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 f82164aa-4109-47a5-b859-3d161a3a58f9
NoOfTrades 292.00
NoOfWins 190.00
NoOfLosses 102.00
SharpRatio 1.00
SortinoRatio 1.50
GrossProfit $102514.61
FirstDate 2008-11-12
LastDate 2024-04-19
FirstEquity $10000.00
FinalEquity $112514.61
OpenEquity $0.00
LongEquity $102514.61
ShortEquity $0.00
PercentWins 65.07%
AveWin 4.04%
AveLoss -3.54%
AveWinLoss 1.14
Expectancy 1.39%
MedianDrawUp 33.33%
MednDrawDown -8.50%
MaxDrawDown -19.16%
Kelly 34.45%
Thorpe 6.21
Rachev 1.49
PAPR 5.85%
APR 16.98%
CalmarRatio 2.03

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
SPXL 2008-11-12 2008-11-14 $2.61 $2.56 Long 2304 -1.70% 9897.64 9897.64
SPXL 2008-11-21 2008-11-25 $1.78 $2.22 Long 3476 25.04% 11444.20 11444.20
SPXL 2008-12-03 2008-12-04 $1.87 $2.07 Long 3855 10.78% 12222.45 12222.45
SPXL 2008-12-15 2008-12-17 $2.28 $2.40 Long 3922 5.27% 12692.66 12692.66
SPXL 2008-12-24 2008-12-29 $2.13 $2.19 Long 3696 2.73% 12907.95 12907.95
SPXL 2009-01-14 2009-01-16 $2.05 $2.07 Long 3890 1.21% 13004.70 13004.70
SPXL 2009-01-26 2009-01-27 $1.88 $1.90 Long 4940 1.36% 13130.79 13130.79
SPXL 2009-02-02 2009-02-03 $1.72 $1.82 Long 4317 6.10% 13582.87 13582.87
SPXL 2009-02-04 2009-02-05 $1.89 $1.79 Long 4769 -5.36% 13099.07 13099.07
SPXL 2009-02-11 2009-02-13 $1.83 $1.83 Long 4119 0.04% 13101.77 13101.77
SPXL 2009-02-17 2009-02-18 $1.63 $1.59 Long 4573 -2.13% 12943.14 12943.14
SPXL 2009-02-23 2009-02-25 $1.50 $1.42 Long 5864 -5.42% 12467.23 12467.23
SPXL 2009-02-27 2009-03-03 $1.25 $1.12 Long 5496 -10.34% 11755.00 11755.00
SPXL 2009-03-04 2009-03-06 $1.11 $1.02 Long 6698 -8.17% 11150.03 11150.03
SPXL 2009-03-09 2009-03-10 $0.95 $1.02 Long 7029 7.36% 11642.28 11642.28
SPXL 2009-03-26 2009-03-27 $1.66 $1.64 Long 4640 -1.15% 11553.90 11553.90
SPXL 2009-03-31 2009-04-02 $1.50 $1.71 Long 4916 14.10% 12593.56 12593.56
SPXL 2009-04-08 2009-04-09 $1.63 $1.79 Long 4902 9.82% 13379.13 13379.13
SPXL 2009-04-15 2009-04-16 $1.73 $1.86 Long 4740 7.55% 13998.65 13998.65
SPXL 2009-04-29 2009-04-30 $1.89 $2.03 Long 4996 7.34% 14691.00 14691.00
SPXL 2009-05-13 2009-05-15 $2.08 $2.05 Long 4229 -1.30% 14577.12 14577.12
SPXL 2009-05-18 2009-05-19 $2.06 $2.17 Long 4552 5.19% 15064.44 15064.44
SPXL 2009-05-26 2009-05-27 $1.98 $2.19 Long 4688 10.37% 16028.16 16028.16
SPXL 2009-06-18 2009-06-19 $2.19 $2.28 Long 4712 4.17% 16458.33 16458.33
SPXL 2009-06-24 2009-06-25 $2.10 $2.07 Long 5113 -1.38% 16310.04 16310.04
SPXL 2009-07-06 2009-07-08 $2.01 $1.98 Long 4801 -1.41% 16173.97 16173.97
SPXL 2009-07-09 2009-07-10 $1.98 $1.92 Long 5224 -2.93% 15870.96 15870.96
SPXL 2009-08-19 2009-08-20 $2.68 $2.84 Long 3754 5.77% 16452.44 16452.44
SPXL 2009-09-03 2009-09-04 $2.85 $2.88 Long 3775 1.27% 16589.30 16589.30
SPXL 2009-10-05 2009-10-06 $3.12 $3.28 Long 3506 5.28% 17165.96 17165.96
