Strategy - SplineVXX


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 default
NoOfTrades 378.00
NoOfWins 249.00
NoOfLosses 129.00
SharpRatio 1.37
SortinoRatio 1.81
GrossProfit $55424.84
FirstDate 2016-01-25
LastDate 2023-11-28
FirstEquity $10000.00
FinalEquity $65424.84
OpenEquity $0.00
LongEquity $0.00
ShortEquity $55424.84
PercentWins 65.87%
AveWin 2.83%
AveLoss -2.74%
AveWinLoss 1.03
Expectancy 0.93%
AveDrawUp 45.51%
AveDrawDown -11.43%
MaxDrawDown -25.20%
Kelly 32.87%
Thorpe 122.86
Rachev 0.66
APR 27.07%
CalmarRatio 2.37

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
VXX 2016-01-25 2016-01-26 $6480.64 $6622.72 Short 1.0 -2.15% 9857.92 9857.92
VXX 2016-01-27 2016-01-28 $6476.80 $6443.52 Short 1.0 0.52% 9891.20 9891.20
VXX 2016-02-03 2016-02-04 $6400.00 $6510.08 Short 1.0 -1.69% 9781.12 9781.12
VXX 2016-02-19 2016-02-22 $6799.36 $6325.76 Short 1.0 7.49% 10254.72 10254.72
VXX 2016-02-24 2016-02-25 $6714.88 $6353.92 Short 1.0 5.68% 10615.68 10615.68
VXX 2016-03-02 2016-03-03 $5834.24 $5744.64 Short 1.0 1.56% 10705.28 10705.28
VXX 2016-03-04 2016-03-07 $5440.00 $5703.68 Short 1.0 -4.62% 10441.60 10441.60
VXX 2016-03-14 2016-03-15 $5386.24 $5424.64 Short 1.0 -0.71% 10403.20 10403.20
VXX 2016-03-16 2016-03-17 $5409.28 $5144.32 Short 1.0 5.15% 10668.16 10668.16
VXX 2016-03-18 2016-03-21 $4922.88 $4948.48 Short 1.0 -0.52% 10642.56 10642.56
VXX 2016-03-23 2016-03-24 $4794.88 $5143.04 Short 1.0 -6.77% 10294.40 10294.40
VXX 2016-03-28 2016-03-29 $4894.72 $4889.60 Short 1.0 0.10% 10299.52 10299.52
VXX 2016-04-04 2016-04-05 $4375.04 $4672.00 Short 1.0 -6.36% 10002.56 10002.56
VXX 2016-04-18 2016-04-19 $4385.28 $4047.36 Short 1.0 8.35% 10340.48 10340.48
VXX 2016-04-20 2016-04-21 $4044.80 $4170.24 Short 1.0 -3.01% 10215.04 10215.04
VXX 2016-04-29 2016-05-02 $4221.44 $4218.88 Short 1.0 0.06% 10217.60 10217.60
VXX 2016-05-11 2016-05-12 $3806.72 $3879.68 Short 1.0 -1.88% 10144.64 10144.64
VXX 2016-05-16 2016-05-17 $3988.48 $3860.48 Short 1.0 3.32% 10272.64 10272.64
VXX 2016-05-25 2016-05-26 $3623.68 $3607.04 Short 1.0 0.46% 10289.28 10289.28
VXX 2016-05-27 2016-05-31 $3545.60 $3427.84 Short 2.0 3.44% 10524.80 10524.80
VXX 2016-06-03 2016-06-06 $3409.92 $3315.20 Short 2.0 2.86% 10714.24 10714.24
VXX 2016-06-08 2016-06-09 $3292.16 $3381.76 Short 2.0 -2.65% 10535.04 10535.04
VXX 2016-06-22 2016-06-23 $3729.92 $3648.00 Short 2.0 2.25% 10698.88 10698.88
VXX 2016-06-24 2016-06-27 $4160.00 $4326.40 Short 2.0 -3.85% 10366.08 10366.08
VXX 2016-07-05 2016-07-06 $3486.72 $3543.04 Short 2.0 -1.59% 10253.44 10253.44
VXX 2016-07-08 2016-07-11 $3228.16 $3074.56 Short 2.0 5.00% 10560.64 10560.64
VXX 2016-07-18 2016-07-19 $3000.32 $2936.32 Short 2.0 2.18% 10688.64 10688.64
VXX 2016-07-25 2016-07-26 $2841.60 $2844.16 Short 2.0 -0.09% 10683.52 10683.52
VXX 2016-07-29 2016-08-01 $2700.80 $2588.16 Short 2.0 4.35% 10908.80 10908.80
VXX 2016-08-05 2016-08-08 $2460.16 $2406.40 Short 3.0 2.23% 11070.08 11070.08
VXX 2016-08-10 2016-08-11 $2329.60 $2370.24 Short 3.0 -1.71% 10948.16 10948.16
VXX 2016-08-12 2016-08-15 $2387.20 $2338.56 Short 3.0 2.08% 11094.08 11094.08
VXX 2016-08-22 2016-08-23 $2328.32 $2304.64 Short 3.0 1.03% 11165.12 11165.12
VXX 2016-08-31 2016-09-01 $2314.88 $2307.20 Short 3.0 0.33% 11188.16 11188.16
VXX 2016-09-06 2016-09-07 $2206.08 $2168.32 Short 3.0 1.74% 11301.44 11301.44
VXX 2016-09-09 2016-09-12 $2229.76 $2514.56 Short 3.0 -11.33% 10447.04 10447.04
VXX 2016-09-21 2016-09-22 $2373.12 $2159.36 Short 3.0 9.90% 11088.32 11088.32
VXX 2016-09-26 2016-09-27 $2242.56 $2278.40 Short 3.0 -1.57% 10980.80 10980.80
VXX 2016-09-28 2016-09-29 $2144.64 $2144.64 Short 3.0 0.00% 10980.80 10980.80
VXX 2016-10-07 2016-10-10 $2114.56 $2103.04 Short 3.0 0.55% 11015.36 11015.36
