Strategy - SplineUVXY


Description

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

This uses UVXY.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric Measure
AccountName 7f6a72ca-fe3d-435d-bf4c-1423c33b100a
NoOfTrades 157.00
NoOfWins 98.00
NoOfLosses 59.00
SharpRatio 1.49
SortinoRatio 2.08
GrossProfit $25429.31
FirstDate 2019-11-29
LastDate 2024-03-25
FirstEquity $10000.00
FinalEquity $35429.31
OpenEquity $24892.36
LongEquity $0.00
ShortEquity $25429.31
PercentWins 62.42%
AveWin 4.14%
AveLoss -2.91%
AveWinLoss 1.43
Expectancy 1.49%
MedianDrawUp 51.70%
MednDrawDown -10.82%
MaxDrawDown -22.68%
Kelly 36.06%
Thorpe 7.42
Rachev 1.62
PAPR 12.27%
APR 34.02%
CalmarRatio 3.00

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
UVXY 2019-11-29 2019-12-02 $7310.00 $7385.00 Short 1 -1.02% 9925.00 9925.00
UVXY 2019-12-20 2019-12-23 $6245.00 $6360.00 Short 1 -1.81% 9810.00 9810.00
UVXY 2020-01-08 2020-01-09 $6275.00 $5935.00 Short 1 5.73% 10150.00 10150.00
UVXY 2020-01-10 2020-01-13 $5815.00 $5700.00 Short 1 2.02% 10265.00 10265.00
UVXY 2020-01-15 2020-01-16 $5505.00 $5365.00 Short 1 2.61% 10405.00 10405.00
UVXY 2020-01-17 2020-01-21 $5280.00 $5410.00 Short 1 -2.40% 10275.00 10275.00
UVXY 2020-02-05 2020-02-06 $5820.00 $5695.00 Short 1 2.19% 10400.00 10400.00
UVXY 2020-02-07 2020-02-10 $5900.00 $5930.00 Short 1 -0.51% 10370.00 10370.00
UVXY 2020-02-12 2020-02-13 $5545.00 $5550.00 Short 1 -0.09% 10365.00 10365.00
UVXY 2020-02-19 2020-02-20 $5320.00 $5395.00 Short 1 -1.39% 10290.00 10290.00
UVXY 2020-11-30 2020-12-01 $5775.00 $5500.00 Short 1 5.00% 10565.00 10565.00
UVXY 2020-12-09 2020-12-10 $5190.00 $5629.95 Short 1 -7.81% 10125.05 10125.05
UVXY 2020-12-21 2020-12-22 $6320.00 $6040.00 Short 1 4.64% 10405.05 10405.05
UVXY 2020-12-29 2020-12-30 $5240.00 $5600.00 Short 1 -6.43% 10045.05 10045.05
UVXY 2020-12-31 2021-01-04 $5325.00 $5320.00 Short 1 0.09% 10050.05 10050.05
UVXY 2021-01-11 2021-01-12 $5385.00 $5370.00 Short 1 0.28% 10065.05 10065.05
UVXY 2021-01-13 2021-01-14 $5280.00 $5090.00 Short 1 3.73% 10255.05 10255.05
UVXY 2021-01-25 2021-01-26 $5180.00 $5275.00 Short 1 -1.80% 10160.05 10160.05
UVXY 2021-02-03 2021-02-04 $5665.00 $5235.00 Short 1 8.21% 10590.05 10590.05
UVXY 2021-02-05 2021-02-08 $5015.00 $5000.00 Short 1 0.30% 10605.05 10605.05
UVXY 2021-02-10 2021-02-11 $4955.00 $5030.00 Short 1 -1.49% 10530.05 10530.05
UVXY 2021-02-22 2021-02-23 $4630.00 $4725.00 Short 1 -2.01% 10435.05 10435.05
UVXY 2021-03-12 2021-03-15 $4075.00 $3835.00 Short 1 6.26% 10675.05 10675.05
UVXY 2021-03-26 2021-03-29 $3050.00 $3055.00 Short 2 -0.16% 10665.05 10665.05
