Strategy - VRP-SPX

Volatility Risk Premium

Description

This looks at the difference between realized and implied volatility in the S&P500 for advancing price formations.

This uses TMF and SPXL.

Trading happens on the next Open from the signal day.

Details

    Metrics

    Metric Measure
    AccountName default
    NoOfTrades 677.00
    NoOfWins 428.00
    NoOfLosses 249.00
    SharpRatio 1.49
    SortinoRatio 1.98
    GrossProfit $2380949.31
    FirstDate 2009-04-20
    LastDate 2021-09-16
    FirstEquity $10000.00
    FinalEquity $2390949.31
    OpenEquity $0.00
    LongEquity $2380949.31
    ShortEquity $0.00
    PercentWins 63.22%
    AveWin $10246.66
    AveLoss $-8050.69
    AveWinLoss 1.27
    Expectancy 1.35%
    AveDrawUp 106.41%
    AveDrawDown -13.55%
    MaxDrawDown -20.21%
    Kelly 34.32%
    Thrope 80.52
    APR 55.49%
    CalmarRatio 4.10

    Trades

    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    TMF 2009-04-20 2009-05-06 $11.22 $9.48 Long 721.0 -15.52% 8744.58 8744.58
    TMF 2009-05-14 2009-05-15 $9.25 $9.43 Long 760.0 1.89% 8877.36 8877.36
    TMF 2009-05-18 2009-06-08 $9.33 $7.18 Long 762.0 -23.03% 7240.90 7240.90
    TMF 2009-06-16 2009-06-17 $7.23 $7.59 Long 821.0 4.97% 7535.84 7535.84
    TMF 2009-06-18 2009-07-09 $7.26 $8.42 Long 804.0 16.01% 8470.03 8470.03
    TMF 2009-07-17 2009-07-20 $7.44 $7.17 Long 893.0 -3.62% 8229.48 8229.48
    TMF 2009-07-21 2009-08-07 $7.30 $7.04 Long 929.0 -3.58% 7986.54 7986.54
    TMF 2009-08-17 2009-08-18 $7.90 $8.09 Long 838.0 2.44% 8148.02 8148.02
    TMF 2009-08-19 2009-09-08 $8.23 $8.11 Long 815.0 -1.36% 8056.68 8056.68
    TMF 2009-09-16 2009-09-17 $8.35 $8.43 Long 786.0 0.99% 8121.59 8121.59
    TMF 2009-09-18 2009-09-21 $8.58 $8.52 Long 780.0 -0.66% 1778.53 8154.86
    SPXL 2009-09-21 2009-09-22 $3.48 $3.60 Long 1808.0 3.40% 8291.49 8291.49
    SPXL 2009-09-24 2009-10-01 $3.53 $3.41 Long 1851.0 -3.32% 8074.63 8074.63
    SPXL 2009-10-02 2009-10-05 $3.09 $3.18 Long 1917.0 2.92% 8247.59 8247.59
    SPXL 2009-10-06 2009-10-08 $3.34 $3.53 Long 2102.0 5.56% 8638.22 8638.22
    SPXL 2009-10-09 2009-10-16 $3.53 $3.74 Long 1981.0 5.96% 9054.39 9054.39
    SPXL 2009-10-19 2009-10-22 $3.76 $3.66 Long 1962.0 -2.81% 8846.98 8846.98
    SPXL 2009-10-26 2009-11-02 $3.65 $3.22 Long 1878.0 -12.00% 8023.79 8023.79
    SPXL 2009-11-03 2009-11-05 $3.18 $3.36 Long 2021.0 5.89% 8402.09 8402.09
    SPXL 2009-11-06 2009-11-10 $3.42 $3.72 Long 2023.0 8.87% 9015.05 9015.05
    SPXL 2009-11-11 2009-11-13 $3.83 $3.71 Long 1962.0 -2.92% 8795.75 8795.75
    SPXL 2009-11-16 2009-11-19 $3.83 $3.83 Long 1918.0 0.11% 8803.50 8803.50
    SPXL 2009-11-23 2009-12-01 $3.85 $3.87 Long 1927.0 0.32% 8827.03 8827.03
    SPXL 2009-12-02 2009-12-03 $3.90 $3.94 Long 1849.0 1.10% 8906.06 8906.06
    SPXL 2009-12-04 2009-12-08 $3.97 $3.78 Long 1831.0 -4.65% 8567.87 8567.87
    SPXL 2009-12-09 2009-12-16 $3.74 $3.99 Long 1833.0 6.59% 9019.76 9019.76
    SPXL 2009-12-17 2009-12-22 $3.88 $4.04 Long 1833.0 4.11% 9312.04 9312.04
    SPXL 2009-12-24 2010-01-04 $4.11 $4.12 Long 1844.0 0.22% 9328.96 9328.96
    SPXL 2010-01-05 2010-01-06 $4.21 $4.25 Long 1834.0 0.76% 9387.84 9387.84
    SPXL 2010-01-07 2010-01-14 $4.25 $4.35 Long 1790.0 2.45% 9573.92 9573.92
    SPXL 2010-01-15 2010-01-21 $4.38 $4.28 Long 1781.0 -2.30% 9394.22 9394.22
    SPXL 2010-01-25 2010-02-01 $3.88 $3.65 Long 1906.0 -5.94% 8955.68 8955.68
    SPXL 2010-02-02 2010-02-03 $3.76 $3.82 Long 1989.0 1.65% 9078.83 9078.83
    SPXL 2010-02-04 2010-02-11 $3.72 $3.51 Long 1923.0 -5.77% 8665.78 8665.78
    SPXL 2010-02-12 2010-02-18 $3.51 $3.83 Long 2001.0 9.14% 9308.19 9308.19
    SPXL 2010-02-22 2010-03-01 $4.00 $3.96 Long 1936.0 -1.03% 9228.28 9228.28
    SPXL 2010-03-03 2010-03-04 $4.10 $4.09 Long 1832.0 -0.19% 9214.28 9214.28
    SPXL 2010-03-05 2010-03-09 $4.19 $4.24 Long 1823.0 1.24% 9309.03 9309.03
    SPXL 2010-03-10 2010-03-17 $4.32 $4.59 Long 1776.0 6.10% 9777.39 9777.39
    SPXL 2010-03-18 2010-03-23 $4.63 $4.63 Long 1727.0 0.11% 9786.42 9786.42
    SPXL 2010-03-25 2010-04-01 $4.73 $4.74 Long 1703.0 0.26% 9807.73 9807.73
    SPXL 2010-04-06 2010-04-08 $4.84 $4.78 Long 1650.0 -1.24% 9708.37 9708.37
    SPXL 2010-04-09 2010-04-16 $4.92 $5.15 Long 1643.0 4.85% 10100.27 10100.27
    SPXL 2010-04-19 2010-04-22 $4.92 $5.01 Long 1587.0 1.94% 10251.68 10251.68
    SPXL 2010-04-26 2010-05-03 $5.29 $4.95 Long 1606.0 -6.46% 9702.82 9702.82
    SPXL 2010-05-04 2010-05-06 $4.90 $4.55 Long 1587.0 -7.18% 9144.32 9144.32
    TMF 2010-05-14 2010-05-17 $8.01 $8.19 Long 949.0 2.20% 9311.77 9311.77
    TMF 2010-05-18 2010-05-19 $8.32 $8.53 Long 920.0 2.60% 2415.27 9497.87
    SPXL 2010-05-19 2010-05-20 $3.99 $3.74 Long 1777.0 -6.37% 9059.42 9059.42
    SPXL 2010-05-25 2010-05-28 $3.28 $3.84 Long 2020.0 16.81% 2019.43 10273.92
    TMF 2010-05-28 2010-06-01 $8.63 $8.99 Long 945.0 4.14% 10512.41 10512.41
    SPXL 2010-06-02 2010-06-03 $3.57 $3.83 Long 2363.0 7.34% 2738.98 11138.22
    TMF 2010-06-03 2010-06-07 $8.35 $8.98 Long 1005.0 7.52% 2555.73 11299.19
    SPXL 2010-06-07 2010-06-08 $3.47 $3.30 Long 2655.0 -4.78% 11322.03 11322.03
    SPXL 2010-06-09 2010-06-16 $3.45 $3.87 Long 2777.0 12.31% 2241.30 12462.33
    TMF 2010-06-16 2010-06-17 $8.82 $8.84 Long 1163.0 0.23% 12524.67 12524.67
    TMF 2010-06-18 2010-06-22 $9.05 $8.92 Long 1147.0 -1.40% 12379.46 12379.46
    SPXL 2010-06-24 2010-07-01 $3.62 $3.07 Long 2698.0 -15.18% 10896.49 10896.49
    SPXL 2010-07-06 2010-07-08 $3.11 $3.41 Long 2882.0 9.52% 11749.47 11749.47
    SPXL 2010-07-09 2010-07-16 $3.42 $3.61 Long 2794.0 5.55% 12278.89 12278.89
    SPXL 2010-07-19 2010-07-22 $3.40 $3.52 Long 2757.0 3.71% 12626.44 12626.44
    SPXL 2010-07-26 2010-08-02 $3.75 $3.88 Long 2838.0 3.68% 13017.53 13017.53
    SPXL 2010-08-03 2010-08-04 $3.92 $3.93 Long 2714.0 0.10% 13028.16 13028.16
    SPXL 2010-08-05 2010-08-09 $3.90 $3.98 Long 2686.0 1.91% 13227.95 13227.95
    SPXL 2010-08-10 2010-08-17 $3.88 $3.57 Long 2693.0 -7.95% 12397.17 12397.17
    SPXL 2010-08-18 2010-08-23 $3.61 $3.47 Long 2809.0 -3.95% 11996.88 11996.88
    SPXL 2010-08-25 2010-09-01 $3.17 $3.34 Long 2980.0 5.34% 12500.87 12500.87
    SPXL 2010-09-03 2010-09-08 $3.70 $3.63 Long 2882.0 -2.07% 12279.73 12279.73
    SPXL 2010-09-09 2010-09-16 $3.80 $3.91 Long 2743.0 2.88% 12580.41 12580.41
    SPXL 2010-09-17 2010-09-22 $4.01 $4.09 Long 2603.0 2.04% 12793.05 12793.05
    SPXL 2010-09-24 2010-10-01 $4.08 $4.22 Long 2629.0 3.48% 13166.38 13166.38
    SPXL 2010-10-05 2010-10-07 $4.21 $4.38 Long 2557.0 4.25% 13623.76 13623.76
    SPXL 2010-10-08 2010-10-15 $4.33 $4.59 Long 2517.0 6.15% 14293.18 14293.18
    SPXL 2010-10-18 2010-10-21 $4.53 $4.59 Long 2521.0 1.40% 14453.38 14453.38
    SPXL 2010-10-25 2010-11-01 $4.68 $4.69 Long 2559.0 0.30% 14489.52 14489.52
    SPXL 2010-11-03 2010-11-05 $4.76 $5.08 Long 2481.0 6.59% 15268.09 15268.09
    SPXL 2010-11-08 2010-11-15 $5.08 $4.86 Long 2436.0 -4.28% 14738.71 14738.71
    SPXL 2010-11-16 2010-11-19 $4.71 $4.78 Long 2456.0 1.50% 14912.12 14912.12
    SPXL 2010-11-23 2010-12-01 $4.67 $4.82 Long 2532.0 3.33% 15305.44 15305.44