SPXL 2009-10-28 2009-10-30 $3.37 $3.37 Long 3167 0.00% 17165.96 17165.96
SPXL 2009-11-02 2009-11-04 $3.15 $3.29 Long 3257 4.29% 17606.99 17606.99
SPXL 2010-01-25 2010-01-28 $3.80 $3.80 Long 2877 -0.02% 17604.83 17604.83
SPXL 2010-01-29 2010-02-02 $3.67 $3.69 Long 2963 0.49% 17658.16 17658.16
SPXL 2010-02-10 2010-02-12 $3.45 $3.45 Long 3269 -0.07% 17650.80 17650.80
SPXL 2010-04-29 2010-04-30 $4.96 $5.05 Long 2333 1.93% 17874.54 17874.54
SPXL 2010-05-03 2010-05-04 $4.86 $4.81 Long 2264 -1.04% 17759.90 17759.90
SPXL 2010-05-06 2010-05-07 $4.46 $4.03 Long 2529 -9.72% 16663.65 16663.65
SPXL 2010-05-18 2010-05-19 $4.26 $3.92 Long 2550 -8.02% 15793.06 15793.06
SPXL 2010-05-24 2010-05-28 $3.56 $3.76 Long 3060 5.64% 16408.15 16408.15
SPXL 2010-06-08 2010-06-09 $3.24 $3.38 Long 3086 4.48% 16855.63 16855.63
SPXL 2010-06-28 2010-07-07 $3.48 $2.99 Long 3132 -13.98% 15332.77 15332.77
SPXL 2010-07-16 2010-07-19 $3.54 $3.33 Long 2733 -5.82% 14770.16 14770.16
SPXL 2010-07-20 2010-07-21 $3.22 $3.53 Long 2836 9.59% 15645.88 15645.88
SPXL 2010-08-16 2010-08-18 $3.35 $3.54 Long 2932 5.78% 16213.42 16213.42
SPXL 2010-08-25 2010-08-30 $3.11 $3.26 Long 3244 4.92% 16709.29 16709.29
SPXL 2010-09-01 2010-09-02 $3.27 $3.45 Long 3443 5.28% 17304.34 17304.34
SPXL 2010-11-30 2010-12-02 $4.49 $4.85 Long 2432 7.94% 18170.98 18170.98
SPXL 2011-02-24 2011-02-28 $6.14 $6.43 Long 1851 4.79% 18715.19 18715.19
SPXL 2011-03-16 2011-03-18 $5.75 $5.90 Long 2164 2.49% 19024.98 19024.98
SPXL 2011-04-14 2011-04-15 $6.16 $6.32 Long 1915 2.52% 19322.70 19322.70
SPXL 2011-05-16 2011-05-17 $6.57 $6.43 Long 1816 -2.07% 19075.31 19075.31
SPXL 2011-05-18 2011-05-19 $6.50 $6.74 Long 1898 3.66% 19526.70 19526.70
SPXL 2011-05-24 2011-05-27 $6.38 $6.53 Long 1977 2.34% 19821.89 19821.89
SPXL 2011-06-03 2011-06-07 $6.06 $5.97 Long 2008 -1.50% 19639.52 19639.52
SPXL 2011-06-08 2011-06-09 $5.86 $5.85 Long 2103 -0.28% 19605.53 19605.53
SPXL 2011-06-16 2011-06-17 $5.60 $5.78 Long 2183 3.19% 19995.33 19995.33
SPXL 2011-06-24 2011-06-29 $5.85 $6.09 Long 2252 4.17% 20544.77 20544.77
SPXL 2011-07-19 2011-07-20 $6.22 $6.47 Long 2119 4.02% 21074.81 21074.81
SPXL 2011-07-29 2011-08-03 $5.83 $5.39 Long 2216 -7.57% 20095.82 20095.82
SPXL 2011-08-04 2011-08-08 $5.23 $4.24 Long 2385 -18.93% 17735.22 17735.22
SPXL 2011-08-09 2011-08-10 $3.86 $3.94 Long 2678 2.09% 17951.64 17951.64
SPXL 2011-08-19 2011-08-22 $3.66 $3.85 Long 2836 5.33% 18503.86 18503.86
SPXL 2011-08-26 2011-08-29 $3.88 $4.29 Long 2811 10.72% 19672.15 19672.15
SPXL 2011-09-02 2011-09-07 $4.17 $4.20 Long 2731 0.65% 19745.72 19745.72
SPXL 2011-09-26 2011-09-27 $3.76 $4.13 Long 3590 9.70% 21055.40 21055.40
SPXL 2011-10-03 2011-10-06 $3.50 $3.66 Long 3646 4.37% 21613.83 21613.83
SPXL 2011-10-14 2011-10-17 $4.43 $4.44 Long 3275 0.24% 21649.12 21649.12
