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 |