Strategy - SplineSPX


Description

This uses wavelets and cubic splines to predict forward with weighted projections on the S&P500 for advancing price formations.

This invests in SPLX a leveraged ETF following the S&P500.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName default
NoOfTrades 324.00
NoOfWins 216.00
NoOfLosses 108.00
SharpRatio 1.46
SortinoRatio 2.27
GrossProfit $415197.69
FirstDate 2008-11-13
LastDate 2023-10-31
FirstEquity $10000.00
FinalEquity $425197.69
OpenEquity $0.00
LongEquity $415197.69
ShortEquity $0.00
PercentWins 66.67%
AveWin 4.51%
AveLoss -3.18%
AveWinLoss 1.42
Expectancy 1.95%
AveDrawUp 49.50%
AveDrawDown -7.48%
MaxDrawDown -16.48%
Kelly 43.20%
Thorpe 137.96
Rachev 0.57
APR 28.48%
CalmarRatio 3.81

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPXL 2008-11-13 2008-11-14 $2.41 $2.58 Long 2438.0 7.18% 10421.44 10421.44
SPXL 2008-11-18 2008-11-19 $2.24 $2.27 Long 2860.0 1.35% 10507.92 10507.92
SPXL 2008-11-24 2008-11-25 $1.87 $2.24 Long 3761.0 19.50% 11879.90 11879.90
SPXL 2008-12-02 2008-12-03 $1.91 $1.88 Long 3355.0 -1.44% 11787.28 11787.28
SPXL 2008-12-05 2008-12-08 $1.90 $2.39 Long 3614.0 25.60% 13549.84 13549.84
SPXL 2008-12-16 2008-12-17 $2.22 $2.41 Long 3786.0 8.41% 14257.81 14257.81
SPXL 2008-12-19 2008-12-22 $2.42 $2.30 Long 3702.0 -5.11% 13799.54 13799.54
SPXL 2008-12-26 2008-12-29 $2.19 $2.20 Long 4119.0 0.54% 13848.36 13848.36
SPXL 2009-01-15 2009-01-20 $1.94 $1.96 Long 4301.0 0.98% 13930.49 13930.49
SPXL 2009-01-26 2009-01-27 $1.89 $1.91 Long 5260.0 1.36% 14065.57 14065.57
SPXL 2009-02-02 2009-02-04 $1.73 $1.90 Long 4596.0 10.10% 14867.52 14867.52
SPXL 2009-02-05 2009-02-06 $1.80 $1.96 Long 5000.0 8.85% 15664.24 15664.24
SPXL 2009-02-12 2009-02-17 $1.76 $1.64 Long 5437.0 -6.81% 15012.68 15012.68
SPXL 2009-02-23 2009-02-25 $1.51 $1.42 Long 6761.0 -5.42% 14460.66 14460.66
SPXL 2009-02-27 2009-03-03 $1.26 $1.13 Long 6337.0 -10.34% 13634.48 13634.48
SPXL 2009-03-04 2009-03-06 $1.11 $1.02 Long 7722.0 -8.17% 12932.82 12932.82
SPXL 2009-03-09 2009-03-10 $0.96 $1.03 Long 8104.0 7.36% 13503.78 13503.78
SPXL 2009-03-26 2009-03-27 $1.67 $1.65 Long 5349.0 -1.15% 13401.28 13401.28
SPXL 2009-03-31 2009-04-02 $1.51 $1.72 Long 5668.0 14.10% 14607.21 14607.21
SPXL 2009-04-08 2009-04-09 $1.64 $1.80 Long 5652.0 9.82% 15518.43 15518.43
SPXL 2009-04-15 2009-04-16 $1.74 $1.87 Long 5465.0 7.55% 16237.02 16237.02
SPXL 2009-04-29 2009-04-30 $1.90 $2.04 Long 5760.0 7.34% 17040.06 17040.06
SPXL 2009-05-26 2009-05-27 $1.99 $2.20 Long 5271.0 10.37% 18130.17 18130.17
SPXL 2009-05-29 2009-06-01 $2.20 $2.36 Long 5433.0 7.55% 19031.22 19031.22
SPXL 2009-06-18 2009-06-19 $2.20 $2.29 Long 5562.0 4.17% 19542.05 19542.05
SPXL 2009-06-24 2009-06-25 $2.11 $2.08 Long 6035.0 -1.38% 19365.96 19365.96
SPXL 2009-07-07 2009-07-08 $2.07 $1.99 Long 6130.0 -3.90% 18870.05 18870.05
SPXL 2009-07-09 2009-07-10 $1.99 $1.94 Long 6058.0 -2.93% 18516.54 18516.54
SPXL 2009-08-19 2009-08-20 $2.70 $2.86 Long 4353.0 5.77% 19194.88 19194.88
SPXL 2009-09-03 2009-09-08 $2.86 $3.09 Long 4378.0 8.08% 20208.06 20208.06
SPXL 2009-10-05 2009-10-06 $3.14 $3.30 Long 4245.0 5.28% 20910.47 20910.47
SPXL 2009-10-28 2009-10-30 $3.39 $3.39 Long 3835.0 0.00% 20910.47 20910.47
SPXL 2009-11-02 2009-11-04 $3.17 $3.31 Long 3944.0 4.29% 21447.77 21447.77