    SPXL 2010-12-02 2010-12-03 $4.94 $5.06 Long 2570.0 2.45% 15615.95 15615.95
    SPXL 2010-12-06 2010-12-08 $5.13 $5.17 Long 2499.0 0.73% 15710.05 15710.05
    SPXL 2010-12-09 2010-12-16 $5.28 $5.30 Long 2461.0 0.37% 15758.32 15758.32
    SPXL 2010-12-17 2010-12-22 $5.38 $5.57 Long 2409.0 3.50% 16211.91 16211.91
    SPXL 2010-12-27 2011-01-03 $5.52 $5.73 Long 2351.0 3.74% 16697.00 16697.00
    SPXL 2011-01-04 2011-01-06 $5.82 $5.84 Long 2361.0 0.51% 16767.39 16767.39
    SPXL 2011-01-07 2011-01-14 $5.83 $5.93 Long 2323.0 1.66% 16991.55 16991.55
    SPXL 2011-01-18 2011-01-21 $6.07 $5.98 Long 2322.0 -1.40% 16794.81 16794.81
    SPXL 2011-01-25 2011-02-01 $5.98 $6.09 Long 2302.0 1.74% 17035.01 17035.01
    SPXL 2011-02-02 2011-02-03 $6.22 $6.20 Long 2266.0 -0.30% 16992.34 16992.34
    SPXL 2011-02-04 2011-02-11 $6.28 $6.43 Long 2220.0 2.39% 17325.00 17325.00
    SPXL 2011-02-14 2011-02-17 $6.61 $6.69 Long 2182.0 1.11% 17485.92 17485.92
    SPXL 2011-02-22 2011-03-01 $6.62 $6.67 Long 2078.0 0.73% 17586.99 17586.99
    SPXL 2011-03-03 2011-03-04 $6.48 $6.63 Long 2284.0 2.23% 17916.70 17916.70
    SPXL 2011-03-07 2011-03-09 $6.55 $6.45 Long 2189.0 -1.59% 17688.29 17688.29
    SPXL 2011-03-10 2011-03-17 $6.26 $5.84 Long 2222.0 -6.72% 16753.91 16753.91
    SPXL 2011-03-18 2011-03-23 $6.01 $6.02 Long 2324.0 0.17% 16777.61 16777.61
    SPXL 2011-03-25 2011-04-01 $6.36 $6.70 Long 2182.0 5.23% 17503.44 17503.44
    SPXL 2011-04-04 2011-04-06 $6.71 $6.77 Long 2117.0 0.95% 17637.97 17637.97
    SPXL 2011-04-07 2011-04-14 $6.70 $6.28 Long 2109.0 -6.23% 16757.73 16757.73
    SPXL 2011-04-15 2011-04-20 $6.44 $6.59 Long 2160.0 2.28% 17074.62 17074.62
    SPXL 2011-04-25 2011-05-02 $6.73 $7.25 Long 2056.0 7.75% 18147.27 18147.27
    SPXL 2011-05-04 2011-05-06 $7.02 $6.90 Long 2081.0 -1.74% 17892.58 17892.58
    SPXL 2011-05-09 2011-05-16 $6.79 $6.69 Long 2101.0 -1.44% 17686.54 17686.54
    SPXL 2011-05-17 2011-05-20 $6.55 $6.80 Long 2140.0 3.76% 18213.72 18213.72
    SPXL 2011-05-24 2011-06-01 $6.50 $6.83 Long 2290.0 5.05% 18966.49 18966.49
    SPXL 2011-06-02 2011-06-03 $6.44 $6.18 Long 2248.0 -3.97% 18391.55 18391.55
    SPXL 2011-06-06 2011-06-08 $6.18 $5.98 Long 2409.0 -3.20% 17915.28 17915.28
    SPXL 2011-06-09 2011-06-16 $5.96 $5.71 Long 2427.0 -4.25% 17300.26 17300.26
    SPXL 2011-06-17 2011-06-22 $5.89 $6.05 Long 2455.0 2.76% 17698.95 17698.95
    SPXL 2011-06-24 2011-07-01 $5.96 $6.48 Long 2475.0 8.74% 18988.26 18988.26
    SPXL 2011-07-05 2011-07-07 $6.74 $6.96 Long 2372.0 3.26% 19509.32 19509.32
    SPXL 2011-07-08 2011-07-15 $6.75 $6.40 Long 2271.0 -5.20% 18712.91 18712.91
    SPXL 2011-07-18 2011-07-21 $6.32 $6.64 Long 2369.0 5.01% 19463.77 19463.77
    SPXL 2011-07-25 2011-08-01 $6.62 $6.23 Long 2322.0 -5.77% 18576.60 18576.60
    SPXL 2011-08-03 2011-08-04 $5.49 $5.33 Long 2592.0 -3.03% 18145.49 18145.49
    TMF 2011-08-05 2011-08-09 $11.03 $11.48 Long 1368.0 4.12% 18766.35 18766.35
    TMF 2011-08-17 2011-08-18 $11.75 $13.01 Long 1355.0 10.71% 20471.73 20471.73
    TMF 2011-08-24 2011-09-08 $12.72 $13.77 Long 1287.0 8.26% 21823.58 21823.58
    SPXL 2011-09-12 2011-09-16 $3.85 $4.61 Long 4249.0 19.60% 25030.41 25030.41
    SPXL 2011-09-19 2011-09-22 $4.39 $3.70 Long 4402.0 -15.79% 21977.48 21977.48
    SPXL 2011-09-27 2011-09-29 $4.21 $4.05 Long 4644.0 -3.68% 21259.73 21259.73
    SPXL 2011-09-30 2011-10-03 $3.77 $3.57 Long 4251.0 -5.23% 20422.63 20422.63
    SPXL 2011-10-06 2011-10-07 $3.73 $4.01 Long 4650.0 7.62% 21743.24 21743.24
    SPXL 2011-10-10 2011-10-17 $4.06 $4.52 Long 4391.0 11.47% 4079.42 24545.75
    TMF 2011-10-17 2011-10-18 $14.32 $14.97 Long 1376.0 4.54% 5778.75 25849.84
    SPXL 2011-10-18 2011-10-21 $4.30 $4.62 Long 4395.0 7.46% 26091.20 26091.20
    SPXL 2011-10-25 2011-10-28 $4.84 $5.18 Long 4466.0 7.02% 6348.84 28033.44
    TMF 2011-10-28 2011-11-01 $12.87 $15.88 Long 1652.0 23.41% 32586.01 32586.01
    SPXL 2011-11-03 2011-11-07 $4.86 $4.86 Long 5666.0 0.15% 32626.02 32626.02
    SPXL 2011-11-08 2011-11-15 $5.02 $4.77 Long 5433.0 -4.99% 31266.31 31266.31
    SPXL 2011-11-16 2011-11-21 $4.73 $4.21 Long 5309.0 -11.08% 28484.01 28484.01
    SPXL 2011-11-23 2011-12-01 $3.99 $4.66 Long 5584.0 16.84% 7195.43 32694.31
    TMF 2011-12-01 2011-12-02 $14.91 $15.03 Long 1680.0 0.83% 32446.71 32446.71
    SPXL 2011-12-05 2011-12-07 $4.89 $4.77 Long 5458.0 -2.56% 31761.59 31761.59
    SPXL 2011-12-08 2011-12-15 $4.78 $4.42 Long 5395.0 -7.47% 29835.77 29835.77
    SPXL 2011-12-16 2011-12-21 $4.42 $4.58 Long 5469.0 3.67% 7100.96 29863.38
    TMF 2011-12-21 2011-12-29 $16.50 $16.54 Long 1432.0 0.26% 6558.41 31270.81
    SPXL 2011-12-29 2012-01-03 $4.73 $5.02 Long 5121.0 6.14% 32271.20 32271.20
    SPXL 2012-01-04 2012-01-06 $4.95 $5.06 Long 5206.0 2.27% 32855.25 32855.25
    SPXL 2012-01-09 2012-01-17 $5.05 $5.31 Long 5254.0 5.21% 34236.11 34236.11
    SPXL 2012-01-18 2012-01-23 $5.21 $5.49 Long 5221.0 5.30% 35677.93 35677.93
    SPXL 2012-01-25 2012-02-01 $5.47 $5.61 Long 5354.0 2.51% 36413.01 36413.01
    SPXL 2012-02-02 2012-02-06 $5.69 $5.84 Long 5261.0 2.75% 37234.37 37234.37
    SPXL 2012-02-07 2012-02-14 $5.88 $5.97 Long 5162.0 1.55% 37704.15 37704.15
    SPXL 2012-02-15 2012-02-21 $6.07 $6.20 Long 5113.0 2.21% 38390.09 38390.09
    SPXL 2012-02-23 2012-03-01 $6.10 $6.27 Long 5071.0 2.76% 39245.44 39245.44
    SPXL 2012-03-02 2012-03-05 $6.32 $6.22 Long 5070.0 -1.53% 38756.20 38756.20
    SPXL 2012-03-06 2012-03-08 $5.98 $6.14 Long 5045.0 2.61% 39543.84 39543.84
    SPXL 2012-03-09 2012-03-16 $6.25 $6.75 Long 5216.0 8.02% 42158.72 42158.72
    SPXL 2012-03-19 2012-03-22 $6.72 $6.57 Long 5057.0 -2.18% 41416.82 41416.82
    SPXL 2012-03-26 2012-04-02 $6.76 $6.76 Long 5100.0 -0.05% 41400.81 41400.81
    SPXL 2012-04-03 2012-04-05 $6.89 $6.58 Long 4959.0 -4.61% 39825.15 39825.15
    SPXL 2012-04-09 2012-04-16 $6.37 $6.33 Long 4904.0 -0.59% 39640.48 39640.48
    SPXL 2012-04-17 2012-04-20 $6.34 $6.41 Long 5069.0 1.09% 39990.44 39990.44
    SPXL 2012-04-24 2012-05-01 $6.21 $6.61 Long 5265.0 6.47% 42105.30 42105.30
    SPXL 2012-05-02 2012-05-03 $6.61 $6.68 Long 5161.0 1.15% 42498.06 42498.06
    SPXL 2012-05-04 2012-05-08 $6.40 $6.09 Long 5149.0 -4.86% 40894.34 40894.34
    SPXL 2012-05-09 2012-05-16 $5.93 $5.78 Long 5436.0 -2.42% 40113.89 40113.89
    SPXL 2012-05-17 2012-05-22 $5.64 $5.53 Long 5617.0 -1.97% 39488.13 39488.13
    SPXL 2012-05-24 2012-06-01 $5.59 $5.16 Long 5915.0 -7.69% 36945.11 36945.11
    SPXL 2012-06-05 2012-06-07 $4.95 $5.62 Long 5955.0 13.70% 40981.66 40981.66
    SPXL 2012-06-08 2012-06-15 $5.41 $5.65 Long 5902.0 4.50% 42417.07 42417.07
    SPXL 2012-06-18 2012-06-21 $5.67 $5.95 Long 6080.0 5.01% 44143.81 44143.81
    SPXL 2012-06-25 2012-07-02 $5.47 $6.03 Long 6364.0 10.21% 8794.16 48485.53
    TMF 2012-07-02 2012-07-06 $18.66 $19.22 Long 2085.0 3.01% 11051.58 48929.58
    SPXL 2012-07-06 2012-07-09 $5.89 $5.88 Long 6422.0 -0.12% 48823.78 48823.78
    SPXL 2012-07-10 2012-07-17 $5.96 $5.94 Long 6723.0 -0.22% 48734.12 48734.12
    SPXL 2012-07-18 2012-07-20 $5.95 $6.07 Long 6641.0 1.96% 7714.11 49893.66
