Description
This uses wavelets and cubic splines to predict forward with weighted projections on the VXX for advancing price formations.
This uses VXX.
Trading happens on the next Open from the signal day.
Details
Metrics
| Metric | Measure |
|---|---|
| AccountName | fdc20024-0824-47f5-af20-63f0a72694af |
| NoOfTrades | 412.00 |
| NoOfWins | 264.00 |
| NoOfLosses | 148.00 |
| SharpRatio | 1.50 |
| SortinoRatio | 2.04 |
| GrossProfit | $79414.56 |
| FirstDate | 2016-01-15 |
| LastDate | 2024-03-25 |
| FirstEquity | $10000.00 |
| FinalEquity | $89414.56 |
| OpenEquity | $0.00 |
| LongEquity | $0.00 |
| ShortEquity | $79414.56 |
| PercentWins | 64.08% |
| AveWin | 2.92% |
| AveLoss | -2.48% |
| AveWinLoss | 1.18 |
| Expectancy | 0.98% |
| MedianDrawUp | 50.64% |
| MednDrawDown | -9.46% |
| MaxDrawDown | -21.57% |
| Kelly | 33.67% |
| Thorpe | 8.39 |
| Rachev | 0.65 |
| PAPR | 10.32% |
| APR | 30.66% |
| CalmarRatio | 3.07 |
Trades
| Symbol | Open | Close | Open Price | Close Price | Type | Size | Profit | Balance | Equity |
|---|---|---|---|---|---|---|---|---|---|
| VXX | 2016-01-15 | 2016-01-19 | $6906.88 | $6576.64 | Short | 1 | 5.02% | 10330.24 | 10330.24 |
| VXX | 2016-01-25 | 2016-01-26 | $6480.64 | $6622.72 | Short | 1 | -2.15% | 10188.16 | 10188.16 |
| VXX | 2016-01-27 | 2016-01-28 | $6476.80 | $6443.52 | Short | 1 | 0.52% | 10221.44 | 10221.44 |
| VXX | 2016-02-19 | 2016-02-22 | $6799.36 | $6325.76 | Short | 1 | 7.49% | 10695.04 | 10695.04 |
| VXX | 2016-02-24 | 2016-02-25 | $6714.88 | $6353.92 | Short | 1 | 5.68% | 11056.00 | 11056.00 |
| VXX | 2016-03-04 | 2016-03-07 | $5440.00 | $5703.68 | Short | 1 | -4.62% | 10792.32 | 10792.32 |
| VXX | 2016-03-21 | 2016-03-22 | $4948.48 | $4874.24 | Short | 1 | 1.52% | 10866.56 | 10866.56 |
| VXX | 2016-03-24 | 2016-03-28 | $5143.04 | $4894.72 | Short | 1 | 5.07% | 11114.88 | 11114.88 |
| VXX | 2016-04-04 | 2016-04-05 | $4375.04 | $4672.00 | Short | 1 | -6.36% | 10817.92 | 10817.92 |
| VXX | 2016-04-18 | 2016-04-19 | $4385.28 | $4047.36 | Short | 1 | 8.35% | 11155.84 | 11155.84 |
| VXX | 2016-04-20 | 2016-04-21 | $4044.80 | $4170.24 | Short | 1 | -3.01% | 11030.40 | 11030.40 |
| VXX | 2016-04-29 | 2016-05-02 | $4221.44 | $4218.88 | Short | 1 | 0.06% | 11032.96 | 11032.96 |
| VXX | 2016-05-06 | 2016-05-09 | $4293.12 | $4044.80 | Short | 1 | 6.14% | 11281.28 | 11281.28 |
| VXX | 2016-05-11 | 2016-05-12 | $3806.72 | $3879.68 | Short | 2 | -1.88% | 11135.36 | 11135.36 |
| VXX | 2016-05-13 | 2016-05-16 | $3878.40 | $3988.48 | Short | 2 | -2.76% | 10915.20 | 10915.20 |
| VXX | 2016-05-25 | 2016-05-26 | $3623.68 | $3607.04 | Short | 2 | 0.46% | 10948.48 | 10948.48 |
| VXX | 2016-05-31 | 2016-06-01 | $3427.84 | $3530.24 | Short | 2 | -2.90% | 10743.68 | 10743.68 |
| VXX | 2016-06-03 | 2016-06-06 | $3409.92 | $3315.20 | Short | 2 | 2.86% | 10933.12 | 10933.12 |
| VXX | 2016-06-08 | 2016-06-09 | $3292.16 | $3381.76 | Short | 2 | -2.65% | 10753.92 | 10753.92 |
| VXX | 2016-06-22 | 2016-06-23 | $3729.92 | $3648.00 | Short | 2 | 2.25% | 10917.76 | 10917.76 |
| VXX | 2016-06-24 | 2016-06-27 | $4160.00 | $4326.40 | Short | 2 | -3.85% | 10584.96 | 10584.96 |
| VXX | 2016-07-05 | 2016-07-06 | $3486.72 | $3543.04 | Short | 2 | -1.59% | 10472.32 | 10472.32 |
| VXX | 2016-07-08 | 2016-07-11 | $3228.16 | $3074.56 | Short | 2 | 5.00% | 10779.52 | 10779.52 |
| VXX | 2016-07-18 | 2016-07-19 | $3000.32 | $2936.32 | Short | 2 | 2.18% | 10907.52 | 10907.52 |
| VXX | 2016-07-25 | 2016-07-26 | $2841.60 | $2844.16 | Short | 2 | -0.09% | 10902.40 | 10902.40 |
| VXX | 2016-07-29 | 2016-08-01 | $2700.80 | $2588.16 | Short | 2 | 4.35% | 11127.68 | 11127.68 |
| VXX | 2016-08-05 | 2016-08-08 | $2460.16 | $2406.40 | Short | 3 | 2.23% | 11288.96 | 11288.96 |
| VXX | 2016-08-10 | 2016-08-11 | $2329.60 | $2370.24 | Short | 3 | -1.71% | 11167.04 | 11167.04 |
| VXX | 2016-08-12 | 2016-08-15 | $2387.20 | $2338.56 | Short | 3 | 2.08% | 11312.96 | 11312.96 |
| VXX | 2016-08-22 | 2016-08-23 | $2328.32 | $2304.64 | Short | 3 | 1.03% | 11384.00 | 11384.00 |
| VXX | 2016-08-31 | 2016-09-01 | $2314.88 | $2307.20 | Short | 3 | 0.33% | 11407.04 | 11407.04 |
| VXX | 2016-09-02 | 2016-09-06 | $2261.12 | $2206.08 | Short | 3 | 2.49% | 11572.16 | 11572.16 |
| VXX | 2016-09-09 | 2016-09-12 | $2229.76 | $2514.56 | Short | 3 | -11.33% | 10717.76 | 10717.76 |
| VXX | 2016-09-21 | 2016-09-22 | $2373.12 | $2159.36 | Short | 3 | 9.90% | 11359.04 | 11359.04 |
| VXX | 2016-09-26 | 2016-09-27 | $2242.56 | $2278.40 | Short | 3 | -1.57% | 11251.52 | 11251.52 |
| VXX | 2016-09-28 | 2016-09-29 | $2144.64 | $2144.64 | Short | 3 | 0.00% | 11251.52 | 11251.52 |
| VXX | 2016-10-07 | 2016-10-10 | $2114.56 | $2103.04 | Short | 3 | 0.55% | 11286.08 | 11286.08 |
| VXX | 2016-10-21 | 2016-10-24 | $2076.80 | $1976.32 | Short | 3 | 5.08% | 11587.52 | 11587.52 |
| VXX | 2016-10-26 | 2016-10-27 | $2012.80 | $1985.28 | Short | 4 | 1.39% | 11697.60 | 11697.60 |
| VXX | 2016-11-09 | 2016-11-10 | $2174.08 | $1949.44 | Short | 3 | 11.52% | 12371.52 | 12371.52 |
| VXX | 2016-11-14 | 2016-11-15 | $2022.40 | $1980.80 | Short | 4 | 2.10% | 12537.92 | 12537.92 |
| VXX | 2016-11-18 | 2016-11-21 | $1866.88 | $1838.08 | Short | 4 | 1.57% | 12653.12 | 12653.12 |
