03-16 2020-03-20 $64.84 $57.82 Long 1138.0 -10.83% 12645.70 85913.80
UBT 2020-03-20 2020-05-29 $57.82 $65.87 Long 1161.0 13.91% 16944.98 89114.96
IAU 2020-05-29 2020-06-01 $33.06 $33.08 Long 2183.0 0.06% 17430.65 89262.65
UBT 2020-06-01 2020-06-02 $65.51 $65.14 Long 1095.0 -0.56% 15949.27 88141.67
IAU 2020-06-02 2020-06-03 $33.32 $32.58 Long 2185.0 -2.22% 13137.22 88478.27
SPXL 2020-06-03 2020-06-12 $42.85 $41.27 Long 1727.0 -3.67% 20762.54 84350.89
UBT 2020-06-12 2020-06-15 $65.63 $66.76 Long 970.0 1.72% 18456.69 86255.41
IAU 2020-06-15 2020-06-16 $32.60 $32.90 Long 2057.0 0.92% 3276.76 84209.47
SPXL 2020-06-16 2020-06-24 $44.21 $42.43 Long 1874.0 -4.02% 14206.19 82799.61
IAU 2020-06-24 2020-06-25 $33.74 $33.72 Long 2033.0 -0.06% 13393.25 82091.38
UBT 2020-06-25 2020-07-22 $67.02 $70.41 Long 1035.0 5.05% 18203.36 87596.09
SPXL 2020-07-22 2020-07-24 $48.34 $46.65 Long 1408.0 -3.49% 14897.34 84583.04
UBT 2020-07-24 2020-07-27 $70.98 $72.01 Long 972.0 1.45% 15369.98 85041.62
IAU 2020-07-27 2020-08-12 $36.94 $37.12 Long 1882.0 0.49% 17950.50 86328.01
SPXL 2020-08-12 2020-08-19 $53.14 $54.85 Long 1266.0 3.21% 17586.28 85554.32
IAU 2020-08-19 2020-08-20 $38.06 $36.82 Long 1834.0 -3.26% 18132.78 86851.97
SPXL 2020-08-20 2020-08-28 $53.03 $59.95 Long 1263.0 13.05% 21172.42 93271.79
UBT 2020-08-28 2020-08-31 $65.01 $64.80 Long 1118.0 -0.32% 17512.53 92890.17
SPXL 2020-08-31 2020-09-01 $60.40 $60.33 Long 1260.0 -0.12% 17891.73 95516.19
UBT 2020-09-01 2020-09-11 $65.15 $67.19 Long 1161.0 3.13% 22499.02 94742.20
SPXL 2020-09-11 2020-09-14 $52.61 $53.39 Long 1395.0 1.48% 20065.02 97105.20
IAU 2020-09-14 2020-09-15 $37.32 $37.48 Long 2061.0 0.43% 16079.30 96562.28
SPXL 2020-09-15 2020-09-25 $55.15 $47.00 Long 1473.0 -14.77% 15504.93 85203.22
UBT 2020-09-25 2020-09-28 $67.84 $67.57 Long 1029.0 -0.40% 9083.99 85722.39
SPXL 2020-09-28 2020-10-29 $51.74 $48.26 Long 1468.0 -6.73% 15938.75 78749.75
UBT 2020-10-29 2020-11-04 $64.18 $65.02 Long 997.0 1.31% 13826.39 82257.44
SPXL 2020-11-04 2020-11-05 $54.51 $58.54 Long 1228.0 7.39% 19191.18 85566.86
UBT 2020-11-05 2020-11-06 $64.96 $63.34 Long 1024.0 -2.49% 14318.17 84133.97
SPXL 2020-11-06 2020-11-09 $58.90 $66.07 Long 1184.0 12.17% 27544.76 92609.13
UBT 2020-11-09 2020-11-10 $60.46 $59.68 Long 1075.0 -1.29% 22861.78 92017.62
SPXL 2020-11-10 2021-03-05 $60.65 $74.68 Long 1135.0 23.12% 22454.94 107618.73
SHV 2021-03-05 2021-03-08 $110.46 $110.46 Long 771.0 0.00% 17558.34 105555.74
SPXL 2021-03-08 2021-04-21 $77.17 $94.67 Long 1167.0 22.67% 22197.39 128388.39
UBT 2021-04-21 2021-04-22 $48.44 $48.71 Long 2185.0 0.56% 21360.54 125857.04
SPXL 2021-04-22 2021-06-21 $97.69 $98.37 Long 1098.0 0.69% 25446.21 127786.21
UBT 2021-06-21 2021-06-22 $51.96 $50.39 Long 2000.0 -3.02% 19718.90 127865.92
SPXL 2021-06-22 2021-07-09 $101.24 $109.70 Long 1052.0 8.35% 29645.90 134608.34
UBT 2021-07-09 2021-07-12 $53.84 $53.99 Long 1959.0 0.28% 24321.90 136702.10
SPXL 2021-07-12 2021-07-14 $111.87 $113.38 Long 993.0 1.35% 28378.15 138339.85
UBT 2021-07-14 2021-09-02 $53.15 $55.68 Long 2042.0 4.76% 27012.84 142049.19
SPXL 2021-09-02 2021-09-08 $125.34 $123.26 Long 918.0 -1.66% 25764.98 140462.64
UBT 2021-09-08 2021-09-28 $54.53 $51.99 Long 2098.0 -4.66% 25560.74 130293.42
SPXL 2021-09-28 2021-09-29 $115.03 $111.39 Long 950.0 -3.16% 25288.56 130816.85
UBT 2021-09-29 2021-10-15 $52.29 $52.27 Long 2029.0 -0.04% 19283.27 132128.90
SPXL 2021-10-15 2021-10-18 $118.46 $117.77 Long 946.0 -0.58% 23163.31 131674.78
UBT 2021-10-18 2021-11-02 $52.53 $53.62 Long 2047.0 2.08% 25374.89 134047.25
SPXL 2021-11-02 2021-11-18 $131.00 $138.66 Long 821.0 5.85% 24983.51 140309.12
UBT 2021-11-18 2022-02-11 $53.23 $46.70 Long 2146.0 -12.27% 25590.61 127270.72
UBT 2022-02-11 2022-03-16 $46.70 $43.24 Long 2133.0 -7.41% 117821.53 117821.53
UBT 2022-03-18 2022-03-22 $43.72 $41.37 Long 2172.0 -5.38% 112717.33 112717.33
UBT 2022-03-30 2022-04-08 $42.02 $39.06 Long 2152.0 -7.04% 106347.41 106347.41

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
GrayBeard-d 0.90 0.82 UBT 2022-05-20 Hold Long 1.78% EOD