UVXY 2021-04-05 2021-04-06 $2565.00 $2580.00 Short 2 -0.58% 10635.05 10635.05
UVXY 2021-04-09 2021-04-12 $2465.00 $2450.00 Short 3 0.61% 10680.05 10680.05
UVXY 2021-04-30 2021-05-03 $2250.00 $2235.00 Short 3 0.67% 10725.05 10725.05
UVXY 2021-05-07 2021-05-10 $2210.00 $2015.00 Short 3 9.68% 11310.05 11310.05
UVXY 2021-05-19 2021-05-20 $2515.00 $2340.00 Short 3 7.48% 11835.05 11835.05
UVXY 2021-05-24 2021-05-25 $2135.00 $2035.00 Short 3 4.91% 12135.05 12135.05
UVXY 2021-05-26 2021-05-27 $2002.50 $1870.00 Short 4 7.09% 12665.05 12665.05
UVXY 2021-05-28 2021-06-01 $1737.50 $1735.00 Short 4 0.14% 12675.05 12675.05
UVXY 2021-06-09 2021-06-10 $1656.00 $1656.50 Short 5 -0.03% 12672.55 12672.55
UVXY 2021-06-11 2021-06-14 $1530.00 $1498.50 Short 5 2.10% 12830.05 12830.05
UVXY 2021-06-25 2021-06-28 $1405.00 $1361.00 Short 6 3.23% 13094.05 13094.05
UVXY 2021-06-30 2021-07-01 $1434.00 $1372.50 Short 6 4.48% 13463.05 13463.05
UVXY 2021-07-26 2021-07-27 $1458.50 $1446.00 Short 6 0.86% 13538.05 13538.05
UVXY 2021-07-28 2021-07-29 $1447.50 $1399.50 Short 6 3.43% 13826.05 13826.05
UVXY 2021-08-09 2021-08-10 $1286.50 $1248.00 Short 7 3.08% 14095.55 14095.55
UVXY 2021-08-11 2021-08-12 $1218.00 $1194.50 Short 8 1.97% 14283.55 14283.55
UVXY 2021-08-16 2021-08-17 $1195.50 $1208.50 Short 9 -1.08% 14166.55 14166.55
UVXY 2021-08-25 2021-08-26 $1170.50 $1159.50 Short 8 0.95% 14254.55 14254.55
UVXY 2021-08-27 2021-08-30 $1176.00 $1098.00 Short 8 7.10% 14878.55 14878.55
UVXY 2021-09-03 2021-09-07 $1074.50 $1069.50 Short 10 0.47% 14928.55 14928.55
UVXY 2021-09-17 2021-09-20 $1078.00 $1313.00 Short 9 -17.90% 12813.55 12813.55
UVXY 2021-09-27 2021-09-28 $1031.00 $1104.00 Short 8 -6.61% 12229.55 12229.55
UVXY 2021-10-08 2021-10-11 $1040.50 $1044.50 Short 8 -0.38% 12197.55 12197.55
UVXY 2021-10-18 2021-10-19 $927.50 $872.50 Short 9 6.30% 12692.55 12692.55
UVXY 2021-10-20 2021-10-21 $871.00 $865.00 Short 10 0.69% 12752.55 12752.55
UVXY 2021-10-27 2021-10-28 $822.50 $833.00 Short 11 -1.26% 12637.05 12637.05
UVXY 2021-11-03 2021-11-04 $775.50 $720.50 Short 11 7.63% 13242.05 13242.05
UVXY 2021-11-05 2021-11-08 $736.00 $770.00 Short 13 -4.42% 12800.05 12800.05
UVXY 2021-12-03 2021-12-06 $1025.00 $1113.00 Short 8 -7.91% 12096.05 12096.05
UVXY 2021-12-08 2021-12-09 $853.50 $791.00 Short 9 7.90% 12658.55 12658.55
UVXY 2021-12-10 2021-12-13 $764.00 $754.50 Short 11 1.26% 12763.05 12763.05
UVXY 2021-12-27 2021-12-28 $698.50 $676.00 Short 13 3.33% 13055.55 13055.55
UVXY 2021-12-29 2021-12-30 $654.50 $625.00 Short 13 4.72% 13439.05 13439.05