| VXX | 2016-11-25 | 2016-11-28 | $1787.52 | $1801.60 | Short | 5 | -0.78% | 12582.72 | 12582.72 |
| VXX | 2016-12-07 | 2016-12-08 | $1665.28 | $1680.64 | Short | 5 | -0.91% | 12505.92 | 12505.92 |
| VXX | 2016-12-09 | 2016-12-12 | $1696.00 | $1664.00 | Short | 5 | 1.92% | 12665.92 | 12665.92 |
| VXX | 2016-12-21 | 2016-12-22 | $1541.76 | $1525.76 | Short | 5 | 1.05% | 12745.92 | 12745.92 |
| VXX | 2016-12-23 | 2016-12-27 | $1558.40 | $1543.04 | Short | 6 | 1.00% | 12838.08 | 12838.08 |
| VXX | 2017-01-06 | 2017-01-09 | $1418.24 | $1420.80 | Short | 6 | -0.18% | 12822.72 | 12822.72 |
| VXX | 2017-01-11 | 2017-01-12 | $1402.24 | $1381.76 | Short | 6 | 1.48% | 12945.60 | 12945.60 |
| VXX | 2017-01-18 | 2017-01-19 | $1358.72 | $1354.24 | Short | 6 | 0.33% | 12972.48 | 12972.48 |
| VXX | 2017-01-23 | 2017-01-24 | $1325.44 | $1296.64 | Short | 6 | 2.22% | 13145.28 | 13145.28 |
| VXX | 2017-01-25 | 2017-01-26 | $1232.00 | $1225.60 | Short | 7 | 0.52% | 13190.08 | 13190.08 |
| VXX | 2017-01-27 | 2017-01-30 | $1223.04 | $1238.40 | Short | 7 | -1.24% | 13082.56 | 13082.56 |
| VXX | 2017-02-06 | 2017-02-07 | $1217.92 | $1202.56 | Short | 7 | 1.28% | 13190.08 | 13190.08 |
| VXX | 2017-02-08 | 2017-02-09 | $1219.20 | $1204.48 | Short | 7 | 1.22% | 13293.12 | 13293.12 |
| VXX | 2017-02-10 | 2017-02-13 | $1171.20 | $1144.96 | Short | 7 | 2.29% | 13476.80 | 13476.80 |
| VXX | 2017-02-17 | 2017-02-21 | $1147.52 | $1107.20 | Short | 8 | 3.64% | 13799.36 | 13799.36 |
| VXX | 2017-03-06 | 2017-03-07 | $1120.00 | $1102.08 | Short | 8 | 1.63% | 13942.72 | 13942.72 |
| VXX | 2017-03-10 | 2017-03-13 | $1093.12 | $1083.52 | Short | 9 | 0.89% | 14029.12 | 14029.12 |
| VXX | 2017-03-20 | 2017-03-21 | $1010.56 | $993.28 | Short | 9 | 1.74% | 14184.64 | 14184.64 |
| VXX | 2017-03-22 | 2017-03-23 | $1061.12 | $1065.60 | Short | 10 | -0.42% | 14139.84 | 14139.84 |
| VXX | 2017-03-29 | 2017-03-30 | $989.44 | $990.72 | Short | 9 | -0.13% | 14128.32 | 14128.32 |
| VXX | 2017-03-31 | 2017-04-03 | $994.56 | $1011.84 | Short | 10 | -1.71% | 13955.52 | 13955.52 |
| VXX | 2017-04-19 | 2017-04-20 | $1084.80 | $1111.68 | Short | 8 | -2.42% | 13740.48 | 13740.48 |
| VXX | 2017-04-24 | 2017-04-25 | $1013.12 | $969.60 | Short | 8 | 4.49% | 14088.64 | 14088.64 |
| VXX | 2017-04-26 | 2017-04-27 | $964.48 | $960.64 | Short | 10 | 0.40% | 14127.04 | 14127.04 |
| VXX | 2017-04-28 | 2017-05-01 | $962.56 | $951.04 | Short | 10 | 1.21% | 14242.24 | 14242.24 |
| VXX | 2017-05-03 | 2017-05-04 | $936.96 | $930.56 | Short | 11 | 0.69% | 14312.64 | 14312.64 |
| VXX | 2017-05-10 | 2017-05-11 | $905.60 | $914.56 | Short | 11 | -0.98% | 14214.08 | 14214.08 |
| VXX | 2017-05-15 | 2017-05-16 | $891.52 | $871.04 | Short | 11 | 2.35% | 14439.36 | 14439.36 |
| VXX | 2017-05-17 | 2017-05-18 | $926.08 | $1022.08 | Short | 11 | -9.39% | 13383.36 | 13383.36 |
| VXX | 2017-05-24 | 2017-05-25 | $889.60 | $869.12 | Short | 10 | 2.36% | 13588.16 | 13588.16 |
| VXX | 2017-05-26 | 2017-05-30 | $882.56 | $874.24 | Short | 11 | 0.95% | 13679.68 | 13679.68 |
| VXX | 2017-05-31 | 2017-06-01 | $852.48 | $853.76 | Short | 11 | -0.15% | 13665.60 | 13665.60 |
| VXX | 2017-06-05 | 2017-06-06 | $849.92 | $858.24 | Short | 11 | -0.97% | 13574.08 | 13574.08 |
| VXX | 2017-06-19 | 2017-06-20 | $816.00 | $813.44 | Short | 11 | 0.31% | 13602.24 | 13602.24 |
| VXX | 2017-06-21 | 2017-06-22 | $812.16 | $816.64 | Short | 12 | -0.55% | 13548.48 | 13548.48 |
| VXX | 2017-06-28 | 2017-06-29 | $797.44 | $789.76 | Short | 12 | 0.97% | 13640.64 | 13640.64 |
| VXX | 2017-07-12 | 2017-07-13 | $801.28 | $791.04 | Short | 12 | 1.29% | 13763.52 | 13763.52 |
| VXX | 2017-07-14 | 2017-07-17 | $782.72 | $754.56 | Short | 12 | 3.73% | 14101.44 | 14101.44 |
| VXX | 2017-07-21 | 2017-07-24 | $728.96 | $716.16 | Short | 14 | 1.79% | 14280.64 | 14280.64 |
| VXX | 2017-07-26 | 2017-07-27 | $704.00 | $703.36 | Short | 14 | 0.09% | 14289.60 | 14289.60 |
| VXX | 2017-08-04 | 2017-08-07 | $717.44 | $716.80 | Short | 14 | 0.09% | 14298.56 | 14298.56 |
| VXX | 2017-08-18 | 2017-08-21 | $849.28 | $844.80 | Short | 13 | 0.53% | 14356.80 | 14356.80 |
| VXX | 2017-08-25 | 2017-08-28 | $770.88 | $753.28 | Short | 13 | 2.34% | 14585.60 | 14585.60 |
| VXX | 2017-09-05 | 2017-09-06 | $765.92 | $762.40 | Short | 14 | 0.46% | 14634.88 | 14634.88 |
| VXX | 2017-09-18 | 2017-09-19 | $676.00 | $655.20 | Short | 15 | 3.17% | 14946.88 | 14946.88 |
| VXX | 2017-09-20 | 2017-09-21 | $658.56 | $653.92 | Short | 16 | 0.71% | 15021.12 | 15021.12 |
| VXX | 2017-09-29 | 2017-10-02 | $638.40 | $623.36 | Short | 16 | 2.41% | 15261.76 | 15261.76 |
| VXX | 2017-10-04 | 2017-10-05 | $613.76 | $609.12 | Short | 18 | 0.76% | 15345.28 | 15345.28 |
| VXX | 2017-10-09 | 2017-10-10 | $591.20 | $595.36 | Short | 18 | -0.70% | 15270.40 | 15270.40 |
| VXX | 2017-10-11 | 2017-10-12 | $590.40 | $580.80 | Short | 18 | 1.65% | 15443.20 | 15443.20 |
| VXX | 2017-10-16 | 2017-10-17 | $560.48 | $556.96 | Short | 19 | 0.63% | 15510.08 | 15510.08 |
| VXX | 2017-10-18 | 2017-10-19 | $554.24 | $573.12 | Short | 20 | -3.29% | 15132.48 | 15132.48 |
| VXX | 2017-10-20 | 2017-10-23 | $541.44 | $537.12 | Short | 19 | 0.80% | 15214.56 | 15214.56 |