SPXL 2011-10-26 2011-10-27 $4.69 $5.05 Long 2920 7.60% 22689.65 22689.65
SPXL 2011-11-01 2011-11-04 $4.38 $4.73 Long 2917 7.96% 23706.67 23706.67
SPXL 2011-11-17 2011-11-18 $4.53 $4.38 Long 3269 -3.38% 23205.99 23205.99
SPXL 2011-11-23 2011-11-29 $3.92 $4.10 Long 3664 4.62% 23868.69 23868.69
SPXL 2011-12-14 2011-12-16 $4.28 $4.34 Long 3353 1.37% 24064.82 24064.82
SPXL 2011-12-29 2012-01-04 $4.64 $4.86 Long 3217 4.69% 24765.52 24765.52
SPXL 2012-03-08 2012-03-09 $6.02 $6.13 Long 2719 1.80% 25060.58 25060.58
SPXL 2012-04-24 2012-04-26 $6.09 $6.35 Long 2657 4.23% 25745.65 25745.65
SPXL 2012-05-08 2012-05-09 $5.98 $5.82 Long 2745 -2.70% 25301.98 25301.98
SPXL 2012-05-15 2012-05-17 $5.68 $5.54 Long 2825 -2.53% 24895.40 24895.40
SPXL 2012-05-18 2012-05-21 $5.33 $5.16 Long 2877 -3.06% 24425.97 24425.97
SPXL 2012-05-29 2012-05-30 $5.54 $5.46 Long 2865 -1.42% 24201.05 24201.05
SPXL 2012-05-31 2012-06-06 $5.36 $5.11 Long 2834 -4.63% 23498.71 23498.71
SPXL 2012-06-27 2012-06-28 $5.41 $5.38 Long 2830 -0.55% 23413.76 23413.76
SPXL 2012-07-25 2012-07-27 $5.60 $5.93 Long 2616 5.85% 24271.47 24271.47
SPXL 2012-09-06 2012-09-07 $6.55 $6.86 Long 2404 4.76% 25020.82 25020.82
SPXL 2012-10-25 2012-11-01 $6.64 $6.59 Long 2416 -0.78% 24896.24 24896.24
SPXL 2012-11-14 2012-11-16 $6.09 $5.79 Long 2655 -5.06% 24076.82 24076.82
SPXL 2012-12-31 2013-01-02 $6.37 $7.14 Long 2365 11.98% 25882.49 25882.49
SPXL 2013-02-26 2013-02-28 $7.76 $8.11 Long 2009 4.42% 26572.10 26572.10
SPXL 2013-04-08 2013-04-09 $8.74 $8.95 Long 1996 2.35% 26982.28 26982.28
SPXL 2013-04-18 2013-04-19 $8.72 $8.58 Long 1943 -1.62% 26708.61 26708.61
SPXL 2013-06-03 2013-06-05 $10.16 $10.02 Long 1635 -1.41% 26474.55 26474.55
SPXL 2013-06-06 2013-06-07 $9.66 $10.15 Long 1691 5.02% 27294.49 27294.49
SPXL 2013-06-13 2013-06-14 $9.73 $10.16 Long 1711 4.39% 28025.35 28025.35
SPXL 2013-06-18 2013-06-19 $10.26 $10.45 Long 1756 1.87% 28361.88 28361.88
SPXL 2013-06-24 2013-06-27 $9.09 $9.72 Long 1916 7.01% 29582.89 29582.89
SPXL 2013-07-05 2013-07-08 $9.97 $10.23 Long 1970 2.57% 30087.79 30087.79
SPXL 2013-08-15 2013-08-19 $10.85 $10.52 Long 1706 -3.06% 29520.56 29520.56
SPXL 2013-08-20 2013-08-21 $10.40 $10.41 Long 1795 0.13% 29545.43 29545.43
SPXL 2013-08-28 2013-09-05 $10.05 $10.52 Long 1844 4.66% 30409.75 30409.75
SPXL 2013-10-09 2013-10-10 $10.62 $10.90 Long 1779 2.59% 30898.56 30898.56
SPXL 2013-12-13 2013-12-17 $13.12 $13.31 Long 1504 1.44% 31183.32 31183.32
SPXL 2013-12-18 2013-12-19 $13.20 $13.71 Long 1499 3.79% 31934.38 31934.38
SPXL 2014-01-27 2014-01-31 $13.38 $12.90 Long 1463 -3.61% 31228.38 31228.38
SPXL 2014-02-05 2014-02-06 $12.38 $12.56 Long 1607 1.45% 31517.80 31517.80
SPXL 2014-03-27 2014-03-31 $14.73 $15.18 Long 1319 3.09% 32117.76 32117.76
SPXL 2014-04-14 2014-04-16 $14.23 $14.82 Long 1461 4.09% 32967.86 32967.86