UVXY 2021-12-31 2022-01-03 $627.00 $608.50 Short 15 3.04% 13716.55 13716.55
UVXY 2022-01-18 2022-01-19 $654.00 $664.00 Short 15 -1.51% 13566.55 13566.55
UVXY 2022-01-31 2022-02-01 $860.00 $739.00 Short 10 16.37% 14776.55 14776.55
UVXY 2022-02-04 2022-02-07 $760.50 $707.50 Short 14 7.49% 15518.55 15518.55
UVXY 2022-02-22 2022-02-23 $867.00 $809.50 Short 13 7.10% 16266.05 16266.05
UVXY 2022-03-02 2022-03-03 $1000.50 $908.00 Short 12 10.19% 17376.05 17376.05
UVXY 2022-03-14 2022-03-15 $991.50 $1029.00 Short 13 -3.64% 16888.55 16888.55
UVXY 2022-03-16 2022-03-17 $942.00 $853.00 Short 11 10.43% 17867.55 17867.55
UVXY 2022-03-18 2022-03-21 $850.00 $767.00 Short 15 10.82% 19112.55 19112.55
UVXY 2022-03-23 2022-03-24 $766.50 $731.50 Short 18 4.78% 19742.55 19742.55
UVXY 2022-04-20 2022-04-21 $590.50 $569.00 Short 21 3.78% 20194.05 20194.05
UVXY 2022-05-04 2022-05-05 $798.00 $728.50 Short 16 9.54% 21306.05 21306.05
UVXY 2022-05-06 2022-05-09 $907.00 $927.50 Short 21 -2.21% 20875.55 20875.55
UVXY 2022-05-25 2022-05-26 $810.50 $753.50 Short 18 7.56% 21901.55 21901.55
UVXY 2022-05-31 2022-06-01 $731.00 $678.50 Short 21 7.74% 23004.05 23004.05
UVXY 2022-06-03 2022-06-06 $681.50 $653.00 Short 24 4.36% 23688.05 23688.05
UVXY 2022-06-08 2022-06-09 $644.50 $649.00 Short 24 -0.69% 23580.05 23580.05
UVXY 2022-06-22 2022-06-23 $807.00 $733.00 Short 22 10.10% 25208.05 25208.05
UVXY 2022-06-24 2022-06-27 $720.00 $710.00 Short 24 1.41% 25448.05 25448.05
UVXY 2022-07-08 2022-07-11 $673.50 $666.00 Short 27 1.13% 25650.55 25650.55
UVXY 2022-07-18 2022-07-19 $616.00 $628.50 Short 28 -1.99% 25300.55 25300.55
UVXY 2022-07-20 2022-07-21 $627.50 $611.00 Short 29 2.70% 25779.05 25779.05
UVXY 2022-07-25 2022-07-26 $584.00 $584.50 Short 31 -0.09% 25763.55 25763.55
UVXY 2022-07-29 2022-08-01 $521.00 $530.00 Short 33 -1.70% 25466.55 25466.55
UVXY 2022-08-10 2022-08-11 $475.00 $456.00 Short 36 4.17% 26150.55 26150.55
UVXY 2022-08-12 2022-08-15 $458.50 $465.00 Short 41 -1.40% 25884.05 25884.05
UVXY 2022-08-29 2022-08-30 $531.50 $509.50 Short 40 4.32% 26764.05 26764.05
UVXY 2022-09-09 2022-09-12 $464.00 $455.00 Short 38 1.98% 27106.05 27106.05
UVXY 2022-10-05 2022-10-06 $581.50 $567.50 Short 34 2.47% 27582.05 27582.05
UVXY 2022-10-07 2022-10-10 $610.00 $640.00 Short 35 -4.69% 26532.05 26532.05
UVXY 2022-10-21 2022-10-24 $601.50 $592.50 Short 31 1.52% 26811.05 26811.05
UVXY 2022-10-26 2022-10-27 $561.00 $530.00 Short 32 5.85% 27803.05 27803.05
UVXY 2022-10-31 2022-11-01 $507.00 $481.50 Short 38 5.30% 28772.05 28772.05
UVXY 2022-11-02 2022-11-03 $487.60 $510.00 Short 43 -4.39% 27808.85 27808.85