VXX 2016-10-21 2016-10-24 $2076.80 $1976.32 Short 3.0 5.08% 11316.80 11316.80
VXX 2016-10-26 2016-10-27 $2012.80 $1985.28 Short 4.0 1.39% 11426.88 11426.88
VXX 2016-11-09 2016-11-10 $2174.08 $1949.44 Short 3.0 11.52% 12100.80 12100.80
VXX 2016-11-11 2016-11-14 $2091.52 $2022.40 Short 4.0 3.42% 12377.28 12377.28
VXX 2016-11-21 2016-11-22 $1838.08 $1776.64 Short 4.0 3.46% 12623.04 12623.04
VXX 2016-11-28 2016-11-29 $1801.60 $1797.76 Short 5.0 0.21% 12642.24 12642.24
VXX 2016-12-09 2016-12-12 $1696.00 $1664.00 Short 5.0 1.92% 12802.24 12802.24
VXX 2016-12-19 2016-12-20 $1621.12 $1566.72 Short 5.0 3.47% 13074.24 13074.24
VXX 2016-12-21 2016-12-22 $1541.76 $1525.76 Short 6.0 1.05% 13170.24 13170.24
VXX 2016-12-27 2016-12-28 $1543.04 $1516.80 Short 6.0 1.73% 13327.68 13327.68
VXX 2017-01-09 2017-01-10 $1420.80 $1395.20 Short 6.0 1.83% 13481.28 13481.28
VXX 2017-01-11 2017-01-12 $1402.24 $1381.76 Short 6.0 1.48% 13604.16 13604.16
VXX 2017-01-17 2017-01-18 $1392.00 $1358.72 Short 7.0 2.45% 13837.12 13837.12
VXX 2017-01-23 2017-01-24 $1325.44 $1296.64 Short 7.0 2.22% 14038.72 14038.72
VXX 2017-01-25 2017-01-26 $1232.00 $1225.60 Short 7.0 0.52% 14083.52 14083.52
VXX 2017-01-27 2017-01-30 $1223.04 $1238.40 Short 8.0 -1.24% 13960.64 13960.64
VXX 2017-02-06 2017-02-07 $1217.92 $1202.56 Short 8.0 1.28% 14083.52 14083.52
VXX 2017-02-08 2017-02-09 $1219.20 $1204.48 Short 8.0 1.22% 14201.28 14201.28
VXX 2017-02-13 2017-02-14 $1144.96 $1127.04 Short 8.0 1.59% 14344.64 14344.64
VXX 2017-02-15 2017-02-16 $1079.68 $1114.24 Short 9.0 -3.10% 14033.60 14033.60
VXX 2017-02-17 2017-02-21 $1147.52 $1107.20 Short 9.0 3.64% 14396.48 14396.48
VXX 2017-03-06 2017-03-07 $1120.00 $1102.08 Short 9.0 1.63% 14557.76 14557.76
VXX 2017-03-10 2017-03-13 $1093.12 $1083.52 Short 9.0 0.89% 14644.16 14644.16
VXX 2017-03-20 2017-03-21 $1010.56 $993.28 Short 10.0 1.74% 14816.96 14816.96
VXX 2017-03-22 2017-03-23 $1061.12 $1065.60 Short 10.0 -0.42% 14772.16 14772.16
VXX 2017-03-29 2017-03-30 $989.44 $990.72 Short 10.0 -0.13% 14759.36 14759.36
VXX 2017-03-31 2017-04-03 $994.56 $1011.84 Short 10.0 -1.71% 14586.56 14586.56
VXX 2017-04-19 2017-04-20 $1084.80 $1111.68 Short 9.0 -2.42% 14344.64 14344.64
VXX 2017-04-24 2017-04-25 $1013.12 $969.60 Short 9.0 4.49% 14736.32 14736.32
VXX 2017-04-26 2017-04-27 $964.48 $960.64 Short 10.0 0.40% 14774.72 14774.72
VXX 2017-04-28 2017-05-01 $962.56 $951.04 Short 11.0 1.21% 14901.44 14901.44
VXX 2017-05-05 2017-05-08 $919.68 $912.64 Short 11.0 0.77% 14978.88 14978.88
VXX 2017-05-10 2017-05-11 $905.60 $914.56 Short 12.0 -0.98% 14871.36 14871.36
VXX 2017-05-12 2017-05-15 $906.24 $891.52 Short 11.0 1.65% 15033.28 15033.28
VXX 2017-05-26 2017-05-30 $882.56 $874.24 Short 12.0 0.95% 15133.12 15133.12
VXX 2017-06-05 2017-06-06 $849.92 $858.24 Short 12.0 -0.97% 15033.28 15033.28
VXX 2017-06-19 2017-06-20 $816.00 $813.44 Short 13.0 0.31% 15066.56 15066.56
VXX 2017-06-21 2017-06-22 $812.16 $816.64 Short 13.0 -0.55% 15008.32 15008.32
VXX 2017-06-28 2017-06-29 $797.44 $789.76 Short 13.0 0.97% 15108.16 15108.16
VXX 2017-07-12 2017-07-13 $801.28 $791.04 Short 13.0 1.29% 15241.28 15241.28
VXX 2017-07-14 2017-07-17 $782.72 $754.56 Short 13.0 3.73% 15607.36 15607.36
VXX 2017-07-21 2017-07-24 $728.96 $716.16 Short 15.0 1.79% 15799.36 15799.36
VXX 2017-07-26 2017-07-27 $704.00 $703.36 Short 16.0 0.09% 15809.60 15809.60
VXX 2017-08-04 2017-08-07 $717.44 $716.80 Short 16.0 0.09% 15819.84 15819.84
VXX 2017-08-18 2017-08-21 $849.28 $844.80 Short 14.0 0.53% 15882.56 15882.56
VXX 2017-08-25 2017-08-28 $770.88 $753.28 Short 15.0 2.34% 16146.56 16146.56
VXX 2017-09-05 2017-09-06 $765.92 $762.40 Short 15.0 0.46% 16199.36 16199.36
VXX 2017-09-18 2017-09-19 $676.00 $655.20 Short 16.0 3.17% 16532.16 16532.16
VXX 2017-09-20 2017-09-21 $658.56 $653.92 Short 18.0 0.71% 16615.68 16615.68