SPXL 2014-07-31 2014-08-05 $17.46 $16.76 Long 1170 -4.02% 32146.61 32146.61
SPXL 2014-08-07 2014-08-08 $16.73 $16.33 Long 1266 -2.40% 31637.98 31637.98
SPXL 2014-09-15 2014-09-17 $18.32 $18.78 Long 1089 2.48% 32133.33 32133.33
SPXL 2014-09-24 2014-09-25 $18.26 $18.52 Long 1120 1.39% 32417.79 32417.79
SPXL 2014-09-26 2014-09-30 $17.85 $18.13 Long 1120 1.56% 32730.70 32730.70
SPXL 2014-10-01 2014-10-03 $17.85 $17.57 Long 1155 -1.57% 32408.01 32408.01
SPXL 2014-10-16 2014-10-20 $14.29 $15.50 Long 1403 8.49% 34108.73 34108.73
SPXL 2014-12-15 2014-12-17 $19.02 $18.02 Long 1135 -5.24% 32976.60 32976.60
SPXL 2015-01-05 2015-01-06 $19.86 $19.27 Long 1028 -3.01% 32361.84 32361.84
SPXL 2015-01-07 2015-01-08 $19.07 $19.80 Long 1075 3.83% 33146.19 33146.19
SPXL 2015-01-14 2015-01-16 $18.50 $18.26 Long 1071 -1.29% 32891.48 32891.48
SPXL 2015-01-20 2015-01-21 $19.25 $19.00 Long 1152 -1.31% 32601.55 32601.55
SPXL 2015-01-29 2015-02-03 $18.63 $19.36 Long 1057 3.88% 33365.45 33365.45
SPXL 2015-03-26 2015-03-31 $20.01 $20.67 Long 1004 3.25% 34019.18 34019.18
SPXL 2015-04-02 2015-04-06 $20.16 $20.09 Long 1067 -0.36% 33942.81 33942.81
SPXL 2015-06-08 2015-06-09 $21.20 $20.85 Long 1018 -1.64% 33587.88 33587.88
SPXL 2015-06-15 2015-06-17 $20.90 $21.48 Long 1000 2.81% 34174.35 34174.35
SPXL 2015-06-29 2015-07-02 $20.99 $20.93 Long 1009 -0.26% 34118.44 34118.44
SPXL 2015-07-07 2015-07-08 $20.60 $20.43 Long 1078 -0.81% 33939.23 33939.23
SPXL 2015-07-09 2015-07-10 $20.58 $20.72 Long 1063 0.64% 34079.13 34079.13
SPXL 2015-07-28 2015-07-29 $20.77 $21.25 Long 1064 2.31% 34590.13 34590.13
SPXL 2015-08-05 2015-08-06 $21.54 $21.46 Long 1039 -0.34% 34513.36 34513.36
SPXL 2015-08-07 2015-08-10 $20.85 $21.19 Long 1029 1.64% 34865.00 34865.00
SPXL 2015-08-25 2015-08-27 $17.11 $17.36 Long 1482 1.44% 35231.14 35231.14
SPXL 2015-09-02 2015-09-04 $16.65 $16.16 Long 1384 -2.90% 34563.26 34563.26
SPXL 2015-09-08 2015-09-09 $16.92 $17.80 Long 1368 5.20% 35766.70 35766.70
SPXL 2015-09-15 2015-09-16 $17.06 $17.61 Long 1335 3.26% 36509.58 36509.58
SPXL 2015-09-24 2015-10-01 $16.13 $16.05 Long 1405 -0.52% 36392.79 36392.79
SPXL 2015-10-15 2015-10-16 $18.10 $18.82 Long 1286 4.02% 37328.12 37328.12
SPXL 2015-11-02 2015-11-03 $20.34 $20.82 Long 1161 2.33% 37877.67 37877.67
SPXL 2015-11-13 2015-11-16 $19.16 $18.60 Long 1224 -2.93% 37190.91 37190.91
SPXL 2015-12-03 2015-12-07 $20.40 $20.45 Long 1137 0.26% 37251.29 37251.29
SPXL 2015-12-15 2015-12-16 $19.12 $19.60 Long 1296 2.50% 37870.72 37870.72
SPXL 2015-12-29 2015-12-30 $19.88 $20.05 Long 1248 0.84% 38078.19 38078.19
SPXL 2016-01-04 2016-01-05 $18.16 $18.43 Long 1252 1.50% 38419.31 38419.31
SPXL 2016-01-06 2016-01-07 $17.59 $16.76 Long 1333 -4.69% 37320.52 37320.52
SPXL 2016-01-14 2016-01-15 $15.27 $14.55 Long 1446 -4.76% 36268.81 36268.81
SPXL 2016-01-19 2016-01-20 $15.33 $14.15 Long 1595 -7.70% 34386.91 34386.91