SPXL 2010-01-25 2010-01-28 $3.83 $3.82 Long 3484.0 -0.02% 21445.14 21445.14
SPXL 2010-01-29 2010-02-02 $3.69 $3.71 Long 3588.0 0.49% 21510.10 21510.10
SPXL 2010-02-11 2010-02-12 $3.46 $3.47 Long 3966.0 0.20% 21537.03 21537.03
SPXL 2010-04-29 2010-04-30 $4.99 $5.08 Long 2830.0 1.93% 21810.06 21810.06
SPXL 2010-05-03 2010-05-04 $4.89 $4.84 Long 2746.0 -1.04% 21670.18 21670.18
SPXL 2010-05-05 2010-05-06 $4.52 $4.49 Long 2868.0 -0.72% 21577.20 21577.20
SPXL 2010-05-07 2010-05-10 $4.05 $4.39 Long 3076.0 8.29% 22609.97 22609.97
SPXL 2010-05-17 2010-05-18 $4.21 $4.28 Long 3353.0 1.83% 22868.76 22868.76
SPXL 2010-05-19 2010-05-20 $3.94 $3.69 Long 3416.0 -6.37% 22011.87 22011.87
SPXL 2010-05-25 2010-05-28 $3.24 $3.79 Long 3930.0 16.81% 24153.39 24153.39
SPXL 2010-06-08 2010-06-09 $3.26 $3.40 Long 4516.0 4.48% 24812.17 24812.17
SPXL 2010-06-24 2010-07-02 $3.57 $3.02 Long 4330.0 -15.44% 22423.08 22423.08
SPXL 2010-07-06 2010-07-07 $3.07 $3.01 Long 4748.0 -1.91% 22144.23 22144.23
SPXL 2010-07-16 2010-07-19 $3.56 $3.35 Long 3924.0 -5.82% 21331.57 21331.57
SPXL 2010-07-20 2010-07-21 $3.24 $3.55 Long 4072.0 9.59% 22596.54 22596.54
SPXL 2010-07-29 2010-08-03 $3.78 $3.87 Long 3841.0 2.39% 22943.82 22943.82
SPXL 2010-08-16 2010-08-18 $3.37 $3.56 Long 4273.0 5.78% 23775.92 23775.92
SPXL 2010-08-25 2010-08-30 $3.13 $3.28 Long 4728.0 4.92% 24503.00 24503.00
SPXL 2010-09-01 2010-09-02 $3.29 $3.47 Long 5019.0 5.28% 25375.66 25375.66
SPXL 2010-09-20 2010-09-21 $3.95 $4.10 Long 4103.0 3.84% 25997.10 25997.10
SPXL 2010-11-18 2010-11-19 $4.66 $4.72 Long 3676.0 1.31% 26221.96 26221.96
SPXL 2010-11-30 2010-12-02 $4.52 $4.87 Long 3663.0 7.94% 27535.14 27535.14
SPXL 2011-02-24 2011-02-28 $6.18 $6.47 Long 2788.0 4.79% 28359.77 28359.77
SPXL 2011-03-02 2011-03-03 $6.15 $6.40 Long 2757.0 3.98% 29034.34 29034.34
SPXL 2011-03-16 2011-03-18 $5.79 $5.93 Long 3337.0 2.49% 29514.93 29514.93
SPXL 2011-04-14 2011-04-15 $6.20 $6.36 Long 2953.0 2.52% 29976.81 29976.81
SPXL 2011-04-19 2011-04-20 $6.21 $6.50 Long 3103.0 4.66% 30875.39 30875.39
SPXL 2011-05-16 2011-05-18 $6.61 $6.54 Long 2884.0 -0.98% 30687.81 30687.81
SPXL 2011-05-25 2011-05-27 $6.27 $6.57 Long 3059.0 4.75% 31599.71 31599.71
SPXL 2011-06-03 2011-06-07 $6.10 $6.01 Long 3182.0 -1.50% 31308.98 31308.98
SPXL 2011-06-08 2011-06-09 $5.90 $5.88 Long 3334.0 -0.28% 31254.77 31254.77
SPXL 2011-06-16 2011-06-17 $5.63 $5.81 Long 3459.0 3.19% 31876.13 31876.13
SPXL 2011-06-24 2011-06-29 $5.88 $6.13 Long 3569.0 4.17% 32752.15 32752.15
SPXL 2011-07-19 2011-07-20 $6.26 $6.51 Long 3358.0 4.02% 33597.18 33597.18
SPXL 2011-07-29 2011-08-03 $5.87 $5.42 Long 3512.0 -7.57% 32036.28 32036.28
SPXL 2011-08-04 2011-08-08 $5.26 $4.26 Long 3780.0 -18.93% 28272.38 28272.38
SPXL 2011-08-09 2011-08-10 $3.88 $3.96 Long 4244.0 2.09% 28617.42 28617.42
SPXL 2011-08-19 2011-08-22 $3.68 $3.87 Long 4495.0 5.33% 29497.98 29497.98
SPXL 2011-08-26 2011-08-29 $3.90 $4.32 Long 4454.0 10.72% 31360.28 31360.28
SPXL 2011-09-06 2011-09-07 $3.77 $4.22 Long 4782.0 12.06% 33533.75 33533.75
SPXL 2011-09-26 2011-09-27 $3.78 $4.15 Long 6061.0 9.70% 35758.23 35758.23
SPXL 2011-10-03 2011-10-06 $3.52 $3.68 Long 6155.0 4.37% 36706.63 36706.63
SPXL 2011-10-14 2011-10-17 $4.45 $4.46 Long 5529.0 0.24% 36766.57 36766.57