UVXY 2022-11-16 2022-11-17 $460.00 $467.00 Short 45 -1.50% 27493.85 27493.85
UVXY 2022-11-18 2022-11-21 $437.00 $437.50 Short 42 -0.11% 27472.85 27472.85
UVXY 2022-11-25 2022-11-28 $389.00 $399.00 Short 49 -2.51% 26982.85 26982.85
UVXY 2022-12-05 2022-12-06 $363.50 $362.00 Short 51 0.41% 27059.35 27059.35
UVXY 2022-12-07 2022-12-08 $385.00 $388.00 Short 54 -0.77% 26897.35 26897.35
UVXY 2022-12-14 2022-12-15 $361.00 $354.50 Short 54 1.83% 27248.35 27248.35
UVXY 2022-12-16 2022-12-19 $388.50 $374.50 Short 55 3.74% 28018.35 28018.35
UVXY 2022-12-27 2022-12-28 $353.00 $347.00 Short 55 1.73% 28348.35 28348.35
UVXY 2022-12-30 2023-01-03 $350.00 $339.00 Short 59 3.24% 28997.35 28997.35
UVXY 2023-01-09 2023-01-10 $314.50 $322.00 Short 65 -2.33% 28509.85 28509.85
UVXY 2023-01-11 2023-01-12 $297.50 $292.50 Short 63 1.71% 28824.85 28824.85
UVXY 2023-01-13 2023-01-17 $282.00 $275.00 Short 71 2.55% 29321.85 29321.85
UVXY 2023-01-18 2023-01-19 $267.50 $297.50 Short 77 -10.08% 27011.85 27011.85
UVXY 2023-01-25 2023-01-26 $266.50 $250.00 Short 71 6.60% 28183.35 28183.35
UVXY 2023-01-27 2023-01-30 $251.00 $252.50 Short 81 -0.59% 28061.85 28061.85
UVXY 2023-02-06 2023-02-07 $249.00 $256.00 Short 80 -2.73% 27501.85 27501.85
UVXY 2023-02-17 2023-02-21 $260.50 $273.05 Short 80 -4.60% 26497.85 26497.85
UVXY 2023-03-06 2023-03-07 $226.00 $223.00 Short 81 1.35% 26740.85 26740.85
UVXY 2023-03-20 2023-03-21 $325.00 $279.00 Short 65 16.49% 29730.85 29730.85
UVXY 2023-03-22 2023-03-23 $260.00 $262.50 Short 76 -0.95% 29540.85 29540.85
UVXY 2023-03-27 2023-03-28 $262.00 $256.00 Short 71 2.34% 29966.85 29966.85
UVXY 2023-03-29 2023-03-30 $235.50 $231.00 Short 84 1.95% 30344.85 30344.85
UVXY 2023-03-31 2023-04-03 $231.00 $232.50 Short 94 -0.65% 30203.85 30203.85
UVXY 2023-04-17 2023-04-18 $197.50 $189.00 Short 105 4.50% 31096.35 31096.35
UVXY 2023-04-19 2023-04-20 $191.00 $193.50 Short 118 -1.29% 30801.35 30801.35
UVXY 2023-05-03 2023-05-04 $187.00 $200.00 Short 125 -6.50% 29176.35 29176.35
UVXY 2023-05-15 2023-05-16 $171.50 $170.00 Short 122 0.88% 29359.35 29359.35
UVXY 2023-05-19 2023-05-22 $154.00 $162.00 Short 128 -4.94% 28335.35 28335.35
UVXY 2023-05-31 2023-06-01 $156.00 $149.00 Short 135 4.70% 29280.35 29280.35
UVXY 2023-06-02 2023-06-05 $134.00 $130.50 Short 141 2.68% 29773.85 29773.85
UVXY 2023-06-07 2023-06-08 $116.00 $117.50 Short 170 -1.28% 29518.85 29518.85
UVXY 2023-06-09 2023-06-12 $111.50 $113.50 Short 181 -1.76% 29156.85 29156.85
UVXY 2023-06-21 2023-06-22 $105.50 $105.00 Short 194 0.48% 29253.85 29253.85
