Sugradh Financial

Description

This looks at the difference between realized and implied volatility in the S&P500 for advancing price formations. It decides on the amount of risk to take on based on the past history.

This uses TMF, UBT, TLT, SPY ,SSO and SPXL.

Trading happens on the next Open from the signal day.

Details

Metrics

Metric	Measure
AccountName	default
NoOfTrades	1139.00
NoOfWins	670.00
NoOfLosses	469.00
SharpRatio	1.60
SortinoRatio	2.08
GrossProfit	$910856.95
FirstDate	2010-01-27
LastDate	2022-10-03
FirstEquity	$10000.00
FinalEquity	$920856.95
OpenEquity	$708503.32
LongEquity	$910856.95
ShortEquity	$0.00
PercentWins	58.82%
AveWin	2.41%
AveLoss	-2.08%
AveWinLoss	1.16
Expectancy	0.56%
AveDrawUp	81.14%
AveDrawDown	-10.67%
MaxDrawDown	-21.01%
Kelly	23.32%
Thrope	114.51
APR	42.85%
CalmarRatio	4.02

Trades

Symbol	Open	Close	Open Price	Close Price	Type	Size	Profit	Balance	Equity
SPXL	2010-01-27	2010-01-29	$3.76	$3.74	Long	2026.0	-0.77%	2664.48	9592.07
SPXL	2010-01-29	2010-02-01	$3.74	$3.64	Long	1948.0	-2.59%	9752.55	9752.55
SPXL	2010-02-02	2010-02-03	$3.75	$3.82	Long	2050.0	1.65%	9879.22	9879.22
SPXL	2010-02-04	2010-02-05	$3.71	$3.46	Long	1980.0	-6.84%	9376.27	9376.27
SPXL	2010-02-08	2010-02-09	$3.47	$3.52	Long	2072.0	1.25%	9466.36	9466.36
SPXL	2010-02-10	2010-02-11	$3.51	$3.50	Long	2059.0	-0.26%	9447.51	9447.51
SPXL	2010-02-12	2010-02-16	$3.51	$3.70	Long	2065.0	5.59%	9852.34	9852.34
SPXL	2010-02-17	2010-02-18	$3.84	$3.83	Long	2035.0	-0.38%	9822.85	9822.85
SPXL	2010-02-24	2010-03-01	$3.83	$3.95	Long	1922.0	3.17%	10055.96	10055.96
SPXL	2010-03-03	2010-03-04	$4.09	$4.09	Long	1889.0	-0.19%	10041.55	10041.55
SPXL	2010-03-05	2010-03-09	$4.18	$4.24	Long	1880.0	1.24%	10139.07	10139.07
SPXL	2010-03-10	2010-03-11	$4.31	$4.34	Long	1831.0	0.60%	10186.56	10186.56
SPXL	2010-03-12	2010-03-15	$4.48	$4.40	Long	1796.0	-1.74%	10046.82	10046.82
SPXL	2010-03-16	2010-03-17	$4.46	$4.58	Long	1747.0	2.63%	10252.05	10252.05
SPXL	2010-03-18	2010-03-19	$4.62	$4.63	Long	1713.0	0.23%	10270.34	10270.34
SPXL	2010-03-22	2010-03-23	$4.44	$4.62	Long	1697.0	4.08%	10578.22	10578.22
SPXL	2010-03-29	2010-04-01	$4.66	$4.73	Long	1750.0	1.51%	10701.14	10701.14
SPXL	2010-04-06	2010-04-08	$4.83	$4.77	Long	1704.0	-1.24%	10598.74	10598.74
SPXL	2010-04-09	2010-04-12	$4.91	$4.99	Long	1698.0	1.65%	10736.56	10736.56
SPXL	2010-04-13	2010-04-14	$4.98	$5.06	Long	1647.0	1.61%	10868.95	10868.95
SPXL	2010-04-15	2010-04-16	$5.15	$5.14	Long	1642.0	-0.15%	10856.14	10856.14
SPXL	2010-04-19	2010-04-20	$4.91	$5.09	Long	1614.0	3.69%	11148.37	11148.37
SPXL	2010-04-21	2010-04-22	$5.14	$5.00	Long	1676.0	-2.67%	10918.16	10918.16
SPXL	2010-04-28	2010-05-03	$4.92	$4.94	Long	1628.0	0.33%	10944.84	10944.84
SPXL	2010-05-04	2010-05-05	$4.89	$4.57	Long	1694.0	-6.51%	2808.42	10459.92
SPXL	2010-05-05	2010-05-06	$4.57	$4.54	Long	1662.0	-0.72%	10350.97	10350.97
SSO	2010-05-12	2010-05-13	$4.85	$4.92	Long	1666.0	1.43%	10466.76	10466.76
SSO	2010-05-14	2010-05-17	$4.75	$4.68	Long	1626.0	-1.61%	10342.25	10342.25
SPXL	2010-05-19	2010-05-20	$3.98	$3.73	Long	1826.0	-6.37%	9879.10	9879.10
SPXL	2010-05-26	2010-05-27	$3.62	$3.69	Long	2305.0	2.01%	2573.31	10344.95
SPXL	2010-05-27	2010-05-28	$3.69	$3.83	Long	2024.0	3.70%	10322.83	10322.83
SPXL	2010-06-02	2010-06-03	$3.56	$3.82	Long	2196.0	7.34%	3134.29	10903.20
TMF	2010-06-03	2010-06-04	$8.29	$8.75	Long	936.0	5.46%	11320.50	11320.50
SPXL	2010-06-07	2010-06-08	$3.46	$3.29	Long	2399.0	-4.78%	10923.58	10923.58
SPXL	2010-06-09	2010-06-10	$3.44	$3.50	Long	2536.0	1.79%	11079.93	11079.93
SPXL	2010-06-11	2010-06-14	$3.53	$3.78	Long	2418.0	6.94%	11672.48	11672.48
SPXL	2010-06-15	2010-06-16	$3.75	$3.87	Long	2364.0	3.06%	11943.69	11943.69
SPY	2010-06-18	2010-06-21	$88.41	$89.43	Long	103.0	1.15%	12048.73	12048.73
SPXL	2010-06-28	2010-06-29	$3.54	$3.34	Long	2630.0	-5.54%	2935.46	11058.63
SPXL	2010-06-29	2010-06-30	$3.34	$3.13	Long	2572.0	-6.24%	3067.09	10796.67
SPXL	2010-06-30	2010-07-01	$3.13	$3.07	Long	2530.0	-2.19%	10822.37	10822.37
SPXL	2010-07-06	2010-07-07	$3.10	$3.04	Long	2709.0	-1.91%	2706.93	11363.85
SPXL	2010-07-07	2010-07-08	$3.04	$3.40	Long	2613.0	11.65%	11588.44	11588.44
SPXL	2010-07-09	2010-07-12	$3.41	$3.46	Long	2608.0	1.44%	11716.82	11716.82
SPXL	2010-07-13	2010-07-14	$3.60	$3.63	Long	2591.0	0.72%	11783.63	11783.63
SPXL	2010-07-15	2010-07-16	$3.65	$3.60	Long	2484.0	-1.43%	11653.59	11653.59
SPXL	2010-07-19	2010-07-20	$3.39	$3.27	Long	2477.0	-3.41%	11367.14	11367.14
SPXL	2010-07-21	2010-07-22	$3.59	$3.52	Long	2656.0	-2.03%	11174.14	11174.14
SPXL	2010-07-28	2010-07-29	$3.81	$3.82	Long	2187.0	0.45%	2718.54	10927.12
SPXL	2010-07-29	2010-07-30	$3.82	$3.58	Long	2221.0	-6.40%	2847.40	10939.15
SPXL	2010-07-30	2010-08-02	$3.58	$3.88	Long	2185.0	8.30%	11317.32	11317.32
SPXL	2010-08-03	2010-08-04	$3.92	$3.92	Long	2233.0	0.10%	11326.04	11326.04
SPXL	2010-08-05	2010-08-09	$3.90	$3.97	Long	2210.0	1.91%	11490.09	11490.09
SPXL	2010-08-10	2010-08-11	$3.87	$3.72	Long	2213.0	-4.09%	11139.07	11139.07
SPXL	2010-08-12	2010-08-13	$3.41	$3.47	Long	2293.0	1.83%	11282.41	11282.41
SPXL	2010-08-16	2010-08-17	$3.41	$3.57	Long	2484.0	4.70%	11680.30	11680.30
SPXL	2010-08-18	2010-08-19	$3.60	$3.57	Long	2505.0	-0.82%	11605.92	11605.92
SPXL	2010-08-20	2010-08-23	$3.41	$3.46	Long	2484.0	1.47%	11730.14	11730.14
SPXL	2010-08-27	2010-08-31	$3.25	$3.16	Long	2714.0	-2.77%	3038.85	11632.52
SPXL	2010-08-31	2010-09-01	$3.16	$3.33	Long	2674.0	5.39%	11941.75	11941.75
SPXL	2010-09-03	2010-09-08	$3.70	$3.62	Long	2606.0	-2.07%	11742.20	11742.20
SPXL	2010-09-09	2010-09-10	$3.80	$3.74	Long	2482.0	-1.50%	11600.62	11600.62
SPXL	2010-09-13	2010-09-14	$3.88	$3.88	Long	2373.0	-0.08%	11593.20	11593.20
SPXL	2010-09-15	2010-09-16	$3.87	$3.91	Long	2284.0	1.01%	11682.44	11682.44
SPXL	2010-09-17	2010-09-20	$4.00	$3.99	Long	2288.0	-0.29%	11655.62	11655.62
SPXL	2010-09-21	2010-09-22	$4.14	$4.08	Long	2234.0	-1.45%	11521.79	11521.79
SPXL	2010-09-28	2010-10-01	$4.15	$4.22	Long	2101.0	1.55%	11656.67	11656.67
SPXL	2010-10-05	2010-10-07	$4.20	$4.37	Long	2142.0	4.25%	12039.03	12039.03
SPXL	2010-10-08	2010-10-11	$4.32	$4.40	Long	2105.0	2.00%	12220.32	12220.32