SPXL 2016-01-27 2016-01-28 $15.17 $15.26 Long 1477 0.61% 34523.32 34523.32
SPXL 2016-01-29 2016-02-01 $15.25 $15.84 Long 1447 3.88% 35378.63 35378.63
SPXL 2016-02-04 2016-02-05 $15.39 $15.47 Long 1454 0.51% 35492.78 35492.78
SPXL 2016-02-11 2016-02-16 $13.39 $14.87 Long 1584 11.04% 37833.51 37833.51
SPXL 2016-02-24 2016-02-26 $15.23 $16.74 Long 1505 9.88% 40099.19 40099.19
SPXL 2016-03-01 2016-03-02 $16.32 $16.99 Long 1569 4.15% 41160.66 41160.66
SPXL 2016-03-24 2016-03-30 $18.33 $19.52 Long 1390 6.46% 42807.11 42807.11
SPXL 2016-05-02 2016-05-03 $19.64 $19.50 Long 1401 -0.71% 42613.02 42613.02
SPXL 2016-05-04 2016-05-05 $19.02 $19.24 Long 1398 1.15% 42919.67 42919.67
SPXL 2016-05-06 2016-05-09 $18.81 $19.22 Long 1427 2.19% 43506.16 43506.16
SPXL 2016-05-13 2016-05-17 $19.36 $19.42 Long 1414 0.31% 43591.05 43591.05
SPXL 2016-05-18 2016-05-19 $18.83 $18.77 Long 1436 -0.31% 43508.15 43508.15
SPXL 2016-06-15 2016-06-17 $19.93 $19.86 Long 1407 -0.38% 43400.95 43400.95
SPXL 2016-06-20 2016-06-21 $20.34 $20.26 Long 1398 -0.39% 43291.20 43291.20
SPXL 2016-06-27 2016-06-30 $18.20 $19.68 Long 1478 8.12% 45475.29 45475.29
SPXL 2016-08-26 2016-08-30 $22.75 $22.87 Long 1287 0.49% 45617.93 45617.93
SPXL 2016-09-01 2016-09-06 $22.58 $23.00 Long 1287 1.85% 46155.79 46155.79
SPXL 2016-09-15 2016-09-16 $21.14 $21.61 Long 1390 2.23% 46810.52 46810.52
SPXL 2016-09-27 2016-09-29 $21.76 $22.47 Long 1357 3.28% 47778.69 47778.69
SPXL 2016-09-30 2016-10-03 $22.21 $22.26 Long 1360 0.23% 47847.78 47847.78
SPXL 2016-10-14 2016-10-18 $21.72 $21.73 Long 1449 0.06% 47867.85 47867.85
SPXL 2016-10-26 2016-11-04 $21.41 $20.12 Long 1401 -6.05% 46053.10 46053.10
SPXL 2016-11-07 2016-11-08 $20.84 $21.19 Long 1465 1.68% 46567.26 46567.26
SPXL 2016-12-30 2017-01-04 $25.27 $25.54 Long 1182 1.06% 46883.85 46883.85
SPXL 2017-03-27 2017-03-29 $27.81 $28.94 Long 1044 4.05% 48060.19 48060.19
SPXL 2017-04-05 2017-04-06 $29.36 $28.88 Long 1064 -1.65% 47544.28 47544.28
SPXL 2017-04-12 2017-04-17 $28.79 $28.19 Long 1054 -2.10% 46906.67 46906.67
SPXL 2017-07-03 2017-07-05 $31.96 $31.85 Long 946 -0.35% 46801.82 46801.82
SPXL 2017-07-07 2017-07-10 $31.27 $31.55 Long 949 0.89% 47064.76 47064.76
SPXL 2017-08-21 2017-08-22 $31.60 $31.95 Long 950 1.11% 47398.18 47398.18
SPXL 2017-08-25 2017-08-28 $32.44 $32.52 Long 933 0.26% 47475.73 47475.73
SPXL 2017-08-30 2017-08-31 $32.39 $33.16 Long 958 2.37% 48210.11 48210.11
SPXL 2018-02-12 2018-02-13 $40.12 $40.11 Long 794 -0.02% 48202.48 48202.48
SPXL 2018-02-22 2018-02-26 $43.41 $45.69 Long 704 5.26% 49810.85 49810.85
SPXL 2018-03-05 2018-03-06 $41.62 $44.25 Long 782 6.32% 51867.64 51867.64
SPXL 2018-03-23 2018-03-27 $40.24 $40.95 Long 790 1.77% 52428.81 52428.81
SPXL 2018-03-29 2018-04-02 $38.62 $39.21 Long 872 1.54% 52947.78 52947.78