| VXX | 2017-11-03 | 2017-11-06 | $536.80 | $537.28 | Short | 20 | -0.09% | 15204.96 | 15204.96 |
| VXX | 2017-11-20 | 2017-11-21 | $543.36 | $523.04 | Short | 19 | 3.88% | 15591.04 | 15591.04 |
| VXX | 2017-11-24 | 2017-11-27 | $505.92 | $507.84 | Short | 22 | -0.38% | 15548.80 | 15548.80 |
| VXX | 2017-12-08 | 2017-12-11 | $493.28 | $471.68 | Short | 21 | 4.58% | 16002.40 | 16002.40 |
| VXX | 2017-12-13 | 2017-12-14 | $466.40 | $466.40 | Short | 24 | 0.00% | 16002.40 | 16002.40 |
| VXX | 2017-12-15 | 2017-12-18 | $462.24 | $444.64 | Short | 24 | 3.96% | 16424.80 | 16424.80 |
| VXX | 2017-12-20 | 2017-12-21 | $438.40 | $442.88 | Short | 26 | -1.01% | 16308.32 | 16308.32 |
| VXX | 2017-12-22 | 2017-12-26 | $441.28 | $448.64 | Short | 26 | -1.64% | 16116.96 | 16116.96 |
| VXX | 2018-01-03 | 2018-01-04 | $425.76 | $417.92 | Short | 26 | 1.88% | 16320.80 | 16320.80 |
| VXX | 2018-01-08 | 2018-01-09 | $419.84 | $413.12 | Short | 28 | 1.63% | 16508.96 | 16508.96 |
| VXX | 2018-02-14 | 2018-02-15 | $761.60 | $654.24 | Short | 15 | 16.41% | 18119.36 | 18119.36 |
| VXX | 2018-02-16 | 2018-02-20 | $683.52 | $695.20 | Short | 20 | -1.68% | 17885.76 | 17885.76 |
| VXX | 2018-02-28 | 2018-03-01 | $658.24 | $708.00 | Short | 20 | -7.03% | 16890.56 | 16890.56 |
| VXX | 2018-03-09 | 2018-03-12 | $654.08 | $624.00 | Short | 17 | 4.82% | 17401.92 | 17401.92 |
| VXX | 2018-03-14 | 2018-03-15 | $639.68 | $656.16 | Short | 20 | -2.51% | 17072.32 | 17072.32 |
| VXX | 2018-04-04 | 2018-04-05 | $852.16 | $768.16 | Short | 15 | 10.94% | 18332.32 | 18332.32 |
| VXX | 2018-04-09 | 2018-04-10 | $784.16 | $773.76 | Short | 17 | 1.34% | 18509.12 | 18509.12 |
| VXX | 2018-04-13 | 2018-04-16 | $734.08 | $708.32 | Short | 17 | 3.64% | 18947.04 | 18947.04 |
| VXX | 2018-04-20 | 2018-04-23 | $657.28 | $669.92 | Short | 20 | -1.89% | 18694.24 | 18694.24 |
| VXX | 2018-04-30 | 2018-05-01 | $656.96 | $671.04 | Short | 20 | -2.10% | 18412.64 | 18412.64 |
| VXX | 2018-05-04 | 2018-05-07 | $672.32 | $639.36 | Short | 20 | 5.16% | 19071.84 | 19071.84 |
| VXX | 2018-05-09 | 2018-05-10 | $631.04 | $606.40 | Short | 21 | 4.06% | 19589.28 | 19589.28 |
| VXX | 2018-05-11 | 2018-05-14 | $583.68 | $566.88 | Short | 23 | 2.96% | 19975.68 | 19975.68 |
| VXX | 2018-05-25 | 2018-05-29 | $549.76 | $573.60 | Short | 26 | -4.16% | 19355.84 | 19355.84 |
| VXX | 2018-06-08 | 2018-06-11 | $535.36 | $522.72 | Short | 27 | 2.42% | 19697.12 | 19697.12 |
| VXX | 2018-07-03 | 2018-07-05 | $580.48 | $583.52 | Short | 22 | -0.52% | 19630.24 | 19630.24 |
| VXX | 2018-07-09 | 2018-07-10 | $533.12 | $515.04 | Short | 24 | 3.51% | 20064.16 | 20064.16 |
| VXX | 2018-07-11 | 2018-07-12 | $533.92 | $516.64 | Short | 28 | 3.34% | 20548.00 | 20548.00 |
| VXX | 2018-07-16 | 2018-07-17 | $499.84 | $506.72 | Short | 28 | -1.36% | 20355.36 | 20355.36 |
| VXX | 2018-07-18 | 2018-07-19 | $488.48 | $498.72 | Short | 29 | -2.05% | 20058.40 | 20058.40 |
| VXX | 2018-07-20 | 2018-07-23 | $505.76 | $501.60 | Short | 29 | 0.83% | 20179.04 | 20179.04 |
| VXX | 2018-07-27 | 2018-07-30 | $484.32 | $497.92 | Short | 29 | -2.73% | 19784.64 | 19784.64 |
| VXX | 2018-08-06 | 2018-08-07 | $481.44 | $460.96 | Short | 29 | 4.44% | 20378.56 | 20378.56 |
| VXX | 2018-08-10 | 2018-08-13 | $476.96 | $484.96 | Short | 32 | -1.65% | 20122.56 | 20122.56 |
| VXX | 2018-08-20 | 2018-08-21 | $461.92 | $459.52 | Short | 29 | 0.52% | 20192.16 | 20192.16 |
| VXX | 2018-08-22 | 2018-08-23 | $471.52 | $461.92 | Short | 31 | 2.08% | 20489.76 | 20489.76 |
| VXX | 2018-08-27 | 2018-08-28 | $454.56 | $458.24 | Short | 32 | -0.80% | 20372.00 | 20372.00 |
| VXX | 2018-09-17 | 2018-09-18 | $437.12 | $447.52 | Short | 33 | -2.32% | 20028.80 | 20028.80 |
| VXX | 2018-09-19 | 2018-09-20 | $436.16 | $426.88 | Short | 32 | 2.17% | 20325.76 | 20325.76 |
| VXX | 2018-09-24 | 2018-09-25 | $429.28 | $421.12 | Short | 34 | 1.94% | 20603.20 | 20603.20 |
| VXX | 2018-09-26 | 2018-09-27 | $425.60 | $429.76 | Short | 35 | -0.97% | 20457.60 | 20457.60 |
| VXX | 2018-10-22 | 2018-10-23 | $544.96 | $600.96 | Short | 26 | -9.32% | 19001.60 | 19001.60 |
| VXX | 2018-11-02 | 2018-11-05 | $571.84 | $587.68 | Short | 22 | -2.70% | 18653.12 | 18653.12 |
| VXX | 2018-11-07 | 2018-11-08 | $540.80 | $521.44 | Short | 23 | 3.71% | 19098.40 | 19098.40 |
| VXX | 2018-11-09 | 2018-11-12 | $526.88 | $534.24 | Short | 26 | -1.38% | 18907.04 | 18907.04 |
| VXX | 2018-11-20 | 2018-11-21 | $632.48 | $615.68 | Short | 24 | 2.73% | 19310.24 | 19310.24 |
| VXX | 2018-11-28 | 2018-11-29 | $565.60 | $566.40 | Short | 23 | -0.14% | 19291.84 | 19291.84 |
| VXX | 2018-11-30 | 2018-12-03 | $571.52 | $512.64 | Short | 24 | 11.49% | 20704.96 | 20704.96 |
| VXX | 2018-12-17 | 2018-12-18 | $655.52 | $668.48 | Short | 23 | -1.94% | 20406.88 | 20406.88 |
| VXX | 2019-01-04 | 2019-01-07 | $731.04 | $696.16 | Short | 19 | 5.01% | 21069.60 | 21069.60 |
| VXX | 2019-01-09 | 2019-01-10 | $666.56 | $668.00 | Short | 22 | -0.22% | 21037.92 | 21037.92 |
| VXX | 2019-01-11 | 2019-01-14 | $658.72 | $645.60 | Short | 22 | 2.03% | 21326.56 | 21326.56 |
| VXX | 2019-01-22 | 2019-01-23 | $599.52 | $634.88 | Short | 26 | -5.57% | 20407.20 | 20407.20 |