SPXL	2010-10-12	2010-10-13	$4.35	$4.52	Long	2123.0	3.76%	12567.71	12567.71
SPXL	2010-10-14	2010-10-15	$4.53	$4.58	Long	2128.0	1.14%	12677.67	12677.67
SPXL	2010-10-18	2010-10-19	$4.52	$4.44	Long	2116.0	-1.63%	12521.94	12521.94
SPXL	2010-10-20	2010-10-21	$4.42	$4.58	Long	2155.0	3.65%	12869.50	12869.50
SPXL	2010-10-27	2010-11-01	$4.53	$4.68	Long	2161.0	3.37%	13199.42	13199.42
SPXL	2010-11-03	2010-11-05	$4.75	$5.07	Long	2139.0	6.59%	13869.29	13869.29
SPXL	2010-11-08	2010-11-09	$5.07	$5.13	Long	2094.0	1.28%	14005.36	14005.36
SPXL	2010-11-10	2010-11-11	$4.96	$4.91	Long	2087.0	-1.04%	13897.52	13897.52
SPXL	2010-11-12	2010-11-15	$4.89	$4.85	Long	2164.0	-0.91%	13800.95	13800.95
SPXL	2010-11-16	2010-11-17	$4.70	$4.58	Long	2176.0	-2.68%	13526.66	13526.66
SPXL	2010-11-18	2010-11-19	$4.71	$4.77	Long	2261.0	1.31%	13666.50	13666.50
SPXL	2010-11-26	2010-12-01	$4.71	$4.81	Long	2222.0	2.16%	13892.66	13892.66
SPXL	2010-12-02	2010-12-03	$4.93	$5.05	Long	2208.0	2.45%	14158.88	14158.88
SPXL	2010-12-06	2010-12-08	$5.12	$5.16	Long	2144.0	0.73%	14239.45	14239.45
SPXL	2010-12-09	2010-12-10	$5.27	$5.28	Long	2111.0	0.34%	14277.46	14277.46
SPXL	2010-12-13	2010-12-14	$5.41	$5.36	Long	2066.0	-1.01%	14164.23	14164.23
SPXL	2010-12-15	2010-12-16	$5.32	$5.29	Long	2023.0	-0.71%	14088.21	14088.21
SPXL	2010-12-17	2010-12-20	$5.37	$5.44	Long	2038.0	1.34%	14235.00	14235.00
SPXL	2010-12-21	2010-12-22	$5.48	$5.56	Long	2001.0	1.39%	14386.97	14386.97
SPXL	2010-12-29	2011-01-03	$5.62	$5.71	Long	1961.0	1.76%	14580.41	14580.41
SPXL	2011-01-04	2011-01-05	$5.80	$5.68	Long	1951.0	-2.05%	3537.26	14601.39
SPXL	2011-01-05	2011-01-06	$5.68	$5.83	Long	1902.0	2.62%	14631.17	14631.17
SPXL	2011-01-07	2011-01-10	$5.82	$5.68	Long	1918.0	-2.40%	14363.88	14363.88
SPXL	2011-01-11	2011-01-12	$5.81	$5.92	Long	1935.0	1.85%	14571.42	14571.42
SPXL	2011-01-13	2011-01-14	$5.96	$5.91	Long	1882.0	-0.76%	14485.97	14485.97
SPXL	2011-01-18	2011-01-19	$6.06	$6.10	Long	1874.0	0.67%	14562.26	14562.26
SPXL	2011-01-20	2011-01-21	$5.87	$5.97	Long	1827.0	1.68%	14742.49	14742.49
SPXL	2011-01-27	2011-01-31	$6.11	$5.89	Long	1858.0	-3.71%	3955.39	14458.51
SPXL	2011-01-31	2011-02-01	$5.89	$6.08	Long	1761.0	3.22%	14654.29	14654.29
SPXL	2011-02-02	2011-02-03	$6.20	$6.19	Long	1845.0	-0.30%	14619.62	14619.62
SPXL	2011-02-04	2011-02-07	$6.27	$6.36	Long	1808.0	1.41%	14779.57	14779.57
SPXL	2011-02-08	2011-02-09	$6.45	$6.47	Long	1778.0	0.33%	14817.16	14817.16
SPXL	2011-02-10	2011-02-11	$6.38	$6.42	Long	1750.0	0.64%	14888.40	14888.40
SPXL	2011-02-14	2011-02-15	$6.60	$6.61	Long	1774.0	0.07%	14896.74	14896.74
SPXL	2011-02-16	2011-02-17	$6.67	$6.67	Long	1725.0	0.13%	14911.59	14911.59
SPXL	2011-02-24	2011-03-01	$6.25	$6.65	Long	1785.0	6.54%	15641.10	15641.10
SPXL	2011-03-03	2011-03-04	$6.47	$6.61	Long	1922.0	2.23%	15917.97	15917.97
SPXL	2011-03-07	2011-03-08	$6.54	$6.35	Long	1840.0	-2.83%	4054.35	15805.23
SPXL	2011-03-08	2011-03-09	$6.35	$6.43	Long	1814.0	1.27%	15724.28	15724.28
SPXL	2011-03-10	2011-03-11	$6.24	$6.03	Long	1869.0	-3.51%	15314.56	15314.56
SPXL	2011-03-14	2011-03-15	$6.09	$5.63	Long	1944.0	-7.61%	14413.54	14413.54
SPXL	2011-03-16	2011-03-17	$5.85	$5.82	Long	1958.0	-0.48%	14358.35	14358.35
SPXL	2011-03-18	2011-03-21	$6.00	$6.06	Long	1885.0	1.07%	14479.37	14479.37
SPXL	2011-03-22	2011-03-23	$6.13	$6.01	Long	1826.0	-1.93%	14263.50	14263.50
SPXL	2011-03-29	2011-04-01	$6.29	$6.68	Long	1704.0	6.17%	14925.21	14925.21
SPXL	2011-04-04	2011-04-06	$6.70	$6.76	Long	1708.0	0.95%	15033.52	15033.52
SPXL	2011-04-07	2011-04-08	$6.69	$6.74	Long	1701.0	0.80%	15124.08	15124.08
SPXL	2011-04-11	2011-04-12	$6.62	$6.42	Long	1716.0	-3.05%	14777.46	14777.46
SPXL	2011-04-13	2011-04-14	$6.47	$6.27	Long	1761.0	-3.04%	14431.40	14431.40
SPXL	2011-04-15	2011-04-18	$6.43	$6.25	Long	1760.0	-2.78%	14117.23	14117.23
SPXL	2011-04-19	2011-04-20	$6.28	$6.57	Long	1727.0	4.66%	14622.92	14622.92
SPXL	2011-04-27	2011-05-02	$6.93	$7.24	Long	1651.0	4.53%	15141.25	15141.25
SPXL	2011-05-04	2011-05-05	$7.00	$6.74	Long	1643.0	-3.70%	3749.60	14623.81
SPXL	2011-05-05	2011-05-06	$6.74	$6.88	Long	1626.0	2.03%	14938.25	14938.25
SPXL	2011-05-09	2011-05-10	$6.78	$6.93	Long	1660.0	2.29%	15195.58	15195.58
SPXL	2011-05-11	2011-05-12	$7.02	$6.78	Long	1676.0	-3.46%	14788.81	14788.81
SPXL	2011-05-13	2011-05-16	$6.93	$6.68	Long	1669.0	-3.57%	14375.89	14375.89
SPXL	2011-05-17	2011-05-18	$6.54	$6.61	Long	1646.0	1.11%	14495.74	14495.74
SPXL	2011-05-19	2011-05-20	$6.86	$6.79	Long	1676.0	-1.01%	14380.27	14380.27
SPXL	2011-05-26	2011-06-01	$6.43	$6.82	Long	1734.0	5.97%	15046.84	15046.84
SPXL	2011-06-02	2011-06-03	$6.42	$6.17	Long	1687.0	-3.97%	14616.27	14616.27
SPXL	2011-06-06	2011-06-07	$6.16	$6.08	Long	1812.0	-1.38%	3674.90	14294.87
SPXL	2011-06-07	2011-06-08	$6.08	$5.97	Long	1775.0	-1.84%	14262.91	14262.91
SPXL	2011-06-09	2011-06-10	$5.95	$5.95	Long	1829.0	0.01%	14264.34	14264.34
SPXL	2011-06-13	2011-06-14	$5.81	$5.93	Long	1834.0	2.16%	14494.08	14494.08
SPXL	2011-06-15	2011-06-16	$5.85	$5.70	Long	1869.0	-2.58%	14211.65	14211.65
SPXL	2011-06-17	2011-06-20	$5.88	$5.71	Long	1908.0	-2.89%	13887.49	13887.49
SPXL	2011-06-21	2011-06-22	$5.94	$6.04	Long	1861.0	1.66%	14071.08	14071.08
SPXL	2011-06-28	2011-07-01	$5.95	$6.47	Long	1870.0	8.65%	15034.43	15034.43
SPXL	2011-07-05	2011-07-07	$6.72	$6.94	Long	1778.0	3.26%	15424.20	15424.20
SPXL	2011-07-08	2011-07-11	$6.73	$6.58	Long	1699.0	-2.30%	15160.83	15160.83
SPXL	2011-07-12	2011-07-13	$6.40	$6.46	Long	1762.0	0.92%	15264.29	15264.29
SPXL	2011-07-14	2011-07-15	$6.47	$6.38	Long	1808.0	-1.34%	15107.17	15107.17
SPXL	2011-07-18	2011-07-19	$6.31	$6.33	Long	1810.0	0.24%	15134.09	15134.09
SPXL	2011-07-20	2011-07-21	$6.58	$6.63	Long	1830.0	0.71%	15220.06	15220.06
SPXL	2011-07-27	2011-07-28	$6.50	$6.19	Long	1745.0	-4.72%	3989.93	14554.63
SPXL	2011-07-28	2011-07-29	$6.19	$5.93	Long	1728.0	-4.14%	3568.69	14373.10
SPXL	2011-07-29	2011-08-01	$5.93	$6.22	Long	1799.0	4.86%	14760.43	14760.43
SPXL	2011-08-03	2011-08-04	$5.48	$5.32	Long	1949.0	-3.03%	14436.94	14436.94
TMF	2011-08-17	2011-08-18	$11.67	$12.92	Long	991.0	10.71%	15675.64	15675.64
TMF	2011-08-24	2011-08-25	$12.63	$11.71	Long	937.0	-7.25%	3328.97	14580.84