    TMF 2012-07-20 2012-07-23 $20.58 $21.38 Long 2031.0 3.90% 51139.17 51139.17
    SPXL 2012-07-25 2012-08-01 $5.71 $6.28 Long 7095.0 9.96% 55174.73 55174.73
    SPXL 2012-08-03 2012-08-06 $6.26 $6.41 Long 7464.0 2.39% 56293.19 56293.19
    SPXL 2012-08-07 2012-08-09 $6.48 $6.48 Long 7112.0 0.10% 56337.83 56337.83
    SPXL 2012-08-10 2012-08-17 $6.46 $6.76 Long 7038.0 4.67% 58458.12 58458.12
    SPXL 2012-08-20 2012-08-23 $6.72 $6.65 Long 7007.0 -1.10% 57941.37 57941.37
    SPXL 2012-08-27 2012-09-04 $6.70 $6.58 Long 7241.0 -1.86% 57038.13 57038.13
    SPXL 2012-09-05 2012-09-06 $6.58 $6.67 Long 7022.0 1.32% 57649.63 57649.63
    SPXL 2012-09-07 2012-09-14 $6.99 $7.41 Long 6999.0 6.01% 60587.31 60587.31
    SPXL 2012-09-17 2012-09-20 $7.42 $7.28 Long 6623.0 -1.88% 59662.42 59662.42
    SPXL 2012-09-24 2012-10-01 $7.26 $7.16 Long 6452.0 -1.44% 58989.20 58989.20
    SPXL 2012-10-03 2012-10-05 $7.21 $7.51 Long 6619.0 4.18% 60983.26 60983.26
    SPXL 2012-10-08 2012-10-15 $7.31 $6.96 Long 6575.0 -4.80% 58677.48 58677.48
    SPXL 2012-10-16 2012-10-19 $7.18 $7.29 Long 6828.0 1.57% 59448.86 59448.86
    SPXL 2012-10-23 2012-11-01 $6.75 $6.71 Long 6942.0 -0.50% 59214.67 59214.67
    SPXL 2012-11-05 2012-11-07 $6.66 $6.70 Long 6856.0 0.65% 59510.51 59510.51
    SPXL 2012-11-08 2012-11-15 $6.42 $5.90 Long 7192.0 -8.00% 55820.37 55820.37
    SPXL 2012-11-16 2012-11-20 $5.90 $6.29 Long 7657.0 6.66% 10978.37 57598.69
    TMF 2012-11-20 2012-11-21 $18.70 $18.10 Long 2559.0 -3.18% 57308.97 57308.97
    SPXL 2012-11-26 2012-12-03 $6.52 $6.82 Long 7187.0 4.58% 59457.23 59457.23
    SPXL 2012-12-04 2012-12-06 $6.63 $6.61 Long 7062.0 -0.19% 59368.59 59368.59
    SPXL 2012-12-07 2012-12-14 $6.78 $6.74 Long 7270.0 -0.52% 59111.93 59111.93
    SPXL 2012-12-17 2012-12-20 $6.77 $7.04 Long 7099.0 3.98% 61022.25 61022.25
    SPXL 2012-12-24 2013-01-02 $6.90 $7.28 Long 7238.0 5.39% 63713.85 63713.85
    TMF 2013-01-03 2013-01-08 $16.23 $16.05 Long 3152.0 -1.09% 63155.69 63155.69
    TMF 2013-01-16 2013-01-17 $16.69 $16.15 Long 3065.0 -3.27% 61483.99 61483.99
    TMF 2013-01-18 2013-01-25 $16.28 $15.80 Long 3084.0 -2.90% 9454.52 60330.64
    SPXL 2013-01-25 2013-02-01 $7.99 $8.10 Long 6331.0 1.40% 60737.92 60737.92
    SPXL 2013-02-04 2013-02-05 $8.05 $8.06 Long 6073.0 0.14% 60804.63 60804.63
    SPXL 2013-02-06 2013-02-13 $8.08 $8.37 Long 6112.0 3.61% 62588.40 62588.40
    SPXL 2013-02-14 2013-02-20 $8.26 $8.49 Long 6058.0 2.87% 64023.72 64023.72
    SPXL 2013-02-22 2013-03-01 $8.16 $8.13 Long 6384.0 -0.33% 63853.44 63853.44
    SPXL 2013-03-04 2013-03-06 $8.24 $8.75 Long 6361.0 6.22% 67112.20 67112.20
    SPXL 2013-03-07 2013-03-14 $8.73 $8.99 Long 6212.0 3.07% 68774.08 68774.08
    SPXL 2013-03-15 2013-03-20 $9.04 $8.97 Long 6194.0 -0.69% 68385.33 68385.33
    SPXL 2013-03-22 2013-04-01 $8.85 $9.15 Long 6264.0 3.38% 70257.69 70257.69
    SPXL 2013-04-02 2013-04-03 $9.16 $9.21 Long 6218.0 0.57% 70579.66 70579.66
    SPXL 2013-04-04 2013-04-08 $8.94 $8.91 Long 6209.0 -0.29% 70418.91 70418.91
    SPXL 2013-04-09 2013-04-16 $9.12 $9.06 Long 6399.0 -0.65% 70042.39 70042.39
    TMF 2013-04-18 2013-04-29 $17.73 $18.03 Long 3237.0 1.71% 13363.13 71724.64
    SPXL 2013-04-29 2013-05-01 $9.46 $9.57 Long 6097.0 1.22% 12738.95 72394.23
    TMF 2013-05-01 2013-05-02 $18.11 $18.15 Long 3257.0 0.23% 13944.99 72958.96
    SPXL 2013-05-02 2013-05-03 $9.45 $9.89 Long 6126.0 4.63% 17456.91 72675.88
    TMF 2013-05-03 2013-05-08 $17.54 $16.68 Long 3255.0 -4.88% 71760.56 71760.56
    SPXL 2013-05-15 2013-05-16 $10.61 $10.76 Long 5615.0 1.40% 72593.14 72593.14
    SPXL 2013-05-17 2013-05-22 $10.79 $11.07 Long 5464.0 2.62% 74136.36 74136.36
    SPXL 2013-05-24 2013-06-03 $10.49 $10.36 Long 5755.0 -1.30% 73350.75 73350.75
    SPXL 2013-06-04 2013-06-06 $10.46 $9.85 Long 5737.0 -5.87% 69826.54 69826.54
    SPXL 2013-06-07 2013-06-14 $10.34 $10.36 Long 5742.0 0.14% 69907.63 69907.63
    SPXL 2013-06-17 2013-06-20 $10.41 $9.94 Long 5466.0 -4.52% 67334.65 67334.65
    SPXL 2013-06-24 2013-07-01 $9.26 $9.95 Long 5647.0 7.42% 71215.59 71215.59
    SPXL 2013-07-02 2013-07-03 $9.91 $9.80 Long 5798.0 -1.14% 70560.58 70560.58
    SPXL 2013-07-05 2013-07-08 $10.16 $10.42 Long 5834.0 2.57% 14899.70 72408.26
    TMF 2013-07-08 2013-07-09 $11.72 $11.84 Long 4880.0 1.07% 72697.13 72697.13
    SPXL 2013-07-19 2013-07-22 $11.33 $11.50 Long 5223.0 1.52% 12562.63 73571.28
    TMF 2013-07-22 2013-07-23 $12.44 $12.22 Long 4905.0 -1.83% 72479.56 72479.56
    SPXL 2013-07-25 2013-08-01 $11.25 $11.61 Long 5069.0 3.18% 74293.00 74293.00
    SPXL 2013-08-02 2013-08-05 $11.66 $11.73 Long 5185.0 0.54% 74622.49 74622.49
    SPXL 2013-08-06 2013-08-08 $11.68 $11.60 Long 5153.0 -0.66% 74222.26 74222.26
    SPXL 2013-08-09 2013-08-16 $11.51 $10.80 Long 5181.0 -6.18% 70539.64 70539.64
    SPXL 2013-08-19 2013-08-22 $10.72 $10.57 Long 5292.0 -1.43% 69730.05 69730.05
    SPXL 2013-08-26 2013-09-03 $10.93 $10.60 Long 5189.0 -2.97% 68044.67 68044.67
    SPXL 2013-09-04 2013-09-06 $10.46 $10.84 Long 5198.0 3.69% 70051.06 70051.06
    SPXL 2013-09-09 2013-09-16 $10.84 $11.78 Long 5232.0 8.66% 74964.40 74964.40
    SPXL 2013-09-17 2013-09-20 $11.63 $12.19 Long 5155.0 4.82% 77852.03 77852.03
    SPXL 2013-09-24 2013-10-01 $11.68 $11.32 Long 5343.0 -3.10% 75915.42 75915.42
    SPXL 2013-10-03 2013-10-04 $11.44 $11.22 Long 5421.0 -1.87% 74754.36 74754.36
    SPXL 2013-10-07 2013-10-09 $11.15 $10.83 Long 5394.0 -2.91% 73002.38 73002.38
    SPXL 2013-10-10 2013-10-17 $11.11 $11.92 Long 5460.0 7.27% 77410.19 77410.19
    TMF 2013-10-21 2013-10-22 $11.76 $11.96 Long 5297.0 1.65% 15599.56 78860.69
    SPXL 2013-10-22 2013-10-23 $12.67 $12.65 Long 4960.0 -0.19% 78323.69 78323.69
    SPXL 2013-10-25 2013-11-01 $12.79 $12.90 Long 5010.0 0.85% 78866.10 78866.10
    SPXL 2013-11-04 2013-11-06 $13.04 $13.11 Long 4953.0 0.54% 79215.83 79215.83
    SPXL 2013-11-07 2013-11-14 $13.23 $13.42 Long 4892.0 1.48% 80171.48 80171.48
    SPXL 2013-11-15 2013-11-20 $13.65 $13.62 Long 4837.0 -0.24% 80012.10 80012.10
    SPXL 2013-11-22 2013-12-02 $13.74 $14.00 Long 4793.0 1.88% 81252.99 81252.99
    SPXL 2013-12-04 2013-12-06 $13.54 $13.89 Long 4793.0 2.59% 82933.85 82933.85
    SPXL 2013-12-09 2013-12-16 $14.06 $13.48 Long 4835.0 -4.17% 80100.29 80100.29
    SPXL 2013-12-17 2013-12-20 $13.57 $14.08 Long 4814.0 3.73% 82536.31 82536.31
    SPXL 2013-12-24 2014-01-02 $14.52 $14.86 Long 4611.0 2.32% 84088.22 84088.22
    SPXL 2014-01-06 2014-01-08 $14.72 $14.72 Long 4643.0 -0.03% 84066.37 84066.37
    SPXL 2014-01-09 2014-01-16 $14.87 $14.89 Long 4626.0 0.17% 84186.14 84186.14
    SPXL 2014-01-17 2014-01-23 $14.85 $14.67 Long 4579.0 -1.22% 83356.29 83356.29
    SPXL 2014-01-27 2014-02-03 $13.64 $13.36 Long 4742.0 -2.05% 82028.15 82028.15
    SPXL 2014-02-04 2014-02-05 $12.67 $12.62 Long 4974.0 -0.39% 81782.30 81782.30
    SPXL 2014-02-06 2014-02-10 $12.81 $13.71 Long 5248.0 7.06% 86525.39 86525.39
    TMF 2014-02-13 2014-02-14 $11.87 $11.88 Long 5966.0 0.10% 86596.15 86596.15
    TMF 2014-02-18 2014-02-20 $11.89 $11.79 Long 5905.0 -0.84% 86007.90 86007.90