SPXL 2018-04-03 2018-04-05 $37.53 $40.39 Long 864 7.62% 55419.30 55419.30
SPXL 2018-04-26 2018-04-27 $39.78 $40.72 Long 910 2.36% 56275.36 56275.36
SPXL 2018-05-03 2018-05-07 $38.50 $40.59 Long 907 5.44% 58173.36 58173.36
SPXL 2018-06-25 2018-07-02 $43.79 $41.85 Long 829 -4.43% 56565.43 56565.43
SPXL 2018-08-16 2018-08-17 $48.16 $48.33 Long 759 0.34% 56689.33 56689.33
SPXL 2018-10-09 2018-10-10 $50.47 $50.12 Long 720 -0.69% 56439.92 56439.92
SPXL 2018-10-16 2018-10-17 $44.64 $46.49 Long 818 4.16% 57958.99 57958.99
SPXL 2018-10-19 2018-10-22 $44.84 $44.75 Long 806 -0.19% 57889.20 57889.20
SPXL 2018-10-25 2018-10-31 $40.03 $41.38 Long 862 3.39% 59058.68 59058.68
SPXL 2018-11-14 2018-11-16 $42.75 $41.62 Long 894 -2.66% 58043.63 58043.63
SPXL 2018-11-26 2018-11-27 $38.78 $38.99 Long 987 0.55% 58252.56 58252.56
SPXL 2018-12-13 2018-12-14 $38.62 $37.05 Long 955 -4.06% 56754.75 56754.75
SPXL 2018-12-18 2018-12-19 $34.62 $33.80 Long 1021 -2.36% 55919.70 55919.70
SPXL 2018-12-24 2018-12-27 $28.13 $29.13 Long 1156 3.57% 57080.93 57080.93
SPXL 2019-01-04 2019-01-07 $30.80 $32.68 Long 1172 6.13% 59294.14 59294.14
SPXL 2019-01-15 2019-01-17 $34.64 $35.48 Long 1107 2.43% 60226.81 60226.81
SPXL 2019-01-30 2019-01-31 $37.45 $38.47 Long 1042 2.72% 61286.35 61286.35
SPXL 2019-05-15 2019-05-16 $44.25 $46.23 Long 882 4.49% 63037.33 63037.33
SPXL 2019-05-24 2019-06-05 $45.12 $44.28 Long 898 -1.87% 62280.75 62280.75
SPXL 2019-08-05 2019-08-07 $47.03 $45.08 Long 797 -4.14% 60728.07 60728.07
SPXL 2019-08-15 2019-08-19 $45.02 $48.51 Long 833 7.75% 63632.90 63632.90
SPXL 2019-08-27 2019-08-30 $46.99 $49.20 Long 886 4.71% 65591.98 65591.98
SPXL 2019-09-30 2019-10-01 $50.50 $51.40 Long 815 1.79% 66330.28 66330.28
SPXL 2019-10-02 2019-10-03 $48.20 $46.37 Long 825 -3.80% 64819.49 64819.49
SPXL 2019-10-04 2019-10-07 $47.99 $49.10 Long 894 2.31% 65812.23 65812.23
SPXL 2019-10-09 2019-10-10 $47.68 $47.85 Long 880 0.35% 65957.95 65957.95
SPXL 2020-02-03 2020-02-04 $64.96 $67.82 Long 627 4.41% 67754.56 67754.56
SPXL 2020-02-26 2020-03-02 $58.87 $49.97 Long 668 -15.12% 61809.76 61809.76
SPXL 2020-03-09 2020-03-10 $38.97 $41.46 Long 851 6.37% 63923.65 63923.65
SPXL 2020-03-16 2020-03-18 $22.59 $20.97 Long 1319 -7.19% 61782.38 61782.38
SPXL 2020-03-19 2020-03-20 $21.13 $22.49 Long 1885 6.43% 64344.77 64344.77
SPXL 2020-04-02 2020-04-06 $21.87 $25.24 Long 1818 15.43% 70478.60 70478.60
SPXL 2020-05-04 2020-05-05 $31.49 $33.55 Long 1362 6.55% 73289.07 73289.07
SPXL 2020-05-13 2020-05-15 $33.22 $31.93 Long 1300 -3.89% 71610.90 71610.90
SPXL 2020-06-26 2020-07-01 $40.11 $41.31 Long 1173 3.00% 73023.37 73023.37
SPXL 2020-09-18 2020-09-21 $52.05 $47.64 Long 924 -8.48% 68943.71 68943.71
SPXL 2020-09-24 2020-09-28 $45.56 $50.80 Long 883 11.50% 73568.47 73568.47
SPXL 2020-10-28 2020-11-04 $49.83 $53.52 Long 881 7.41% 76820.03 76820.03