| VXX | 2019-02-06 | 2019-02-07 | $535.04 | $552.80 | Short | 27 | -3.21% | 19927.68 | 19927.68 |
| VXX | 2019-02-08 | 2019-02-11 | $567.04 | $540.32 | Short | 26 | 4.95% | 20622.40 | 20622.40 |
| VXX | 2019-02-19 | 2019-02-20 | $530.72 | $519.36 | Short | 28 | 2.19% | 20940.48 | 20940.48 |
| VXX | 2019-02-22 | 2019-02-25 | $500.00 | $478.40 | Short | 29 | 4.52% | 21566.88 | 21566.88 |
| VXX | 2019-03-04 | 2019-03-05 | $474.24 | $490.08 | Short | 31 | -3.23% | 21075.84 | 21075.84 |
| VXX | 2019-03-18 | 2019-03-19 | $460.96 | $450.56 | Short | 32 | 2.31% | 21408.64 | 21408.64 |
| VXX | 2019-03-20 | 2019-03-21 | $462.88 | $473.44 | Short | 34 | -2.23% | 21049.60 | 21049.60 |
| VXX | 2019-03-29 | 2019-04-01 | $474.24 | $463.52 | Short | 30 | 2.31% | 21371.20 | 21371.20 |
| VXX | 2019-04-03 | 2019-04-04 | $451.20 | $459.20 | Short | 33 | -1.74% | 21107.20 | 21107.20 |
| VXX | 2019-04-08 | 2019-04-09 | $449.12 | $451.84 | Short | 33 | -0.60% | 21017.44 | 21017.44 |
| VXX | 2019-04-12 | 2019-04-15 | $431.20 | $413.92 | Short | 34 | 4.17% | 21604.96 | 21604.96 |
| VXX | 2019-04-16 | 2019-04-17 | $412.00 | $404.48 | Short | 37 | 1.86% | 21883.20 | 21883.20 |
| VXX | 2019-04-18 | 2019-04-22 | $412.80 | $412.00 | Short | 39 | 0.19% | 21914.40 | 21914.40 |
| VXX | 2019-05-06 | 2019-05-07 | $447.36 | $454.56 | Short | 38 | -1.58% | 21640.80 | 21640.80 |
| VXX | 2019-05-15 | 2019-05-16 | $504.00 | $466.08 | Short | 31 | 8.14% | 22816.32 | 22816.32 |
| VXX | 2019-05-17 | 2019-05-20 | $467.84 | $468.96 | Short | 35 | -0.24% | 22777.12 | 22777.12 |
| VXX | 2019-05-22 | 2019-05-23 | $441.60 | $452.00 | Short | 36 | -2.30% | 22402.72 | 22402.72 |
| VXX | 2019-06-07 | 2019-06-10 | $444.32 | $443.36 | Short | 35 | 0.22% | 22436.32 | 22436.32 |
| VXX | 2019-06-17 | 2019-06-18 | $436.64 | $424.64 | Short | 36 | 2.83% | 22868.32 | 22868.32 |
| VXX | 2019-06-19 | 2019-06-20 | $426.40 | $407.36 | Short | 38 | 4.67% | 23591.84 | 23591.84 |
| VXX | 2019-06-24 | 2019-06-25 | $423.20 | $422.40 | Short | 40 | 0.19% | 23623.84 | 23623.84 |
| VXX | 2019-07-05 | 2019-07-08 | $384.16 | $385.92 | Short | 45 | -0.46% | 23544.64 | 23544.64 |
| VXX | 2019-07-26 | 2019-07-29 | $348.64 | $347.04 | Short | 49 | 0.46% | 23623.04 | 23623.04 |
| VXX | 2019-08-12 | 2019-08-13 | $437.60 | $469.60 | Short | 40 | -6.81% | 22343.04 | 22343.04 |
| VXX | 2019-08-19 | 2019-08-20 | $429.60 | $420.16 | Short | 34 | 2.25% | 22664.00 | 22664.00 |
| VXX | 2019-08-21 | 2019-08-22 | $408.48 | $401.44 | Short | 38 | 1.75% | 22931.52 | 22931.52 |
| VXX | 2019-08-30 | 2019-09-03 | $420.80 | $448.00 | Short | 38 | -6.07% | 21897.92 | 21897.92 |
| VXX | 2019-09-04 | 2019-09-05 | $433.44 | $412.64 | Short | 35 | 5.04% | 22625.92 | 22625.92 |
| VXX | 2019-09-06 | 2019-09-09 | $402.24 | $388.32 | Short | 39 | 3.58% | 23168.80 | 23168.80 |
| VXX | 2019-09-11 | 2019-09-12 | $389.92 | $377.12 | Short | 42 | 3.39% | 23706.40 | 23706.40 |
| VXX | 2019-09-13 | 2019-09-16 | $370.56 | $377.60 | Short | 45 | -1.86% | 23389.60 | 23389.60 |
| VXX | 2019-09-20 | 2019-09-23 | $350.72 | $374.08 | Short | 47 | -6.24% | 22291.68 | 22291.68 |
| VXX | 2019-10-09 | 2019-10-10 | $407.20 | $405.12 | Short | 39 | 0.51% | 22372.80 | 22372.80 |
| VXX | 2019-10-11 | 2019-10-14 | $379.20 | $369.60 | Short | 39 | 2.60% | 22747.20 | 22747.20 |
| VXX | 2019-10-16 | 2019-10-17 | $346.56 | $339.36 | Short | 47 | 2.12% | 23085.60 | 23085.60 |
| VXX | 2019-10-18 | 2019-10-21 | $342.08 | $336.00 | Short | 49 | 1.81% | 23383.52 | 23383.52 |
| VXX | 2019-10-25 | 2019-10-28 | $329.12 | $315.36 | Short | 51 | 4.36% | 24085.28 | 24085.28 |
| VXX | 2019-11-04 | 2019-11-05 | $297.76 | $304.00 | Short | 56 | -2.05% | 23735.84 | 23735.84 |
| VXX | 2019-11-06 | 2019-11-07 | $309.12 | $301.28 | Short | 56 | 2.60% | 24174.88 | 24174.88 |
| VXX | 2019-11-13 | 2019-11-14 | $296.80 | $296.48 | Short | 59 | 0.11% | 24193.76 | 24193.76 |
| VXX | 2019-11-15 | 2019-11-18 | $286.40 | $278.56 | Short | 58 | 2.81% | 24648.48 | 24648.48 |
| VXX | 2019-11-20 | 2019-11-21 | $282.08 | $282.24 | Short | 64 | -0.06% | 24638.24 | 24638.24 |
| VXX | 2019-11-26 | 2019-11-27 | $262.40 | $258.48 | Short | 65 | 1.52% | 24893.04 | 24893.04 |
| VXX | 2019-11-29 | 2019-12-02 | $261.60 | $264.32 | Short | 69 | -1.03% | 24705.36 | 24705.36 |
| VXX | 2019-12-09 | 2019-12-10 | $268.80 | $280.00 | Short | 66 | -4.00% | 23966.16 | 23966.16 |
| VXX | 2019-12-11 | 2019-12-12 | $279.04 | $274.88 | Short | 61 | 1.51% | 24219.92 | 24219.92 |
| VXX | 2019-12-13 | 2019-12-16 | $258.08 | $241.12 | Short | 63 | 7.03% | 25288.40 | 25288.40 |
| VXX | 2019-12-20 | 2019-12-23 | $236.96 | $240.00 | Short | 75 | -1.27% | 25060.40 | 25060.40 |
| VXX | 2020-01-03 | 2020-01-06 | $250.72 | $251.84 | Short | 76 | -0.44% | 24975.28 | 24975.28 |
| VXX | 2020-01-08 | 2020-01-09 | $238.56 | $230.08 | Short | 74 | 3.69% | 25602.80 | 25602.80 |
| VXX | 2020-01-10 | 2020-01-13 | $226.56 | $223.36 | Short | 80 | 1.43% | 25858.80 | 25858.80 |
| VXX | 2020-01-15 | 2020-01-16 | $218.56 | $214.72 | Short | 84 | 1.79% | 26181.36 | 26181.36 |
| VXX | 2020-01-17 | 2020-01-21 | $212.64 | $216.00 | Short | 88 | -1.56% | 25885.68 | 25885.68 |
