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 246.00
NoOfWins 127.00
NoOfLosses 119.00
SharpRatio 0.73
SortinoRatio 0.92
GrossProfit $64042.72
FirstDate 2010-01-22
LastDate 2023-05-23
FirstEquity $10000.00
FinalEquity $74042.72
OpenEquity $59541.06
LongEquity $64042.72
ShortEquity $0.00
PercentWins 51.63%
AveWin 3.92%
AveLoss -1.77%
AveWinLoss 2.21
Expectancy 1.17%
AveDrawUp 49.11%
AveDrawDown -16.60%
MaxDrawDown -30.73%
Kelly 29.78%
Thorpe 56.65
Rachev 0.86
APR 16.21%
CalmarRatio 0.98

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TIP 2010-01-22 2010-02-18 $75.95 $75.43 Long 106.0 -0.68% 1877.95 9988.62
TBF 2010-02-18 2010-02-24 $48.31 $47.69 Long 167.0 -1.27% 1864.79 9821.98
TIP 2010-02-24 2010-02-25 $75.26 $75.22 Long 106.0 -0.06% 1975.23 9834.91
TBF 2010-02-25 2010-03-01 $47.37 $47.06 Long 166.0 -0.65% 1882.58 9781.77
TIP 2010-03-01 2010-03-03 $75.28 $75.24 Long 105.0 -0.06% 1894.75 9785.73
TBF 2010-03-03 2010-03-05 $47.23 $47.32 Long 167.0 0.18% 1966.98 9784.91
TIP 2010-03-05 2010-03-08 $75.29 $75.14 Long 104.0 -0.20% 1790.74 9789.17
TBF 2010-03-08 2010-03-12 $47.85 $47.88 Long 167.0 0.06% 1879.17 9800.40
TIP 2010-03-12 2010-03-25 $75.30 $74.86 Long 105.0 -0.59% 1787.84 9768.11
TBF 2010-03-25 2010-04-13 $48.19 $47.49 Long 165.0 -1.45% 1807.69 9613.45
TIP 2010-04-13 2010-04-15 $75.89 $75.62 Long 103.0 -0.34% 1766.66 9559.41
TBF 2010-04-15 2010-04-16 $48.04 $47.70 Long 163.0 -0.70% 1787.75 9548.13
TIP 2010-04-16 2010-04-28 $76.02 $76.45 Long 102.0 0.56% 1780.35 9521.71
UBT 2010-04-28 2010-04-29 $16.16 $16.08 Long 483.0 -0.49% 1887.28 9573.29
TIP 2010-04-29 2010-04-30 $76.61 $76.97 Long 100.0 0.47% 1680.21 9184.01
SPXL 2010-04-30 2010-05-05 $5.11 $4.54 Long 1547.0 -11.06% 1345.78 8699.81
UBT 2010-05-05 2010-09-07 $17.29 $22.00 Long 426.0 27.28% 10719.34 10719.34
TIP 2010-11-04 2010-11-16 $82.84 $80.32 Long 104.0 -3.05% 2001.59 10344.13
TBF 2010-11-16 2010-11-17 $42.49 $42.09 Long 199.0 -0.95% 2024.36 10378.15
TIP 2010-11-17 2010-11-18 $80.31 $80.41 Long 104.0 0.12% 1998.19 10352.19
TBF 2010-11-18 2010-11-23 $42.15 $41.27 Long 199.0 -2.10% 1921.31 10182.95
TIP 2010-11-23 2010-11-26 $81.27 $80.82 Long 102.0 -0.55% 1959.15 10130.83
TBF 2010-11-26 2010-11-29 $41.65 $41.29 Long 197.0 -0.88% 1909.38 10079.58
TIP 2010-11-29 2010-12-03 $81.03 $80.31 Long 101.0 -0.88% 1949.15 10141.69
TBF 2010-12-03 2010-12-07 $41.61 $42.32 Long 194.0 1.71% 1774.71 9925.06