SPXL 2011-10-26 2011-10-27 $4.72 $5.08 Long 4930.0 7.60% 38533.96 38533.96
SPXL 2011-11-01 2011-11-02 $4.41 $4.60 Long 4924.0 4.27% 39460.43 39460.43
SPXL 2011-11-03 2011-11-04 $4.79 $4.76 Long 5493.0 -0.69% 39277.54 39277.54
SPXL 2011-11-18 2011-11-21 $4.40 $4.15 Long 5516.0 -5.72% 37889.47 37889.47
SPXL 2011-11-25 2011-11-29 $3.75 $4.12 Long 6154.0 9.95% 40186.20 40186.20
SPXL 2011-12-08 2011-12-09 $4.71 $4.55 Long 5465.0 -3.45% 39297.58 39297.58
SPXL 2011-12-15 2011-12-19 $4.36 $4.34 Long 5843.0 -0.57% 39152.81 39152.81
SPXL 2011-12-20 2011-12-21 $4.36 $4.52 Long 5778.0 3.86% 40123.64 40123.64
SPXL 2011-12-29 2012-01-04 $4.67 $4.89 Long 5331.0 4.69% 41291.79 41291.79
SPXL 2012-01-30 2012-02-02 $5.33 $5.61 Long 4901.0 5.24% 42661.72 42661.72
SPXL 2012-03-08 2012-03-09 $6.06 $6.17 Long 4656.0 1.80% 43170.04 43170.04
SPXL 2012-04-09 2012-04-10 $6.29 $6.28 Long 4256.0 -0.12% 43137.09 43137.09
SPXL 2012-04-24 2012-04-26 $6.13 $6.38 Long 4547.0 4.23% 44316.52 44316.52
SPXL 2012-05-09 2012-05-10 $5.85 $6.08 Long 4716.0 3.85% 45379.13 45379.13
SPXL 2012-05-16 2012-05-18 $5.71 $5.36 Long 5081.0 -6.13% 43600.88 43600.88
SPXL 2012-05-21 2012-05-22 $5.19 $5.46 Long 5207.0 5.13% 44987.80 44987.80
SPXL 2012-05-29 2012-05-30 $5.58 $5.50 Long 5245.0 -1.42% 44573.56 44573.56
SPXL 2012-05-31 2012-06-06 $5.39 $5.14 Long 5189.0 -4.63% 43279.82 43279.82
SPXL 2012-06-14 2012-06-18 $5.38 $5.60 Long 5124.0 3.99% 44378.82 44378.82
SPXL 2012-06-27 2012-06-28 $5.45 $5.42 Long 5313.0 -0.55% 44218.38 44218.38
SPXL 2012-07-25 2012-07-27 $5.64 $5.97 Long 4911.0 5.85% 45838.27 45838.27
SPXL 2012-09-06 2012-09-07 $6.58 $6.90 Long 4514.0 4.76% 47253.81 47253.81
SPXL 2012-10-25 2012-11-01 $6.68 $6.63 Long 4536.0 -0.78% 47018.50 47018.50
SPXL 2012-11-06 2012-11-07 $6.70 $6.61 Long 4579.0 -1.33% 46610.76 46610.76
SPXL 2012-11-08 2012-11-09 $6.33 $6.05 Long 4510.0 -4.49% 45329.18 45329.18
SPXL 2012-11-15 2012-11-19 $5.83 $6.08 Long 4731.0 4.31% 46516.05 46516.05
SPXL 2012-12-31 2013-01-02 $6.41 $7.18 Long 4543.0 11.98% 50005.52 50005.52
SPXL 2013-02-26 2013-02-28 $7.81 $8.16 Long 3859.0 4.42% 51338.17 51338.17
SPXL 2013-04-08 2013-04-09 $8.80 $9.00 Long 3833.0 2.35% 52130.59 52130.59
SPXL 2013-04-18 2013-04-19 $8.77 $8.63 Long 3732.0 -1.62% 51601.78 51601.78
SPXL 2013-06-03 2013-06-05 $10.22 $10.08 Long 3141.0 -1.41% 51149.42 51149.42
SPXL 2013-06-06 2013-06-07 $9.72 $10.21 Long 3248.0 5.02% 52733.81 52733.81
SPXL 2013-06-13 2013-06-14 $9.79 $10.22 Long 3286.0 4.39% 54145.91 54145.91
SPXL 2013-06-18 2013-06-19 $10.32 $10.52 Long 3373.0 1.87% 54796.23 54796.23
SPXL 2013-06-24 2013-06-27 $9.14 $9.78 Long 3679.0 7.01% 57154.89 57154.89
SPXL 2013-07-05 2013-07-08 $10.03 $10.29 Long 3783.0 2.57% 58130.30 58130.30
SPXL 2013-08-15 2013-08-19 $10.92 $10.58 Long 3277.0 -3.06% 57034.16 57034.16
SPXL 2013-08-20 2013-08-21 $10.46 $10.47 Long 3449.0 0.13% 57082.23 57082.23
SPXL 2013-08-28 2013-09-05 $10.11 $10.58 Long 3542.0 4.66% 58752.44 58752.44
SPXL 2013-10-04 2013-10-07 $11.08 $11.01 Long 3330.0 -0.63% 58520.38 58520.38
SPXL 2013-10-09 2013-10-10 $10.69 $10.96 Long 3404.0 2.59% 59461.33 59461.33
SPXL 2013-12-16 2013-12-17 $13.30 $13.39 Long 2882.0 0.70% 59729.11 59729.11
SPXL 2014-01-27 2014-01-31 $13.46 $12.97 Long 2720.0 -3.61% 58408.59 58408.59