UVXY 2023-06-26 2023-06-27 $101.90 $100.00 Short 204 1.90% 29641.45 29641.45
UVXY 2023-06-28 2023-06-29 $96.20 $92.80 Short 214 3.66% 30369.05 30369.05
UVXY 2023-06-30 2023-07-03 $93.15 $92.00 Short 236 1.25% 30640.45 30640.45
UVXY 2023-07-05 2023-07-06 $94.05 $100.45 Short 240 -6.37% 29104.45 29104.45
UVXY 2023-07-14 2023-07-17 $88.35 $87.05 Short 246 1.49% 29424.25 29424.25
UVXY 2023-07-26 2023-07-27 $84.50 $77.60 Short 254 8.89% 31176.85 31176.85
UVXY 2023-07-31 2023-08-01 $80.25 $82.50 Short 277 -2.73% 30553.60 30553.60
UVXY 2023-08-11 2023-08-14 $93.35 $87.15 Short 256 7.11% 32140.80 32140.80
UVXY 2023-08-25 2023-08-28 $91.25 $84.25 Short 271 8.31% 34037.80 34037.80
UVXY 2023-09-05 2023-09-06 $71.55 $72.35 Short 347 -1.11% 33760.20 33760.20
UVXY 2023-09-18 2023-09-19 $69.40 $67.40 Short 374 2.97% 34508.20 34508.20
UVXY 2023-10-11 2023-10-12 $75.10 $73.25 Short 314 2.53% 35089.10 35089.10
UVXY 2023-10-25 2023-10-26 $85.60 $93.25 Short 289 -8.20% 32878.25 32878.25
UVXY 2023-10-27 2023-10-30 $91.35 $93.45 Short 254 -2.25% 32344.85 32344.85
UVXY 2023-11-03 2023-11-06 $68.70 $66.75 Short 325 2.92% 32978.60 32978.60
UVXY 2023-11-08 2023-11-09 $63.10 $61.30 Short 369 2.94% 33642.80 33642.80
UVXY 2023-11-20 2023-11-21 $55.10 $55.35 Short 429 -0.45% 33535.55 33535.55
UVXY 2023-11-24 2023-11-27 $53.40 $51.15 Short 464 4.40% 34579.55 34579.55
UVXY 2023-12-11 2023-12-12 $47.35 $45.00 Short 508 5.22% 35773.35 35773.35
UVXY 2023-12-13 2023-12-14 $43.60 $42.25 Short 574 3.20% 36548.25 36548.25
UVXY 2023-12-15 2023-12-18 $43.10 $44.75 Short 624 -3.69% 35518.65 35518.65
UVXY 2023-12-29 2024-01-02 $41.85 $43.75 Short 613 -4.34% 34353.95 34353.95
UVXY 2024-01-03 2024-01-04 $43.20 $44.45 Short 567 -2.81% 33645.20 33645.20
UVXY 2024-01-10 2024-01-11 $38.85 $37.75 Short 589 2.91% 34293.10 34293.10
UVXY 2024-01-16 2024-01-17 $40.65 $43.15 Short 649 -5.79% 32670.60 32670.60
UVXY 2024-01-26 2024-01-29 $37.95 $37.85 Short 631 0.26% 32733.70 32733.70
UVXY 2024-02-07 2024-02-08 $35.35 $35.50 Short 644 -0.42% 32637.10 32637.10
UVXY 2024-02-09 2024-02-12 $35.05 $35.50 Short 664 -1.27% 32338.30 32338.30
UVXY 2024-02-21 2024-02-22 $39.15 $36.05 Short 618 8.60% 34254.10 34254.10
UVXY 2024-02-26 2024-02-27 $34.80 $34.05 Short 682 2.20% 34765.60 34765.60
UVXY 2024-03-13 2024-03-14 $33.75 $33.40 Short 710 1.05% 35014.10 35014.10
UVXY 2024-03-15 2024-03-18 $35.75 $35.20 Short 757 1.56% 35429.31 35429.31
UVXY 2024-03-22 2024-03-25 $32.00 $32.00 Short 815 0.00% 35429.31 35429.31

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
SplineUVXY 0.70 UVXY 2024-04-19 Cover@NextOpen Short 6.16% EndOfDay