SPXL 2010-12-07 2010-12-09 $5.26 $5.24 Long 1595.0 -0.39% 2037.72 10118.92
TBF 2010-12-09 2010-12-10 $42.80 $42.93 Long 189.0 0.31% 1929.18 10224.67
SPXL 2010-12-10 2010-12-14 $5.25 $5.32 Long 1565.0 1.35% 1946.03 10288.24
TBF 2010-12-14 2010-12-17 $43.31 $43.58 Long 192.0 0.62% 1811.87 10369.85
SPXL 2010-12-17 2011-01-21 $5.34 $5.94 Long 1593.0 11.21% 2202.06 11181.10
TBF 2011-01-21 2011-02-09 $43.79 $44.53 Long 207.0 1.69% 2125.52 11427.35
SPXL 2011-02-09 2011-03-11 $6.44 $5.99 Long 1444.0 -6.94% 1993.86 10766.62
TIP 2011-03-11 2011-03-24 $81.31 $81.20 Long 108.0 -0.14% 1969.67 10791.36
TBF 2011-03-24 2011-04-18 $42.28 $42.40 Long 208.0 0.30% 2128.30 10797.22
TIP 2011-04-18 2011-05-06 $82.49 $83.15 Long 105.0 0.80% 2144.61 10968.77
UBT 2011-05-06 2011-06-30 $18.54 $18.54 Long 470.0 -0.01% 2099.52 10834.34
TIP 2011-06-30 2011-07-08 $84.22 $84.76 Long 104.0 0.65% 1926.44 11014.83
UBT 2011-07-08 2011-09-28 $18.92 $28.64 Long 475.0 51.36% 15531.70 15531.70
SPXL 2012-02-06 2012-03-05 $5.80 $6.17 Long 2164.0 6.49% 2964.43 16193.10
UBT 2012-03-05 2012-03-12 $28.96 $28.70 Long 462.0 -0.90% 3104.52 16179.02
SPXL 2012-03-12 2012-04-16 $6.24 $6.28 Long 2101.0 0.62% 3164.69 16287.83
UBT 2012-04-16 2012-04-17 $28.88 $28.74 Long 455.0 -0.50% 3138.40 16271.80
TIP 2012-04-17 2012-04-18 $92.27 $92.41 Long 142.0 0.15% 2918.54 16281.98
SPXL 2012-04-18 2012-04-19 $6.37 $6.39 Long 2094.0 0.26% 3180.34 16264.18
TIP 2012-04-19 2012-04-20 $92.36 $92.10 Long 142.0 -0.28% 3260.19 16352.61
UBT 2012-04-20 2012-05-04 $28.82 $29.40 Long 451.0 2.02% 3258.75 16533.10
TIP 2012-05-04 2012-05-07 $92.74 $92.88 Long 143.0 0.15% 2967.88 16504.44
UBT 2012-05-07 2012-08-15 $29.83 $32.17 Long 455.0 7.84% 17605.26 17605.26
TIP 2012-08-17 2012-08-21 $93.26 $93.24 Long 152.0 -0.02% 3357.97 17818.04
UBT 2012-08-21 2012-09-17 $31.52 $30.25 Long 452.0 -4.01% 3441.18 17034.06
TIP 2012-09-17 2012-09-19 $95.71 $95.64 Long 142.0 -0.07% 3123.56 16955.17
UBT 2012-09-19 2012-10-08 $31.52 $31.90 Long 441.0 1.23% 3419.36 17223.71
TIP 2012-10-08 2012-10-11 $96.32 $95.98 Long 143.0 -0.35% 3090.82 17462.55
UBT 2012-10-11 2012-10-17 $32.01 $31.40 Long 439.0 -1.92% 3137.84 16864.47
TIP 2012-10-17 2012-11-08 $95.40 $96.57 Long 144.0 1.22% 3289.00 17499.77
UBT 2012-11-08 2012-11-30 $32.98 $33.74 Long 417.0 2.29% 3326.05 17363.75
TIP 2012-11-30 2012-12-19 $96.77 $96.16 Long 145.0 -0.63% 3233.67 17273.79
TBF 2012-12-19 2012-12-24 $28.30 $28.07 Long 496.0 -0.81% 3352.05 17136.63