VXX 2017-09-29 2017-10-02 $638.40 $623.36 Short 18.0 2.41% 16886.40 16886.40
VXX 2017-10-04 2017-10-05 $613.76 $609.12 Short 20.0 0.76% 16979.20 16979.20
VXX 2017-10-09 2017-10-10 $591.20 $595.36 Short 20.0 -0.70% 16896.00 16896.00
VXX 2017-10-11 2017-10-12 $590.40 $580.80 Short 20.0 1.65% 17088.00 17088.00
VXX 2017-10-16 2017-10-17 $560.48 $556.96 Short 21.0 0.63% 17161.92 17161.92
VXX 2017-10-18 2017-10-19 $554.24 $573.12 Short 22.0 -3.29% 16746.56 16746.56
VXX 2017-10-20 2017-10-23 $541.44 $537.12 Short 21.0 0.80% 16837.28 16837.28
VXX 2017-11-03 2017-11-06 $536.80 $537.28 Short 22.0 -0.09% 16826.72 16826.72
VXX 2017-11-22 2017-11-24 $509.12 $505.92 Short 23.0 0.63% 16900.32 16900.32
VXX 2017-11-27 2017-11-28 $507.84 $501.28 Short 24.0 1.31% 17057.76 17057.76
VXX 2017-12-08 2017-12-11 $493.28 $471.68 Short 23.0 4.58% 17554.56 17554.56
VXX 2017-12-18 2017-12-19 $444.64 $443.20 Short 27.0 0.32% 17593.44 17593.44
VXX 2017-12-20 2017-12-21 $438.40 $442.88 Short 28.0 -1.01% 17468.00 17468.00
VXX 2018-01-05 2018-01-08 $420.16 $419.84 Short 30.0 0.08% 17477.60 17477.60
VXX 2018-02-20 2018-02-21 $695.20 $691.84 Short 18.0 0.49% 17538.08 17538.08
VXX 2018-02-28 2018-03-01 $658.24 $708.00 Short 20.0 -7.03% 16542.88 16542.88
VXX 2018-03-09 2018-03-12 $654.08 $624.00 Short 17.0 4.82% 17054.24 17054.24
VXX 2018-04-02 2018-04-03 $778.88 $808.64 Short 15.0 -3.68% 16607.84 16607.84
VXX 2018-04-04 2018-04-05 $852.16 $768.16 Short 14.0 10.94% 17783.84 17783.84
VXX 2018-04-09 2018-04-10 $784.16 $773.76 Short 16.0 1.34% 17950.24 17950.24
VXX 2018-04-13 2018-04-16 $734.08 $708.32 Short 16.0 3.64% 18362.40 18362.40
VXX 2018-04-20 2018-04-23 $657.28 $669.92 Short 19.0 -1.89% 18122.24 18122.24
VXX 2018-04-30 2018-05-01 $656.96 $671.04 Short 19.0 -2.10% 17854.72 17854.72
VXX 2018-05-02 2018-05-03 $652.48 $664.00 Short 19.0 -1.73% 17635.84 17635.84
VXX 2018-05-04 2018-05-07 $672.32 $639.36 Short 19.0 5.16% 18262.08 18262.08
VXX 2018-05-09 2018-05-10 $631.04 $606.40 Short 20.0 4.06% 18754.88 18754.88
VXX 2018-05-11 2018-05-14 $583.68 $566.88 Short 22.0 2.96% 19124.48 19124.48
VXX 2018-05-16 2018-05-17 $585.28 $570.40 Short 23.0 2.61% 19466.72 19466.72
VXX 2018-05-23 2018-05-24 $569.60 $546.40 Short 25.0 4.25% 20046.72 20046.72
VXX 2018-05-25 2018-05-29 $549.76 $573.60 Short 26.0 -4.16% 19426.88 19426.88
VXX 2018-06-08 2018-06-11 $535.36 $522.72 Short 27.0 2.42% 19768.16 19768.16
VXX 2018-07-05 2018-07-06 $583.52 $576.48 Short 24.0 1.22% 19937.12 19937.12
VXX 2018-07-09 2018-07-10 $533.12 $515.04 Short 24.0 3.51% 20371.04 20371.04
VXX 2018-07-11 2018-07-12 $533.92 $516.64 Short 28.0 3.34% 20854.88 20854.88
VXX 2018-07-16 2018-07-17 $499.84 $506.72 Short 29.0 -1.36% 20655.36 20655.36
VXX 2018-07-18 2018-07-19 $488.48 $498.72 Short 29.0 -2.05% 20358.40 20358.40
VXX 2018-07-20 2018-07-23 $505.76 $501.60 Short 29.0 0.83% 20479.04 20479.04
VXX 2018-07-27 2018-07-30 $484.32 $497.92 Short 30.0 -2.73% 20071.04 20071.04
VXX 2018-08-06 2018-08-07 $481.44 $460.96 Short 29.0 4.44% 20664.96 20664.96
VXX 2018-08-10 2018-08-13 $476.96 $484.96 Short 33.0 -1.65% 20400.96 20400.96
VXX 2018-08-20 2018-08-21 $461.92 $459.52 Short 30.0 0.52% 20472.96 20472.96
VXX 2018-08-22 2018-08-23 $471.52 $461.92 Short 32.0 2.08% 20780.16 20780.16
VXX 2018-08-27 2018-08-28 $454.56 $458.24 Short 32.0 -0.80% 20662.40 20662.40
VXX 2018-09-17 2018-09-18 $437.12 $447.52 Short 33.0 -2.32% 20319.20 20319.20
VXX 2018-09-19 2018-09-20 $436.16 $426.88 Short 32.0 2.17% 20616.16 20616.16
VXX 2018-09-24 2018-09-25 $429.28 $421.12 Short 34.0 1.94% 20893.60 20893.60
VXX 2018-09-26 2018-09-27 $425.60 $429.76 Short 35.0 -0.97% 20748.00 20748.00
VXX 2018-10-22 2018-10-23 $544.96 $600.96 Short 27.0 -9.32% 19236.00 19236.00
