Strategy - GrayBeard-d


Daily Accelerating Dual Momentum

Description

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

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

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

Trading happens on the NextOpen of the signal day

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 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