TIP 2012-12-24 2013-01-02 $96.52 $95.83 Long 143.0 -0.72% 2876.86 17074.13
TBF 2013-01-02 2013-01-25 $28.53 $28.82 Long 497.0 1.01% 3178.42 17282.20
SPXL 2013-01-25 2013-04-04 $7.93 $8.87 Long 1769.0 11.90% 3660.38 18922.07
TIP 2013-04-04 2013-04-08 $96.24 $97.02 Long 158.0 0.81% 3497.93 18807.80
UBT 2013-04-08 2013-04-12 $32.82 $32.05 Long 472.0 -2.35% 3809.01 18670.31
SPXL 2013-04-12 2013-04-15 $9.42 $9.30 Long 1573.0 -1.26% 3124.81 18635.19
UBT 2013-04-15 2013-04-26 $32.51 $33.08 Long 471.0 1.75% 3732.05 18710.12
SPXL 2013-04-26 2013-05-02 $9.32 $9.38 Long 1606.0 0.60% 3677.77 18867.99
UBT 2013-05-02 2013-05-03 $33.45 $32.63 Long 452.0 -2.45% 2438.28 18463.89
SPXL 2013-05-03 2013-06-07 $9.81 $10.26 Long 1629.0 4.57% 19156.19 19156.19
TBF 2013-08-20 2013-08-21 $32.08 $32.11 Long 483.0 0.09% 3682.11 19022.41
SPXL 2013-08-21 2013-09-03 $10.53 $10.52 Long 1471.0 -0.09% 3865.29 19212.48
TBF 2013-09-03 2013-09-04 $31.40 $31.45 Long 487.0 0.15% 3835.46 19549.28
SPXL 2013-09-04 2013-10-10 $10.37 $11.02 Long 1479.0 6.23% 4099.67 20032.55
TBF 2013-10-10 2013-10-11 $31.14 $30.76 Long 515.0 -1.20% 3241.98 20331.94
SPXL 2013-10-11 2014-01-28 $11.35 $13.31 Long 1472.0 17.35% 4507.96 22857.50
UBT 2014-01-28 2014-01-29 $25.68 $25.90 Long 714.0 0.86% 4656.43 22894.38
SPXL 2014-01-29 2014-01-30 $13.20 $13.46 Long 1390.0 2.00% 4786.83 23288.21
UBT 2014-01-30 2014-01-31 $25.95 $26.34 Long 716.0 1.52% 5376.25 24000.62
SPXL 2014-01-31 2014-02-03 $13.04 $13.25 Long 1401.0 1.61% 4562.64 24472.89
UBT 2014-02-03 2014-02-13 $26.26 $25.64 Long 738.0 -2.37% 5104.96 24147.32
SPXL 2014-02-13 2014-03-27 $13.86 $14.90 Long 1326.0 7.48% 4234.41 24897.97
UBT 2014-03-27 2014-04-02 $27.28 $26.26 Long 756.0 -3.71% 4181.63 24196.25
SPXL 2014-04-02 2014-04-03 $15.81 $15.98 Long 1259.0 1.08% 4677.46 24359.75
UBT 2014-04-03 2015-02-11 $26.31 $39.53 Long 746.0 50.25% 34168.73 34168.73
SPXL 2015-04-10 2015-04-28 $21.46 $21.91 Long 1314.0 2.09% 7072.74 34421.64
UBT 2015-04-28 2015-04-29 $38.56 $37.18 Long 718.0 -3.58% 6068.53 33852.01
SPXL 2015-04-29 2015-05-01 $21.77 $21.49 Long 1272.0 -1.31% 6688.41 33342.66
TIP 2015-05-01 2015-05-04 $92.76 $92.61 Long 288.0 -0.17% 6286.18 33694.21
TBF 2015-05-04 2015-05-29 $24.04 $24.20 Long 1126.0 0.64% 6237.91 33560.99
TIP 2015-05-29 2015-06-02 $91.90 $91.21 Long 297.0 -0.75% 5881.98 33508.08
TBF 2015-06-02 2015-08-10 $24.73 $23.76 Long 1110.0 -3.88% 6192.67 31848.51