    TMF 2014-02-24 2014-02-26 $11.91 $12.11 Long 5975.0 1.63% 16411.46 86825.10
    SPXL 2014-02-26 2014-03-03 $14.97 $14.84 Long 4727.0 -0.83% 86580.34 86580.34
    SPXL 2014-03-05 2014-03-07 $15.59 $15.88 Long 4563.0 1.84% 87890.57 87890.57
    SPXL 2014-03-10 2014-03-17 $15.64 $15.04 Long 4484.0 -3.81% 85220.50 85220.50
    SPXL 2014-03-18 2014-03-21 $15.31 $15.76 Long 4589.0 2.95% 87294.25 87294.25
    SPXL 2014-03-25 2014-04-01 $15.41 $15.72 Long 4547.0 2.03% 88717.60 88717.60
    SPXL 2014-04-03 2014-04-07 $16.11 $15.28 Long 4508.0 -5.16% 84972.23 84972.23
    SPXL 2014-04-08 2014-04-15 $14.87 $14.60 Long 4504.0 -1.80% 83763.75 83763.75
    TMF 2014-04-17 2014-04-24 $13.65 $13.33 Long 5089.0 -2.36% 14271.51 81546.90
    SPXL 2014-04-24 2014-05-01 $15.82 $15.78 Long 4288.0 -0.27% 81940.50 81940.50
    SPXL 2014-05-05 2014-05-07 $15.50 $15.57 Long 4201.0 0.46% 82237.13 82237.13
    SPXL 2014-05-08 2014-05-15 $15.61 $15.84 Long 4277.0 1.46% 83213.57 83213.57
    SPXL 2014-05-16 2014-05-21 $15.57 $15.70 Long 4254.0 0.83% 83764.25 83764.25
    SPXL 2014-05-23 2014-06-02 $16.12 $16.93 Long 4248.0 5.05% 87223.61 87223.61
    SPXL 2014-06-04 2014-06-06 $16.79 $17.45 Long 4207.0 3.92% 89996.08 89996.08
    SPXL 2014-06-09 2014-06-16 $17.57 $17.16 Long 4177.0 -2.37% 88255.99 88255.99
    SPXL 2014-06-17 2014-06-20 $17.20 $17.97 Long 4167.0 4.43% 91433.62 91433.62
    SPXL 2014-06-24 2014-07-01 $17.85 $18.03 Long 4118.0 0.99% 92160.54 92160.54
    SPXL 2014-07-02 2014-07-03 $18.25 $18.45 Long 4140.0 1.07% 92969.29 92969.29
    SPXL 2014-07-07 2014-07-09 $18.47 $18.17 Long 4081.0 -1.64% 91730.22 91730.22
    SPXL 2014-07-10 2014-07-17 $17.74 $18.32 Long 4090.0 3.29% 94117.54 94117.54
    SPXL 2014-07-18 2014-07-23 $18.02 $18.60 Long 4160.0 3.25% 96555.52 96555.52
    SPXL 2014-07-25 2014-08-01 $18.49 $16.95 Long 4178.0 -8.34% 90114.62 90114.62
    SPXL 2014-08-05 2014-08-07 $17.09 $17.05 Long 4280.0 -0.21% 89963.52 89963.52
    SPXL 2014-08-08 2014-08-15 $16.64 $17.98 Long 4273.0 8.03% 95675.90 95675.90
    SPXL 2014-08-18 2014-08-21 $18.07 $18.70 Long 4310.0 3.48% 98384.37 98384.37
    SPXL 2014-08-25 2014-09-02 $19.01 $19.23 Long 4247.0 1.19% 99343.97 99343.97
    SPXL 2014-09-04 2014-09-08 $19.16 $19.19 Long 4163.0 0.15% 99461.55 99461.55
    SPXL 2014-09-09 2014-09-16 $19.06 $18.52 Long 4197.0 -2.82% 97209.34 97209.34
    SPXL 2014-09-17 2014-09-22 $19.14 $19.27 Long 4250.0 0.69% 97769.50 97769.50
    SPXL 2014-09-24 2014-10-01 $18.62 $18.19 Long 4231.0 -2.28% 95977.03 95977.03
    SPXL 2014-10-03 2014-10-06 $17.91 $18.35 Long 4444.0 2.48% 97953.87 97953.87
    SPXL 2014-10-07 2014-10-09 $17.77 $18.03 Long 4323.0 1.44% 99062.91 99062.91
    SPXL 2014-10-10 2014-10-17 $17.03 $15.86 Long 4451.0 -6.87% 93856.36 93856.36
    SPXL 2014-10-20 2014-10-22 $15.80 $17.42 Long 4794.0 10.29% 20704.53 102044.93
    TMF 2014-10-22 2014-10-23 $17.64 $17.49 Long 4589.0 -0.86% 100956.48 100956.48
    TMF 2014-10-24 2014-11-05 $17.42 $17.09 Long 4676.0 -1.93% 99381.56 99381.56
    SPXL 2014-11-12 2014-11-13 $19.86 $20.11 Long 4008.0 1.27% 100390.93 100390.93
    SPXL 2014-11-14 2014-11-19 $20.08 $20.44 Long 4044.0 1.82% 101866.22 101866.22
    SPXL 2014-11-21 2014-12-01 $21.13 $20.75 Long 4102.0 -1.79% 100311.84 100311.84
    SPXL 2014-12-02 2014-12-03 $20.56 $20.99 Long 3915.0 2.09% 101998.08 101998.08
    SPXL 2014-12-04 2014-12-08 $21.08 $21.08 Long 3935.0 -0.02% 101979.56 101979.56
    SPXL 2014-12-09 2014-12-16 $20.11 $18.41 Long 3918.0 -8.46% 95312.43 95312.43
    SPXL 2014-12-17 2014-12-19 $18.37 $20.95 Long 4194.0 14.01% 21759.61 108738.47
    TMF 2014-12-19 2014-12-29 $19.65 $19.93 Long 4293.0 1.41% 21477.51 107941.96
    SPXL 2014-12-29 2015-01-02 $21.49 $20.92 Long 3994.0 -2.66% 105018.45 105018.45
    SPXL 2015-01-05 2015-01-07 $20.25 $19.44 Long 4066.0 -4.01% 101716.86 101716.86
    SPXL 2015-01-08 2015-01-09 $20.18 $20.86 Long 4239.0 3.39% 104620.17 104620.17
    SPXL 2015-01-12 2015-01-15 $20.26 $19.43 Long 4061.0 -4.08% 101265.29 101265.29
    SPXL 2015-01-16 2015-01-22 $18.61 $20.09 Long 4221.0 7.94% 107504.23 107504.23
    SPXL 2015-01-26 2015-02-02 $20.31 $18.91 Long 4226.0 -6.86% 101615.97 101615.97
    SPXL 2015-02-03 2015-02-04 $19.73 $19.96 Long 4351.0 1.18% 102629.79 102629.79
    SPXL 2015-02-05 2015-02-12 $20.25 $21.15 Long 4164.0 4.45% 106383.36 106383.36
    SPXL 2015-02-13 2015-02-19 $21.49 $21.61 Long 4073.0 0.56% 106872.26 106872.26
    SPXL 2015-02-23 2015-03-02 $22.08 $22.01 Long 4005.0 -0.30% 106608.33 106608.33
    SPXL 2015-03-03 2015-03-04 $22.23 $21.87 Long 3922.0 -1.63% 105186.77 105186.77
    SPXL 2015-03-05 2015-03-09 $21.96 $21.03 Long 3896.0 -4.21% 101583.08 101583.08
    SPXL 2015-03-10 2015-03-17 $20.72 $20.96 Long 3911.0 1.18% 102540.40 102540.40
    SPXL 2015-03-18 2015-03-23 $20.89 $22.09 Long 3961.0 5.75% 107294.97 107294.97
    SPXL 2015-03-25 2015-04-01 $21.67 $20.79 Long 3970.0 -4.05% 103809.71 103809.71
    SPXL 2015-04-06 2015-04-08 $20.47 $21.14 Long 4092.0 3.28% 106554.55 106554.55
    SPXL 2015-04-09 2015-04-16 $21.22 $21.90 Long 4081.0 3.22% 109340.03 109340.03
    SPXL 2015-04-17 2015-04-22 $21.54 $21.86 Long 4044.0 1.49% 110634.48 110634.48
    SPXL 2015-04-24 2015-05-01 $22.38 $21.66 Long 4090.0 -3.22% 107688.84 107688.84
    SPXL 2015-05-04 2015-05-06 $22.20 $21.67 Long 4027.0 -2.40% 105546.80 105546.80
    SPXL 2015-05-07 2015-05-14 $21.16 $22.16 Long 3944.0 4.74% 109501.22 109501.22
    SPXL 2015-05-15 2015-05-20 $22.50 $22.78 Long 4002.0 1.21% 110593.85 110593.85
    SPXL 2015-05-22 2015-06-01 $22.73 $22.35 Long 3961.0 -1.66% 109102.22 109102.22
    SPXL 2015-06-02 2015-06-03 $22.04 $22.36 Long 3953.0 1.44% 110358.24 110358.24
    SPXL 2015-06-04 2015-06-08 $22.08 $21.61 Long 3997.0 -2.14% 108467.35 108467.35
    SPXL 2015-06-09 2015-06-16 $21.26 $21.36 Long 4065.0 0.49% 108888.32 108888.32
    SPXL 2015-06-17 2015-06-22 $21.90 $22.60 Long 4129.0 3.22% 111803.75 111803.75
    SPXL 2015-06-24 2015-07-01 $22.53 $21.26 Long 3991.0 -5.61% 106759.55 106759.55
    SPXL 2015-07-02 2015-07-06 $21.34 $20.63 Long 4066.0 -3.31% 103888.61 103888.61
    SPXL 2015-07-07 2015-07-09 $21.00 $20.98 Long 4079.0 -0.07% 103831.01 103831.01
    SPXL 2015-07-10 2015-07-17 $21.12 $22.59 Long 4008.0 7.00% 17693.85 110673.11
    TMF 2015-07-17 2015-07-20 $16.65 $16.63 Long 5529.0 -0.13% 109637.10 109637.10
    TMF 2015-07-21 2015-07-22 $16.36 $16.92 Long 5340.0 3.41% 23586.53 113229.19
    SPXL 2015-07-22 2015-07-23 $22.12 $22.36 Long 4024.0 1.05% 113551.20 113551.20
    SPXL 2015-07-27 2015-08-03 $20.89 $21.95 Long 4190.0 5.10% 118018.53 118018.53
    SPXL 2015-08-05 2015-08-07 $21.95 $21.25 Long 4403.0 -3.20% 114930.36 114930.36
    SPXL 2015-08-10 2015-08-17 $21.60 $21.38 Long 4380.0 -1.02% 113961.33 113961.33
    SPXL 2015-08-18 2015-08-21 $21.86 $19.26 Long 4317.0 -11.91% 102723.74 102723.74
    SPXL 2015-08-26 2015-08-27 $16.44 $17.70 Long 4769.0 7.63% 25769.37 109151.25
    TMF 2015-08-27 2015-09-08 $18.13 $18.02 Long 4575.0 -0.59% 108218.03 108218.03
    TMF 2015-09-16 2015-09-17 $16.95 $16.89 Long 4926.0 -0.39% 107890.88 107890.88