SPY	2011-08-25	2011-08-26	$95.74	$93.29	Long	120.0	-2.56%	3702.13	14737.02
SPY	2011-08-26	2011-08-29	$93.29	$96.41	Long	116.0	3.35%	14885.75	14885.75
TMF	2011-08-30	2011-09-01	$12.28	$12.06	Long	973.0	-1.84%	14666.47	14666.47
SPXL	2011-09-13	2011-09-14	$4.07	$4.22	Long	2919.0	3.76%	15112.11	15112.11
SPXL	2011-09-15	2011-09-16	$4.46	$4.60	Long	2740.0	2.95%	15472.50	15472.50
SPXL	2011-09-19	2011-09-20	$4.38	$4.54	Long	2575.0	3.48%	15865.63	15865.63
SPXL	2011-09-21	2011-09-22	$4.44	$3.69	Long	2676.0	-16.93%	13852.24	13852.24
SPXL	2011-09-28	2011-09-29	$4.14	$4.04	Long	2525.0	-2.29%	13613.04	13613.04
SPXL	2011-09-30	2011-10-03	$3.76	$3.56	Long	2576.0	-5.23%	13106.82	13106.82
SPXL	2011-10-06	2011-10-07	$3.72	$4.00	Long	2824.0	7.62%	13907.19	13907.19
SPXL	2011-10-10	2011-10-11	$4.05	$4.17	Long	2658.0	2.90%	14219.34	14219.34
SPXL	2011-10-12	2011-10-13	$4.34	$4.30	Long	2610.0	-1.03%	14102.85	14102.85
SPXL	2011-10-14	2011-10-17	$4.50	$4.51	Long	2511.0	0.24%	14130.37	14130.37
SPXL	2011-10-18	2011-10-19	$4.29	$4.54	Long	2394.0	5.76%	14722.65	14722.65
SPXL	2011-10-20	2011-10-21	$4.41	$4.61	Long	2481.0	4.47%	15212.14	15212.14
SPXL	2011-10-27	2011-10-28	$5.14	$5.16	Long	2438.0	0.58%	4178.30	15506.76
TMF	2011-10-28	2011-10-31	$12.78	$13.81	Long	869.0	8.05%	16179.08	16179.08
SPXL	2011-11-03	2011-11-07	$4.85	$4.85	Long	2662.0	0.15%	16197.84	16197.84
SPXL	2011-11-08	2011-11-09	$5.01	$4.76	Long	2553.0	-5.06%	15550.23	15550.23
SPXL	2011-11-10	2011-11-11	$4.73	$4.84	Long	2501.0	2.28%	15820.45	15820.45
SPXL	2011-11-14	2011-11-15	$4.87	$4.76	Long	2501.0	-2.33%	15536.52	15536.52
SPXL	2011-11-16	2011-11-17	$4.72	$4.61	Long	2496.0	-2.39%	15255.12	15255.12
SPXL	2011-11-18	2011-11-21	$4.45	$4.20	Long	2532.0	-5.72%	14610.86	14610.86
SPXL	2011-11-28	2011-12-01	$4.12	$4.66	Long	2948.0	13.02%	16191.87	16191.87
SPXL	2011-12-05	2011-12-06	$4.88	$4.81	Long	2578.0	-1.47%	3938.11	16027.78
SPXL	2011-12-06	2011-12-07	$4.81	$4.76	Long	2508.0	-1.11%	15872.66	15872.66
SPXL	2011-12-08	2011-12-09	$4.77	$4.60	Long	2551.0	-3.45%	15453.24	15453.24
SPXL	2011-12-12	2011-12-13	$4.64	$4.63	Long	2569.0	-0.19%	15431.12	15431.12
SPXL	2011-12-14	2011-12-15	$4.35	$4.41	Long	2547.0	1.31%	15576.69	15576.69
SPXL	2011-12-16	2011-12-19	$4.41	$4.38	Long	2702.0	-0.62%	15502.65	15502.65
SPXL	2011-12-20	2011-12-21	$4.40	$4.57	Long	2704.0	3.86%	15962.04	15962.04
SPY	2011-12-23	2011-12-28	$102.50	$103.19	Long	120.0	0.67%	16044.26	16044.26
SPXL	2011-12-29	2012-01-03	$4.72	$5.01	Long	2520.0	6.14%	16774.25	16774.25
SPXL	2012-01-04	2012-01-06	$4.94	$5.05	Long	2560.0	2.27%	17060.86	17060.86
SPXL	2012-01-09	2012-01-10	$5.04	$5.20	Long	2582.0	3.31%	17491.45	17491.45
SPXL	2012-01-11	2012-01-12	$5.13	$5.24	Long	2570.0	2.20%	17781.19	17781.19
SPXL	2012-01-13	2012-01-17	$5.12	$5.30	Long	2595.0	3.45%	18240.35	18240.35
SPXL	2012-01-18	2012-01-19	$5.20	$5.44	Long	2632.0	4.62%	18872.97	18872.97
SPXL	2012-01-20	2012-01-23	$5.45	$5.48	Long	2652.0	0.59%	18958.10	18958.10
SPXL	2012-01-27	2012-02-01	$5.45	$5.59	Long	2540.0	2.61%	19320.02	19320.02
SPXL	2012-02-02	2012-02-06	$5.67	$5.83	Long	2642.0	2.75%	19731.65	19731.65
SPXL	2012-02-07	2012-02-08	$5.87	$5.96	Long	2588.0	1.48%	19956.56	19956.56
SPXL	2012-02-09	2012-02-10	$6.03	$5.85	Long	2563.0	-2.85%	19517.11	19517.11
SPXL	2012-02-13	2012-02-14	$6.01	$5.96	Long	2550.0	-0.79%	19395.32	19395.32
SPXL	2012-02-15	2012-02-16	$6.06	$5.91	Long	2489.0	-2.38%	19036.76	19036.76
SPXL	2012-02-17	2012-02-21	$6.18	$6.19	Long	2463.0	0.14%	19057.97	19057.97
SPXL	2012-02-27	2012-03-01	$6.11	$6.26	Long	2343.0	2.45%	19408.34	19408.34
SPXL	2012-03-02	2012-03-05	$6.30	$6.21	Long	2373.0	-1.53%	19179.82	19179.82
SPXL	2012-03-06	2012-03-07	$5.97	$5.93	Long	2363.0	-0.71%	4684.17	19275.72
SPXL	2012-03-07	2012-03-08	$5.93	$6.13	Long	2428.0	3.34%	19560.86	19560.86
SPXL	2012-03-09	2012-03-12	$6.24	$6.28	Long	2442.0	0.70%	19667.92	19667.92
SPXL	2012-03-13	2012-03-14	$6.37	$6.62	Long	2395.0	3.90%	20262.33	20262.33
SPXL	2012-03-15	2012-03-16	$6.61	$6.74	Long	2341.0	1.86%	20550.08	20550.08
SPXL	2012-03-19	2012-03-20	$6.70	$6.68	Long	2333.0	-0.41%	20486.15	20486.15
SPXL	2012-03-21	2012-03-22	$6.74	$6.56	Long	2347.0	-2.77%	20046.99	20046.99
SPXL	2012-03-28	2012-03-29	$6.81	$6.60	Long	2220.0	-3.14%	4879.47	19778.23
SPXL	2012-03-29	2012-04-02	$6.60	$6.75	Long	2227.0	2.27%	19905.51	19905.51
SPXL	2012-04-03	2012-04-05	$6.88	$6.56	Long	2256.0	-4.61%	19190.17	19190.17
SPXL	2012-04-09	2012-04-10	$6.36	$6.35	Long	2236.0	-0.12%	19172.67	19172.67
SPXL	2012-04-11	2012-04-12	$6.24	$6.22	Long	2309.0	-0.31%	19127.47	19127.47
SPXL	2012-04-13	2012-04-16	$6.41	$6.32	Long	2352.0	-1.33%	18926.76	18926.76
SPXL	2012-04-17	2012-04-18	$6.33	$6.41	Long	2290.0	1.25%	19107.84	19107.84
SPXL	2012-04-19	2012-04-20	$6.43	$6.40	Long	2280.0	-0.41%	19047.15	19047.15
SPXL	2012-04-26	2012-05-01	$6.46	$6.59	Long	2275.0	2.15%	19362.41	19362.41
SPXL	2012-05-02	2012-05-03	$6.59	$6.67	Long	2246.0	1.15%	19532.98	19532.98
SPXL	2012-05-04	2012-05-07	$6.39	$6.10	Long	2240.0	-4.48%	4966.90	19096.48
SPXL	2012-05-07	2012-05-08	$6.10	$6.08	Long	2281.0	-0.40%	18835.75	18835.75
SPXL	2012-05-09	2012-05-10	$5.92	$6.14	Long	2369.0	3.85%	19375.48	19375.48
SPXL	2012-05-11	2012-05-14	$5.93	$5.83	Long	2412.0	-1.64%	19141.31	19141.31
SPXL	2012-05-15	2012-05-16	$5.78	$5.77	Long	2511.0	-0.12%	19123.62	19123.62
SPXL	2012-05-17	2012-05-18	$5.63	$5.42	Long	2534.0	-3.81%	18580.03	18580.03
SPXL	2012-05-21	2012-05-22	$5.25	$5.52	Long	2623.0	5.13%	19286.47	19286.47
SPXL	2012-05-29	2012-05-31	$5.64	$5.45	Long	2658.0	-3.32%	4693.61	18693.95
SPXL	2012-05-31	2012-06-01	$5.45	$5.15	Long	2586.0	-5.56%	18005.57	18005.57
SPXL	2012-06-05	2012-06-07	$4.94	$5.61	Long	2746.0	13.70%	19863.09	19863.09
SPXL	2012-06-08	2012-06-11	$5.40	$5.71	Long	2707.0	5.79%	20708.71	20708.71
SPXL	2012-06-12	2012-06-13	$5.39	$5.47	Long	2775.0	1.44%	20923.80	20923.80
SPXL	2012-06-14	2012-06-15	$5.44	$5.64	Long	2928.0	3.63%	21501.48	21501.48
SPXL	2012-06-18	2012-06-19	$5.66	$5.88	Long	2917.0	3.89%	22143.23	22143.23
SPXL	2012-06-20	2012-06-21	$5.95	$5.94	Long	2881.0	-0.11%	22125.18	22125.18