SPXL 2014-02-04 2014-02-05 $12.51 $12.46 Long 2835.0 -0.39% 58270.30 58270.30
SPXL 2014-02-06 2014-02-07 $12.64 $13.22 Long 2993.0 4.61% 60015.35 60015.35
SPXL 2014-03-27 2014-03-31 $14.82 $15.28 Long 2497.0 3.09% 61158.00 61158.00
SPXL 2014-04-08 2014-04-09 $14.68 $14.99 Long 2595.0 2.10% 61959.71 61959.71
SPXL 2014-04-15 2014-04-16 $14.41 $14.91 Long 2769.0 3.42% 63323.30 63323.30
SPXL 2014-07-31 2014-08-05 $17.57 $16.86 Long 2234.0 -4.02% 61745.75 61745.75
SPXL 2014-08-07 2014-08-08 $16.83 $16.43 Long 2417.0 -2.40% 60768.84 60768.84
SPXL 2014-09-15 2014-09-17 $18.43 $18.89 Long 2079.0 2.48% 61720.21 61720.21
SPXL 2014-09-24 2014-09-25 $18.37 $18.63 Long 2138.0 1.39% 62266.50 62266.50
SPXL 2014-09-26 2014-09-30 $17.96 $18.24 Long 2139.0 1.56% 62867.71 62867.71
SPXL 2014-10-01 2014-10-03 $17.96 $17.67 Long 2205.0 -1.57% 62247.95 62247.95
SPXL 2014-10-16 2014-10-20 $14.37 $15.59 Long 2679.0 8.49% 65515.03 65515.03
SPXL 2014-12-16 2014-12-18 $18.16 $19.89 Long 2191.0 9.51% 69301.57 69301.57
SPXL 2015-01-05 2015-01-07 $19.98 $19.18 Long 2148.0 -4.01% 67580.18 67580.18
SPXL 2015-01-15 2015-01-20 $19.18 $19.37 Long 2324.0 1.02% 68033.64 68033.64
SPXL 2015-01-29 2015-02-04 $18.75 $19.70 Long 2193.0 5.11% 70132.40 70132.40
SPXL 2015-03-26 2015-03-31 $20.13 $20.79 Long 2098.0 3.25% 71506.70 71506.70
SPXL 2015-05-07 2015-05-08 $20.88 $21.76 Long 2139.0 4.20% 73384.85 73384.85
SPXL 2015-06-08 2015-06-09 $21.33 $20.98 Long 2189.0 -1.64% 72617.04 72617.04
SPXL 2015-06-15 2015-06-17 $21.02 $21.61 Long 2150.0 2.81% 73885.57 73885.57
SPXL 2015-06-29 2015-07-02 $21.11 $21.06 Long 2169.0 -0.26% 73764.65 73764.65
SPXL 2015-07-07 2015-07-08 $20.72 $20.56 Long 2318.0 -0.81% 73376.97 73376.97
SPXL 2015-07-09 2015-07-10 $20.71 $20.84 Long 2284.0 0.64% 73679.38 73679.38
SPXL 2015-07-28 2015-07-29 $20.90 $21.38 Long 2287.0 2.31% 74784.37 74784.37
SPXL 2015-08-05 2015-08-06 $21.67 $21.59 Long 2234.0 -0.34% 74618.31 74618.31
SPXL 2015-08-07 2015-08-10 $20.97 $21.32 Long 2211.0 1.64% 75378.42 75378.42
SPXL 2015-08-25 2015-08-27 $17.22 $17.47 Long 3186.0 1.44% 76170.30 76170.30
SPXL 2015-09-03 2015-09-04 $17.12 $16.26 Long 2911.0 -4.99% 73681.91 73681.91
SPXL 2015-09-15 2015-09-16 $17.16 $17.72 Long 2735.0 3.26% 75213.01 75213.01
SPXL 2015-09-24 2015-10-01 $16.23 $16.14 Long 2878.0 -0.52% 74972.34 74972.34
SPXL 2015-10-15 2015-10-16 $18.20 $18.94 Long 2634.0 4.02% 76899.66 76899.66
SPXL 2015-11-02 2015-11-03 $20.47 $20.94 Long 2378.0 2.33% 78032.04 78032.04
SPXL 2015-11-13 2015-11-17 $19.28 $19.73 Long 2506.0 2.34% 79161.34 79161.34
SPXL 2015-11-27 2015-12-02 $20.70 $21.05 Long 2443.0 1.72% 80029.59 80029.59
SPXL 2015-12-04 2015-12-07 $19.69 $20.57 Long 2496.0 4.47% 82227.00 82227.00
SPXL 2015-12-09 2015-12-10 $19.71 $19.48 Long 2660.0 -1.14% 81627.64 81627.64
SPXL 2015-12-21 2015-12-22 $18.61 $18.95 Long 2751.0 1.81% 82554.23 82554.23
SPXL 2015-12-29 2015-12-30 $20.00 $20.17 Long 2704.0 0.84% 83006.47 83006.47
SPXL 2016-01-04 2016-01-06 $18.27 $17.69 Long 2712.0 -3.15% 81444.15 81444.15
SPXL 2016-01-07 2016-01-08 $16.86 $16.80 Long 2945.0 -0.40% 81245.77 81245.77
SPXL 2016-01-14 2016-01-19 $15.37 $15.42 Long 3129.0 0.38% 81427.48 81427.48
SPXL 2016-01-27 2016-01-28 $15.26 $15.35 Long 3478.0 0.61% 81750.64 81750.64