VXX 2018-11-05 2018-11-06 $587.68 $580.48 Short 24.0 1.24% 19408.80 19408.80
VXX 2018-11-09 2018-11-12 $526.88 $534.24 Short 26.0 -1.38% 19217.44 19217.44
VXX 2018-11-21 2018-11-23 $615.68 $626.56 Short 21.0 -1.74% 18988.96 18988.96
VXX 2018-11-28 2018-11-29 $565.60 $566.40 Short 23.0 -0.14% 18970.56 18970.56
VXX 2018-11-30 2018-12-03 $571.52 $512.64 Short 24.0 11.49% 20383.68 20383.68
VXX 2018-12-14 2018-12-17 $638.24 $655.52 Short 23.0 -2.64% 19986.24 19986.24
VXX 2019-01-04 2019-01-07 $731.04 $696.16 Short 19.0 5.01% 20648.96 20648.96
VXX 2019-01-09 2019-01-10 $666.56 $668.00 Short 22.0 -0.22% 20617.28 20617.28
VXX 2019-01-11 2019-01-14 $658.72 $645.60 Short 22.0 2.03% 20905.92 20905.92
VXX 2019-01-16 2019-01-17 $596.80 $618.72 Short 24.0 -3.54% 20379.84 20379.84
VXX 2019-01-18 2019-01-22 $590.56 $599.52 Short 23.0 -1.49% 20173.76 20173.76
VXX 2019-02-04 2019-02-05 $558.88 $539.20 Short 25.0 3.65% 20665.76 20665.76
VXX 2019-02-06 2019-02-07 $535.04 $552.80 Short 27.0 -3.21% 20186.24 20186.24
VXX 2019-02-08 2019-02-11 $567.04 $540.32 Short 26.0 4.95% 20880.96 20880.96
VXX 2019-02-15 2019-02-19 $529.44 $530.72 Short 27.0 -0.24% 20846.40 20846.40
VXX 2019-02-20 2019-02-21 $519.36 $504.32 Short 28.0 2.98% 21267.52 21267.52
VXX 2019-02-22 2019-02-25 $500.00 $478.40 Short 30.0 4.52% 21915.52 21915.52
VXX 2019-03-04 2019-03-05 $474.24 $490.08 Short 32.0 -3.23% 21408.64 21408.64
VXX 2019-03-18 2019-03-19 $460.96 $450.56 Short 33.0 2.31% 21751.84 21751.84
VXX 2019-03-20 2019-03-21 $462.88 $473.44 Short 34.0 -2.23% 21392.80 21392.80
VXX 2019-03-29 2019-04-01 $474.24 $463.52 Short 31.0 2.31% 21725.12 21725.12
VXX 2019-04-03 2019-04-04 $451.20 $459.20 Short 34.0 -1.74% 21453.12 21453.12
VXX 2019-04-08 2019-04-09 $449.12 $451.84 Short 34.0 -0.60% 21360.64 21360.64
VXX 2019-04-15 2019-04-16 $413.92 $412.00 Short 35.0 0.47% 21427.84 21427.84
VXX 2019-04-17 2019-04-18 $404.48 $412.80 Short 37.0 -2.02% 21120.00 21120.00
VXX 2019-04-22 2019-04-23 $412.00 $401.60 Short 36.0 2.59% 21494.40 21494.40
VXX 2019-05-06 2019-05-07 $447.36 $454.56 Short 37.0 -1.58% 21228.00 21228.00
VXX 2019-05-20 2019-05-21 $468.96 $448.00 Short 32.0 4.68% 21898.72 21898.72
VXX 2019-05-22 2019-05-23 $441.60 $452.00 Short 35.0 -2.30% 21534.72 21534.72
VXX 2019-06-07 2019-06-10 $444.32 $443.36 Short 34.0 0.22% 21567.36 21567.36
VXX 2019-06-17 2019-06-18 $436.64 $424.64 Short 35.0 2.83% 21987.36 21987.36
VXX 2019-06-19 2019-06-20 $426.40 $407.36 Short 37.0 4.67% 22691.84 22691.84
VXX 2019-06-24 2019-06-25 $423.20 $422.40 Short 39.0 0.19% 22723.04 22723.04
VXX 2019-07-26 2019-07-29 $348.64 $347.04 Short 47.0 0.46% 22798.24 22798.24
VXX 2019-08-12 2019-08-13 $437.60 $469.60 Short 38.0 -6.81% 21582.24 21582.24
VXX 2019-08-19 2019-08-20 $429.60 $420.16 Short 33.0 2.25% 21893.76 21893.76
VXX 2019-08-21 2019-08-22 $408.48 $401.44 Short 37.0 1.75% 22154.24 22154.24
VXX 2019-08-30 2019-09-03 $420.80 $448.00 Short 36.0 -6.07% 21175.04 21175.04
VXX 2019-09-04 2019-09-05 $433.44 $412.64 Short 34.0 5.04% 21882.24 21882.24
VXX 2019-09-06 2019-09-09 $402.24 $388.32 Short 38.0 3.58% 22411.20 22411.20
VXX 2019-09-11 2019-09-12 $389.92 $377.12 Short 40.0 3.39% 22923.20 22923.20
VXX 2019-09-13 2019-09-16 $370.56 $377.60 Short 43.0 -1.86% 22620.48 22620.48
VXX 2019-09-20 2019-09-23 $350.72 $374.08 Short 45.0 -6.24% 21569.28 21569.28
VXX 2019-10-09 2019-10-10 $407.20 $405.12 Short 38.0 0.51% 21648.32 21648.32
VXX 2019-10-11 2019-10-14 $379.20 $369.60 Short 38.0 2.60% 22013.12 22013.12
VXX 2019-10-16 2019-10-17 $346.56 $339.36 Short 45.0 2.12% 22337.12 22337.12
VXX 2019-10-18 2019-10-21 $342.08 $336.00 Short 47.0 1.81% 22622.88 22622.88
VXX 2019-10-25 2019-10-28 $329.12 $315.36 Short 49.0 4.36% 23297.12 23297.12