SPXL	2012-06-27	2012-07-02	$5.51	$6.02	Long	3131.0	9.24%	23718.54	23718.54
TMF	2012-07-03	2012-07-05	$18.78	$18.51	Long	979.0	-1.43%	5777.64	23691.94
TMF	2012-07-05	2012-07-06	$18.51	$19.09	Long	955.0	3.13%	6448.08	24035.44
SPXL	2012-07-06	2012-07-09	$5.88	$5.87	Long	2988.0	-0.12%	23986.31	23986.31
SPXL	2012-07-10	2012-07-11	$5.94	$5.71	Long	3126.0	-3.91%	23259.43	23259.43
SPXL	2012-07-12	2012-07-13	$5.60	$5.66	Long	3114.0	1.08%	23447.16	23447.16
SPXL	2012-07-16	2012-07-17	$5.86	$5.93	Long	3166.0	1.30%	23687.59	23687.59
SPXL	2012-07-18	2012-07-19	$5.94	$6.15	Long	3055.0	3.61%	24342.95	24342.95
SPXL	2012-07-27	2012-08-01	$6.03	$6.27	Long	3151.0	3.88%	25080.58	25080.58
SPXL	2012-08-03	2012-08-06	$6.25	$6.40	Long	3211.0	2.39%	25560.75	25560.75
SPXL	2012-08-07	2012-08-09	$6.46	$6.47	Long	3056.0	0.10%	25579.89	25579.89
SPXL	2012-08-10	2012-08-13	$6.44	$6.52	Long	3024.0	1.15%	25804.81	25804.81
SPXL	2012-08-14	2012-08-15	$6.61	$6.52	Long	3029.0	-1.34%	25536.83	25536.83
SPXL	2012-08-16	2012-08-17	$6.59	$6.74	Long	2994.0	2.33%	25996.27	25996.27
SPXL	2012-08-20	2012-08-21	$6.71	$6.78	Long	2949.0	1.16%	26224.84	26224.84
SPXL	2012-08-22	2012-08-23	$6.62	$6.63	Long	2957.0	0.14%	26252.62	26252.62
SPXL	2012-08-29	2012-08-31	$6.64	$6.60	Long	3049.0	-0.52%	6232.96	26027.12
SPXL	2012-08-31	2012-09-04	$6.60	$6.57	Long	3017.0	-0.53%	26041.30	26041.30
SPXL	2012-09-05	2012-09-06	$6.57	$6.66	Long	3034.0	1.32%	26304.97	26304.97
SPXL	2012-09-07	2012-09-10	$6.98	$7.00	Long	3022.0	0.40%	26390.14	26390.14
SPXL	2012-09-11	2012-09-12	$6.92	$7.03	Long	2882.0	1.56%	26701.52	26701.52
SPXL	2012-09-13	2012-09-14	$7.03	$7.39	Long	2906.0	5.20%	27764.03	27764.03
SPXL	2012-09-17	2012-09-18	$7.40	$7.34	Long	2872.0	-0.84%	27586.39	27586.39
SPXL	2012-09-19	2012-09-20	$7.38	$7.26	Long	2874.0	-1.56%	27255.62	27255.62
SPXL	2012-09-26	2012-09-27	$7.09	$7.06	Long	2829.0	-0.40%	6658.19	27496.80
SPXL	2012-09-27	2012-10-01	$7.06	$7.14	Long	2907.0	1.23%	27428.52	27428.52
SPXL	2012-10-03	2012-10-05	$7.20	$7.50	Long	2912.0	4.18%	28303.99	28303.99
SPXL	2012-10-08	2012-10-09	$7.30	$7.29	Long	2888.0	-0.08%	28288.16	28288.16
SPXL	2012-10-10	2012-10-11	$7.09	$7.10	Long	2968.0	0.14%	28318.37	28318.37
SPXL	2012-10-12	2012-10-15	$6.97	$6.95	Long	3051.0	-0.40%	28232.38	28232.38
SPXL	2012-10-16	2012-10-17	$7.17	$7.30	Long	3109.0	1.89%	28653.48	28653.48
SPXL	2012-10-18	2012-10-19	$7.32	$7.28	Long	3002.0	-0.62%	28517.16	28517.16
SPXL	2012-10-25	2012-10-26	$6.75	$6.65	Long	3236.0	-1.52%	6898.20	28197.80
SPXL	2012-10-26	2012-11-01	$6.65	$6.70	Long	3201.0	0.75%	28345.66	28345.66
SPXL	2012-11-05	2012-11-07	$6.64	$6.69	Long	3106.0	0.65%	28479.41	28479.41
SPXL	2012-11-08	2012-11-09	$6.40	$6.12	Long	3257.0	-4.49%	27543.57	27543.57
SPXL	2012-11-12	2012-11-13	$6.25	$6.10	Long	3444.0	-2.36%	27036.65	27036.65
SPXL	2012-11-14	2012-11-15	$6.20	$5.89	Long	3389.0	-4.95%	25996.55	25996.55
SPXL	2012-11-16	2012-11-19	$5.89	$6.15	Long	3375.0	4.43%	26876.45	26876.45
SPXL	2012-11-28	2012-12-03	$6.38	$6.81	Long	3143.0	6.58%	28197.86	28197.86
SPXL	2012-12-04	2012-12-06	$6.61	$6.60	Long	3169.0	-0.19%	28158.16	28158.16
SPXL	2012-12-07	2012-12-10	$6.77	$6.72	Long	3263.0	-0.71%	28002.33	28002.33
SPXL	2012-12-11	2012-12-12	$6.84	$6.98	Long	3188.0	1.93%	28424.14	28424.14
SPXL	2012-12-13	2012-12-14	$6.89	$6.73	Long	3117.0	-2.34%	27921.43	27921.43
SPXL	2012-12-17	2012-12-18	$6.75	$6.97	Long	3173.0	3.20%	28607.07	28607.07
SPXL	2012-12-19	2012-12-20	$7.20	$7.02	Long	3139.0	-2.42%	28061.48	28061.48
SPXL	2012-12-27	2012-12-31	$6.79	$6.48	Long	3105.0	-4.49%	6745.10	28306.45
SPXL	2012-12-31	2013-01-02	$6.48	$7.26	Long	3142.0	11.98%	29556.09	29556.09
UBT	2013-01-07	2013-01-08	$30.57	$30.89	Long	749.0	1.06%	29798.31	29798.31
SPY	2013-01-18	2013-01-22	$123.37	$123.67	Long	185.0	0.24%	29853.84	29853.84
SPXL	2013-01-29	2013-02-01	$7.96	$8.08	Long	2842.0	1.61%	30218.75	30218.75
SPXL	2013-02-04	2013-02-05	$8.03	$8.04	Long	2859.0	0.14%	30250.09	30250.09
SPXL	2013-02-06	2013-02-07	$8.06	$8.17	Long	2878.0	1.34%	30561.03	30561.03
SPXL	2013-02-08	2013-02-11	$8.17	$8.26	Long	2862.0	1.02%	30800.79	30800.79
SPXL	2013-02-12	2013-02-13	$8.26	$8.35	Long	2853.0	1.10%	31059.90	31059.90
SPXL	2013-02-14	2013-02-15	$8.24	$8.36	Long	2845.0	1.52%	31416.28	31416.28
SPXL	2013-02-19	2013-02-20	$8.35	$8.48	Long	2873.0	1.50%	31776.18	31776.18
SPXL	2013-02-26	2013-03-01	$7.90	$8.11	Long	2899.0	2.73%	32400.34	32400.34
SPXL	2013-03-04	2013-03-06	$8.22	$8.73	Long	3054.0	6.22%	33961.69	33961.69
SPXL	2013-03-07	2013-03-08	$8.71	$8.84	Long	2975.0	1.47%	34341.35	34341.35
SPXL	2013-03-11	2013-03-12	$8.82	$8.91	Long	2973.0	1.12%	34634.63	34634.63
SPXL	2013-03-13	2013-03-14	$8.89	$8.97	Long	2972.0	0.98%	34892.90	34892.90
SPXL	2013-03-15	2013-03-18	$9.02	$8.76	Long	2974.0	-2.91%	34112.89	34112.89
SPXL	2013-03-19	2013-03-20	$8.92	$8.96	Long	2980.0	0.39%	34217.88	34217.88
SPXL	2013-03-26	2013-04-01	$8.97	$9.13	Long	2896.0	1.85%	34698.55	34698.55
SPXL	2013-04-02	2013-04-03	$9.14	$9.19	Long	2906.0	0.57%	34848.71	34848.71
SPXL	2013-04-04	2013-04-08	$8.92	$8.89	Long	2901.0	-0.29%	34773.76	34773.76
SPXL	2013-04-09	2013-04-10	$9.10	$9.22	Long	2990.0	1.29%	35124.90	35124.90
SPXL	2013-04-11	2013-04-12	$9.49	$9.47	Long	2913.0	-0.20%	35070.17	35070.17
SPXL	2013-04-15	2013-04-16	$9.36	$9.05	Long	2831.0	-3.31%	34192.45	34192.45
UBT	2013-04-24	2013-04-25	$32.97	$32.79	Long	783.0	-0.53%	7960.46	34101.01
TMF	2013-04-25	2013-04-26	$17.35	$17.73	Long	1504.0	2.20%	34630.46	34630.46
SPXL	2013-04-29	2013-05-01	$9.44	$9.55	Long	2824.0	1.22%	34955.47	34955.47
SPXL	2013-05-02	2013-05-03	$9.43	$9.87	Long	2799.0	4.63%	36178.27	36178.27
SPXL	2013-05-15	2013-05-16	$10.59	$10.74	Long	2679.0	1.40%	36574.69	36574.69
SPXL	2013-05-17	2013-05-20	$10.76	$10.93	Long	2605.0	1.55%	37009.10	37009.10
SPXL	2013-05-21	2013-05-22	$10.99	$11.05	Long	2590.0	0.53%	37161.19	37161.19
SPXL	2013-05-29	2013-06-03	$10.65	$10.33	Long	2588.0	-2.93%	36352.73	36352.73
SPXL	2013-06-04	2013-06-05	$10.44	$10.19	Long	2690.0	-2.43%	8842.89	34755.09
SPXL	2013-06-05	2013-06-06	$10.19	$9.83	Long	2633.0	-3.53%	34724.17	34724.17
SPXL	2013-06-07	2013-06-10	$10.32	$10.60	Long	2702.0	2.64%	35460.35	35460.35