SPXL 2016-01-29 2016-02-01 $15.34 $15.94 Long 3407.0 3.88% 83776.64 83776.64
SPXL 2016-02-03 2016-02-04 $15.66 $15.48 Long 3395.0 -1.17% 83153.63 83153.63
SPXL 2016-02-05 2016-02-08 $15.56 $14.28 Long 3437.0 -8.21% 78762.56 78762.56
SPXL 2016-02-12 2016-02-16 $14.09 $14.95 Long 3742.0 6.15% 82004.76 82004.76
SPXL 2016-02-24 2016-02-26 $15.33 $16.84 Long 3243.0 9.88% 86916.35 86916.35
SPXL 2016-03-01 2016-03-02 $16.42 $17.10 Long 3381.0 4.15% 89217.47 89217.47
SPXL 2016-03-09 2016-03-10 $17.50 $17.66 Long 3265.0 0.93% 89748.37 89748.37
SPXL 2016-03-28 2016-03-30 $18.89 $19.64 Long 3114.0 3.92% 92055.84 92055.84
SPXL 2016-05-02 2016-05-03 $19.76 $19.62 Long 2995.0 -0.71% 91638.42 91638.42
SPXL 2016-05-04 2016-05-06 $19.13 $18.92 Long 2989.0 -1.10% 91006.60 91006.60
SPXL 2016-05-16 2016-05-18 $19.12 $18.95 Long 2991.0 -0.90% 90492.47 90492.47
SPXL 2016-05-19 2016-05-20 $18.89 $19.11 Long 3056.0 1.19% 91181.04 91181.04
SPXL 2016-06-15 2016-06-17 $20.05 $19.98 Long 2932.0 -0.38% 90956.29 90956.29
SPXL 2016-06-20 2016-06-21 $20.46 $20.39 Long 2913.0 -0.39% 90726.23 90726.23
SPXL 2016-06-27 2016-06-30 $18.31 $19.80 Long 3080.0 8.12% 95305.10 95305.10
SPXL 2016-08-26 2016-08-30 $22.89 $23.00 Long 2681.0 0.49% 95604.02 95604.02
SPXL 2016-09-01 2016-09-02 $22.72 $23.02 Long 2682.0 1.30% 96395.23 96395.23
SPXL 2016-09-15 2016-09-16 $21.27 $21.74 Long 2886.0 2.23% 97762.81 97762.81
SPXL 2016-09-27 2016-09-29 $21.89 $22.61 Long 2818.0 3.28% 99785.49 99785.49
SPXL 2016-09-30 2016-10-03 $22.35 $22.40 Long 2824.0 0.23% 99929.81 99929.81
SPXL 2016-10-14 2016-10-18 $21.85 $21.86 Long 3009.0 0.06% 99971.75 99971.75
SPXL 2016-10-26 2016-11-02 $21.54 $20.74 Long 2910.0 -3.71% 97646.45 97646.45
SPXL 2016-11-03 2016-11-07 $20.54 $20.96 Long 3013.0 2.08% 98934.24 98934.24
SPXL 2016-12-30 2017-01-04 $25.42 $25.69 Long 2498.0 1.06% 99607.34 99607.34
SPXL 2017-03-27 2017-03-29 $27.98 $29.12 Long 2205.0 4.05% 102106.85 102106.85
SPXL 2017-04-04 2017-04-05 $29.07 $29.54 Long 2222.0 1.62% 103154.63 103154.63
SPXL 2017-04-06 2017-04-07 $29.05 $29.12 Long 2234.0 0.22% 103294.74 103294.74
SPXL 2017-04-13 2017-04-18 $28.55 $28.58 Long 2282.0 0.11% 103363.65 103363.65
SPXL 2017-05-19 2017-05-22 $29.74 $30.30 Long 2272.0 1.87% 104630.27 104630.27
SPXL 2017-07-03 2017-07-05 $32.15 $32.04 Long 2098.0 -0.35% 104396.35 104396.35
SPXL 2017-07-07 2017-07-10 $31.46 $31.74 Long 2106.0 0.89% 104983.39 104983.39
SPXL 2017-08-21 2017-08-22 $31.79 $32.14 Long 2106.0 1.11% 105726.97 105726.97
SPXL 2017-08-25 2017-08-28 $32.63 $32.72 Long 2070.0 0.26% 105900.07 105900.07
SPXL 2017-08-30 2017-08-31 $32.59 $33.36 Long 2125.0 2.37% 107538.86 107538.86
SPXL 2018-02-06 2018-02-07 $38.88 $42.85 Long 1513.0 10.21% 113544.05 113544.05
SPXL 2018-02-22 2018-02-26 $43.67 $45.97 Long 1650.0 5.26% 117336.38 117336.38
SPXL 2018-03-05 2018-03-06 $41.87 $44.52 Long 1832.0 6.32% 122183.93 122183.93
SPXL 2018-03-26 2018-03-27 $39.43 $41.20 Long 1931.0 4.48% 125596.48 125596.48
SPXL 2018-03-29 2018-04-02 $38.85 $39.45 Long 2077.0 1.54% 126840.06 126840.06
SPXL 2018-04-03 2018-04-05 $37.76 $40.64 Long 2057.0 7.62% 132759.71 132759.71
SPXL 2018-04-26 2018-04-27 $40.02 $40.97 Long 2167.0 2.36% 134810.55 134810.55