VXX 2019-11-04 2019-11-05 $297.76 $304.00 Short 54.0 -2.05% 22960.16 22960.16
VXX 2019-11-18 2019-11-19 $278.56 $276.64 Short 57.0 0.69% 23069.60 23069.60
VXX 2019-11-20 2019-11-21 $282.08 $282.24 Short 60.0 -0.06% 23060.00 23060.00
VXX 2019-11-27 2019-11-29 $258.48 $261.60 Short 63.0 -1.19% 22863.44 22863.44
VXX 2019-12-09 2019-12-10 $268.80 $280.00 Short 61.0 -4.00% 22180.24 22180.24
VXX 2019-12-11 2019-12-12 $279.04 $274.88 Short 57.0 1.51% 22417.36 22417.36
VXX 2019-12-16 2019-12-17 $241.12 $240.80 Short 62.0 0.13% 22437.20 22437.20
VXX 2019-12-18 2019-12-19 $238.56 $242.88 Short 67.0 -1.78% 22147.76 22147.76
VXX 2019-12-20 2019-12-23 $236.96 $240.00 Short 65.0 -1.27% 21950.16 21950.16
VXX 2020-01-10 2020-01-13 $226.56 $223.36 Short 68.0 1.43% 22167.76 22167.76
VXX 2020-01-21 2020-01-22 $216.00 $210.72 Short 75.0 2.51% 22563.76 22563.76
VXX 2020-02-07 2020-02-10 $232.00 $232.16 Short 72.0 -0.07% 22552.24 22552.24
VXX 2020-02-18 2020-02-19 $220.48 $216.16 Short 75.0 2.00% 22876.24 22876.24
VXX 2020-03-23 2020-03-24 $917.92 $669.76 Short 17.0 37.05% 27094.96 27094.96
VXX 2020-03-25 2020-03-26 $770.88 $786.40 Short 29.0 -1.97% 26644.88 26644.88
VXX 2020-03-27 2020-03-30 $805.44 $808.32 Short 24.0 -0.36% 26575.76 26575.76
VXX 2020-04-03 2020-04-06 $752.00 $673.76 Short 24.0 11.61% 28453.52 28453.52
VXX 2020-04-08 2020-04-09 $685.44 $674.08 Short 31.0 1.69% 28805.68 28805.68
VXX 2020-04-13 2020-04-14 $660.80 $614.40 Short 30.0 7.55% 30197.68 30197.68
VXX 2020-04-15 2020-04-16 $640.00 $653.44 Short 35.0 -2.06% 29727.28 29727.28
VXX 2020-04-17 2020-04-20 $624.96 $658.72 Short 32.0 -5.13% 28646.96 28646.96
VXX 2020-04-27 2020-04-28 $647.36 $593.60 Short 29.0 9.06% 30206.00 30206.00
VXX 2020-05-08 2020-05-11 $583.36 $574.24 Short 36.0 1.59% 30534.32 30534.32
VXX 2020-05-20 2020-05-21 $549.76 $541.12 Short 40.0 1.60% 30879.92 30879.92
VXX 2020-05-26 2020-05-27 $523.68 $527.36 Short 39.0 -0.70% 30736.40 30736.40
VXX 2020-06-03 2020-06-04 $510.08 $500.64 Short 41.0 1.89% 31123.44 31123.44
VXX 2020-06-08 2020-06-09 $464.32 $491.04 Short 48.0 -5.44% 29840.88 29840.88
VXX 2020-06-19 2020-06-22 $567.04 $594.40 Short 35.0 -4.60% 28883.28 28883.28
VXX 2020-06-24 2020-06-25 $571.20 $597.28 Short 38.0 -4.37% 27892.24 27892.24
VXX 2020-06-26 2020-06-29 $567.20 $590.08 Short 33.0 -3.88% 27137.20 27137.20
VXX 2020-07-20 2020-07-21 $483.52 $456.00 Short 38.0 6.04% 28182.96 28182.96
VXX 2020-07-22 2020-07-23 $474.40 $462.40 Short 44.0 2.60% 28710.96 28710.96
VXX 2020-07-31 2020-08-03 $454.72 $452.96 Short 43.0 0.39% 28786.64 28786.64
VXX 2020-08-05 2020-08-06 $434.88 $433.76 Short 45.0 0.26% 28837.04 28837.04
VXX 2020-08-07 2020-08-10 $432.96 $418.24 Short 48.0 3.52% 29543.60 29543.60
VXX 2020-08-14 2020-08-17 $411.68 $398.24 Short 51.0 3.37% 30229.04 30229.04
VXX 2020-08-21 2020-08-24 $399.04 $383.20 Short 53.0 4.13% 31068.56 31068.56
VXX 2020-08-26 2020-08-27 $387.84 $395.04 Short 57.0 -1.82% 30658.16 30658.16
VXX 2020-09-11 2020-09-14 $422.24 $402.72 Short 52.0 4.85% 31673.20 31673.20
VXX 2020-09-30 2020-10-01 $393.76 $393.76 Short 56.0 0.00% 31673.20 31673.20
VXX 2020-10-05 2020-10-06 $408.48 $396.16 Short 54.0 3.11% 32338.48 32338.48
VXX 2020-10-09 2020-10-12 $364.96 $350.40 Short 60.0 4.16% 33212.08 33212.08
VXX 2020-10-26 2020-10-27 $363.20 $386.69 Short 67.0 -6.07% 31638.49 31638.49
VXX 2020-11-04 2020-11-05 $376.00 $346.24 Short 56.0 8.60% 33305.05 33305.05
VXX 2020-11-06 2020-11-09 $348.80 $305.28 Short 69.0 14.26% 36307.93 36307.93
VXX 2020-11-11 2020-11-12 $306.40 $308.45 Short 83.0 -0.66% 36137.95 36137.95
VXX 2020-11-20 2020-11-23 $297.92 $293.60 Short 86.0 1.47% 36509.47 36509.47
VXX 2020-11-30 2020-12-01 $281.12 $272.16 Short 95.0 3.29% 37360.67 37360.67
VXX 2020-12-02 2020-12-03 $278.08 $272.80 Short 99.0 1.93% 37883.23 37883.23