UBT 2015-08-10 2015-08-26 $36.21 $35.85 Long 720.0 -0.98% 5311.83 32242.95
TBF 2015-08-26 2015-09-02 $23.81 $24.04 Long 1121.0 0.97% 5932.84 31625.87
UBT 2015-09-02 2015-09-03 $35.54 $34.89 Long 741.0 -1.81% 6161.44 31747.20
TBF 2015-09-03 2015-09-04 $24.06 $23.85 Long 1065.0 -0.88% 5649.18 31862.12
UBT 2015-09-04 2015-09-09 $35.21 $33.84 Long 736.0 -3.88% 4978.66 30166.08
TBF 2015-09-09 2015-09-10 $24.41 $24.11 Long 1048.0 -1.22% 5743.68 30277.61
TIP 2015-09-10 2015-09-11 $90.08 $90.40 Long 272.0 0.35% 5910.18 30372.08
TBF 2015-09-11 2015-09-14 $24.01 $23.92 Long 1017.0 -0.40% 5615.00 30171.09
TIP 2015-09-14 2015-09-15 $90.52 $90.12 Long 272.0 -0.43% 5492.44 30452.50
TBF 2015-09-15 2015-09-29 $24.13 $23.55 Long 1021.0 -2.39% 5190.54 29739.99
UBT 2015-09-29 2015-10-06 $36.02 $35.55 Long 676.0 -1.30% 5133.71 29048.75
TBF 2015-10-06 2015-10-08 $23.69 $23.52 Long 1017.0 -0.69% 5514.83 28604.49
UBT 2015-10-08 2015-10-09 $36.00 $35.23 Long 654.0 -2.15% 5480.29 28525.56
TIP 2015-10-09 2015-10-13 $90.84 $90.82 Long 254.0 -0.02% 4996.05 28566.67
UBT 2015-10-13 2015-10-26 $36.07 $36.25 Long 653.0 0.52% 5719.65 28623.48
TBF 2015-10-26 2015-10-27 $23.42 $23.27 Long 980.0 -0.66% 5072.07 28397.44
UBT 2015-10-27 2015-10-30 $36.69 $35.35 Long 639.0 -3.66% 5202.12 27562.03
TBF 2015-10-30 2015-11-02 $23.72 $23.73 Long 947.0 0.04% 5425.97 27851.21
UBT 2015-11-02 2015-11-05 $35.25 $34.62 Long 631.0 -1.80% 4977.58 27287.59
TBF 2015-11-05 2015-11-25 $23.92 $23.84 Long 932.0 -0.32% 5167.55 27208.05
TIP 2015-11-25 2015-11-27 $90.29 $90.40 Long 244.0 0.12% 5203.05 27259.45
TBF 2015-11-27 2015-11-30 $23.83 $23.85 Long 924.0 0.08% 5181.31 27223.80
TIP 2015-11-30 2015-12-01 $90.41 $90.35 Long 244.0 -0.06% 5091.82 27791.58
UBT 2015-12-01 2016-04-20 $35.08 $41.24 Long 631.0 17.55% 5915.36 31160.10
SPXL 2016-04-20 2016-05-02 $20.74 $19.86 Long 1215.0 -4.23% 5756.80 29788.60
UBT 2016-05-02 2016-07-13 $39.69 $47.68 Long 612.0 20.15% 6562.88 34751.89
SPXL 2016-07-13 2016-10-17 $22.33 $21.63 Long 1271.0 -3.14% 6475.73 34053.50
SHV 2016-10-17 2016-10-19 $101.74 $101.76 Long 271.0 0.02% 6571.00 34147.28
SPXL 2016-10-19 2016-10-25 $21.90 $22.10 Long 1255.0 0.92% 6558.78 34355.79
TIP 2016-10-25 2016-10-28 $95.68 $95.37 Long 290.0 -0.32% 6371.83 34191.79
TBF 2016-10-28 2016-11-01 $21.24 $21.23 Long 1311.0 -0.05% 6725.05 34268.56
TIP 2016-11-01 2016-11-02 $95.41 $95.71 Long 288.0 0.31% 6780.77 34227.20