SPXL 2018-05-04 2018-05-07 $38.44 $40.84 Long 2227.0 6.26% 140165.62 140165.62
SPXL 2018-06-25 2018-07-02 $44.05 $42.10 Long 1986.0 -4.43% 136290.32 136290.32
SPXL 2018-08-16 2018-08-17 $48.45 $48.62 Long 1817.0 0.34% 136588.71 136588.71
SPXL 2018-10-09 2018-10-10 $50.77 $50.42 Long 1726.0 -0.69% 135987.23 135987.23
SPXL 2018-10-16 2018-10-17 $44.91 $46.77 Long 1960.0 4.16% 139649.01 139649.01
SPXL 2018-10-19 2018-10-22 $45.11 $45.02 Long 1932.0 -0.19% 139480.70 139480.70
SPXL 2018-10-25 2018-10-31 $40.27 $41.63 Long 2065.0 3.39% 142299.20 142299.20
SPXL 2018-11-06 2018-11-07 $42.80 $44.82 Long 2148.0 4.73% 146644.90 146644.90
SPXL 2018-11-15 2018-11-19 $40.52 $42.43 Long 2182.0 4.71% 150805.93 150805.93
SPXL 2018-11-20 2018-11-21 $38.88 $39.09 Long 2274.0 0.52% 151268.19 151268.19
SPXL 2018-11-26 2018-11-27 $39.01 $39.22 Long 2557.0 0.55% 151812.74 151812.74
SPXL 2018-12-06 2018-12-10 $38.72 $37.55 Long 2178.0 -3.02% 149261.67 149261.67
SPXL 2018-12-17 2018-12-18 $35.76 $34.83 Long 2562.0 -2.60% 146880.83 146880.83
SPXL 2018-12-19 2018-12-20 $34.01 $31.88 Long 2699.0 -6.26% 141132.98 141132.98
SPXL 2018-12-26 2018-12-27 $27.18 $29.31 Long 3192.0 7.81% 147912.16 147912.16
SPXL 2019-01-04 2019-01-07 $30.98 $32.88 Long 3020.0 6.13% 153649.52 153649.52
SPXL 2019-01-16 2019-01-17 $36.06 $35.70 Long 2821.0 -1.00% 152632.63 152632.63
SPXL 2019-01-30 2019-01-31 $37.67 $38.70 Long 2626.0 2.72% 155318.93 155318.93
SPXL 2019-02-28 2019-03-04 $43.60 $44.82 Long 2289.0 2.79% 158106.51 158106.51
SPXL 2019-05-09 2019-05-10 $46.39 $46.62 Long 2128.0 0.48% 158583.35 158583.35
SPXL 2019-05-21 2019-05-22 $46.47 $46.25 Long 2225.0 -0.48% 158084.78 158084.78
SPXL 2019-05-28 2019-06-05 $45.06 $44.54 Long 2228.0 -1.15% 156934.34 156934.34
SPXL 2019-06-13 2019-06-17 $47.88 $47.89 Long 2114.0 0.02% 156954.94 156954.94
SPXL 2019-08-05 2019-08-07 $47.31 $45.35 Long 1998.0 -4.14% 153039.06 153039.06
SPXL 2019-08-15 2019-08-19 $45.29 $48.80 Long 2087.0 7.75% 160360.72 160360.72
SPXL 2019-08-26 2019-08-30 $46.19 $49.50 Long 2134.0 7.15% 167408.10 167408.10
SPXL 2019-09-30 2019-10-01 $50.80 $51.71 Long 2068.0 1.79% 169292.78 169292.78
SPXL 2019-10-02 2019-10-03 $48.49 $46.65 Long 2095.0 -3.80% 165433.15 165433.15
SPXL 2019-10-04 2019-10-07 $48.28 $49.40 Long 2269.0 2.31% 167967.95 167967.95
SPXL 2019-10-09 2019-10-10 $47.97 $48.14 Long 2233.0 0.35% 168339.95 168339.95
SPXL 2020-01-29 2020-01-30 $68.59 $66.09 Long 1619.0 -3.66% 164278.15 164278.15
SPXL 2020-02-03 2020-02-05 $65.35 $70.86 Long 1553.0 8.43% 172834.54 172834.54
SPXL 2020-02-26 2020-03-02 $59.23 $50.27 Long 1695.0 -15.12% 157659.08 157659.08
SPXL 2020-03-09 2020-03-10 $39.21 $41.71 Long 2159.0 6.37% 163054.40 163054.40
SPXL 2020-03-16 2020-03-18 $22.73 $21.09 Long 3344.0 -7.19% 157592.98 157592.98
SPXL 2020-03-19 2020-03-20 $21.26 $22.63 Long 4781.0 6.43% 164131.27 164131.27
SPXL 2020-04-03 2020-04-07 $23.45 $30.21 Long 4774.0 28.87% 196446.09 196446.09
SPXL 2020-05-04 2020-05-06 $31.68 $34.25 Long 3774.0 8.11% 206137.19 206137.19
SPXL 2020-05-07 2020-05-08 $34.13 $35.32 Long 3852.0 3.49% 210722.86 210722.86
SPXL 2020-05-14 2020-05-18 $30.95 $35.84 Long 4035.0 15.80% 230453.02 230453.02
SPXL 2020-06-15 2020-06-16 $36.83 $43.67 Long 3617.0 18.59% 255220.89 255220.89