VXX 2020-12-09 2020-12-10 $262.56 $277.44 Short 98.0 -5.36% 36424.99 36424.99
VXX 2020-12-18 2020-12-21 $270.08 $300.48 Short 96.0 -10.12% 33506.59 33506.59
VXX 2021-01-11 2021-01-12 $271.20 $271.20 Short 92.0 0.00% 33506.59 33506.59
VXX 2021-01-19 2021-01-20 $267.04 $262.56 Short 89.0 1.71% 33905.31 33905.31
VXX 2021-01-25 2021-01-26 $264.80 $268.16 Short 92.0 -1.25% 33596.19 33596.19
VXX 2021-02-05 2021-02-08 $262.72 $262.08 Short 89.0 0.24% 33653.15 33653.15
VXX 2021-02-17 2021-02-18 $258.56 $256.32 Short 96.0 0.87% 33868.19 33868.19
VXX 2021-02-22 2021-02-23 $249.60 $253.12 Short 98.0 -1.39% 33523.23 33523.23
VXX 2021-02-24 2021-02-25 $247.68 $236.80 Short 95.0 4.59% 34556.83 34556.83
VXX 2021-03-05 2021-03-08 $250.40 $242.40 Short 101.0 3.30% 35364.83 35364.83
VXX 2021-03-12 2021-03-15 $231.68 $222.56 Short 111.0 4.10% 36377.15 36377.15
VXX 2021-03-22 2021-03-23 $201.92 $192.48 Short 124.0 4.90% 37547.71 37547.71
VXX 2021-03-26 2021-03-29 $192.16 $192.16 Short 133.0 0.00% 37547.71 37547.71
VXX 2021-03-31 2021-04-01 $182.08 $180.00 Short 141.0 1.16% 37840.99 37840.99
VXX 2021-04-09 2021-04-12 $166.72 $166.24 Short 165.0 0.29% 37920.19 37920.19
VXX 2021-04-19 2021-04-20 $158.24 $164.80 Short 171.0 -3.98% 36798.43 36798.43
VXX 2021-04-21 2021-04-22 $167.20 $157.28 Short 161.0 6.31% 38395.55 38395.55
VXX 2021-04-26 2021-04-27 $159.08 $158.36 Short 167.0 0.45% 38515.79 38515.79
VXX 2021-04-30 2021-05-03 $157.64 $156.80 Short 182.0 0.54% 38668.67 38668.67
VXX 2021-05-07 2021-05-10 $155.68 $146.72 Short 177.0 6.11% 40254.59 40254.59
VXX 2021-05-21 2021-05-24 $157.32 $154.68 Short 176.0 1.71% 40719.23 40719.23
VXX 2021-05-26 2021-05-27 $148.56 $142.00 Short 196.0 4.62% 42004.99 42004.99
VXX 2021-06-01 2021-06-02 $135.40 $140.48 Short 224.0 -3.62% 40867.07 40867.07
VXX 2021-06-09 2021-06-10 $131.24 $131.16 Short 226.0 0.06% 40885.15 40885.15
VXX 2021-06-11 2021-06-14 $124.24 $122.92 Short 225.0 1.07% 41182.15 41182.15
VXX 2021-06-25 2021-06-28 $118.24 $115.92 Short 251.0 2.00% 41764.47 41764.47
VXX 2021-06-30 2021-07-01 $119.96 $116.60 Short 260.0 2.88% 42638.07 42638.07
VXX 2021-07-26 2021-07-27 $122.76 $122.04 Short 258.0 0.59% 42823.83 42823.83
VXX 2021-07-28 2021-07-29 $122.16 $119.40 Short 253.0 2.31% 43522.11 43522.11
VXX 2021-08-09 2021-08-10 $112.92 $110.52 Short 273.0 2.17% 44177.31 44177.31
VXX 2021-08-11 2021-08-12 $109.24 $107.84 Short 288.0 1.30% 44580.51 44580.51
VXX 2021-08-16 2021-08-17 $107.72 $108.68 Short 311.0 -0.88% 44281.95 44281.95
VXX 2021-08-25 2021-08-26 $106.48 $106.00 Short 299.0 0.45% 44425.47 44425.47
VXX 2021-08-27 2021-08-30 $107.36 $102.16 Short 302.0 5.09% 45995.87 45995.87
VXX 2021-09-03 2021-09-07 $100.80 $100.48 Short 338.0 0.32% 46104.03 46104.03
VXX 2021-09-17 2021-09-20 $101.20 $115.68 Short 325.0 -12.52% 41398.03 41398.03
VXX 2021-09-24 2021-09-27 $103.92 $98.96 Short 285.0 5.01% 42811.63 42811.63
VXX 2021-10-08 2021-10-11 $99.80 $100.00 Short 300.0 -0.20% 42751.63 42751.63
VXX 2021-10-18 2021-10-19 $92.60 $88.88 Short 341.0 4.19% 44020.15 44020.15
VXX 2021-10-20 2021-10-21 $88.80 $88.36 Short 357.0 0.50% 44177.23 44177.23
VXX 2021-10-25 2021-10-26 $86.00 $83.32 Short 374.0 3.22% 45179.55 45179.55
VXX 2021-10-27 2021-10-28 $85.52 $86.28 Short 391.0 -0.88% 44882.39 44882.39
VXX 2021-10-29 2021-11-01 $87.20 $84.96 Short 375.0 2.64% 45722.39 45722.39
VXX 2021-11-03 2021-11-04 $82.36 $78.40 Short 392.0 5.05% 47274.71 47274.71
VXX 2021-11-08 2021-11-09 $82.04 $84.12 Short 429.0 -2.47% 46382.39 46382.39
VXX 2021-11-17 2021-11-18 $80.52 $81.20 Short 413.0 -0.84% 46101.55 46101.55
VXX 2021-11-19 2021-11-22 $83.24 $82.04 Short 410.0 1.46% 46593.55 46593.55
VXX 2021-12-10 2021-12-13 $84.56 $83.92 Short 389.0 0.76% 46842.51 46842.51