TBF 2016-11-02 2016-11-07 $21.05 $21.11 Long 1307.0 0.27% 6766.66 34396.26
TIP 2016-11-07 2016-11-08 $95.50 $95.61 Long 289.0 0.12% 6565.15 34563.41
TBF 2016-11-08 2016-11-11 $21.09 $22.42 Long 1320.0 6.33% 7411.61 36304.00
SPXL 2016-11-11 2017-03-10 $22.44 $30.08 Long 1281.0 34.04% 9148.66 45902.16
TBF 2017-03-10 2017-03-14 $23.25 $23.33 Long 1583.0 0.37% 8940.38 45935.94
SPXL 2017-03-14 2017-03-15 $29.76 $29.91 Long 1248.0 0.50% 9338.70 45980.26
TBF 2017-03-15 2017-03-16 $23.17 $23.04 Long 1594.0 -0.54% 8098.54 45775.56
SPXL 2017-03-16 2017-03-22 $30.50 $28.84 Long 1245.0 -5.45% 8868.74 44002.18
TBF 2017-03-22 2017-03-30 $22.54 $22.46 Long 1559.0 -0.34% 8238.20 44221.76
SPXL 2017-03-30 2017-04-05 $29.43 $29.70 Long 1211.0 0.89% 8435.39 43985.53
TBF 2017-04-05 2017-04-13 $22.51 $21.96 Long 1589.0 -2.43% 7994.06 43308.00
TIP 2017-04-13 2017-04-21 $95.50 $95.22 Long 370.0 -0.29% 7757.26 42927.85
SPXL 2017-04-21 2017-05-18 $29.24 $29.26 Long 1213.0 0.08% 7403.97 43090.34
UBT 2017-05-18 2017-06-05 $37.54 $38.27 Long 955.0 1.94% 7744.33 43905.63
SPXL 2017-06-05 2017-06-06 $32.41 $32.12 Long 1117.0 -0.89% 7603.46 43563.94
UBT 2017-06-06 2017-07-21 $38.77 $38.84 Long 929.0 0.17% 8876.79 43857.71
SPXL 2017-07-21 2017-07-24 $33.66 $33.80 Long 1034.0 0.42% 8444.05 43638.13
UBT 2017-07-24 2017-09-13 $38.71 $39.77 Long 914.0 2.73% 8573.09 45019.34
SPXL 2017-09-13 2018-02-06 $34.66 $39.08 Long 1045.0 12.76% 8103.44 49559.00
TBF 2018-02-06 2018-02-12 $22.10 $22.46 Long 1869.0 1.61% 7999.45 50713.66
SPXL 2018-02-12 2018-02-14 $40.58 $40.80 Long 1037.0 0.55% 8856.28 50576.72
TBF 2018-02-14 2018-02-15 $22.47 $22.52 Long 1845.0 0.21% 6062.16 51081.82
SPXL 2018-02-15 2018-03-02 $44.16 $41.19 Long 1004.0 -6.73% 8393.57 47567.89
TBF 2018-03-02 2018-03-05 $22.36 $22.38 Long 1745.0 0.09% 8093.65 49420.27
SPXL 2018-03-05 2018-03-23 $42.09 $40.70 Long 935.0 -3.32% 8433.14 46085.30
IAU 2018-03-23 2018-03-28 $25.90 $25.62 Long 1456.0 -1.08% 8972.51 45800.39
TBF 2018-03-28 2018-04-12 $21.88 $21.93 Long 1680.0 0.22% 8871.30 45793.64
TIP 2018-04-12 2018-04-13 $95.71 $95.63 Long 386.0 -0.09% 8552.45 45670.17
TBF 2018-04-13 2018-04-18 $22.02 $21.88 Long 1691.0 -0.61% 8065.69 45370.71
SPXL 2018-04-18 2018-04-19 $43.09 $42.52 Long 870.0 -1.33% 8489.77 45029.95
IAU 2018-04-19 2018-04-23 $25.88 $25.44 Long 1413.0 -1.70% 8061.47 44389.80
TBF 2018-04-23 2018-04-27 $22.44 $22.43 Long 1621.0 -0.04% 8411.53 44427.46