| VXX | 2020-02-05 | 2020-02-06 | $228.64 | $225.28 | Short | 78 | 1.49% | 26147.76 | 26147.76 |
| VXX | 2020-02-07 | 2020-02-10 | $232.00 | $232.16 | Short | 83 | -0.07% | 26134.48 | 26134.48 |
| VXX | 2020-02-12 | 2020-02-13 | $221.76 | $221.44 | Short | 85 | 0.14% | 26161.68 | 26161.68 |
| VXX | 2020-02-14 | 2020-02-18 | $216.96 | $220.48 | Short | 85 | -1.60% | 25862.48 | 25862.48 |
| VXX | 2020-02-19 | 2020-02-20 | $216.16 | $217.76 | Short | 84 | -0.73% | 25728.08 | 25728.08 |
| VXX | 2020-03-23 | 2020-03-24 | $917.92 | $669.76 | Short | 19 | 37.05% | 30443.12 | 30443.12 |
| VXX | 2020-03-25 | 2020-03-26 | $770.88 | $786.40 | Short | 32 | -1.97% | 29946.48 | 29946.48 |
| VXX | 2020-03-27 | 2020-03-30 | $805.44 | $808.32 | Short | 27 | -0.36% | 29868.72 | 29868.72 |
| VXX | 2020-04-03 | 2020-04-06 | $752.00 | $673.76 | Short | 27 | 11.61% | 31981.20 | 31981.20 |
| VXX | 2020-04-07 | 2020-04-08 | $654.56 | $685.44 | Short | 34 | -4.51% | 30931.28 | 30931.28 |
| VXX | 2020-04-09 | 2020-04-13 | $674.08 | $660.80 | Short | 32 | 2.01% | 31356.24 | 31356.24 |
| VXX | 2020-04-15 | 2020-04-16 | $640.00 | $653.44 | Short | 36 | -2.06% | 30872.40 | 30872.40 |
| VXX | 2020-04-17 | 2020-04-20 | $624.96 | $658.72 | Short | 34 | -5.13% | 29724.56 | 29724.56 |
| VXX | 2020-04-27 | 2020-04-28 | $647.36 | $593.60 | Short | 31 | 9.06% | 31391.12 | 31391.12 |
| VXX | 2020-05-08 | 2020-05-11 | $583.36 | $574.24 | Short | 37 | 1.59% | 31728.56 | 31728.56 |
| VXX | 2020-05-13 | 2020-05-14 | $581.44 | $665.12 | Short | 45 | -12.58% | 27962.96 | 27962.96 |
| VXX | 2020-05-20 | 2020-05-21 | $549.76 | $541.12 | Short | 36 | 1.60% | 28274.00 | 28274.00 |
| VXX | 2020-05-22 | 2020-05-26 | $558.40 | $523.68 | Short | 37 | 6.63% | 29558.64 | 29558.64 |
| VXX | 2020-06-03 | 2020-06-04 | $510.08 | $500.64 | Short | 40 | 1.89% | 29936.24 | 29936.24 |
| VXX | 2020-06-08 | 2020-06-09 | $464.32 | $491.04 | Short | 46 | -5.44% | 28707.12 | 28707.12 |
| VXX | 2020-06-19 | 2020-06-22 | $567.04 | $594.40 | Short | 34 | -4.60% | 27776.88 | 27776.88 |
| VXX | 2020-06-24 | 2020-06-25 | $571.20 | $597.28 | Short | 37 | -4.37% | 26811.92 | 26811.92 |
| VXX | 2020-06-26 | 2020-06-29 | $567.20 | $590.08 | Short | 32 | -3.88% | 26079.76 | 26079.76 |
| VXX | 2020-07-06 | 2020-07-07 | $500.32 | $520.80 | Short | 37 | -3.93% | 25322.00 | 25322.00 |
| VXX | 2020-07-20 | 2020-07-21 | $483.52 | $456.00 | Short | 36 | 6.04% | 26312.72 | 26312.72 |
| VXX | 2020-07-22 | 2020-07-23 | $474.40 | $462.40 | Short | 41 | 2.60% | 26804.72 | 26804.72 |
| VXX | 2020-07-31 | 2020-08-03 | $454.72 | $452.96 | Short | 40 | 0.39% | 26875.12 | 26875.12 |
| VXX | 2020-08-05 | 2020-08-06 | $434.88 | $433.76 | Short | 42 | 0.26% | 26922.16 | 26922.16 |
| VXX | 2020-08-07 | 2020-08-10 | $432.96 | $418.24 | Short | 44 | 3.52% | 27569.84 | 27569.84 |
| VXX | 2020-08-14 | 2020-08-17 | $411.68 | $398.24 | Short | 48 | 3.37% | 28214.96 | 28214.96 |
| VXX | 2020-08-21 | 2020-08-24 | $399.04 | $383.20 | Short | 49 | 4.13% | 28991.12 | 28991.12 |
| VXX | 2020-08-26 | 2020-08-27 | $387.84 | $395.04 | Short | 53 | -1.82% | 28609.52 | 28609.52 |
| VXX | 2020-09-11 | 2020-09-14 | $422.24 | $402.72 | Short | 48 | 4.85% | 29546.48 | 29546.48 |
| VXX | 2020-09-30 | 2020-10-01 | $393.76 | $393.76 | Short | 52 | 0.00% | 29546.48 | 29546.48 |
| VXX | 2020-10-05 | 2020-10-06 | $408.48 | $396.16 | Short | 50 | 3.11% | 30162.48 | 30162.48 |
| VXX | 2020-10-09 | 2020-10-12 | $364.96 | $350.40 | Short | 56 | 4.16% | 30977.84 | 30977.84 |
| VXX | 2020-10-26 | 2020-10-27 | $363.20 | $386.69 | Short | 63 | -6.07% | 29498.20 | 29498.20 |
| VXX | 2020-11-06 | 2020-11-09 | $348.80 | $305.28 | Short | 61 | 14.26% | 32152.92 | 32152.92 |
| VXX | 2020-11-30 | 2020-12-01 | $281.12 | $272.16 | Short | 84 | 3.29% | 32905.56 | 32905.56 |
| VXX | 2020-12-09 | 2020-12-10 | $262.56 | $277.44 | Short | 85 | -5.36% | 31640.76 | 31640.76 |
| VXX | 2020-12-21 | 2020-12-22 | $300.48 | $291.68 | Short | 84 | 3.02% | 32379.96 | 32379.96 |
| VXX | 2020-12-29 | 2020-12-30 | $265.28 | $277.59 | Short | 87 | -4.44% | 31308.67 | 31308.67 |
| VXX | 2020-12-31 | 2021-01-04 | $268.48 | $268.32 | Short | 81 | 0.06% | 31321.63 | 31321.63 |
| VXX | 2021-01-11 | 2021-01-12 | $271.20 | $271.20 | Short | 86 | 0.00% | 31321.63 | 31321.63 |
| VXX | 2021-01-13 | 2021-01-14 | $267.84 | $261.60 | Short | 83 | 2.39% | 31839.55 | 31839.55 |
| VXX | 2021-01-25 | 2021-01-26 | $264.80 | $268.16 | Short | 86 | -1.25% | 31550.59 | 31550.59 |
| VXX | 2021-02-03 | 2021-02-04 | $284.64 | $270.08 | Short | 75 | 5.39% | 32642.59 | 32642.59 |
| VXX | 2021-02-05 | 2021-02-08 | $262.72 | $262.08 | Short | 87 | 0.24% | 32698.27 | 32698.27 |
| VXX | 2021-02-10 | 2021-02-11 | $260.64 | $263.36 | Short | 89 | -1.03% | 32456.19 | 32456.19 |
| VXX | 2021-02-17 | 2021-02-18 | $258.56 | $256.32 | Short | 92 | 0.87% | 32662.27 | 32662.27 |
| VXX | 2021-02-22 | 2021-02-23 | $249.60 | $253.12 | Short | 95 | -1.39% | 32327.87 | 32327.87 |
| VXX | 2021-02-24 | 2021-02-25 | $247.68 | $236.80 | Short | 92 | 4.59% | 33328.83 | 33328.83 |
| VXX | 2021-03-05 | 2021-03-08 | $250.40 | $242.40 | Short | 97 | 3.30% | 34104.83 | 34104.83 |