SPXL 2021-01-29 2021-02-02 $71.33 $73.49 Long 684 3.02% 78295.69 78295.69
SPXL 2021-02-24 2021-02-25 $77.27 $79.71 Long 656 3.16% 79895.30 79895.30
SPXL 2021-02-26 2021-03-02 $75.96 $79.10 Long 641 4.13% 81906.78 81906.78
SPXL 2021-03-04 2021-03-08 $73.86 $75.77 Long 684 2.59% 83214.74 83214.74
SPXL 2021-05-06 2021-05-07 $95.74 $98.50 Long 550 2.89% 84735.70 84735.70
SPXL 2021-05-13 2021-05-17 $89.53 $95.01 Long 586 6.12% 87948.00 87948.00
SPXL 2021-09-15 2021-09-16 $116.02 $118.09 Long 473 1.78% 88927.09 88927.09
SPXL 2021-09-20 2021-09-21 $109.47 $110.63 Long 485 1.06% 89488.53 89488.53
SPXL 2021-09-29 2021-10-06 $109.37 $104.73 Long 507 -4.24% 87135.93 87135.93
SPXL 2021-10-14 2021-10-15 $111.97 $116.31 Long 513 3.87% 89360.36 89360.36
SPXL 2021-11-30 2021-12-02 $129.61 $120.12 Long 435 -7.33% 85229.46 85229.46
SPXL 2021-12-15 2021-12-16 $130.04 $137.83 Long 420 5.99% 88500.98 88500.98
SPXL 2021-12-20 2021-12-21 $123.68 $127.06 Long 436 2.73% 89975.40 89975.40
SPXL 2022-01-19 2022-01-20 $125.74 $122.20 Long 452 -2.81% 88377.70 88377.70
SPXL 2022-01-25 2022-01-31 $105.98 $111.90 Long 537 5.59% 91557.10 91557.10
SPXL 2022-02-15 2022-02-16 $112.93 $112.97 Long 532 0.04% 91580.61 91580.61
SPXL 2022-02-22 2022-02-28 $103.86 $103.71 Long 542 -0.14% 91500.78 91500.78
SPXL 2022-03-02 2022-03-03 $103.75 $109.52 Long 552 5.56% 94685.31 94685.31
SPXL 2022-03-07 2022-03-08 $102.98 $94.34 Long 587 -8.39% 89613.37 89613.37
SPXL 2022-03-09 2022-03-10 $98.05 $96.09 Long 607 -2.00% 88421.38 88421.38
SPXL 2022-03-25 2022-03-28 $117.34 $118.01 Long 499 0.58% 88758.42 88758.42
SPXL 2022-04-13 2022-04-14 $106.86 $110.94 Long 513 3.82% 90853.80 90853.80
SPXL 2022-04-19 2022-04-20 $106.63 $113.28 Long 549 6.23% 94503.37 94503.37
SPXL 2022-04-25 2022-04-29 $96.15 $95.68 Long 572 -0.49% 94233.78 94233.78
SPXL 2022-05-02 2022-05-04 $87.64 $90.88 Long 630 3.70% 96275.09 96275.09
SPXL 2022-05-06 2022-05-09 $86.41 $82.61 Long 645 -4.40% 93824.20 93824.20
SPXL 2022-05-13 2022-05-16 $77.21 $79.06 Long 822 2.39% 95341.54 95341.54
SPXL 2022-05-25 2022-05-26 $73.89 $77.56 Long 824 4.97% 98367.43 98367.43
SPXL 2022-06-06 2022-06-07 $86.80 $82.65 Long 737 -4.77% 95313.67 95313.67
SPXL 2022-06-15 2022-06-17 $64.60 $59.18 Long 948 -8.39% 90173.91 90173.91
SPXL 2022-06-21 2022-06-22 $62.26 $61.52 Long 975 -1.19% 89451.13 89451.13
SPXL 2022-06-29 2022-07-06 $66.69 $66.99 Long 800 0.46% 89694.92 89694.92
SPXL 2022-07-07 2022-07-08 $68.60 $69.66 Long 856 1.55% 90603.15 90603.15
SPXL 2022-07-14 2022-07-18 $62.49 $69.99 Long 917 12.00% 97481.27 97481.27
SPXL 2022-07-26 2022-07-28 $72.79 $77.11 Long 844 5.94% 101131.93 101131.93
SPXL 2022-08-09 2022-08-10 $82.91 $86.79 Long 763 4.68% 104094.62 104094.62
SPXL 2022-08-25 2022-08-26 $84.10 $86.63 Long 809 3.00% 106138.52 106138.52