    TMF 2015-09-18 2015-09-28 $17.92 $18.28 Long 5174.0 2.00% 25917.30 104707.13
    SPXL 2015-09-28 2015-10-01 $16.33 $16.36 Long 5132.0 0.14% 109864.76 109864.76
    SPXL 2015-10-02 2015-10-05 $15.76 $17.48 Long 5440.0 10.95% 119249.87 119249.87
    TMF 2015-10-06 2015-10-07 $18.52 $18.61 Long 5065.0 0.51% 20762.17 120475.21
    SPXL 2015-10-07 2015-10-08 $18.14 $18.14 Long 5456.0 0.00% 119730.41 119730.41
    SPXL 2015-10-14 2015-10-16 $18.46 $19.19 Long 5213.0 3.95% 24145.36 122751.24
    TMF 2015-10-16 2015-10-19 $19.28 $19.07 Long 5156.0 -1.07% 122469.97 122469.97
    TMF 2015-10-20 2015-10-21 $18.61 $18.98 Long 5201.0 1.95% 24081.30 121720.48
    SPXL 2015-10-21 2015-10-22 $19.42 $19.23 Long 5163.0 -0.99% 123360.96 123360.96
    TMF 2015-10-23 2015-10-28 $18.74 $19.27 Long 5211.0 2.81% 22749.51 128945.99
    SPXL 2015-10-28 2015-10-29 $20.38 $20.76 Long 5072.0 1.87% 26433.92 124928.26
    TMF 2015-10-29 2015-10-30 $18.75 $18.32 Long 5419.0 -2.30% 23510.99 124024.61
    SPXL 2015-10-30 2015-11-02 $20.97 $20.74 Long 4874.0 -1.09% 124586.71 124586.71
    SPXL 2015-11-03 2015-11-05 $21.22 $21.37 Long 4866.0 0.71% 125319.69 125319.69
    SPXL 2015-11-06 2015-11-13 $21.15 $19.54 Long 4749.0 -7.64% 117640.86 117640.86
    SPXL 2015-11-16 2015-11-19 $18.96 $20.74 Long 4877.0 9.40% 126330.15 126330.15
    SPXL 2015-11-23 2015-12-01 $20.97 $20.96 Long 4876.0 -0.06% 126272.77 126272.77
    SPXL 2015-12-02 2015-12-03 $21.33 $20.79 Long 4880.0 -2.55% 123619.59 123619.59
    SPXL 2015-12-04 2015-12-08 $19.95 $20.04 Long 4816.0 0.46% 124061.65 124061.65
    SPXL 2015-12-09 2015-12-16 $19.97 $19.98 Long 5013.0 0.02% 124085.25 124085.25
    SPXL 2015-12-17 2015-12-22 $20.54 $19.20 Long 5031.0 -6.53% 117335.85 117335.85
    TMF 2015-12-23 2016-01-04 $17.95 $18.29 Long 5115.0 1.89% 119070.75 119070.75
    SPXL 2016-01-05 2016-01-06 $18.79 $17.93 Long 5210.0 -4.58% 114582.73 114582.73
    SPXL 2016-01-07 2016-01-14 $17.09 $15.57 Long 5177.0 -8.88% 106723.60 106723.60
    SPXL 2016-01-15 2016-01-21 $14.83 $14.73 Long 5552.0 -0.68% 106161.71 106161.71
    SPXL 2016-01-25 2016-01-27 $15.58 $15.46 Long 5530.0 -0.77% 19876.31 105994.19
    TMF 2016-01-27 2016-01-28 $20.05 $19.95 Long 4270.0 -0.51% 18687.62 103847.16
    SPXL 2016-01-28 2016-02-01 $15.56 $16.15 Long 5552.0 3.81% 20034.99 108182.68
    TMF 2016-02-01 2016-02-04 $20.62 $21.33 Long 4283.0 3.42% 111372.54 111372.54
    SPXL 2016-02-08 2016-02-12 $14.47 $14.27 Long 5722.0 -1.35% 110254.74 110254.74
    SPXL 2016-02-16 2016-02-19 $15.15 $15.70 Long 6256.0 3.62% 113685.49 113685.49
    TMF 2016-02-23 2016-02-24 $22.06 $23.39 Long 4059.0 6.02% 29318.23 122872.37
    SPXL 2016-02-24 2016-02-26 $15.53 $17.06 Long 5780.0 9.88% 28254.16 128297.21
    TMF 2016-02-26 2016-02-29 $22.26 $22.34 Long 4479.0 0.36% 26797.72 125541.46
    SPXL 2016-02-29 2016-03-01 $16.67 $16.63 Long 6090.0 -0.21% 128092.83 128092.83
    TMF 2016-03-02 2016-03-08 $21.35 $22.34 Long 4579.0 4.61% 132600.09 132600.09
    SPXL 2016-03-09 2016-03-14 $17.73 $18.45 Long 6061.0 4.09% 136993.79 136993.79
    SPXL 2016-03-15 2016-03-16 $18.23 $18.32 Long 6012.0 0.45% 137489.04 137489.04
    SPXL 2016-03-17 2016-03-22 $18.75 $19.20 Long 6080.0 2.37% 140193.63 140193.63
    SPXL 2016-03-24 2016-04-01 $18.69 $19.30 Long 5881.0 3.30% 143820.15 143820.15
    SPXL 2016-04-05 2016-04-07 $19.41 $19.54 Long 5808.0 0.65% 144558.31 144558.31
    SPXL 2016-04-08 2016-04-15 $19.58 $20.34 Long 5992.0 3.85% 149071.24 149071.24
    SPXL 2016-04-18 2016-04-21 $20.07 $20.95 Long 5937.0 4.35% 154255.38 154255.38
    SPXL 2016-04-25 2016-05-02 $20.40 $20.02 Long 6098.0 -1.86% 151944.64 151944.64
    SPXL 2016-05-04 2016-05-06 $19.38 $19.17 Long 6192.0 -1.10% 150618.44 150618.44
    SPXL 2016-05-09 2016-05-16 $19.59 $19.37 Long 6364.0 -1.12% 149225.45 149225.45
    SPXL 2016-05-17 2016-05-20 $19.79 $19.37 Long 6240.0 -2.15% 146567.18 146567.18
    SPXL 2016-05-24 2016-06-01 $19.69 $20.53 Long 6086.0 4.25% 151666.57 151666.57
    SPXL 2016-06-02 2016-06-03 $20.74 $20.87 Long 5983.0 0.64% 152455.14 152455.14
    SPXL 2016-06-06 2016-06-08 $21.00 $21.34 Long 5916.0 1.66% 154515.90 154515.90
    SPXL 2016-06-09 2016-06-16 $21.23 $19.81 Long 5863.0 -6.69% 146194.94 146194.94
    SPXL 2016-06-17 2016-06-22 $20.24 $20.66 Long 5977.0 2.07% 148698.97 148698.97
    SPXL 2016-06-24 2016-06-29 $19.10 $19.42 Long 5739.0 1.68% 30365.87 147210.29
    TMF 2016-06-29 2016-07-07 $27.51 $29.02 Long 4368.0 5.50% 157145.90 157145.90
    TMF 2016-07-15 2016-07-18 $27.02 $27.14 Long 4658.0 0.44% 157698.31 157698.31
    TMF 2016-07-19 2016-07-28 $27.04 $27.56 Long 4706.0 1.89% 30117.52 160807.91
    SPXL 2016-07-28 2016-08-01 $22.77 $23.05 Long 5708.0 1.20% 161667.71 161667.71
    SPXL 2016-08-03 2016-08-04 $22.47 $22.75 Long 5732.0 1.21% 163232.66 163232.66
    SPXL 2016-08-05 2016-08-09 $23.03 $23.31 Long 5812.0 1.25% 164901.53 164901.53
    SPXL 2016-08-10 2016-08-17 $23.38 $23.25 Long 5729.0 -0.52% 164200.36 164200.36
    SPXL 2016-08-18 2016-08-23 $23.35 $23.64 Long 5719.0 1.25% 165869.45 165869.45
    SPXL 2016-08-25 2016-09-01 $23.04 $23.02 Long 5716.0 -0.10% 165734.92 165734.92
    SPXL 2016-09-06 2016-09-08 $23.45 $23.41 Long 5756.0 -0.16% 165518.16 165518.16
    SPXL 2016-09-09 2016-09-16 $22.88 $22.03 Long 5727.0 -3.71% 160652.18 160652.18
    SPXL 2016-09-19 2016-09-22 $22.24 $23.12 Long 5906.0 3.99% 27337.92 166504.60
    TMF 2016-09-22 2016-09-27 $25.78 $26.88 Long 5375.0 4.27% 37031.51 174654.42
    SPXL 2016-09-27 2016-09-29 $22.18 $22.91 Long 6077.0 3.28% 35993.26 179823.49
    TMF 2016-09-29 2016-09-30 $26.27 $26.85 Long 5338.0 2.20% 35337.76 180783.78
    SPXL 2016-09-30 2016-10-03 $22.64 $22.69 Long 6359.0 0.23% 35045.56 176593.92
    TMF 2016-10-03 2016-10-05 $26.52 $24.97 Long 5453.0 -5.83% 33225.52 171544.50
    SPXL 2016-10-05 2016-10-06 $22.56 $22.54 Long 6116.0 -0.08% 35695.44 170992.69
    TMF 2016-10-06 2016-10-07 $24.34 $24.34 Long 5564.0 0.00% 171098.27 171098.27
    SPXL 2016-10-11 2016-10-17 $22.63 $21.80 Long 6085.0 -3.68% 166028.36 166028.36
    SPXL 2016-10-18 2016-10-21 $22.15 $21.75 Long 6169.0 -1.81% 163560.05 163560.05
    SPXL 2016-10-25 2016-11-01 $22.27 $21.70 Long 5925.0 -2.59% 160143.48 160143.48
    SPXL 2016-11-03 2016-11-07 $20.81 $21.24 Long 6172.0 2.08% 162816.36 162816.36
    SPXL 2016-11-08 2016-11-15 $21.60 $22.92 Long 6208.0 6.11% 171013.28 171013.28
    SPXL 2016-11-16 2016-11-21 $23.09 $23.59 Long 6043.0 2.17% 174042.76 174042.76
    SPXL 2016-11-23 2016-12-01 $23.84 $24.06 Long 5866.0 0.93% 175340.56 175340.56
    SPXL 2016-12-05 2016-12-07 $24.04 $24.31 Long 5990.0 1.14% 176975.95 176975.95
    SPXL 2016-12-08 2016-12-15 $25.32 $25.85 Long 5896.0 2.08% 180084.38 180084.38
    SPXL 2016-12-16 2016-12-21 $26.23 $26.33 Long 5642.0 0.40% 180681.94 180681.94
    SPXL 2016-12-23 2017-01-03 $26.02 $25.86 Long 5609.0 -0.61% 179797.44 179797.44
    SPXL 2017-01-04 2017-01-06 $26.03 $26.36 Long 5631.0 1.27% 181652.89 181652.89
    SPXL 2017-01-09 2017-01-17 $26.49 $26.24 Long 5581.0 -0.92% 180299.93 180299.93