SPXL	2013-06-11	2013-06-12	$10.20	$10.38	Long	2560.0	1.77%	35923.34	35923.34
SPXL	2013-06-13	2013-06-14	$9.90	$10.34	Long	2646.0	4.39%	37073.08	37073.08
SPXL	2013-06-17	2013-06-18	$10.39	$10.44	Long	2743.0	0.50%	37214.82	37214.82
SPXL	2013-06-19	2013-06-20	$10.63	$9.92	Long	2727.0	-6.74%	35261.27	35261.27
SPXL	2013-06-26	2013-07-01	$9.67	$9.93	Long	2860.0	2.62%	35986.76	35986.76
SPXL	2013-07-02	2013-07-03	$9.89	$9.78	Long	2772.0	-1.14%	35674.24	35674.24
SPXL	2013-07-05	2013-07-08	$10.14	$10.40	Long	2791.0	2.57%	36401.89	36401.89
SPXL	2013-07-29	2013-08-01	$11.32	$11.58	Long	2479.0	2.28%	37042.38	37042.38
SPXL	2013-08-02	2013-08-05	$11.64	$11.70	Long	2446.0	0.54%	37197.50	37197.50
SPXL	2013-08-06	2013-08-07	$11.66	$11.42	Long	2431.0	-2.06%	8962.28	36615.09
SPXL	2013-08-07	2013-08-08	$11.42	$11.58	Long	2422.0	1.42%	37007.61	37007.61
SPXL	2013-08-09	2013-08-12	$11.48	$11.26	Long	2444.0	-1.94%	36462.28	36462.28
SPXL	2013-08-13	2013-08-14	$11.45	$11.48	Long	2477.0	0.29%	36543.73	36543.73
SPXL	2013-08-15	2013-08-16	$11.04	$10.77	Long	2435.0	-2.40%	35897.45	35897.45
SPXL	2013-08-19	2013-08-20	$10.70	$10.58	Long	2548.0	-1.16%	35580.27	35580.27
SPXL	2013-08-21	2013-08-22	$10.59	$10.55	Long	2573.0	-0.40%	35471.49	35471.49
SPXL	2013-08-28	2013-09-03	$10.22	$10.58	Long	2602.0	3.49%	36400.43	36400.43
SPXL	2013-09-04	2013-09-06	$10.44	$10.82	Long	2631.0	3.69%	37413.88	37413.88
SPXL	2013-09-09	2013-09-10	$10.82	$11.24	Long	2645.0	3.91%	38532.13	38532.13
SPXL	2013-09-11	2013-09-12	$11.25	$11.38	Long	2622.0	1.23%	38895.48	38895.48
SPXL	2013-09-13	2013-09-16	$11.34	$11.75	Long	2613.0	3.65%	39975.65	39975.65
SPXL	2013-09-17	2013-09-18	$11.60	$11.71	Long	2601.0	0.95%	40262.78	40262.78
SPXL	2013-09-19	2013-09-20	$12.23	$12.16	Long	2629.0	-0.60%	40071.36	40071.36
SPXL	2013-09-26	2013-10-01	$11.54	$11.29	Long	2642.0	-2.16%	39413.58	39413.58
SPXL	2013-10-03	2013-10-04	$11.41	$11.20	Long	2663.0	-1.87%	38844.40	38844.40
SPXL	2013-10-07	2013-10-09	$11.13	$10.81	Long	2652.0	-2.91%	37984.81	37984.81
SPXL	2013-10-10	2013-10-11	$11.09	$11.41	Long	2688.0	2.94%	38862.38	38862.38
SPXL	2013-10-14	2013-10-15	$11.47	$11.72	Long	2604.0	2.21%	39522.93	39522.93
SPXL	2013-10-16	2013-10-17	$11.77	$11.89	Long	2579.0	1.00%	39825.80	39825.80
SPXL	2013-10-22	2013-10-23	$12.64	$12.62	Long	2429.0	-0.19%	39768.75	39768.75
SPXL	2013-10-29	2013-11-01	$13.00	$12.87	Long	2367.0	-1.03%	39451.85	39451.85
SPXL	2013-11-04	2013-11-06	$13.02	$13.09	Long	2345.0	0.54%	39617.09	39617.09
SPXL	2013-11-07	2013-11-08	$13.20	$12.60	Long	2315.0	-4.54%	38230.55	38230.55
SPXL	2013-11-11	2013-11-12	$13.10	$13.05	Long	2320.0	-0.41%	38105.22	38105.22
SPXL	2013-11-13	2013-11-14	$12.85	$13.40	Long	2234.0	4.22%	39317.31	39317.31
SPXL	2013-11-15	2013-11-18	$13.62	$13.81	Long	2245.0	1.34%	39728.61	39728.61
SPXL	2013-11-19	2013-11-20	$13.58	$13.59	Long	2201.0	0.09%	39754.46	39754.46
SPXL	2013-11-26	2013-12-02	$13.89	$13.97	Long	2175.0	0.59%	39933.26	39933.26
SPXL	2013-12-04	2013-12-06	$13.51	$13.86	Long	2229.0	2.59%	40713.33	40713.33
SPXL	2013-12-09	2013-12-10	$14.03	$13.92	Long	2246.0	-0.79%	40465.39	40465.39
SPXL	2013-12-11	2013-12-12	$13.89	$13.37	Long	2223.0	-3.72%	39316.70	39316.70
SPXL	2013-12-13	2013-12-16	$13.35	$13.45	Long	2249.0	0.74%	39538.56	39538.56
SPXL	2013-12-17	2013-12-18	$13.54	$13.43	Long	2249.0	-0.82%	39290.29	39290.29
SPXL	2013-12-19	2013-12-20	$13.94	$14.05	Long	2237.0	0.76%	39526.73	39526.73
SPXL	2013-12-27	2014-01-02	$14.86	$14.83	Long	2059.0	-0.24%	39454.19	39454.19
SPXL	2014-01-06	2014-01-07	$14.69	$14.61	Long	2061.0	-0.59%	9710.57	39436.71
SPXL	2014-01-07	2014-01-08	$14.61	$14.69	Long	2024.0	0.56%	39441.46	39441.46
SPXL	2014-01-09	2014-01-10	$14.83	$14.80	Long	2054.0	-0.24%	39369.10	39369.10
SPXL	2014-01-13	2014-01-14	$14.73	$14.39	Long	2035.0	-2.31%	38676.03	38676.03
SPXL	2014-01-15	2014-01-16	$14.81	$14.86	Long	2056.0	0.32%	38772.61	38772.61
SPXL	2014-01-17	2014-01-21	$14.82	$14.96	Long	1995.0	0.97%	39058.45	39058.45
SPXL	2014-01-22	2014-01-23	$14.91	$14.64	Long	1997.0	-1.81%	38519.04	38519.04
SPXL	2014-01-29	2014-02-03	$13.27	$13.33	Long	2200.0	0.42%	38643.06	38643.06
SPXL	2014-02-04	2014-02-05	$12.65	$12.60	Long	2217.0	-0.39%	38533.71	38533.71
SPXL	2014-02-06	2014-02-07	$12.78	$13.37	Long	2340.0	4.61%	39913.23	39913.23
SSO	2014-02-11	2014-02-12	$11.70	$11.96	Long	2625.0	2.26%	40608.16	40608.16
TMF	2014-02-13	2014-02-14	$11.79	$11.80	Long	2663.0	0.10%	40639.52	40639.52
SPY	2014-02-18	2014-02-19	$156.66	$156.30	Long	199.0	-0.23%	40568.43	40568.43
SPY	2014-02-24	2014-02-26	$156.75	$157.45	Long	197.0	0.45%	9561.48	40555.69
SPXL	2014-02-26	2014-03-03	$14.94	$14.81	Long	2085.0	-0.83%	40447.96	40447.96
SPXL	2014-03-05	2014-03-07	$15.56	$15.84	Long	2017.0	1.84%	41025.93	41025.93
SPXL	2014-03-10	2014-03-11	$15.60	$15.74	Long	1981.0	0.87%	41295.80	41295.80
SPXL	2014-03-12	2014-03-13	$15.21	$15.58	Long	2007.0	2.42%	42035.89	42035.89
SPXL	2014-03-14	2014-03-17	$14.84	$15.01	Long	2064.0	1.16%	42389.78	42389.78
SPXL	2014-03-18	2014-03-19	$15.27	$15.52	Long	2160.0	1.58%	42912.34	42912.34
SPXL	2014-03-20	2014-03-21	$15.16	$15.72	Long	2115.0	3.72%	44104.57	44104.57
SPXL	2014-03-27	2014-04-01	$14.98	$15.69	Long	2169.0	4.70%	45632.91	45632.91
SPXL	2014-04-03	2014-04-07	$16.08	$15.25	Long	2194.0	-5.16%	43813.83	43813.83
SPXL	2014-04-08	2014-04-09	$14.84	$15.15	Long	2198.0	2.10%	44500.46	44500.46
SPXL	2014-04-10	2014-04-11	$15.51	$14.30	Long	2246.0	-7.78%	41788.94	41788.94
SPXL	2014-04-14	2014-04-15	$14.48	$14.57	Long	2234.0	0.65%	41998.83	41998.83
SPXL	2014-04-28	2014-05-01	$15.45	$15.75	Long	2075.0	1.95%	42622.66	42622.66
SPXL	2014-05-05	2014-05-07	$15.47	$15.54	Long	2068.0	0.46%	42768.38	42768.38
SPXL	2014-05-08	2014-05-09	$15.58	$15.58	Long	2105.0	0.02%	42773.32	42773.32
SPXL	2014-05-12	2014-05-13	$15.88	$16.16	Long	2099.0	1.82%	43379.71	43379.71
SPXL	2014-05-14	2014-05-15	$16.12	$15.81	Long	2053.0	-1.94%	42738.39	42738.39
SPXL	2014-05-16	2014-05-19	$15.53	$15.58	Long	2068.0	0.32%	42840.39	42840.39
SPXL	2014-05-20	2014-05-21	$15.81	$15.66	Long	2102.0	-0.91%	42539.23	42539.23