VXX 2021-12-29 2021-12-30 $76.72 $74.44 Short 431.0 3.06% 47825.19 47825.19
VXX 2021-12-31 2022-01-03 $74.60 $73.12 Short 464.0 2.02% 48511.91 48511.91
VXX 2022-01-05 2022-01-06 $72.08 $77.48 Short 493.0 -6.97% 45849.71 45849.71
VXX 2022-01-12 2022-01-13 $70.36 $70.32 Short 442.0 0.06% 45867.39 45867.39
VXX 2022-01-14 2022-01-18 $77.48 $77.00 Short 471.0 0.62% 46093.47 46093.47
VXX 2022-01-31 2022-02-01 $92.84 $84.04 Short 347.0 10.47% 49147.07 49147.07
VXX 2022-02-02 2022-02-03 $78.84 $82.56 Short 422.0 -4.51% 47577.23 47577.23
VXX 2022-02-04 2022-02-07 $86.08 $82.00 Short 416.0 4.98% 49274.51 49274.51
VXX 2022-02-11 2022-02-14 $81.88 $93.24 Short 451.0 -12.18% 44151.15 44151.15
VXX 2022-02-18 2022-02-22 $92.72 $95.16 Short 367.0 -2.56% 43255.67 43255.67
VXX 2022-02-23 2022-02-24 $90.92 $109.60 Short 328.0 -17.04% 37128.63 37128.63
VXX 2022-03-02 2022-03-03 $105.24 $98.72 Short 272.0 6.60% 38902.07 38902.07
VXX 2022-03-11 2022-03-14 $100.12 $104.84 Short 256.0 -4.50% 37693.75 37693.75
VXX 2022-03-16 2022-03-17 $118.16 $105.60 Short 220.0 11.89% 40456.95 40456.95
VXX 2022-03-23 2022-03-24 $103.60 $100.08 Short 286.0 3.52% 41463.67 41463.67
VXX 2022-04-04 2022-04-05 $100.04 $98.40 Short 292.0 1.67% 41942.55 41942.55
VXX 2022-04-08 2022-04-11 $97.40 $101.52 Short 306.0 -4.06% 40681.83 40681.83
VXX 2022-04-20 2022-04-21 $97.44 $96.80 Short 292.0 0.66% 40868.71 40868.71
VXX 2022-05-04 2022-05-05 $106.32 $100.24 Short 271.0 6.07% 42516.39 42516.39
VXX 2022-05-09 2022-05-10 $113.32 $107.20 Short 280.0 5.71% 44229.99 44229.99
VXX 2022-05-16 2022-05-17 $104.00 $96.28 Short 304.0 8.02% 46576.87 46576.87
VXX 2022-05-18 2022-05-19 $101.20 $105.16 Short 349.0 -3.77% 45194.83 45194.83
VXX 2022-05-20 2022-05-23 $99.60 $99.24 Short 310.0 0.36% 45306.43 45306.43
VXX 2022-05-25 2022-05-26 $97.60 $93.56 Short 335.0 4.32% 46659.83 46659.83
VXX 2022-05-27 2022-05-31 $90.88 $91.20 Short 360.0 -0.35% 46544.63 46544.63
VXX 2022-06-03 2022-06-06 $88.64 $86.44 Short 375.0 2.55% 47369.63 47369.63
VXX 2022-06-08 2022-06-09 $87.00 $87.00 Short 388.0 0.00% 47369.63 47369.63
VXX 2022-06-22 2022-06-23 $99.40 $93.68 Short 358.0 6.11% 49417.39 49417.39
VXX 2022-06-24 2022-06-27 $92.36 $91.56 Short 381.0 0.87% 49722.19 49722.19
VXX 2022-07-08 2022-07-11 $89.20 $88.92 Short 406.0 0.31% 49835.87 49835.87
VXX 2022-07-18 2022-07-19 $84.96 $85.92 Short 409.0 -1.12% 49443.23 49443.23
VXX 2022-07-20 2022-07-21 $86.96 $86.32 Short 415.0 0.74% 49708.83 49708.83
VXX 2022-07-25 2022-07-26 $80.24 $85.76 Short 425.0 -6.44% 47362.83 47362.83
VXX 2022-07-29 2022-08-01 $83.76 $85.92 Short 404.0 -2.51% 46490.19 46490.19
VXX 2022-08-10 2022-08-11 $86.20 $85.76 Short 376.0 0.51% 46655.63 46655.63
VXX 2022-08-22 2022-08-23 $86.48 $84.48 Short 394.0 2.37% 47443.63 47443.63
VXX 2022-08-26 2022-08-29 $78.00 $81.12 Short 439.0 -3.85% 46073.95 46073.95
VXX 2022-08-31 2022-09-01 $77.40 $76.48 Short 422.0 1.20% 46462.19 46462.19
VXX 2022-09-06 2022-09-07 $75.28 $77.64 Short 437.0 -3.04% 45430.87 45430.87
VXX 2022-09-09 2022-09-12 $73.00 $73.00 Short 439.0 0.00% 45430.87 45430.87
VXX 2022-09-21 2022-09-22 $72.76 $74.80 Short 452.0 -2.73% 44508.79 44508.79
VXX 2022-10-05 2022-10-06 $78.96 $77.72 Short 415.0 1.60% 45023.39 45023.39
VXX 2022-10-07 2022-10-10 $81.40 $84.24 Short 418.0 -3.37% 43836.27 43836.27
VXX 2022-10-21 2022-10-24 $80.92 $80.12 Short 386.0 1.00% 44145.07 44145.07
VXX 2022-10-26 2022-10-27 $77.24 $74.56 Short 399.0 3.59% 45214.39 45214.39
VXX 2022-10-31 2022-11-01 $72.28 $69.96 Short 444.0 3.32% 46244.47 46244.47
VXX 2022-11-09 2022-11-10 $70.80 $68.72 Short 490.0 3.03% 47263.67 47263.67
VXX 2022-11-21 2022-11-22 $65.76 $63.32 Short 518.0 3.85% 48527.59 48527.59
VXX 2022-11-28 2022-11-29 $61.88 $62.60 Short 577.0 -1.15% 48112.15 48112.15