    SPXL 2017-01-18 2017-01-23 $26.32 $26.25 Long 5565.0 -0.29% 179880.80 179880.80
    SPXL 2017-01-25 2017-02-01 $27.05 $26.88 Long 5550.0 -0.63% 178940.29 178940.29
    SPXL 2017-02-02 2017-02-03 $26.51 $27.05 Long 5392.0 2.06% 181884.54 181884.54
    SPXL 2017-02-06 2017-02-13 $27.07 $28.22 Long 5445.0 4.24% 188138.48 188138.48
    SPXL 2017-02-14 2017-02-17 $28.39 $28.88 Long 5399.0 1.72% 190781.57 190781.57
    SPXL 2017-02-22 2017-03-01 $29.64 $30.52 Long 5244.0 2.95% 195360.60 195360.60
    SPXL 2017-03-03 2017-03-06 $30.42 $30.15 Long 5111.0 -0.91% 193953.17 193953.17
    SPXL 2017-03-07 2017-03-09 $30.10 $29.83 Long 5211.0 -0.88% 192579.52 192579.52
    SPXL 2017-03-10 2017-03-17 $30.32 $30.61 Long 5228.0 0.96% 194105.31 194105.31
    SPXL 2017-03-20 2017-03-23 $30.30 $29.15 Long 5135.0 -3.80% 188195.33 188195.33
    SPXL 2017-03-27 2017-04-03 $28.35 $29.80 Long 5204.0 5.10% 195715.75 195715.75
    SPXL 2017-04-04 2017-04-05 $29.45 $29.93 Long 5320.0 1.62% 198257.56 198257.56
    SPXL 2017-04-06 2017-04-13 $29.44 $28.93 Long 5365.0 -1.74% 195517.47 195517.47
    SPXL 2017-04-17 2017-04-20 $28.73 $29.07 Long 5474.0 1.19% 197385.61 197385.61
    SPXL 2017-04-24 2017-05-01 $30.21 $30.72 Long 5424.0 1.69% 200155.84 200155.84
    SPXL 2017-05-02 2017-05-03 $30.83 $30.58 Long 5277.0 -0.82% 198814.48 198814.48
    SPXL 2017-05-04 2017-05-08 $30.79 $31.14 Long 5266.0 1.13% 200648.81 200648.81
    SPXL 2017-05-09 2017-05-16 $31.24 $31.45 Long 5218.0 0.69% 201778.68 201778.68
    SPXL 2017-05-17 2017-05-22 $30.44 $30.70 Long 5196.0 0.87% 203148.37 203148.37
    SPXL 2017-05-24 2017-06-01 $31.27 $31.88 Long 5290.0 1.96% 206385.54 206385.54
    SPXL 2017-06-02 2017-06-05 $32.47 $32.67 Long 5244.0 0.61% 207422.30 207422.30
    SPXL 2017-06-06 2017-06-08 $32.38 $32.56 Long 5142.0 0.58% 208390.49 208390.49
    SPXL 2017-06-09 2017-06-16 $32.71 $32.63 Long 5183.0 -0.23% 208000.13 208000.13
    SPXL 2017-06-19 2017-06-22 $32.92 $32.67 Long 5163.0 -0.77% 206687.74 206687.74
    SPXL 2017-06-26 2017-07-03 $33.04 $32.57 Long 5127.0 -1.40% 204322.60 204322.60
    SPXL 2017-07-05 2017-07-07 $32.46 $31.88 Long 5080.0 -1.80% 201357.42 201357.42
    SPXL 2017-07-10 2017-07-17 $32.16 $33.54 Long 5116.0 4.30% 208437.59 208437.59
    SPXL 2017-07-18 2017-07-21 $33.37 $33.93 Long 5033.0 1.66% 211233.19 211233.19
    SPXL 2017-07-25 2017-08-01 $34.42 $34.32 Long 5021.0 -0.30% 210713.22 210713.22
    SPXL 2017-08-03 2017-08-04 $34.25 $34.30 Long 4975.0 0.14% 210947.40 210947.40
    SPXL 2017-08-07 2017-08-09 $34.28 $33.85 Long 4982.0 -1.24% 208836.77 208836.77
    SPXL 2017-08-10 2017-08-17 $33.77 $33.68 Long 4996.0 -0.28% 208366.42 208366.42
    SPXL 2017-08-18 2017-08-23 $32.32 $32.85 Long 5011.0 1.63% 211008.27 211008.27
    SPXL 2017-08-25 2017-09-01 $33.06 $34.27 Long 5160.0 3.64% 217226.35 217226.35
    SPXL 2017-09-05 2017-09-07 $33.99 $33.98 Long 5134.0 -0.03% 217178.01 217178.01
    SPXL 2017-09-08 2017-09-15 $33.65 $35.03 Long 5177.0 4.11% 224342.60 224342.60
    SPXL 2017-09-18 2017-09-21 $35.41 $35.52 Long 5187.0 0.32% 224928.60 224928.60
    SPXL 2017-09-25 2017-10-02 $35.16 $36.14 Long 5185.0 2.78% 230005.25 230005.25
    SPXL 2017-10-03 2017-10-04 $36.57 $36.67 Long 5154.0 0.28% 230539.00 230539.00
    SPXL 2017-10-05 2017-10-09 $37.02 $37.47 Long 5092.0 1.22% 232840.05 232840.05
    SPXL 2017-10-10 2017-10-17 $37.46 $37.71 Long 5033.0 0.68% 234119.39 234119.39
    SPXL 2017-10-18 2017-10-23 $38.01 $38.67 Long 5028.0 1.73% 237432.91 237432.91
    SPXL 2017-10-25 2017-11-01 $38.10 $38.90 Long 5024.0 2.10% 241453.27 241453.27
    SPXL 2017-11-03 2017-11-07 $38.77 $39.30 Long 5064.0 1.36% 244123.06 244123.06
    SPXL 2017-11-08 2017-11-15 $39.02 $38.18 Long 5032.0 -2.17% 239859.44 239859.44
    SPXL 2017-11-16 2017-11-21 $38.57 $39.30 Long 5089.0 1.88% 243548.53 243548.53
    SPXL 2017-11-24 2017-12-01 $39.79 $41.83 Long 4972.0 5.11% 253659.22 253659.22
    SPXL 2017-12-04 2017-12-06 $42.54 $40.86 Long 4912.0 -3.96% 245381.57 245381.57
    SPXL 2017-12-07 2017-12-14 $40.99 $42.87 Long 4864.0 4.59% 254542.52 254542.52
    SPXL 2017-12-15 2017-12-20 $42.71 $44.03 Long 4808.0 3.10% 260907.00 260907.00
    SPXL 2017-12-22 2018-01-02 $43.69 $43.77 Long 4829.0 0.18% 261285.01 261285.01
    SPXL 2018-01-04 2018-01-08 $45.38 $46.40 Long 4777.0 2.24% 266146.20 266146.20
    SPXL 2018-01-09 2018-01-17 $46.97 $48.77 Long 4646.0 3.83% 274510.93 274510.93
    SPXL 2018-01-18 2018-01-23 $49.51 $51.27 Long 4559.0 3.56% 282540.58 282540.58
    SPXL 2018-01-25 2018-02-01 $52.05 $50.19 Long 4404.0 -3.57% 274353.01 274353.01
    SPXL 2018-02-02 2018-02-05 $49.66 $46.09 Long 4427.0 -7.19% 258542.10 258542.10
    SPXL 2018-02-06 2018-02-07 $39.39 $43.42 Long 4544.0 10.21% 276816.14 276816.14
    TMF 2018-02-13 2018-02-14 $17.19 $17.09 Long 13074.0 -0.55% 275570.53 275570.53
    TMF 2018-02-15 2018-03-07 $16.98 $17.21 Long 13059.0 1.35% 278556.57 278556.57
    SPXL 2018-03-13 2018-03-15 $48.35 $46.32 Long 4696.0 -4.19% 269044.99 269044.99
    SPXL 2018-03-16 2018-03-21 $46.10 $44.28 Long 4704.0 -3.95% 260483.79 260483.79
    SPXL 2018-03-23 2018-03-27 $41.02 $41.74 Long 4930.0 1.77% 53153.55 269962.34
    TMF 2018-03-27 2018-04-06 $17.71 $18.16 Long 11907.0 2.53% 269394.18 269394.18
    TMF 2018-04-16 2018-04-17 $17.93 $18.22 Long 12085.0 1.60% 272854.08 272854.08
    TMF 2018-04-18 2018-04-26 $18.37 $16.79 Long 12131.0 -8.62% 46028.35 256942.91
    SPXL 2018-04-26 2018-04-27 $40.55 $41.51 Long 5120.0 2.36% 46521.69 260675.77
    TMF 2018-04-27 2018-05-02 $17.10 $17.29 Long 12398.0 1.12% 48951.26 256913.14
    SPXL 2018-05-02 2018-05-03 $40.45 $39.25 Long 5240.0 -2.98% 254605.87 254605.87
    SPXL 2018-05-04 2018-05-08 $38.94 $41.19 Long 5254.0 5.78% 266430.09 266430.09
    SPXL 2018-05-09 2018-05-16 $41.73 $43.28 Long 5238.0 3.70% 274528.07 274528.07
    SPXL 2018-05-17 2018-05-22 $43.67 $44.62 Long 5138.0 2.17% 279404.71 279404.71
    SPXL 2018-05-24 2018-06-01 $44.09 $43.76 Long 5234.0 -0.75% 277663.44 277663.44
    SPXL 2018-06-05 2018-06-07 $44.95 $46.41 Long 5028.0 3.24% 284993.98 284993.98
    SPXL 2018-06-08 2018-06-15 $45.82 $46.31 Long 4974.0 1.07% 287427.47 287427.47
    SPXL 2018-06-18 2018-06-21 $45.70 $45.93 Long 5027.0 0.52% 288626.99 288626.99
    SPXL 2018-06-25 2018-07-02 $44.63 $42.66 Long 5110.0 -4.43% 278523.88 278523.88
    SPXL 2018-07-05 2018-07-09 $43.90 $46.00 Long 5098.0 4.79% 289251.93 289251.93
    SPXL 2018-07-10 2018-07-17 $46.91 $46.88 Long 5093.0 -0.06% 289102.39 289102.39
    SPXL 2018-07-18 2018-07-23 $47.94 $47.32 Long 4994.0 -1.29% 286022.95 286022.95
    SPXL 2018-07-25 2018-08-01 $48.28 $48.26 Long 4779.0 -0.04% 285929.39 285929.39
    SPXL 2018-08-03 2018-08-06 $48.81 $49.30 Long 4908.0 1.00% 288331.31 288331.31
    SPXL 2018-08-07 2018-08-09 $50.26 $50.33 Long 4737.0 0.14% 288655.86 288655.86
    SPXL 2018-08-10 2018-08-17 $49.18 $49.26 Long 4645.0 0.16% 289019.57 289019.57
    SPXL 2018-08-20 2018-08-23 $50.21 $50.41 Long 4752.0 0.39% 289949.80 289949.80
    SPXL 2018-08-27 2018-09-04 $51.88 $52.37 Long 4637.0 0.96% 292264.47 292264.47
