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 |