| VXX | 2021-03-12 | 2021-03-15 | $231.68 | $222.56 | Short | 107 | 4.10% | 35080.67 | 35080.67 |
| VXX | 2021-03-22 | 2021-03-23 | $201.92 | $192.48 | Short | 119 | 4.90% | 36204.03 | 36204.03 |
| VXX | 2021-03-26 | 2021-03-29 | $192.16 | $192.16 | Short | 128 | 0.00% | 36204.03 | 36204.03 |
| VXX | 2021-04-05 | 2021-04-06 | $171.36 | $172.16 | Short | 145 | -0.46% | 36088.03 | 36088.03 |
| VXX | 2021-04-09 | 2021-04-12 | $166.72 | $166.24 | Short | 157 | 0.29% | 36163.39 | 36163.39 |
| VXX | 2021-04-19 | 2021-04-20 | $158.24 | $164.80 | Short | 163 | -3.98% | 35094.11 | 35094.11 |
| VXX | 2021-04-21 | 2021-04-22 | $167.20 | $157.28 | Short | 153 | 6.31% | 36611.87 | 36611.87 |
| VXX | 2021-04-26 | 2021-04-27 | $159.08 | $158.36 | Short | 159 | 0.45% | 36726.35 | 36726.35 |
| VXX | 2021-04-30 | 2021-05-03 | $157.64 | $156.80 | Short | 173 | 0.54% | 36871.67 | 36871.67 |
| VXX | 2021-05-07 | 2021-05-10 | $155.68 | $146.72 | Short | 169 | 6.11% | 38385.91 | 38385.91 |
| VXX | 2021-05-19 | 2021-05-20 | $172.44 | $164.72 | Short | 176 | 4.69% | 39744.63 | 39744.63 |
| VXX | 2021-05-24 | 2021-05-25 | $154.68 | $149.88 | Short | 182 | 3.20% | 40618.23 | 40618.23 |
| VXX | 2021-05-26 | 2021-05-27 | $148.56 | $142.00 | Short | 195 | 4.62% | 41897.43 | 41897.43 |
| VXX | 2021-05-28 | 2021-06-01 | $135.28 | $135.40 | Short | 213 | -0.09% | 41871.87 | 41871.87 |
| VXX | 2021-06-09 | 2021-06-10 | $131.24 | $131.16 | Short | 231 | 0.06% | 41890.35 | 41890.35 |
| VXX | 2021-06-11 | 2021-06-14 | $124.24 | $122.92 | Short | 230 | 1.07% | 42193.95 | 42193.95 |
| VXX | 2021-06-25 | 2021-06-28 | $118.24 | $115.92 | Short | 258 | 2.00% | 42792.51 | 42792.51 |
| VXX | 2021-06-30 | 2021-07-01 | $119.96 | $116.60 | Short | 266 | 2.88% | 43686.27 | 43686.27 |
| VXX | 2021-07-26 | 2021-07-27 | $122.76 | $122.04 | Short | 264 | 0.59% | 43876.35 | 43876.35 |
| VXX | 2021-07-28 | 2021-07-29 | $122.16 | $119.40 | Short | 259 | 2.31% | 44591.19 | 44591.19 |
| VXX | 2021-08-09 | 2021-08-10 | $112.92 | $110.52 | Short | 280 | 2.17% | 45263.19 | 45263.19 |
| VXX | 2021-08-11 | 2021-08-12 | $109.24 | $107.84 | Short | 295 | 1.30% | 45676.19 | 45676.19 |
| VXX | 2021-08-16 | 2021-08-17 | $107.72 | $108.68 | Short | 318 | -0.88% | 45370.91 | 45370.91 |
| VXX | 2021-08-25 | 2021-08-26 | $106.48 | $106.00 | Short | 307 | 0.45% | 45518.27 | 45518.27 |
| VXX | 2021-08-27 | 2021-08-30 | $107.36 | $102.16 | Short | 310 | 5.09% | 47130.27 | 47130.27 |
| VXX | 2021-09-03 | 2021-09-07 | $100.80 | $100.48 | Short | 346 | 0.32% | 47240.99 | 47240.99 |
| VXX | 2021-09-08 | 2021-09-09 | $104.16 | $102.88 | Short | 339 | 1.24% | 47674.91 | 47674.91 |
| VXX | 2021-09-17 | 2021-09-20 | $101.20 | $115.68 | Short | 336 | -12.52% | 42809.63 | 42809.63 |
| VXX | 2021-09-24 | 2021-09-27 | $103.92 | $98.96 | Short | 295 | 5.01% | 44272.83 | 44272.83 |
| VXX | 2021-10-08 | 2021-10-11 | $99.80 | $100.00 | Short | 310 | -0.20% | 44210.83 | 44210.83 |
| VXX | 2021-10-18 | 2021-10-19 | $92.60 | $88.88 | Short | 353 | 4.19% | 45523.99 | 45523.99 |
| VXX | 2021-10-20 | 2021-10-21 | $88.80 | $88.36 | Short | 370 | 0.50% | 45686.79 | 45686.79 |
| VXX | 2021-10-25 | 2021-10-26 | $86.00 | $83.32 | Short | 387 | 3.22% | 46723.95 | 46723.95 |
| VXX | 2021-10-27 | 2021-10-28 | $85.52 | $86.28 | Short | 405 | -0.88% | 46416.15 | 46416.15 |
| VXX | 2021-10-29 | 2021-11-01 | $87.20 | $84.96 | Short | 388 | 2.64% | 47285.27 | 47285.27 |
| VXX | 2021-11-03 | 2021-11-04 | $82.36 | $78.40 | Short | 405 | 5.05% | 48889.07 | 48889.07 |
| VXX | 2021-11-05 | 2021-11-08 | $79.60 | $82.04 | Short | 450 | -2.97% | 47791.07 | 47791.07 |
| VXX | 2021-11-19 | 2021-11-22 | $83.24 | $82.04 | Short | 425 | 1.46% | 48301.07 | 48301.07 |
| VXX | 2021-12-03 | 2021-12-06 | $102.00 | $107.88 | Short | 329 | -5.45% | 46366.55 | 46366.55 |
| VXX | 2021-12-08 | 2021-12-09 | $90.80 | $86.36 | Short | 344 | 5.14% | 47893.91 | 47893.91 |
| VXX | 2021-12-10 | 2021-12-13 | $84.56 | $83.92 | Short | 400 | 0.76% | 48149.91 | 48149.91 |
| VXX | 2021-12-27 | 2021-12-28 | $80.08 | $78.36 | Short | 430 | 2.19% | 48889.51 | 48889.51 |
| VXX | 2021-12-29 | 2021-12-30 | $76.72 | $74.44 | Short | 450 | 3.06% | 49915.51 | 49915.51 |
| VXX | 2021-12-31 | 2022-01-03 | $74.60 | $73.12 | Short | 484 | 2.02% | 50631.83 | 50631.83 |
| VXX | 2022-01-18 | 2022-01-19 | $77.00 | $77.88 | Short | 472 | -1.13% | 50216.47 | 50216.47 |
| VXX | 2022-01-31 | 2022-02-01 | $92.84 | $84.04 | Short | 378 | 10.47% | 53542.87 | 53542.87 |
| VXX | 2022-02-04 | 2022-02-07 | $86.08 | $82.00 | Short | 468 | 4.98% | 55452.31 | 55452.31 |
| VXX | 2022-02-22 | 2022-02-23 | $95.16 | $90.92 | Short | 432 | 4.66% | 57283.99 | 57283.99 |
| VXX | 2022-03-02 | 2022-03-03 | $105.24 | $98.72 | Short | 419 | 6.60% | 60015.87 | 60015.87 |
| VXX | 2022-03-11 | 2022-03-14 | $100.12 | $104.84 | Short | 395 | -4.50% | 58151.47 | 58151.47 |
| VXX | 2022-03-16 | 2022-03-17 | $118.16 | $105.60 | Short | 340 | 11.89% | 62421.87 | 62421.87 |
| VXX | 2022-03-23 | 2022-03-24 | $103.60 | $100.08 | Short | 441 | 3.52% | 63974.19 | 63974.19 |
| VXX | 2022-04-04 | 2022-04-05 | $100.04 | $98.40 | Short | 451 | 1.67% | 64713.83 | 64713.83 |