    SPXL 2018-09-05 2018-09-06 $52.12 $51.97 Long 4520.0 -0.28% 291600.86 291600.86
    SPXL 2018-09-07 2018-09-14 $50.76 $52.95 Long 4544.0 4.32% 301563.38 301563.38
    SPXL 2018-09-17 2018-09-20 $52.76 $53.73 Long 4613.0 1.86% 306078.47 306078.47
    SPXL 2018-09-24 2018-10-01 $53.70 $54.10 Long 4532.0 0.76% 307919.93 307919.93
    SPXL 2018-10-03 2018-10-04 $54.40 $53.53 Long 4640.0 -1.59% 303915.06 303915.06
    SPXL 2018-10-05 2018-10-09 $52.70 $51.44 Long 4598.0 -2.38% 298142.51 298142.51
    SPXL 2018-10-10 2018-10-15 $51.09 $44.99 Long 4694.0 -11.94% 269505.89 269505.89
    TMF 2018-10-17 2018-10-18 $15.63 $15.21 Long 14049.0 -2.71% 263554.76 263554.76
    TMF 2018-10-19 2018-10-24 $15.30 $15.48 Long 14034.0 1.20% 266121.82 266121.82
    SPXL 2018-10-25 2018-10-26 $40.80 $40.09 Long 4922.0 -1.75% 39701.29 262870.68
    TMF 2018-10-26 2018-10-30 $15.72 $15.44 Long 14178.0 -1.78% 58375.95 268089.50
    SPXL 2018-10-30 2018-10-31 $39.08 $42.18 Long 5125.0 7.96% 60134.73 273490.90
    TMF 2018-10-31 2018-11-07 $15.25 $15.09 Long 14062.0 -1.07% 272272.49 272272.49
    SPXL 2018-11-16 2018-11-19 $42.42 $42.99 Long 5371.0 1.34% 49260.68 278681.20
    TMF 2018-11-19 2018-11-20 $15.58 $15.88 Long 14513.0 1.98% 72951.84 277018.33
    SPXL 2018-11-20 2018-11-21 $39.40 $39.61 Long 5250.0 0.52% 280880.30 280880.30
    SPXL 2018-11-26 2018-11-29 $39.53 $43.03 Long 5932.0 8.86% 55588.35 301651.31
    TMF 2018-11-29 2018-11-30 $15.73 $15.89 Long 15642.0 1.04% 59784.27 309613.34
    SPXL 2018-11-30 2018-12-03 $43.05 $46.15 Long 5678.0 7.20% 73455.37 329556.45
    TMF 2018-12-03 2018-12-06 $15.74 $17.37 Long 15778.0 10.34% 347480.50 347480.50
    TMF 2018-12-14 2018-12-17 $17.37 $17.38 Long 16269.0 0.06% 347637.12 347637.12
    TMF 2018-12-18 2018-12-19 $17.70 $18.16 Long 16204.0 2.56% 76839.26 341034.92
    SPXL 2018-12-19 2018-12-20 $34.46 $32.30 Long 8072.0 -6.26% 337551.37 337551.37
    SPXL 2018-12-24 2018-12-27 $28.67 $29.69 Long 8665.0 3.57% 55827.78 337220.27
    TMF 2018-12-27 2019-01-08 $18.64 $18.79 Long 15591.0 0.83% 348838.08 348838.08
    TMF 2019-01-16 2019-01-17 $17.84 $18.12 Long 15481.0 1.57% 353182.74 353182.74
    TMF 2019-01-18 2019-01-29 $17.90 $18.19 Long 15791.0 1.62% 66995.63 355939.43
    SPXL 2019-01-29 2019-01-31 $37.69 $39.21 Long 7715.0 4.03% 65191.09 372338.07
    TMF 2019-01-31 2019-02-05 $18.65 $18.38 Long 16318.0 -1.45% 365073.91 365073.91
    SPXL 2019-02-06 2019-02-13 $41.53 $42.47 Long 7144.0 2.26% 371773.45 371773.45
    SPXL 2019-02-14 2019-02-20 $41.87 $43.71 Long 7091.0 4.38% 384793.14 384793.14
    SPXL 2019-02-22 2019-03-01 $43.84 $44.87 Long 7138.0 2.34% 392121.22 392121.22
    SPXL 2019-03-05 2019-03-07 $44.41 $43.09 Long 6994.0 -2.98% 382869.75 382869.75
    SPXL 2019-03-08 2019-03-15 $41.25 $45.36 Long 7197.0 9.95% 412424.34 412424.34
    SPXL 2019-03-18 2019-03-21 $45.85 $45.34 Long 7364.0 -1.12% 408644.29 408644.29
    SPXL 2019-03-25 2019-04-01 $44.42 $47.18 Long 7110.0 6.20% 428226.15 428226.15
    SPXL 2019-04-03 2019-04-05 $48.46 $48.75 Long 7252.0 0.61% 430373.77 430373.77
    SPXL 2019-04-08 2019-04-15 $48.79 $49.84 Long 7150.0 2.14% 437855.33 437855.33
    SPXL 2019-04-16 2019-04-22 $50.20 $49.24 Long 7115.0 -1.91% 431042.52 431042.52
    SPXL 2019-04-24 2019-05-01 $51.06 $52.03 Long 6984.0 1.91% 437867.78 437867.78
    SPXL 2019-05-02 2019-05-03 $50.37 $50.95 Long 6816.0 1.14% 441770.24 441770.24
    SPXL 2019-05-06 2019-05-08 $49.07 $48.17 Long 7023.0 -1.83% 435461.48 435461.48
    SPXL 2019-05-09 2019-05-16 $47.01 $47.13 Long 7322.0 0.25% 436328.82 436328.82
    TMF 2019-05-20 2019-05-21 $20.90 $20.63 Long 16856.0 -1.30% 74404.15 433917.83
    SPXL 2019-05-21 2019-05-22 $47.09 $46.86 Long 7589.0 -0.48% 430022.29 430022.29
    SPXL 2019-05-24 2019-06-03 $45.99 $41.90 Long 7612.0 -8.89% 398913.77 398913.77
    SPXL 2019-06-04 2019-06-06 $42.72 $45.59 Long 7710.0 6.70% 420985.30 420985.30
    SPXL 2019-06-07 2019-06-14 $46.83 $48.40 Long 7480.0 3.35% 432725.60 432725.60
    SPXL 2019-06-17 2019-06-20 $48.53 $51.85 Long 7241.0 6.86% 456814.03 456814.03
    SPXL 2019-06-24 2019-07-01 $51.58 $52.81 Long 7183.0 2.39% 465685.02 465685.02
    SPXL 2019-07-02 2019-07-03 $52.23 $53.04 Long 7142.0 1.56% 471499.98 471499.98
    SPXL 2019-07-05 2019-07-09 $53.15 $52.11 Long 7200.0 -1.96% 463993.53 463993.53
    SPXL 2019-07-10 2019-07-17 $53.63 $54.31 Long 7212.0 1.28% 468934.55 468934.55
    SPXL 2019-07-18 2019-07-23 $52.88 $53.87 Long 6993.0 1.86% 475808.59 475808.59
    SPXL 2019-07-25 2019-08-01 $54.86 $52.94 Long 7150.0 -3.49% 462106.84 462106.84
    SPXL 2019-08-02 2019-08-05 $50.93 $47.94 Long 7070.0 -5.87% 440976.88 440976.88
    SPXL 2019-08-06 2019-08-08 $46.77 $48.54 Long 7451.0 3.80% 454219.69 454219.69
    TMF 2019-08-16 2019-08-19 $32.20 $30.57 Long 11439.0 -5.08% 435506.88 435506.88
    TMF 2019-08-20 2019-09-06 $31.65 $31.59 Long 11541.0 -0.18% 434832.61 434832.61
    TMF 2019-09-16 2019-09-17 $26.90 $27.17 Long 12969.0 0.98% 83554.67 441633.55
    SPXL 2019-09-17 2019-09-20 $52.96 $53.90 Long 6697.0 1.76% 444492.86 444492.86
    SPXL 2019-09-24 2019-10-01 $53.38 $52.40 Long 6874.0 -1.84% 437735.81 437735.81
    SPXL 2019-10-03 2019-10-04 $47.26 $48.92 Long 7216.0 3.51% 449701.17 449701.17
    SPXL 2019-10-07 2019-10-09 $50.05 $48.60 Long 7445.0 -2.90% 438908.46 438908.46
    SPXL 2019-10-10 2019-10-17 $48.77 $53.07 Long 7314.0 8.82% 470353.75 470353.75
    SPXL 2019-10-18 2019-10-23 $52.56 $52.54 Long 7178.0 -0.04% 470211.20 470211.20
    SPXL 2019-10-25 2019-10-28 $53.00 $54.71 Long 7099.0 3.22% 111688.48 480562.21
    TMF 2019-10-28 2019-10-29 $26.52 $26.58 Long 13978.0 0.26% 93731.61 483925.29
    SPXL 2019-10-29 2019-11-01 $54.76 $55.73 Long 7114.0 1.78% 490211.89 490211.89
    SPXL 2019-11-04 2019-11-06 $57.36 $56.88 Long 7124.0 -0.83% 486816.60 486816.60
    SPXL 2019-11-07 2019-11-14 $57.74 $57.82 Long 6932.0 0.14% 487367.22 487367.22
    SPXL 2019-11-15 2019-11-20 $59.02 $59.16 Long 6827.0 0.24% 488316.23 488316.23
    SPXL 2019-11-22 2019-12-02 $58.98 $60.95 Long 6718.0 3.33% 501523.65 501523.65
    SPXL 2019-12-04 2019-12-06 $58.64 $60.57 Long 7068.0 3.28% 515138.44 515138.44
    SPXL 2019-12-09 2019-12-16 $60.75 $63.49 Long 6889.0 4.51% 534017.40 534017.40
    SPXL 2019-12-17 2019-12-20 $63.88 $65.13 Long 6813.0 1.94% 542473.32 542473.32
    SPXL 2019-12-24 2020-01-02 $65.70 $66.89 Long 6679.0 1.81% 550396.48 550396.48
    SPXL 2020-01-06 2020-01-08 $64.91 $66.46 Long 6820.0 2.40% 561002.40 561002.40
    SPXL 2020-01-09 2020-01-16 $68.44 $70.58 Long 6837.0 3.13% 575655.98 575655.98
    SPXL 2020-01-17 2020-01-23 $71.85 $71.08 Long 6606.0 -1.08% 570519.42 570519.42
    SPXL 2020-01-27 2020-02-03 $66.18 $66.21 Long 6394.0 0.05% 570710.64 570710.64
    SPXL 2020-02-04 2020-02-05 $69.13 $71.79 Long 6981.0 3.85% 589291.61 589291.61
    SPXL 2020-02-10 2020-02-13 $71.04 $74.05 Long 6621.0 4.24% 609224.50 609224.50
    SPXL 2020-02-14 2020-02-20 $75.06 $75.20 Long 6664.0 0.19% 610154.55 610154.55
    SPXL 2020-02-24 2020-02-26 $65.58 $60.01 Long 6707.0 -8.50% 115482.17 576073.38