SPXL	2014-05-28	2014-06-02	$16.53	$16.90	Long	1982.0	2.26%	43279.41	43279.41
SPXL	2014-06-04	2014-06-06	$16.76	$17.41	Long	1975.0	3.92%	44578.28	44578.28
SPXL	2014-06-09	2014-06-10	$17.54	$17.52	Long	1958.0	-0.07%	44555.28	44555.28
SPXL	2014-06-11	2014-06-12	$17.42	$17.35	Long	1945.0	-0.43%	44409.10	44409.10
SPXL	2014-06-13	2014-06-16	$17.14	$17.12	Long	1958.0	-0.12%	44367.71	44367.71
SPXL	2014-06-17	2014-06-18	$17.17	$17.39	Long	1982.0	1.30%	44809.96	44809.96
SPXL	2014-06-19	2014-06-20	$17.82	$17.93	Long	1971.0	0.63%	45032.17	45032.17
SPXL	2014-06-26	2014-07-01	$17.82	$17.99	Long	1970.0	0.96%	45369.94	45369.94
SPXL	2014-07-02	2014-07-03	$18.22	$18.41	Long	1929.0	1.07%	45746.00	45746.00
SPXL	2014-07-07	2014-07-09	$18.43	$18.13	Long	1900.0	-1.64%	45170.32	45170.32
SPXL	2014-07-10	2014-07-11	$17.70	$17.98	Long	1906.0	1.57%	45698.57	45698.57
SPXL	2014-07-14	2014-07-15	$18.35	$18.38	Long	1944.0	0.14%	45748.80	45748.80
SPXL	2014-07-16	2014-07-17	$18.50	$18.29	Long	1904.0	-1.14%	45346.32	45346.32
SPXL	2014-07-18	2014-07-21	$17.98	$18.18	Long	1897.0	1.10%	45720.59	45720.59
SPXL	2014-07-22	2014-07-23	$18.45	$18.56	Long	1924.0	0.60%	45932.98	45932.98
SPXL	2014-07-29	2014-07-30	$18.49	$18.34	Long	1913.0	-0.81%	11314.52	45284.87
SPXL	2014-07-30	2014-07-31	$18.34	$17.77	Long	1872.0	-3.13%	11012.49	43232.66
SPXL	2014-07-31	2014-08-01	$17.77	$16.92	Long	1889.0	-4.77%	42970.88	42970.88
SPXL	2014-08-05	2014-08-06	$17.05	$16.53	Long	1931.0	-3.06%	10522.80	42442.02
SPXL	2014-08-06	2014-08-07	$16.53	$17.02	Long	1902.0	2.94%	42888.75	42888.75
SPXL	2014-08-08	2014-08-11	$16.61	$17.27	Long	1928.0	4.00%	44170.29	44170.29
SPXL	2014-08-12	2014-08-13	$17.17	$17.36	Long	1956.0	1.12%	44547.01	44547.01
SPXL	2014-08-14	2014-08-15	$17.59	$17.94	Long	1962.0	2.03%	45247.47	45247.47
SPXL	2014-08-18	2014-08-19	$18.04	$18.29	Long	1929.0	1.42%	45741.33	45741.33
SPXL	2014-08-20	2014-08-21	$18.38	$18.66	Long	1912.0	1.55%	46284.72	46284.72
SPXL	2014-08-27	2014-09-02	$19.02	$19.19	Long	1862.0	0.88%	46595.23	46595.23
SPXL	2014-09-04	2014-09-08	$19.12	$19.15	Long	1848.0	0.15%	46647.31	46647.31
SPXL	2014-09-09	2014-09-10	$19.02	$18.70	Long	1863.0	-1.68%	46052.21	46052.21
SPXL	2014-09-11	2014-09-12	$18.67	$18.91	Long	1883.0	1.30%	46507.75	46507.75
SPXL	2014-09-15	2014-09-16	$18.64	$18.48	Long	1881.0	-0.82%	46220.58	46220.58
SPXL	2014-09-17	2014-09-18	$19.10	$19.26	Long	1912.0	0.86%	46534.94	46534.94
SPXL	2014-09-19	2014-09-22	$19.57	$19.23	Long	1847.0	-1.72%	45914.58	45914.58
SPXL	2014-09-26	2014-10-01	$18.16	$18.16	Long	1864.0	-0.03%	45905.82	45905.82
SPXL	2014-10-03	2014-10-06	$17.87	$18.32	Long	2012.0	2.48%	46798.98	46798.98
SPXL	2014-10-07	2014-10-08	$17.73	$17.21	Long	1954.0	-2.94%	11821.34	47522.54
SPXL	2014-10-08	2014-10-09	$17.21	$17.99	Long	1973.0	4.52%	47314.01	47314.01
SPXL	2014-10-10	2014-10-13	$16.99	$16.42	Long	2012.0	-3.39%	46156.21	46156.21
SPXL	2014-10-14	2014-10-15	$15.85	$15.03	Long	2150.0	-5.19%	44388.76	44388.76
SPXL	2014-10-16	2014-10-17	$14.53	$15.82	Long	2258.0	8.89%	47305.70	47305.70
SPXL	2014-10-20	2014-10-21	$15.76	$16.66	Long	2287.0	5.68%	49352.29	49352.29
UBT	2014-10-22	2014-10-23	$34.07	$33.71	Long	1102.0	-1.05%	48957.54	48957.54
SPY	2014-10-27	2014-10-29	$168.81	$171.24	Long	222.0	1.44%	49497.47	49497.47
SPXL	2014-11-12	2014-11-13	$19.81	$20.07	Long	1889.0	1.27%	49972.21	49972.21
SPXL	2014-11-14	2014-11-17	$20.04	$19.95	Long	1905.0	-0.42%	49811.13	49811.13
SPXL	2014-11-18	2014-11-19	$20.14	$20.40	Long	1909.0	1.31%	50313.31	50313.31
SPXL	2014-11-25	2014-12-01	$21.06	$20.71	Long	1837.0	-1.69%	49657.48	49657.48
SPXL	2014-12-02	2014-12-03	$20.52	$20.95	Long	1834.0	2.09%	50445.78	50445.78
SPXL	2014-12-04	2014-12-08	$21.04	$21.04	Long	1841.0	-0.02%	50437.13	50437.13
SPXL	2014-12-09	2014-12-10	$20.07	$20.53	Long	1834.0	2.31%	51285.74	51285.74
SPXL	2014-12-11	2014-12-12	$19.92	$19.56	Long	1911.0	-1.85%	50581.04	50581.04
SPXL	2014-12-15	2014-12-16	$19.35	$18.37	Long	1978.0	-5.07%	48639.08	48639.08
SPXL	2014-12-17	2014-12-18	$18.33	$20.11	Long	2025.0	9.71%	52244.31	52244.31
SPXL	2014-12-29	2015-01-02	$21.44	$20.87	Long	1859.0	-2.66%	51183.29	51183.29
SPXL	2015-01-05	2015-01-06	$20.21	$19.60	Long	1875.0	-3.01%	13080.66	48806.76
SPXL	2015-01-06	2015-01-07	$19.60	$19.40	Long	1886.0	-1.03%	49661.71	49661.71
SPXL	2015-01-08	2015-01-09	$20.14	$20.82	Long	1958.0	3.39%	50999.98	50999.98
SPXL	2015-01-12	2015-01-13	$20.21	$20.13	Long	1873.0	-0.40%	50850.41	50850.41
SPXL	2015-01-14	2015-01-15	$18.82	$19.39	Long	1932.0	3.05%	51957.64	51957.64
SPXL	2015-01-16	2015-01-20	$18.57	$19.59	Long	2050.0	5.45%	54032.89	54032.89
SPXL	2015-01-21	2015-01-22	$19.33	$20.05	Long	2110.0	3.72%	55549.39	55549.39
SPXL	2015-01-28	2015-01-29	$20.07	$18.95	Long	2153.0	-5.56%	14859.21	54086.78
SPXL	2015-01-29	2015-02-02	$18.95	$18.87	Long	2020.0	-0.42%	52986.06	52986.06
SPXL	2015-02-03	2015-02-04	$19.69	$19.92	Long	2147.0	1.18%	53485.29	53485.29
SPXL	2015-02-05	2015-02-06	$20.21	$20.71	Long	2053.0	2.45%	54502.74	54502.74
SPXL	2015-02-09	2015-02-10	$20.13	$20.50	Long	2013.0	1.86%	55254.50	55254.50
SPXL	2015-02-11	2015-02-12	$20.73	$21.11	Long	2061.0	1.86%	56048.39	56048.39
SPXL	2015-02-13	2015-02-17	$21.44	$21.56	Long	2031.0	0.56%	56291.68	56291.68
SPXL	2015-02-18	2015-02-19	$21.63	$21.56	Long	1996.0	-0.33%	56151.04	56151.04
SPXL	2015-02-25	2015-03-02	$22.24	$21.97	Long	1944.0	-1.24%	55616.81	55616.81
SPXL	2015-03-03	2015-03-04	$22.18	$21.82	Long	1936.0	-1.63%	54916.54	54916.54
SPXL	2015-03-05	2015-03-09	$21.91	$20.99	Long	1925.0	-4.21%	53139.64	53139.64
SPXL	2015-03-10	2015-03-11	$20.68	$20.25	Long	1936.0	-2.07%	52312.05	52312.05
SPXL	2015-03-12	2015-03-13	$20.23	$20.67	Long	1976.0	2.18%	53184.59	53184.59
SPXL	2015-03-16	2015-03-17	$20.66	$20.92	Long	1968.0	1.28%	53706.91	53706.91
SPXL	2015-03-18	2015-03-19	$20.85	$21.61	Long	1963.0	3.66%	55205.36	55205.36
SPXL	2015-03-20	2015-03-23	$21.82	$22.04	Long	1954.0	1.01%	55636.78	55636.78
SPXL	2015-03-27	2015-04-01	$20.40	$20.75	Long	2090.0	1.73%	56373.11	56373.11
SPXL	2015-04-06	2015-04-08	$20.43	$21.10	Long	2103.0	3.28%	57780.86	57780.86
SPXL	2015-04-09	2015-04-10	$21.17	$21.59	Long	2094.0	1.95%	58646.48	58646.48