SPXL 2020-06-25 2020-07-01 $39.31 $41.56 Long 3896.0 5.74% 264007.89 264007.89
SPXL 2020-07-27 2020-07-28 $46.38 $46.72 Long 3666.0 0.74% 265271.59 265271.59
SPXL 2020-07-29 2020-07-30 $46.59 $46.45 Long 3633.0 -0.32% 264734.88 264734.88
SPXL 2020-09-18 2020-09-21 $52.37 $47.92 Long 3330.0 -8.48% 249943.55 249943.55
SPXL 2020-09-24 2020-09-28 $45.84 $51.11 Long 3184.0 11.50% 266720.51 266720.51
SPXL 2020-10-05 2020-10-06 $52.36 $54.15 Long 3391.0 3.42% 272798.86 272798.86
SPXL 2020-10-28 2020-11-04 $50.13 $53.84 Long 3249.0 7.41% 284862.47 284862.47
SPXL 2021-01-29 2021-02-03 $71.76 $75.60 Long 2524.0 5.35% 294548.74 294548.74
SPXL 2021-02-24 2021-02-25 $77.74 $80.19 Long 2455.0 3.16% 300571.21 300571.21
SPXL 2021-02-26 2021-03-02 $76.42 $79.57 Long 2398.0 4.13% 308141.58 308141.58
SPXL 2021-03-04 2021-03-08 $74.31 $76.23 Long 2559.0 2.59% 313064.50 313064.50
SPXL 2021-05-14 2021-05-17 $94.16 $95.59 Long 2224.0 1.52% 316245.91 316245.91
SPXL 2021-05-19 2021-05-20 $89.77 $93.07 Long 2111.0 3.68% 323222.63 323222.63
SPXL 2021-09-15 2021-09-16 $116.72 $118.80 Long 1731.0 1.78% 326827.34 326827.34
SPXL 2021-09-20 2021-09-21 $110.13 $111.30 Long 1772.0 1.06% 328890.99 328890.99
SPXL 2021-09-29 2021-10-06 $110.03 $105.37 Long 1852.0 -4.24% 320245.43 320245.43
SPXL 2021-10-14 2021-10-15 $112.65 $117.01 Long 1874.0 3.87% 328420.34 328420.34
SPXL 2021-11-30 2021-12-03 $130.39 $127.66 Long 1590.0 -2.10% 324073.56 324073.56
SPXL 2021-12-17 2021-12-20 $130.39 $124.43 Long 1495.0 -4.58% 315153.56 315153.56
SPXL 2021-12-21 2021-12-22 $127.83 $131.26 Long 1621.0 2.68% 320709.76 320709.76
SPXL 2022-01-07 2022-01-10 $135.21 $130.69 Long 1517.0 -3.34% 313861.71 313861.71
SPXL 2022-01-14 2022-01-20 $129.27 $122.94 Long 1446.0 -4.90% 304706.00 304706.00
SPXL 2022-01-25 2022-01-31 $106.62 $112.58 Long 1841.0 5.59% 315671.71 315671.71
SPXL 2022-02-04 2022-02-07 $116.09 $118.55 Long 1685.0 2.13% 319832.62 319832.62
SPXL 2022-02-23 2022-02-28 $104.96 $104.34 Long 1958.0 -0.59% 318614.13 318614.13
SPXL 2022-03-02 2022-03-03 $104.37 $110.18 Long 1913.0 5.56% 329716.94 329716.94
SPXL 2022-03-07 2022-03-08 $103.60 $94.91 Long 2034.0 -8.39% 312036.25 312036.25
SPXL 2022-03-09 2022-03-10 $98.64 $96.67 Long 2104.0 -2.00% 307879.62 307879.62
SPXL 2022-03-25 2022-03-28 $118.04 $118.72 Long 1728.0 0.58% 309053.80 309053.80
SPXL 2022-04-19 2022-04-20 $107.27 $113.96 Long 1856.0 6.23% 321466.26 321466.26
SPXL 2022-04-25 2022-04-29 $96.73 $96.26 Long 1935.0 -0.49% 320548.80 320548.80
SPXL 2022-05-02 2022-05-03 $88.17 $90.05 Long 2131.0 2.13% 324548.27 324548.27
SPXL 2022-05-09 2022-05-10 $83.11 $82.48 Long 2389.0 -0.76% 323037.98 323037.98
SPXL 2022-05-19 2022-05-20 $72.30 $75.00 Long 2537.0 3.74% 329904.49 329904.49
SPXL 2022-05-25 2022-05-26 $74.33 $78.03 Long 2834.0 4.97% 340374.26 340374.26
SPXL 2022-06-06 2022-06-07 $87.32 $83.15 Long 2536.0 -4.77% 329802.99 329802.99
SPXL 2022-06-15 2022-06-17 $64.99 $59.53 Long 3261.0 -8.39% 312016.22 312016.22
SPXL 2022-06-21 2022-06-22 $62.64 $61.89 Long 3354.0 -1.19% 309514.84 309514.84
SPXL 2022-06-29 2022-07-06 $67.09 $67.40 Long 2752.0 0.46% 310358.56 310358.56
SPXL 2022-07-07 2022-07-08 $69.01 $70.08 Long 2947.0 1.55% 313504.21 313504.21
SPXL 2022-07-14 2022-07-18 $62.87 $70.42 Long 3155.0 12.00% 337311.60 337311.60