| VXX | 2022-04-06 | 2022-04-07 | $104.04 | $98.72 | Short | 475 | 5.39% | 67240.83 | 67240.83 |
| VXX | 2022-04-08 | 2022-04-11 | $97.40 | $101.52 | Short | 492 | -4.06% | 65213.79 | 65213.79 |
| VXX | 2022-04-20 | 2022-04-21 | $97.44 | $96.80 | Short | 469 | 0.66% | 65513.95 | 65513.95 |
| VXX | 2022-05-04 | 2022-05-05 | $106.32 | $100.24 | Short | 436 | 6.07% | 68164.83 | 68164.83 |
| VXX | 2022-05-06 | 2022-05-09 | $109.60 | $113.32 | Short | 491 | -3.28% | 66338.31 | 66338.31 |
| VXX | 2022-05-20 | 2022-05-23 | $99.60 | $99.24 | Short | 455 | 0.36% | 66502.11 | 66502.11 |
| VXX | 2022-05-25 | 2022-05-26 | $97.60 | $93.56 | Short | 492 | 4.32% | 68489.79 | 68489.79 |
| VXX | 2022-05-31 | 2022-06-01 | $91.20 | $88.60 | Short | 544 | 2.93% | 69904.19 | 69904.19 |
| VXX | 2022-06-03 | 2022-06-06 | $88.64 | $86.44 | Short | 563 | 2.55% | 71142.79 | 71142.79 |
| VXX | 2022-06-08 | 2022-06-09 | $87.00 | $87.00 | Short | 583 | 0.00% | 71142.79 | 71142.79 |
| VXX | 2022-06-22 | 2022-06-23 | $99.40 | $93.68 | Short | 538 | 6.11% | 74220.15 | 74220.15 |
| VXX | 2022-06-24 | 2022-06-27 | $92.36 | $91.56 | Short | 572 | 0.87% | 74677.75 | 74677.75 |
| VXX | 2022-07-08 | 2022-07-11 | $89.20 | $88.92 | Short | 609 | 0.31% | 74848.27 | 74848.27 |
| VXX | 2022-07-18 | 2022-07-19 | $84.96 | $85.92 | Short | 615 | -1.12% | 74257.87 | 74257.87 |
| VXX | 2022-07-20 | 2022-07-21 | $86.96 | $86.32 | Short | 624 | 0.74% | 74657.23 | 74657.23 |
| VXX | 2022-07-25 | 2022-07-26 | $80.24 | $85.76 | Short | 638 | -6.44% | 71135.47 | 71135.47 |
| VXX | 2022-07-29 | 2022-08-01 | $83.76 | $85.92 | Short | 607 | -2.51% | 69824.35 | 69824.35 |
| VXX | 2022-08-10 | 2022-08-11 | $86.20 | $85.76 | Short | 565 | 0.51% | 70072.95 | 70072.95 |
| VXX | 2022-08-22 | 2022-08-23 | $86.48 | $84.48 | Short | 592 | 2.37% | 71256.95 | 71256.95 |
| VXX | 2022-08-26 | 2022-08-29 | $78.00 | $81.12 | Short | 659 | -3.85% | 69200.87 | 69200.87 |
| VXX | 2022-08-31 | 2022-09-01 | $77.40 | $76.48 | Short | 634 | 1.20% | 69784.15 | 69784.15 |
| VXX | 2022-09-02 | 2022-09-06 | $76.80 | $75.28 | Short | 659 | 2.02% | 70785.83 | 70785.83 |
| VXX | 2022-09-09 | 2022-09-12 | $73.00 | $73.00 | Short | 685 | 0.00% | 70785.83 | 70785.83 |
| VXX | 2022-09-21 | 2022-09-22 | $72.76 | $74.80 | Short | 705 | -2.73% | 69347.63 | 69347.63 |
| VXX | 2022-10-05 | 2022-10-06 | $78.96 | $77.72 | Short | 646 | 1.60% | 70148.67 | 70148.67 |
| VXX | 2022-10-07 | 2022-10-10 | $81.40 | $84.24 | Short | 652 | -3.37% | 68296.99 | 68296.99 |
| VXX | 2022-10-21 | 2022-10-24 | $80.92 | $80.12 | Short | 602 | 1.00% | 68778.59 | 68778.59 |
| VXX | 2022-10-26 | 2022-10-27 | $77.24 | $74.56 | Short | 622 | 3.59% | 70445.55 | 70445.55 |
| VXX | 2022-10-31 | 2022-11-01 | $72.28 | $69.96 | Short | 692 | 3.32% | 72050.99 | 72050.99 |
| VXX | 2022-11-02 | 2022-11-03 | $70.44 | $72.64 | Short | 744 | -3.03% | 70414.19 | 70414.19 |
| VXX | 2022-11-09 | 2022-11-10 | $70.80 | $68.72 | Short | 747 | 3.03% | 71967.95 | 71967.95 |
| VXX | 2022-11-16 | 2022-11-17 | $67.88 | $68.56 | Short | 784 | -0.99% | 71434.83 | 71434.83 |
| VXX | 2022-11-18 | 2022-11-21 | $65.80 | $65.76 | Short | 752 | 0.06% | 71464.91 | 71464.91 |
| VXX | 2022-11-25 | 2022-11-28 | $60.76 | $61.88 | Short | 834 | -1.81% | 70530.83 | 70530.83 |
| VXX | 2022-12-05 | 2022-12-06 | $58.28 | $58.36 | Short | 852 | -0.14% | 70462.67 | 70462.67 |
| VXX | 2022-12-07 | 2022-12-08 | $60.72 | $61.08 | Short | 872 | -0.59% | 70148.75 | 70148.75 |
| VXX | 2022-12-14 | 2022-12-15 | $58.20 | $57.40 | Short | 882 | 1.39% | 70854.35 | 70854.35 |
| VXX | 2022-12-16 | 2022-12-19 | $61.16 | $59.76 | Short | 891 | 2.34% | 72101.75 | 72101.75 |
| VXX | 2022-12-23 | 2022-12-27 | $59.00 | $57.44 | Short | 924 | 2.72% | 73543.19 | 73543.19 |
| VXX | 2022-12-30 | 2023-01-03 | $57.20 | $56.00 | Short | 942 | 2.14% | 74673.59 | 74673.59 |
| VXX | 2023-01-04 | 2023-01-05 | $55.52 | $55.00 | Short | 963 | 0.95% | 75174.35 | 75174.35 |
| VXX | 2023-01-06 | 2023-01-09 | $53.84 | $53.28 | Short | 987 | 1.05% | 75727.07 | 75727.07 |
| VXX | 2023-01-11 | 2023-01-12 | $51.28 | $50.88 | Short | 1009 | 0.79% | 76130.67 | 76130.67 |
| VXX | 2023-01-13 | 2023-01-17 | $49.68 | $48.84 | Short | 1081 | 1.72% | 77038.71 | 77038.71 |
| VXX | 2023-01-18 | 2023-01-19 | $48.00 | $51.52 | Short | 1139 | -6.83% | 73029.43 | 73029.43 |
| VXX | 2023-01-25 | 2023-01-26 | $47.96 | $45.96 | Short | 1086 | 4.35% | 75201.43 | 75201.43 |
| VXX | 2023-01-27 | 2023-01-30 | $46.00 | $46.28 | Short | 1182 | -0.61% | 74870.47 | 74870.47 |
| VXX | 2023-02-06 | 2023-02-07 | $45.88 | $46.76 | Short | 1171 | -1.88% | 73839.99 | 73839.99 |
| VXX | 2023-02-17 | 2023-02-21 | $47.48 | $48.96 | Short | 1170 | -3.02% | 72108.39 | 72108.39 |
| VXX | 2023-03-06 | 2023-03-07 | $43.16 | $42.90 | Short | 1173 | 0.61% | 72413.37 | 72413.37 |
| VXX | 2023-03-20 | 2023-03-21 | $56.01 | $50.74 | Short | 1006 | 10.39% | 77714.99 | 77714.99 |
| VXX | 2023-03-22 | 2023-03-23 | $48.47 | $48.93 | Short | 1106 | -0.94% | 77206.23 | 77206.23 |
| VXX | 2023-03-27 | 2023-03-28 | $48.65 | $47.69 | Short | 1047 | 2.01% | 78211.35 | 78211.35 |