SPXL	2015-04-13	2015-04-14	$21.79	$21.52	Long	2078.0	-1.24%	58085.19	58085.19
SPXL	2015-04-15	2015-04-16	$21.87	$21.86	Long	2064.0	-0.08%	58051.26	58051.26
SPXL	2015-04-17	2015-04-20	$21.49	$21.54	Long	2031.0	0.21%	58141.90	58141.90
SPXL	2015-04-21	2015-04-22	$22.01	$21.81	Long	2065.0	-0.90%	57734.48	57734.48
SPXL	2015-04-28	2015-05-01	$22.04	$21.62	Long	1959.0	-1.92%	56906.26	56906.26
SPXL	2015-05-04	2015-05-06	$22.16	$21.63	Long	2013.0	-2.40%	55837.72	55837.72
SPXL	2015-05-07	2015-05-08	$21.12	$22.00	Long	1975.0	4.20%	57591.19	57591.19
SPXL	2015-05-11	2015-05-12	$22.20	$21.61	Long	2002.0	-2.65%	56415.63	56415.63
SPXL	2015-05-13	2015-05-14	$21.90	$22.12	Long	1997.0	1.01%	56856.54	56856.54
SPXL	2015-05-15	2015-05-18	$22.46	$22.43	Long	1966.0	-0.14%	56796.51	56796.51
SPXL	2015-05-19	2015-05-20	$22.77	$22.73	Long	1937.0	-0.17%	56723.71	56723.71
SPXL	2015-05-27	2015-06-01	$22.11	$22.31	Long	1931.0	0.88%	57100.16	57100.16
SPXL	2015-06-02	2015-06-03	$22.00	$22.31	Long	1958.0	1.44%	57721.01	57721.01
SPXL	2015-06-04	2015-06-05	$22.04	$21.69	Long	1978.0	-1.60%	13977.13	56851.62
SPXL	2015-06-05	2015-06-08	$21.69	$21.57	Long	1985.0	-0.55%	56786.35	56786.35
SPXL	2015-06-09	2015-06-10	$21.21	$21.52	Long	2014.0	1.45%	57406.03	57406.03
SPXL	2015-06-11	2015-06-12	$22.13	$21.85	Long	2040.0	-1.23%	56850.22	56850.22
SPXL	2015-06-15	2015-06-16	$21.26	$21.32	Long	1990.0	0.28%	56967.07	56967.07
SPXL	2015-06-17	2015-06-18	$21.85	$22.06	Long	2044.0	0.95%	57389.55	57389.55
SPXL	2015-06-19	2015-06-22	$22.43	$22.56	Long	1990.0	0.58%	57646.62	57646.62
SPXL	2015-06-26	2015-06-30	$22.04	$21.08	Long	1978.0	-4.36%	14492.59	54928.29
SPXL	2015-06-30	2015-07-01	$21.08	$21.22	Long	1957.0	0.67%	56022.26	56022.26
SPXL	2015-07-02	2015-07-06	$21.29	$20.59	Long	2019.0	-3.31%	54599.61	54599.61
SPXL	2015-07-07	2015-07-09	$20.95	$20.94	Long	2028.0	-0.07%	54571.03	54571.03
SPXL	2015-07-10	2015-07-13	$21.07	$21.55	Long	1993.0	2.26%	55521.29	55521.29
SPXL	2015-07-14	2015-07-15	$21.76	$22.05	Long	1970.0	1.34%	56095.05	56095.05
SPXL	2015-07-16	2015-07-17	$22.40	$22.55	Long	1945.0	0.68%	56391.99	56391.99
SPY	2015-07-21	2015-07-22	$185.94	$184.62	Long	231.0	-0.71%	14007.30	56379.70
SPXL	2015-07-22	2015-07-23	$22.08	$22.31	Long	1906.0	1.05%	56531.91	56531.91
SPXL	2015-07-29	2015-08-03	$21.62	$21.91	Long	2046.0	1.35%	57127.80	57127.80
SPXL	2015-08-05	2015-08-07	$21.91	$21.21	Long	2017.0	-3.20%	55716.03	55716.03
SPXL	2015-08-10	2015-08-11	$21.55	$21.42	Long	2009.0	-0.62%	55447.07	55447.07
SPXL	2015-08-12	2015-08-13	$20.82	$21.35	Long	1980.0	2.55%	56498.09	56498.09
SPXL	2015-08-14	2015-08-17	$21.24	$21.33	Long	2024.0	0.43%	56683.50	56683.50
SPXL	2015-08-18	2015-08-19	$21.82	$21.43	Long	2032.0	-1.78%	55896.00	55896.00
SPXL	2015-08-20	2015-08-21	$20.64	$19.22	Long	1995.0	-6.87%	53065.79	53065.79
TMF	2015-09-03	2015-09-04	$17.93	$18.36	Long	2262.0	2.40%	12984.81	54514.56
UBT	2015-09-04	2015-09-08	$35.48	$35.45	Long	1157.0	-0.09%	54002.86	54002.86
SPY	2015-09-18	2015-09-21	$172.21	$172.85	Long	235.0	0.37%	54153.81	54153.81
SPY	2015-09-24	2015-09-28	$169.08	$168.75	Long	242.0	-0.19%	14383.48	51690.09
SPXL	2015-09-28	2015-09-29	$16.30	$15.42	Long	2435.0	-5.39%	14537.70	51776.54
SPXL	2015-09-29	2015-10-01	$15.42	$16.32	Long	2425.0	5.85%	54123.19	54123.19
SPXL	2015-10-02	2015-10-05	$15.72	$17.45	Long	2536.0	10.95%	58489.28	58489.28
SPXL	2015-10-07	2015-10-08	$18.10	$18.10	Long	2491.0	0.00%	58489.28	58489.28
SPXL	2015-10-15	2015-10-16	$18.41	$19.15	Long	2429.0	4.02%	60286.40	60286.40
SPY	2015-10-20	2015-10-21	$178.49	$179.16	Long	258.0	0.37%	13787.07	59231.62
SPXL	2015-10-21	2015-10-22	$19.38	$19.19	Long	2408.0	-0.99%	59995.16	59995.16
SPY	2015-10-26	2015-10-28	$182.41	$182.14	Long	251.0	-0.14%	13645.06	61201.20
SPXL	2015-10-28	2015-10-29	$20.34	$20.72	Long	2276.0	1.87%	60794.92	60794.92
SPXL	2015-10-30	2015-11-02	$20.92	$20.69	Long	2245.0	-1.09%	60283.44	60283.44
SPXL	2015-11-03	2015-11-05	$21.18	$21.33	Long	2228.0	0.71%	60618.35	60618.35
SPXL	2015-11-06	2015-11-09	$21.11	$20.99	Long	2174.0	-0.56%	60363.04	60363.04
SPXL	2015-11-10	2015-11-11	$20.44	$20.86	Long	2199.0	2.06%	61287.57	61287.57
SPXL	2015-11-12	2015-11-13	$20.14	$19.49	Long	2247.0	-3.22%	59830.93	59830.93
SPXL	2015-11-16	2015-11-17	$18.92	$19.95	Long	2347.0	5.42%	62239.91	62239.91
SPXL	2015-11-18	2015-11-19	$19.97	$20.70	Long	2386.0	3.68%	63994.01	63994.01
SPXL	2015-11-25	2015-12-01	$20.97	$20.92	Long	2391.0	-0.25%	63870.46	63870.46
SPXL	2015-12-02	2015-12-03	$21.29	$20.75	Long	2336.0	-2.55%	62603.03	62603.03
SPXL	2015-12-04	2015-12-08	$19.91	$20.00	Long	2308.0	0.46%	62814.45	62814.45
SPXL	2015-12-09	2015-12-10	$19.93	$19.70	Long	2402.0	-1.14%	62267.20	62267.20
SPXL	2015-12-11	2015-12-14	$19.10	$18.71	Long	2417.0	-2.02%	61336.18	61336.18
SPXL	2015-12-15	2015-12-16	$19.45	$19.93	Long	2507.0	2.50%	62555.07	62555.07
SPXL	2015-12-17	2015-12-18	$20.50	$19.20	Long	2400.0	-6.33%	59443.42	59443.42
SPXL	2015-12-21	2015-12-22	$18.82	$19.16	Long	2368.0	1.81%	60249.90	60249.90
TMF	2015-12-23	2015-12-24	$17.83	$18.06	Long	2497.0	1.28%	14593.93	60820.45
UBT	2015-12-24	2015-12-28	$35.37	$35.73	Long	1307.0	1.03%	15052.38	61375.95
SPY	2015-12-28	2015-12-29	$181.35	$182.81	Long	255.0	0.81%	61669.41	61669.41
SPXL	2016-01-05	2016-01-06	$18.75	$17.89	Long	2553.0	-4.58%	59474.73	59474.73
SPXL	2016-01-07	2016-01-08	$17.05	$16.98	Long	2543.0	-0.40%	59301.52	59301.52
SPXL	2016-01-11	2016-01-12	$16.44	$16.65	Long	2671.0	1.27%	59859.86	59859.86
SPXL	2016-01-13	2016-01-14	$16.80	$15.54	Long	2751.0	-7.51%	56390.06	56390.06
SPXL	2016-01-15	2016-01-19	$14.80	$15.60	Long	2776.0	5.40%	58606.92	58606.92
SPXL	2016-01-20	2016-01-21	$14.40	$14.70	Long	2874.0	2.09%	59470.96	59470.96
SPXL	2016-01-28	2016-01-29	$15.53	$15.52	Long	2948.0	-0.06%	14478.07	62050.24
SPXL	2016-01-29	2016-02-01	$15.52	$16.12	Long	2898.0	3.88%	61185.79	61185.79
SPXL	2016-02-09	2016-02-10	$13.86	$14.58	Long	3241.0	5.17%	63507.55	63507.55
SPXL	2016-02-11	2016-02-12	$13.62	$14.25	Long	3332.0	4.61%	65597.12	65597.12
SPXL	2016-02-16	2016-02-17	$15.12	$15.67	Long	3522.0	3.60%	67516.30	67516.30