SPXL 2022-07-26 2022-07-28 $73.22 $77.58 Long 2906.0 5.94% 349957.10 349957.10
SPXL 2022-08-09 2022-08-10 $83.41 $87.32 Long 2626.0 4.68% 360215.24 360215.24
SPXL 2022-08-25 2022-08-26 $84.61 $87.15 Long 2785.0 3.00% 367293.82 367293.82
SPXL 2022-08-29 2022-09-02 $76.52 $75.28 Long 2697.0 -1.62% 363959.72 363959.72
SPXL 2022-09-06 2022-09-07 $71.26 $69.77 Long 3094.0 -2.09% 359353.65 359353.65
SPXL 2022-09-15 2022-09-19 $70.41 $65.50 Long 3227.0 -6.97% 343524.10 343524.10
SPXL 2022-09-20 2022-09-21 $66.94 $67.50 Long 3356.0 0.83% 345385.74 345385.74
SPXL 2022-09-26 2022-09-29 $57.46 $57.53 Long 3712.0 0.12% 345642.72 345642.72
SPXL 2022-09-30 2022-10-04 $55.14 $59.81 Long 3845.0 8.48% 363629.16 363629.16
SPXL 2022-10-07 2022-10-10 $57.96 $55.52 Long 3798.0 -4.21% 354351.47 354351.47
SPXL 2022-10-17 2022-10-18 $55.20 $60.25 Long 3949.0 9.14% 374269.44 374269.44
SPXL 2022-10-28 2022-10-31 $62.23 $65.37 Long 3750.0 5.05% 386063.04 386063.04
SPXL 2022-11-03 2022-11-07 $57.90 $60.76 Long 3856.0 4.93% 397072.64 397072.64
SPXL 2022-11-18 2022-11-21 $70.00 $68.38 Long 3836.0 -2.32% 390850.92 390850.92
SPXL 2022-11-29 2022-12-01 $68.85 $75.53 Long 3547.0 9.70% 414529.35 414529.35
SPXL 2022-12-06 2022-12-07 $70.23 $66.78 Long 3644.0 -4.91% 401967.06 401967.06
SPXL 2022-12-08 2022-12-09 $67.89 $67.75 Long 3852.0 -0.22% 401395.63 401395.63
SPXL 2022-12-16 2022-12-19 $63.40 $62.54 Long 3820.0 -1.36% 398108.85 398108.85
SPXL 2022-12-20 2022-12-21 $60.42 $62.35 Long 4073.0 3.20% 405979.43 405979.43
SPXL 2022-12-27 2022-12-28 $61.94 $61.21 Long 4296.0 -1.17% 402871.69 402871.69
SPXL 2022-12-29 2022-12-30 $60.32 $60.68 Long 4212.0 0.59% 404374.31 404374.31
SPXL 2023-01-04 2023-01-05 $61.88 $61.13 Long 4143.0 -1.20% 401295.14 401295.14
SPXL 2023-01-19 2023-01-20 $64.37 $64.74 Long 3700.0 0.57% 402651.77 402651.77
SPXL 2023-01-31 2023-02-01 $70.02 $72.14 Long 3632.0 3.03% 410354.02 410354.02
SPXL 2023-02-22 2023-03-01 $68.36 $66.08 Long 3736.0 -3.33% 401838.86 401838.86
SPXL 2023-03-02 2023-03-03 $64.68 $68.18 Long 3892.0 5.41% 415449.62 415449.62
SPXL 2023-03-09 2023-03-10 $67.97 $63.50 Long 3948.0 -6.58% 397805.02 397805.02
SPXL 2023-03-29 2023-03-30 $68.02 $70.10 Long 3859.0 3.06% 405828.20 405828.20
SPXL 2023-04-06 2023-04-10 $71.27 $71.11 Long 3613.0 -0.22% 405253.14 405253.14
SPXL 2023-04-27 2023-04-28 $70.82 $73.11 Long 3664.0 3.23% 413636.31 413636.31
SPXL 2023-05-04 2023-05-08 $70.50 $73.48 Long 3631.0 4.23% 424472.40 424472.40
SPXL 2023-05-17 2023-05-18 $72.95 $74.23 Long 3736.0 1.76% 429266.67 429266.67
SPXL 2023-08-04 2023-08-08 $93.12 $91.41 Long 3001.0 -1.84% 424116.40 424116.40
SPXL 2023-08-16 2023-08-18 $87.65 $82.16 Long 3014.0 -6.26% 407576.16 407576.16
SPXL 2023-08-21 2023-08-22 $84.57 $86.59 Long 3174.0 2.38% 413973.42 413973.42
SPXL 2023-08-25 2023-08-29 $84.99 $87.26 Long 2989.0 2.66% 420743.40 420743.40
SPXL 2023-09-19 2023-09-20 $87.38 $88.13 Long 3071.0 0.86% 423046.65 423046.65
SPXL 2023-09-25 2023-09-29 $79.36 $80.54 Long 3332.0 1.49% 426978.41 426978.41
SPXL 2023-10-04 2023-10-06 $75.16 $75.00 Long 3556.0 -0.21% 426409.45 426409.45
SPXL 2023-10-26 2023-10-31 $71.35 $71.02 Long 3672.0 -0.46% 425197.69 425197.69

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
SplineSPX 0.00 Out EOD