SHV 2018-04-27 2018-04-30 $102.88 $102.89 Long 350.0 0.01% 8665.39 44480.95
IAU 2018-04-30 2018-05-02 $25.20 $25.08 Long 1419.0 -0.48% 8445.97 44260.41
SHV 2018-05-02 2018-05-08 $102.90 $102.94 Long 348.0 0.05% 8590.80 44405.75
SPXL 2018-05-08 2018-05-30 $40.87 $42.54 Long 873.0 4.09% 9006.66 45610.75
UBT 2018-05-30 2018-05-31 $36.57 $36.76 Long 1004.0 0.50% 8328.52 45320.26
SPXL 2018-05-31 2018-06-26 $43.30 $43.40 Long 868.0 0.23% 8953.99 46000.43
SHV 2018-06-26 2018-06-27 $103.18 $103.18 Long 359.0 0.00% 8537.53 44797.30
SPXL 2018-06-27 2018-07-05 $43.66 $43.55 Long 858.0 -0.24% 9254.69 45908.74
SHV 2018-07-05 2018-07-06 $103.24 $103.26 Long 355.0 0.02% 8389.19 46798.37
SPXL 2018-07-06 2018-07-30 $43.99 $47.92 Long 853.0 8.94% 9075.21 49249.39
TBF 2018-07-30 2018-07-31 $22.25 $22.12 Long 1806.0 -0.61% 9419.01 49160.94
SPXL 2018-07-31 2018-08-16 $47.60 $48.71 Long 832.0 2.33% 9958.41 49854.85
UBT 2018-08-16 2018-08-17 $36.58 $36.91 Long 1093.0 0.90% 9787.43 50843.14
SPXL 2018-08-17 2018-09-11 $48.87 $50.58 Long 829.0 3.50% 9909.87 51612.36
UBT 2018-09-11 2018-09-12 $35.46 $35.64 Long 1179.0 0.49% 10133.30 51943.80
TBF 2018-09-12 2018-09-26 $22.21 $22.62 Long 1882.0 1.87% 10229.25 52241.47
SPXL 2018-09-26 2018-10-02 $53.03 $53.33 Long 801.0 0.55% 10013.84 52851.52
TBF 2018-10-02 2018-12-06 $22.64 $22.25 Long 1896.0 -1.75% 5181.76 51890.90
UBT 2018-12-06 2019-03-04 $35.48 $36.01 Long 1325.0 1.51% 10432.64 52913.03
TIP 2019-03-04 2019-03-05 $96.08 $96.00 Long 442.0 -0.09% 9825.66 53234.36
UBT 2019-03-05 2019-07-01 $36.17 $44.82 Long 1190.0 23.94% 9876.82 62533.70
SPXL 2019-07-01 2019-07-03 $52.40 $52.62 Long 1017.0 0.43% 11642.31 63887.90
UBT 2019-07-03 2019-09-12 $45.44 $50.92 Long 1139.0 12.07% 69642.58 69642.58
TIP 2019-11-11 2019-11-14 $101.95 $102.16 Long 554.0 0.21% 12567.20 69765.57
UBT 2019-11-14 2019-12-03 $48.30 $49.94 Long 1184.0 3.38% 14603.55 71891.31
TIP 2019-12-03 2019-12-04 $102.67 $102.92 Long 556.0 0.24% 13408.04 71350.83
UBT 2019-12-04 2019-12-19 $50.10 $47.10 Long 1166.0 -5.99% 12974.95 68477.13
TIP 2019-12-19 2019-12-23 $102.70 $102.91 Long 539.0 0.21% 12446.01 68248.65
SPXL 2019-12-23 2019-12-30 $65.27 $66.03 Long 858.0 1.17% 13269.44 69202.68
TIP 2019-12-30 2020-01-02 $102.81 $103.22 Long 543.0 0.39% 11714.35 70013.08
SPXL 2020-01-02 2020-01-13 $66.36 $67.99 Long 868.0 2.44% 13757.42 70894.83
UBT 2020-01-13 2020-01-16 $48.32 $49.27 Long 1179.0 1.97% 12116.58 72444.93