VXX 2022-12-05 2022-12-06 $58.28 $58.36 Short 581.0 -0.14% 48065.67 48065.67
VXX 2022-12-19 2022-12-20 $59.76 $58.80 Short 567.0 1.63% 48609.99 48609.99
VXX 2022-12-27 2022-12-28 $57.44 $56.84 Short 595.0 1.06% 48966.99 48966.99
VXX 2022-12-30 2023-01-03 $57.20 $56.00 Short 627.0 2.14% 49719.39 49719.39
VXX 2023-01-04 2023-01-05 $55.52 $55.00 Short 641.0 0.95% 50052.71 50052.71
VXX 2023-01-09 2023-01-10 $53.28 $54.18 Short 671.0 -1.66% 49448.81 49448.81
VXX 2023-01-11 2023-01-12 $51.28 $50.88 Short 659.0 0.79% 49712.41 49712.41
VXX 2023-01-17 2023-01-18 $48.84 $48.00 Short 722.0 1.75% 50318.89 50318.89
VXX 2023-01-25 2023-01-26 $47.96 $45.96 Short 748.0 4.35% 51814.89 51814.89
VXX 2023-01-27 2023-01-30 $46.00 $46.28 Short 814.0 -0.61% 51586.97 51586.97
VXX 2023-02-06 2023-02-07 $45.88 $46.76 Short 807.0 -1.88% 50876.81 50876.81
VXX 2023-02-15 2023-02-16 $45.32 $45.56 Short 795.0 -0.53% 50686.01 50686.01
VXX 2023-02-17 2023-02-21 $47.48 $48.96 Short 803.0 -3.02% 49497.57 49497.57
VXX 2023-03-06 2023-03-07 $43.16 $42.90 Short 805.0 0.61% 49706.87 49706.87
VXX 2023-03-20 2023-03-21 $56.01 $50.74 Short 690.0 10.39% 53343.17 53343.17
VXX 2023-03-22 2023-03-23 $48.47 $48.93 Short 759.0 -0.94% 52994.03 52994.03
VXX 2023-03-27 2023-03-28 $48.65 $47.69 Short 718.0 2.01% 53683.31 53683.31
VXX 2023-03-29 2023-03-30 $45.54 $44.83 Short 813.0 1.58% 54260.54 54260.54
VXX 2023-03-31 2023-04-03 $44.89 $44.90 Short 874.0 -0.02% 54251.80 54251.80
VXX 2023-04-10 2023-04-11 $43.70 $42.63 Short 878.0 2.51% 55191.26 55191.26
VXX 2023-04-17 2023-04-18 $40.50 $39.33 Short 959.0 2.97% 56313.29 56313.29
VXX 2023-04-19 2023-04-20 $39.49 $39.95 Short 1034.0 -1.15% 55837.65 55837.65
VXX 2023-05-10 2023-05-11 $37.75 $38.29 Short 1040.0 -1.41% 55276.05 55276.05
VXX 2023-05-12 2023-05-15 $37.04 $37.14 Short 1043.0 -0.27% 55171.75 55171.75
VXX 2023-05-31 2023-06-01 $34.94 $33.92 Short 1159.0 3.01% 56353.93 56353.93
VXX 2023-06-05 2023-06-06 $31.22 $30.44 Short 1285.0 2.56% 57356.23 57356.23
VXX 2023-06-09 2023-06-12 $28.13 $28.47 Short 1428.0 -1.19% 56870.71 56870.71
VXX 2023-06-20 2023-06-21 $27.52 $27.04 Short 1449.0 1.78% 57566.23 57566.23
VXX 2023-06-26 2023-06-27 $26.51 $26.20 Short 1553.0 1.18% 58047.66 58047.66
VXX 2023-06-28 2023-06-29 $25.56 $24.95 Short 1600.0 2.44% 59023.66 59023.66
VXX 2023-06-30 2023-07-03 $24.98 $24.91 Short 1709.0 0.28% 59143.29 59143.29
VXX 2023-07-14 2023-07-17 $24.22 $24.00 Short 1808.0 0.92% 59541.05 59541.05
VXX 2023-07-26 2023-07-27 $23.57 $22.25 Short 1847.0 5.93% 61979.09 61979.09
VXX 2023-07-31 2023-08-01 $22.78 $23.22 Short 1953.0 -1.89% 61119.77 61119.77
VXX 2023-08-11 2023-08-14 $25.26 $24.22 Short 1846.0 4.29% 63039.61 63039.61
VXX 2023-08-16 2023-08-17 $24.79 $24.90 Short 1908.0 -0.44% 62829.73 62829.73
VXX 2023-08-25 2023-08-28 $24.99 $23.73 Short 1893.0 5.31% 65214.91 65214.91
VXX 2023-09-05 2023-09-06 $21.30 $21.42 Short 2225.0 -0.56% 64947.91 64947.91
VXX 2023-09-18 2023-09-19 $20.94 $20.53 Short 2341.0 2.00% 65907.72 65907.72
VXX 2023-10-11 2023-10-12 $22.25 $21.88 Short 2063.0 1.69% 66671.03 66671.03
VXX 2023-10-25 2023-10-26 $24.51 $26.04 Short 1932.0 -5.88% 63715.07 63715.07
VXX 2023-10-27 2023-10-30 $25.71 $26.04 Short 1767.0 -1.27% 63131.96 63131.96
VXX 2023-11-03 2023-11-06 $21.32 $20.92 Short 2078.0 1.94% 63973.55 63973.55
VXX 2023-11-08 2023-11-09 $20.14 $19.78 Short 2261.0 1.82% 64787.51 64787.51
VXX 2023-11-17 2023-11-20 $18.76 $18.45 Short 2448.0 1.68% 65546.39 65546.39
VXX 2023-11-22 2023-11-24 $17.83 $18.01 Short 2561.0 -1.00% 65085.41 65085.41
VXX 2023-11-27 2023-11-28 $17.58 $17.45 Short 2611.0 0.74% 65424.84 65424.84

Signals

Strategy Size Ticker Date State Type Profit TimeFrame
SplineVXX 0.72 VXX 2023-12-01 Short@NextOpen Short 0.00% EOD