SPXL 2022-08-29 2022-09-07 $76.06 $69.35 Long 784 -8.82% 100878.17 100878.17
SPXL 2022-09-15 2022-09-19 $69.98 $65.11 Long 911 -6.97% 96436.20 96436.20
SPXL 2022-09-20 2022-09-21 $66.54 $67.09 Long 947 0.83% 96958.37 96958.37
SPXL 2022-09-26 2022-09-29 $57.12 $57.18 Long 1048 0.12% 97030.48 97030.48
SPXL 2022-09-30 2022-10-04 $54.81 $59.45 Long 1085 8.48% 102075.55 102075.55
SPXL 2022-10-07 2022-10-10 $57.62 $55.19 Long 1072 -4.21% 99472.59 99472.59
SPXL 2022-10-17 2022-10-18 $54.87 $59.89 Long 1115 9.14% 105062.71 105062.71
SPXL 2022-10-28 2022-10-31 $61.85 $64.98 Long 1059 5.05% 108373.25 108373.25
SPXL 2022-11-02 2022-11-04 $63.68 $60.06 Long 1037 -5.68% 104621.77 104621.77
SPXL 2022-11-29 2022-12-01 $68.44 $75.08 Long 955 9.70% 110958.77 110958.77
SPXL 2022-12-07 2022-12-08 $66.38 $67.49 Long 1017 1.67% 112084.30 112084.30
SPXL 2022-12-19 2022-12-20 $62.17 $60.06 Long 1138 -3.40% 109681.62 109681.62
SPXL 2022-12-23 2022-12-28 $60.11 $60.84 Long 1136 1.23% 110520.85 110520.85
SPXL 2022-12-29 2022-12-30 $59.96 $60.31 Long 1162 0.59% 110932.91 110932.91
SPXL 2023-01-04 2023-01-05 $61.50 $60.77 Long 1143 -1.20% 110088.50 110088.50
SPXL 2023-01-06 2023-01-09 $61.12 $64.81 Long 1159 6.04% 114365.43 114365.43
SPXL 2023-01-19 2023-01-20 $63.99 $64.35 Long 1060 0.57% 114751.76 114751.76
SPXL 2023-02-22 2023-03-01 $67.95 $65.68 Long 1051 -3.33% 112370.66 112370.66
SPXL 2023-03-02 2023-03-03 $64.29 $67.77 Long 1094 5.41% 116173.56 116173.56
SPXL 2023-03-09 2023-03-10 $67.56 $63.12 Long 1110 -6.58% 111242.44 111242.44
SPXL 2023-03-29 2023-03-30 $67.61 $69.68 Long 1085 3.06% 113484.72 113484.72
SPXL 2023-04-27 2023-04-28 $70.39 $72.67 Long 1032 3.23% 115831.76 115831.76
SPXL 2023-05-04 2023-05-05 $70.08 $71.06 Long 1023 1.40% 116833.20 116833.20
SPXL 2023-05-15 2023-05-16 $72.51 $72.27 Long 1022 -0.33% 116590.66 116590.66
SPXL 2023-08-04 2023-08-08 $92.56 $90.86 Long 820 -1.84% 115191.83 115191.83
SPXL 2023-08-16 2023-08-18 $87.12 $81.66 Long 823 -6.26% 110702.45 110702.45
SPXL 2023-08-21 2023-08-22 $84.06 $86.07 Long 867 2.38% 112439.43 112439.43
SPXL 2023-08-25 2023-08-29 $84.48 $86.73 Long 816 2.66% 114276.56 114276.56
SPXL 2023-09-19 2023-09-20 $86.86 $87.60 Long 839 0.86% 114902.03 114902.03
SPXL 2023-09-25 2023-09-29 $78.88 $80.06 Long 910 1.49% 115969.40 115969.40
SPXL 2023-10-04 2023-10-06 $74.71 $74.55 Long 971 -0.21% 115814.97 115814.97
SPXL 2023-10-26 2023-10-31 $70.92 $70.59 Long 1003 -0.46% 115485.96 115485.96
SPXL 2024-01-08 2024-01-09 $98.92 $101.01 Long 751 2.12% 117058.25 117058.25
SPXL 2024-04-08 2024-04-09 $130.50 $131.48 Long 589 0.75% 117635.47 117635.47
SPXL 2024-04-15 2024-04-17 $127.01 $120.26 Long 594 -5.31% 113625.97 113625.97
SPXL 2024-04-18 2024-04-19 $117.22 $115.38 Long 604 -1.57% 112514.61 112514.61

Signals

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