SPXL 2020-01-16 2020-01-27 $70.02 $65.66 Long 853.0 -6.23% 8396.28 68338.98
UBT 2020-01-27 2020-03-11 $52.62 $69.33 Long 1135.0 31.75% 87089.68 87089.68
IAU 2020-06-08 2020-06-09 $32.28 $32.74 Long 2188.0 1.43% 17339.88 88486.25
SPXL 2020-06-09 2020-06-10 $46.64 $47.18 Long 1517.0 1.15% 16844.47 89563.05
IAU 2020-06-10 2020-06-12 $32.92 $33.20 Long 2189.0 0.85% 18153.22 89443.15
UBT 2020-06-12 2020-06-16 $65.12 $62.66 Long 1096.0 -3.77% 13691.05 87050.05
IAU 2020-06-16 2020-06-17 $32.90 $32.94 Long 2223.0 0.12% 15638.06 87251.55
UBT 2020-06-17 2020-06-23 $63.36 $64.32 Long 1125.0 1.51% 12066.31 86909.18
SPXL 2020-06-23 2020-06-24 $43.66 $42.14 Long 1739.0 -3.49% 15007.56 86699.29
UBT 2020-06-24 2020-07-30 $64.29 $72.14 Long 1094.0 12.20% 19033.64 94084.16
IAU 2020-07-30 2020-07-31 $37.24 $37.50 Long 2011.0 0.70% 18978.81 95085.30
UBT 2020-07-31 2020-08-03 $71.47 $70.75 Long 1056.0 -1.01% 16452.63 93850.73
IAU 2020-08-03 2020-08-25 $37.62 $36.80 Long 2053.0 -2.18% 16583.21 92319.54
SPXL 2020-08-25 2020-09-04 $56.62 $57.50 Long 1332.0 1.56% 18178.31 92898.61
TIP 2020-09-04 2020-09-10 $112.44 $112.19 Long 667.0 -0.22% 14936.99 87673.48
SPXL 2020-09-10 2020-09-22 $55.18 $49.44 Long 1415.0 -10.39% 84899.63 84899.63
UBT 2021-07-19 2021-07-21 $56.39 $54.33 Long 1279.0 -3.64% 11206.02 83357.91
SPXL 2021-07-21 2021-07-26 $108.50 $113.72 Long 655.0 4.81% 14979.62 84783.47
UBT 2021-07-26 2021-07-27 $54.90 $55.14 Long 1288.0 0.43% 17279.90 85981.73
TIP 2021-07-27 2021-07-28 $118.48 $118.41 Long 580.0 -0.06% 16879.78 86763.89
UBT 2021-07-28 2021-10-05 $54.69 $51.86 Long 1263.0 -5.17% 15289.12 82378.52
TIP 2021-10-05 2021-10-28 $118.33 $119.75 Long 567.0 1.20% 14323.82 82793.64
UBT 2021-10-28 2021-11-04 $53.97 $52.73 Long 1276.0 -2.30% 13973.82 82217.34
SPXL 2021-11-04 2021-11-05 $134.45 $137.94 Long 503.0 2.59% 14216.93 84006.80
UBT 2021-11-05 2021-11-08 $54.74 $55.18 Long 1263.0 0.80% 15752.95 83593.51
SPXL 2021-11-08 2021-11-18 $138.24 $137.69 Long 493.0 -0.40% 15024.22 84289.73
UBT 2021-11-18 2021-11-24 $52.82 $51.88 Long 1299.0 -1.77% 15967.49 82591.24
TIP 2021-11-24 2021-11-26 $119.31 $119.80 Long 557.0 0.41% 12231.24 84237.98
UBT 2021-11-26 2021-12-30 $54.66 $53.71 Long 1289.0 -1.75% 15670.54 81676.89
TIP 2021-12-30 2022-01-05 $120.28 $119.42 Long 547.0 -0.71% 15537.81 81390.57
TBF 2022-01-05 2022-08-03 $16.25 $19.29 Long 4028.0 18.70% 93233.74 93233.74