    TMF 2020-02-26 2020-03-02 $33.93 $37.76 Long 13479.0 11.29% 624424.92 624424.92
    TMF 2020-03-03 2020-03-09 $36.66 $56.47 Long 13395.0 54.01% 889683.05 889683.05
    TMF 2020-04-20 2020-04-21 $43.79 $46.62 Long 16093.0 6.47% 935252.88 935252.88
    TMF 2020-04-27 2020-05-04 $44.62 $43.04 Long 16977.0 -3.54% 205240.44 930747.98
    SPXL 2020-05-04 2020-05-06 $32.10 $34.70 Long 21908.0 8.11% 965472.76 965472.76
    SPXL 2020-05-07 2020-05-14 $34.58 $31.36 Long 22536.0 -9.31% 892909.16 892909.16
    SPXL 2020-05-15 2020-05-20 $32.55 $37.27 Long 23061.0 14.52% 1001876.42 1001876.42
    SPXL 2020-05-22 2020-06-01 $36.76 $40.19 Long 21576.0 9.33% 1075865.72 1075865.72
    SPXL 2020-06-02 2020-06-03 $41.37 $42.89 Long 21681.0 3.66% 1108717.77 1108717.77
    SPXL 2020-06-04 2020-06-08 $43.20 $47.05 Long 20940.0 8.91% 1189293.36 1189293.36
    SPXL 2020-06-09 2020-06-12 $47.01 $41.31 Long 20473.0 -12.13% 1072554.06 1072554.06
    SPXL 2020-06-15 2020-06-16 $37.31 $44.25 Long 21030.0 18.59% 1218465.08 1218465.08
    SPXL 2020-06-17 2020-06-22 $43.70 $41.72 Long 22303.0 -4.54% 1174220.93 1174220.93
    SPXL 2020-06-24 2020-07-01 $42.47 $42.11 Long 21612.0 -0.85% 1166456.81 1166456.81
    SPXL 2020-07-02 2020-07-06 $44.03 $44.94 Long 22436.0 2.06% 265939.44 1197774.69
    TMF 2020-07-06 2020-07-08 $38.75 $40.20 Long 23764.0 3.74% 226418.42 1234559.73
    SPXL 2020-07-08 2020-07-09 $44.15 $45.07 Long 22535.0 2.08% 1241980.80 1241980.80
    SPXL 2020-07-10 2020-07-17 $43.99 $47.14 Long 22322.0 7.17% 1312371.49 1312371.49
    SPXL 2020-07-20 2020-07-23 $46.98 $49.17 Long 22549.0 4.65% 1361651.02 1361651.02
    SPXL 2020-07-27 2020-08-03 $46.99 $49.94 Long 23621.0 6.26% 1431187.91 1431187.91
    SPXL 2020-08-05 2020-08-07 $51.35 $52.21 Long 23326.0 1.67% 1451206.52 1451206.52
    SPXL 2020-08-10 2020-08-17 $53.03 $54.34 Long 22513.0 2.47% 1480637.16 1480637.16
    SPXL 2020-08-18 2020-08-21 $54.54 $54.31 Long 22071.0 -0.42% 1475569.19 1475569.19
    SPXL 2020-08-25 2020-09-01 $57.07 $60.38 Long 21198.0 5.81% 1545800.07 1545800.07
    SPXL 2020-09-03 2020-09-08 $63.31 $53.26 Long 19960.0 -15.87% 1345221.23 1345221.23
    SPXL 2020-09-09 2020-09-16 $53.63 $55.38 Long 20459.0 3.27% 1381111.25 1381111.25
    SPXL 2020-09-17 2020-09-22 $51.55 $49.84 Long 20199.0 -3.33% 1346441.30 1346441.30
    SPXL 2020-09-24 2020-10-01 $46.44 $53.84 Long 21429.0 15.92% 1504897.55 1504897.55
    SPXL 2020-10-02 2020-10-05 $51.00 $53.05 Long 22641.0 4.01% 1551214.99 1551214.99
    SPXL 2020-10-06 2020-10-08 $54.87 $56.17 Long 23685.0 2.38% 1582177.75 1582177.75
    SPXL 2020-10-09 2020-10-16 $57.52 $59.15 Long 22814.0 2.83% 1619287.17 1619287.17
    SPXL 2020-10-19 2020-10-22 $58.96 $56.05 Long 22175.0 -4.93% 1554892.23 1554892.23
    SPXL 2020-10-26 2020-10-29 $55.64 $48.30 Long 21884.0 -13.20% 1394161.23 1394161.23
    SPXL 2020-10-30 2020-11-02 $48.84 $49.70 Long 23380.0 1.76% 1414226.18 1414226.18
    SPXL 2020-11-03 2020-11-05 $51.24 $58.59 Long 23050.0 14.33% 1583521.05 1583521.05
    SPXL 2020-11-06 2020-11-13 $58.95 $61.58 Long 21892.0 4.47% 1641195.64 1641195.64
    SPXL 2020-11-16 2020-11-19 $64.58 $61.62 Long 21587.0 -4.57% 1577431.12 1577431.12
    SPXL 2020-11-23 2020-12-01 $62.51 $66.84 Long 20401.0 6.93% 1665789.21 1665789.21
    SPXL 2020-12-02 2020-12-03 $66.43 $67.47 Long 20186.0 1.56% 1686726.88 1686726.88
    SPXL 2020-12-04 2020-12-08 $67.80 $68.01 Long 20250.0 0.31% 1690920.03 1690920.03
    SPXL 2020-12-09 2020-12-16 $69.81 $69.11 Long 20139.0 -1.01% 1676651.10 1676651.10
    SPXL 2020-12-17 2020-12-22 $70.27 $69.05 Long 19652.0 -1.73% 1652696.61 1652696.61
    SPXL 2020-12-24 2021-01-04 $68.95 $73.02 Long 19397.0 5.90% 1731610.86 1731610.86
    SPXL 2021-01-05 2021-01-06 $68.86 $69.75 Long 19208.0 1.29% 1748701.08 1748701.08
    SPXL 2021-01-07 2021-01-14 $73.44 $75.99 Long 20306.0 3.47% 1800460.69 1800460.69
    SPXL 2021-01-15 2021-01-21 $73.66 $78.24 Long 19191.0 6.22% 1888320.35 1888320.35
    SPXL 2021-01-25 2021-02-01 $77.74 $71.52 Long 19903.0 -8.00% 1764573.17 1764573.17
    SPXL 2021-02-02 2021-02-03 $74.91 $76.60 Long 19984.0 2.26% 1798332.64 1798332.64
    SPXL 2021-02-04 2021-02-11 $76.86 $81.88 Long 19016.0 6.53% 1893813.75 1893813.75
    SPXL 2021-02-12 2021-02-18 $80.99 $80.81 Long 18735.0 -0.22% 1890478.37 1890478.37
    SPXL 2021-02-22 2021-03-01 $79.26 $78.01 Long 18577.0 -1.58% 1867266.39 1867266.39
    SPXL 2021-03-03 2021-03-04 $78.08 $75.29 Long 18758.0 -3.57% 1814952.49 1814952.49
    SPXL 2021-03-05 2021-03-09 $74.74 $77.91 Long 19526.0 4.24% 1876825.17 1876825.17
    SPXL 2021-03-10 2021-03-17 $80.21 $83.15 Long 19512.0 3.66% 1934167.52 1934167.52
    SPXL 2021-03-18 2021-03-23 $83.11 $82.25 Long 18842.0 -1.03% 1917969.88 1917969.88
    SPXL 2021-03-25 2021-04-01 $78.52 $86.20 Long 19025.0 9.78% 2064023.52 2064023.52
    SPXL 2021-04-06 2021-04-08 $90.97 $92.44 Long 18679.0 1.61% 2091418.38 2091418.38
    SPXL 2021-04-09 2021-04-16 $92.76 $98.87 Long 18325.0 6.58% 2203339.40 2203339.40
    SPXL 2021-04-19 2021-04-22 $98.13 $97.78 Long 18050.0 -0.36% 2196979.32 2196979.32
    SPXL 2021-04-26 2021-05-03 $98.82 $100.13 Long 18608.0 1.33% 2221346.05 2221346.05
    SPXL 2021-05-04 2021-05-06 $97.76 $97.59 Long 17969.0 -0.17% 2218292.54 2218292.54
    SPXL 2021-05-07 2021-05-14 $100.41 $95.40 Long 18411.0 -4.99% 2126090.29 2126090.29
    SPXL 2021-05-17 2021-05-20 $96.85 $94.30 Long 18051.0 -2.63% 2080078.63 2080078.63
    SPXL 2021-05-24 2021-06-01 $98.15 $101.78 Long 17220.0 3.70% 2142562.26 2142562.26
    SPXL 2021-06-02 2021-06-03 $100.25 $98.43 Long 17051.0 -1.81% 2111541.86 2111541.86
    SPXL 2021-06-04 2021-06-08 $100.45 $102.16 Long 17376.0 1.70% 2141242.95 2141242.95
    SPXL 2021-06-09 2021-06-16 $102.19 $103.17 Long 16977.0 0.96% 2157873.77 2157873.77
    SPXL 2021-06-17 2021-06-22 $100.98 $101.33 Long 16941.0 0.35% 2163809.32 2163809.32
    SPXL 2021-06-24 2021-07-01 $104.22 $107.13 Long 17021.0 2.79% 2213340.43 2213340.43
    SPXL 2021-07-06 2021-07-08 $110.79 $106.94 Long 16417.0 -3.48% 2150134.98 2150134.98
    SPXL 2021-07-09 2021-07-16 $109.79 $112.31 Long 16285.0 2.30% 2191173.18 2191173.18
    SPXL 2021-07-19 2021-07-22 $104.84 $111.15 Long 15803.0 6.02% 2290890.11 2290890.11
    SPXL 2021-07-26 2021-08-02 $114.62 $115.37 Long 16380.0 0.65% 2303175.11 2303175.11
    SPXL 2021-08-03 2021-08-04 $113.84 $114.88 Long 16170.0 0.91% 2319991.91 2319991.91
    SPXL 2021-08-05 2021-08-09 $115.22 $116.94 Long 16357.0 1.49% 2348125.95 2348125.95
    SPXL 2021-08-10 2021-08-17 $117.01 $118.30 Long 16264.0 1.10% 2369106.51 2369106.51
    SPXL 2021-08-18 2021-08-23 $117.27 $118.91 Long 16221.0 1.40% 2395708.95 2395708.95
    SPXL 2021-08-25 2021-09-01 $121.35 $124.87 Long 16009.0 2.90% 2452060.63 2452060.63
    SPXL 2021-09-03 2021-09-08 $124.34 $123.37 Long 15832.0 -0.78% 2436703.59 2436703.59
    SPXL 2021-09-09 2021-09-16 $123.23 $120.37 Long 15998.0 -2.32% 2390949.31 2390949.31

    Signals

    Strategy Ratio Size Ticker Date State Type Profit Tick
    VRP-SPX 0.90 0.81 SPXL 2021-09-16 Order@NextOpen Long 0.00% EOD
    volatility  SPXL  TMF