| VXX | 2023-03-29 | 2023-03-30 | $45.54 | $44.83 | Short | 1184 | 1.58% | 79051.99 | 79051.99 |
| VXX | 2023-03-31 | 2023-04-03 | $44.89 | $44.90 | Short | 1274 | -0.02% | 79039.25 | 79039.25 |
| VXX | 2023-04-10 | 2023-04-11 | $43.70 | $42.63 | Short | 1279 | 2.51% | 80407.78 | 80407.78 |
| VXX | 2023-04-17 | 2023-04-18 | $40.50 | $39.33 | Short | 1397 | 2.97% | 82042.27 | 82042.27 |
| VXX | 2023-04-19 | 2023-04-20 | $39.49 | $39.95 | Short | 1507 | -1.15% | 81349.05 | 81349.05 |
| VXX | 2023-05-03 | 2023-05-04 | $39.25 | $40.96 | Short | 1551 | -4.17% | 78696.84 | 78696.84 |
| VXX | 2023-05-10 | 2023-05-11 | $37.75 | $38.29 | Short | 1466 | -1.41% | 77905.20 | 77905.20 |
| VXX | 2023-05-15 | 2023-05-16 | $37.14 | $36.83 | Short | 1519 | 0.84% | 78376.09 | 78376.09 |
| VXX | 2023-05-19 | 2023-05-22 | $34.63 | $35.85 | Short | 1562 | -3.40% | 76470.45 | 76470.45 |
| VXX | 2023-05-24 | 2023-05-25 | $37.44 | $36.91 | Short | 1522 | 1.44% | 77277.11 | 77277.11 |
| VXX | 2023-05-31 | 2023-06-01 | $34.94 | $33.92 | Short | 1624 | 3.01% | 78933.59 | 78933.59 |
| VXX | 2023-06-02 | 2023-06-05 | $31.68 | $31.22 | Short | 1681 | 1.47% | 79706.85 | 79706.85 |
| VXX | 2023-06-07 | 2023-06-08 | $28.95 | $29.00 | Short | 1891 | -0.17% | 79612.30 | 79612.30 |
| VXX | 2023-06-09 | 2023-06-12 | $28.13 | $28.47 | Short | 1983 | -1.19% | 78938.08 | 78938.08 |
| VXX | 2023-06-21 | 2023-06-22 | $27.04 | $27.08 | Short | 2072 | -0.15% | 78855.20 | 78855.20 |
| VXX | 2023-06-26 | 2023-06-27 | $26.51 | $26.20 | Short | 2127 | 1.18% | 79514.57 | 79514.57 |
| VXX | 2023-06-28 | 2023-06-29 | $25.56 | $24.95 | Short | 2192 | 2.44% | 80851.69 | 80851.69 |
| VXX | 2023-06-30 | 2023-07-03 | $24.98 | $24.91 | Short | 2341 | 0.28% | 81015.56 | 81015.56 |
| VXX | 2023-07-05 | 2023-07-06 | $25.26 | $26.26 | Short | 2349 | -3.81% | 78666.56 | 78666.56 |
| VXX | 2023-07-14 | 2023-07-17 | $24.22 | $24.00 | Short | 2405 | 0.92% | 79195.66 | 79195.66 |
| VXX | 2023-07-26 | 2023-07-27 | $23.57 | $22.25 | Short | 2457 | 5.93% | 82438.90 | 82438.90 |
| VXX | 2023-07-31 | 2023-08-01 | $22.78 | $23.22 | Short | 2598 | -1.89% | 81295.78 | 81295.78 |
| VXX | 2023-08-11 | 2023-08-14 | $25.26 | $24.22 | Short | 2455 | 4.29% | 83848.98 | 83848.98 |
| VXX | 2023-08-16 | 2023-08-17 | $24.79 | $24.90 | Short | 2539 | -0.44% | 83569.69 | 83569.69 |
| VXX | 2023-08-25 | 2023-08-28 | $24.99 | $23.73 | Short | 2518 | 5.31% | 86742.37 | 86742.37 |
| VXX | 2023-09-05 | 2023-09-06 | $21.30 | $21.42 | Short | 2960 | -0.56% | 86387.17 | 86387.17 |
| VXX | 2023-09-18 | 2023-09-19 | $20.94 | $20.53 | Short | 3114 | 2.00% | 87663.91 | 87663.91 |
| VXX | 2023-10-11 | 2023-10-12 | $22.25 | $21.88 | Short | 2744 | 1.69% | 88679.19 | 88679.19 |
| VXX | 2023-10-25 | 2023-10-26 | $24.51 | $26.04 | Short | 2571 | -5.88% | 84745.56 | 84745.56 |
| VXX | 2023-10-27 | 2023-10-30 | $25.71 | $26.04 | Short | 2351 | -1.27% | 83969.73 | 83969.73 |
| VXX | 2023-11-03 | 2023-11-06 | $21.32 | $20.92 | Short | 2763 | 1.94% | 85088.75 | 85088.75 |
| VXX | 2023-11-08 | 2023-11-09 | $20.14 | $19.78 | Short | 3007 | 1.82% | 86171.27 | 86171.27 |
| VXX | 2023-11-20 | 2023-11-21 | $18.45 | $18.49 | Short | 3318 | -0.22% | 86038.55 | 86038.55 |
| VXX | 2023-11-24 | 2023-11-27 | $18.01 | $17.58 | Short | 3486 | 2.45% | 87537.53 | 87537.53 |
| VXX | 2023-12-04 | 2023-12-05 | $17.52 | $17.35 | Short | 3677 | 0.98% | 88162.62 | 88162.62 |
| VXX | 2023-12-06 | 2023-12-07 | $16.98 | $17.16 | Short | 3671 | -1.05% | 87501.84 | 87501.84 |
| VXX | 2023-12-11 | 2023-12-12 | $16.69 | $16.14 | Short | 3697 | 3.41% | 89535.19 | 89535.19 |
| VXX | 2023-12-13 | 2023-12-14 | $15.80 | $15.52 | Short | 4008 | 1.80% | 90657.43 | 90657.43 |
| VXX | 2023-12-15 | 2023-12-18 | $15.71 | $16.12 | Short | 4220 | -2.54% | 88927.23 | 88927.23 |
| VXX | 2023-12-29 | 2024-01-02 | $15.49 | $15.95 | Short | 4155 | -2.88% | 87015.93 | 87015.93 |
| VXX | 2024-01-03 | 2024-01-04 | $15.81 | $16.12 | Short | 3941 | -1.89% | 85813.92 | 85813.92 |
| VXX | 2024-01-10 | 2024-01-11 | $14.74 | $14.47 | Short | 4044 | 1.87% | 86905.80 | 86905.80 |
| VXX | 2024-01-16 | 2024-01-17 | $15.20 | $15.82 | Short | 4315 | -3.92% | 84230.50 | 84230.50 |
| VXX | 2024-01-26 | 2024-01-29 | $14.61 | $14.54 | Short | 4220 | 0.48% | 84525.90 | 84525.90 |
| VXX | 2024-02-07 | 2024-02-08 | $13.92 | $13.96 | Short | 4279 | -0.29% | 84354.74 | 84354.74 |
| VXX | 2024-02-09 | 2024-02-12 | $13.86 | $13.93 | Short | 4365 | -0.50% | 84049.19 | 84049.19 |
| VXX | 2024-02-21 | 2024-02-22 | $14.95 | $14.18 | Short | 4153 | 5.40% | 87232.05 | 87232.05 |
| VXX | 2024-02-23 | 2024-02-26 | $14.22 | $13.81 | Short | 4444 | 2.96% | 89049.65 | 89049.65 |
| VXX | 2024-03-04 | 2024-03-05 | $13.54 | $13.70 | Short | 4790 | -1.17% | 88283.25 | 88283.25 |
| VXX | 2024-03-13 | 2024-03-14 | $13.57 | $13.47 | Short | 4562 | 0.74% | 88739.45 | 88739.45 |
| VXX | 2024-03-15 | 2024-03-18 | $14.12 | $13.97 | Short | 4759 | 1.09% | 89464.24 | 89464.24 |
| VXX | 2024-03-22 | 2024-03-25 | $13.13 | $13.14 | Short | 4968 | -0.08% | 89414.56 | 89414.56 |
Signals
| Strategy | Size | Ticker | Date | State | Type | Profit | TimeFrame |
|---|---|---|---|---|---|---|---|
| SplineVXX | 0.00 | Out | EndOfDay |