UBT 2022-12-08 2022-12-12 $28.68 $28.20 Long 2649.0 -1.66% 19149.49 92838.63
TBF 2022-12-12 2022-12-13 $20.73 $20.49 Long 3513.0 -1.14% 14374.16 89182.73
UBT 2022-12-13 2022-12-19 $28.79 $27.23 Long 2666.0 -5.44% 14509.32 87265.54
TBF 2022-12-19 2023-01-11 $21.10 $21.33 Long 3433.0 1.08% 16189.43 87694.31
IAU 2023-01-11 2023-01-12 $35.64 $35.89 Long 2008.0 0.72% 14942.65 88416.13
SPXL 2023-01-12 2023-01-17 $68.65 $69.53 Long 1068.0 1.29% 16487.08 88943.29
IAU 2023-01-17 2023-02-03 $36.34 $35.67 Long 2001.0 -1.84% 17484.80 88232.53
SPXL 2023-02-03 2023-02-10 $75.84 $72.44 Long 928.0 -4.48% 14188.05 85458.90
TBF 2023-02-10 2023-03-16 $21.46 $20.88 Long 3286.0 -2.72% 14605.17 81810.66
TIP 2023-03-16 2023-03-17 $109.27 $108.09 Long 624.0 -1.08% 15348.37 82021.04
TBF 2023-03-17 2023-03-20 $21.02 $20.98 Long 3174.0 -0.19% 14787.00 80253.70
UBT 2023-03-20 2023-03-21 $27.55 $26.51 Long 2437.0 -3.79% 14724.37 79404.66
TIP 2023-03-21 2023-03-22 $107.76 $108.01 Long 600.0 0.23% 14879.56 78474.96
TBF 2023-03-22 2023-03-23 $21.45 $21.28 Long 3014.0 -0.79% 14350.08 79986.28
UBT 2023-03-23 2023-03-24 $26.70 $27.50 Long 2422.0 3.00% 16043.89 80691.19
TIP 2023-03-24 2023-03-27 $109.65 $108.77 Long 592.0 -0.80% 17664.33 79606.65
UBT 2023-03-27 2023-03-28 $26.42 $26.00 Long 2376.0 -1.59% 15263.62 79605.04
TIP 2023-03-28 2023-03-30 $108.41 $108.96 Long 592.0 0.51% 14385.20 80271.54
UBT 2023-03-30 2023-04-17 $26.06 $26.12 Long 2509.0 0.23% 14693.26 79629.28
TIP 2023-04-17 2023-04-24 $109.26 $109.37 Long 597.0 0.10% 15803.07 80399.22
UBT 2023-04-24 2023-05-02 $26.38 $25.97 Long 2433.0 -1.55% 16141.24 79340.05
TIP 2023-05-02 2023-05-03 $108.92 $109.66 Long 577.0 0.68% 12839.72 79810.90
UBT 2023-05-03 2023-05-09 $26.91 $25.65 Long 2474.0 -4.68% 14618.78 76213.22
TIP 2023-05-09 2023-05-10 $109.36 $109.42 Long 564.0 0.05% 14401.22 76740.68
UBT 2023-05-10 2023-05-16 $25.74 $25.08 Long 2406.0 -2.56% 13647.70 74670.90
TIP 2023-05-16 2023-05-17 $109.10 $109.07 Long 560.0 -0.03% 13391.06 74148.26
UBT 2023-05-17 2023-05-18 $25.44 $24.98 Long 2411.0 -1.81% 13865.84 73573.84
TIP 2023-05-18 2023-05-22 $108.64 $108.39 Long 550.0 -0.23% 13975.18 73801.70
TBF 2023-05-22 2023-05-23 $22.22 $22.43 Long 2678.0 0.95% 14501.66 74246.59

Signals

Strategy Ratio Size Ticker Date State Type Profit TimeFrame
GrayBeard-d 0.90 0.82 TBF 2023-05-24 Buy@NextOpen Long 0.00% EOD
GrayBeard-d 0.90 0.81 TIP 2023-05-22 Sell@NextOpen Long 0.00% EOD