SPXL	2016-02-18	2016-02-19	$16.18	$15.67	Long	3296.0	-3.14%	65844.13	65844.13
SPY	2016-02-23	2016-02-24	$171.74	$168.75	Long	293.0	-1.74%	64970.03	64970.03
SPXL	2016-02-25	2016-02-26	$16.29	$17.03	Long	3207.0	4.54%	67342.77	67342.77
SPXL	2016-02-29	2016-03-01	$16.63	$16.60	Long	3025.0	-0.21%	67236.19	67236.19
SPXL	2016-03-09	2016-03-10	$17.69	$17.86	Long	2909.0	0.93%	67714.48	67714.48
SPXL	2016-03-11	2016-03-14	$18.19	$18.42	Long	2900.0	1.24%	68368.37	68368.37
SPXL	2016-03-15	2016-03-16	$18.20	$18.28	Long	2839.0	0.45%	68601.76	68601.76
SPXL	2016-03-17	2016-03-18	$18.71	$19.30	Long	2871.0	3.16%	70301.07	70301.07
SPXL	2016-03-21	2016-03-22	$19.26	$19.16	Long	2785.0	-0.52%	70019.80	70019.80
SPXL	2016-03-29	2016-04-01	$18.86	$19.26	Long	2803.0	2.14%	71152.17	71152.17
SPXL	2016-04-05	2016-04-07	$19.37	$19.50	Long	2719.0	0.65%	71497.03	71497.03
SPXL	2016-04-08	2016-04-11	$19.54	$19.53	Long	2804.0	-0.10%	71444.35	71444.35
SPXL	2016-04-12	2016-04-13	$19.22	$20.01	Long	2799.0	4.11%	73653.27	73653.27
SPXL	2016-04-14	2016-04-15	$20.34	$20.30	Long	2815.0	-0.22%	73527.65	73527.65
SPXL	2016-04-18	2016-04-19	$20.03	$20.80	Long	2771.0	3.82%	75649.40	75649.40
SPXL	2016-04-20	2016-04-21	$20.86	$20.90	Long	2782.0	0.21%	75773.55	75773.55
SPXL	2016-04-27	2016-04-29	$20.43	$19.89	Long	2812.0	-2.66%	18458.26	73957.98
SPXL	2016-04-29	2016-05-02	$19.89	$19.98	Long	2805.0	0.44%	74491.63	74491.63
SPXL	2016-05-04	2016-05-06	$19.34	$19.13	Long	2872.0	-1.10%	73877.77	73877.77
SPXL	2016-05-09	2016-05-10	$19.55	$19.87	Long	2954.0	1.63%	74821.38	74821.38
SPXL	2016-05-11	2016-05-12	$20.19	$20.02	Long	2880.0	-0.87%	74314.04	74314.04
SPXL	2016-05-13	2016-05-16	$19.69	$19.33	Long	2839.0	-1.83%	73293.82	73293.82
SPXL	2016-05-17	2016-05-18	$19.75	$19.16	Long	2900.0	-3.01%	71570.53	71570.53
SPXL	2016-05-19	2016-05-20	$19.10	$19.33	Long	2858.0	1.19%	72221.67	72221.67
SPXL	2016-05-26	2016-06-01	$20.61	$20.49	Long	2713.0	-0.59%	71890.31	71890.31
SPXL	2016-06-02	2016-06-03	$20.70	$20.83	Long	2684.0	0.64%	72243.34	72243.34
SPXL	2016-06-06	2016-06-08	$20.95	$21.30	Long	2653.0	1.66%	73165.57	73165.57
SPXL	2016-06-09	2016-06-10	$21.19	$20.85	Long	2627.0	-1.56%	72295.57	72295.57
SPXL	2016-06-13	2016-06-14	$20.53	$20.12	Long	2651.0	-1.96%	71230.82	71230.82
SPXL	2016-06-15	2016-06-16	$20.28	$19.77	Long	2707.0	-2.50%	69857.47	69857.47
SPXL	2016-06-17	2016-06-20	$20.20	$20.69	Long	2703.0	2.44%	71190.70	71190.70
SPXL	2016-06-21	2016-06-22	$20.61	$20.62	Long	2631.0	0.02%	71203.06	71203.06
SPXL	2016-06-28	2016-06-29	$18.47	$19.38	Long	2941.0	4.94%	73883.25	73883.25
TMF	2016-06-30	2016-07-06	$26.78	$29.32	Long	2068.0	9.50%	18033.84	78601.91
UBT	2016-07-06	2016-07-07	$49.85	$49.49	Long	1226.0	-0.71%	78712.73	78712.73
SPY	2016-07-19	2016-07-20	$193.13	$193.37	Long	311.0	0.13%	78787.84	78787.84
SPY	2016-07-25	2016-07-27	$194.09	$194.26	Long	311.0	0.09%	78840.69	78840.69
SPXL	2016-07-28	2016-08-01	$22.73	$23.00	Long	2623.0	1.20%	79555.35	79555.35
SPXL	2016-08-03	2016-08-04	$22.43	$22.70	Long	2669.0	1.21%	80282.54	80282.54
SPXL	2016-08-05	2016-08-09	$22.98	$23.26	Long	2705.0	1.25%	81057.65	81057.65
SPXL	2016-08-10	2016-08-11	$23.33	$23.31	Long	2665.0	-0.06%	81020.09	81020.09
SPXL	2016-08-12	2016-08-15	$23.31	$23.49	Long	2658.0	0.78%	81500.81	81500.81
SPXL	2016-08-16	2016-08-17	$23.40	$23.21	Long	2654.0	-0.83%	80983.41	80983.41
SPXL	2016-08-18	2016-08-19	$23.30	$23.30	Long	2669.0	-0.01%	80977.15	80977.15
SPXL	2016-08-22	2016-08-23	$23.28	$23.59	Long	2658.0	1.34%	81807.46	81807.46
SPXL	2016-08-29	2016-09-01	$23.01	$22.97	Long	2703.0	-0.16%	81705.89	81705.89
SPXL	2016-09-06	2016-09-08	$23.40	$23.36	Long	2685.0	-0.16%	81604.98	81604.98
SPXL	2016-09-09	2016-09-12	$22.83	$21.38	Long	2672.0	-6.37%	77720.20	77720.20
SPXL	2016-09-13	2016-09-14	$22.11	$21.61	Long	2781.0	-2.26%	76328.90	76328.90
SPXL	2016-09-15	2016-09-16	$21.51	$21.98	Long	2702.0	2.23%	77623.56	77623.56
SPXL	2016-09-19	2016-09-20	$22.19	$22.26	Long	2701.0	0.33%	77820.23	77820.23
SPXL	2016-09-21	2016-09-22	$22.21	$23.08	Long	2673.0	3.90%	80136.90	80136.90
SPY	2016-09-26	2016-09-27	$193.30	$192.43	Long	314.0	-0.45%	79863.09	79863.09
SPXL	2016-09-28	2016-09-29	$22.69	$22.86	Long	2760.0	0.76%	80336.32	80336.32
SPXL	2016-09-30	2016-10-03	$22.60	$22.65	Long	2688.0	0.23%	80475.22	80475.22
SPXL	2016-10-05	2016-10-06	$22.52	$22.50	Long	2715.0	-0.08%	80424.20	80424.20
SPXL	2016-10-12	2016-10-13	$21.92	$21.49	Long	2724.0	-1.98%	79240.56	79240.56
SPXL	2016-10-14	2016-10-17	$22.09	$21.75	Long	2821.0	-1.53%	78286.44	78286.44
SPXL	2016-10-18	2016-10-19	$22.10	$22.03	Long	2753.0	-0.35%	78073.05	78073.05
SPXL	2016-10-20	2016-10-21	$21.99	$21.70	Long	2711.0	-1.28%	77308.96	77308.96
SPXL	2016-10-27	2016-10-28	$22.20	$21.75	Long	2715.0	-2.02%	19041.87	75579.62
SPXL	2016-10-28	2016-11-01	$21.75	$21.65	Long	2623.0	-0.44%	75838.38	75838.38
SPXL	2016-11-03	2016-11-04	$20.77	$20.46	Long	2766.0	-1.46%	18564.90	74637.54
SPXL	2016-11-04	2016-11-07	$20.46	$21.20	Long	2758.0	3.59%	77027.88	77027.88
SPXL	2016-11-08	2016-11-09	$21.55	$21.41	Long	2779.0	-0.66%	76629.72	76629.72
SPXL	2016-11-10	2016-11-11	$22.99	$22.57	Long	2737.0	-1.79%	75504.72	75504.72
SPXL	2016-11-14	2016-11-15	$22.87	$22.87	Long	2558.0	0.01%	75510.73	75510.73
SPXL	2016-11-16	2016-11-17	$23.04	$23.19	Long	2525.0	0.65%	75890.29	75890.29
SPXL	2016-11-18	2016-11-21	$23.51	$23.54	Long	2503.0	0.15%	75978.48	75978.48
SPXL	2016-11-28	2016-12-01	$24.17	$24.01	Long	2406.0	-0.66%	75594.20	75594.20
SPXL	2016-12-05	2016-12-07	$23.99	$24.26	Long	2444.0	1.14%	76260.09	76260.09
SPXL	2016-12-08	2016-12-09	$25.27	$25.55	Long	2404.0	1.12%	76943.30	76943.30
SPXL	2016-12-12	2016-12-13	$25.88	$26.08	Long	2303.0	0.78%	77408.49	77408.49
SPXL	2016-12-14	2016-12-15	$26.22	$25.80	Long	2270.0	-1.62%	76443.46	76443.46
SPXL	2016-12-16	2016-12-19	$26.17	$25.94	Long	2266.0	-0.89%	75916.55	75916.55
SPXL	2016-12-20	2016-12-21	$26.24	$26.28	Long	2238.0	0.13%	75995.40	75995.40
SPXL	2016-12-28	2016-12-29	$26.34	$25.63	Long	2223.0	-2.69%	19037.81	74311.98
SPXL	2016-12-29	2017-01-03	$25.63	$25.81	Long	2161.0	0.70%	74804.32	74804.32
SPXL	2017-01-04	2017-01-06	$25.98	$26.31	Long	2217.0	1.27%	75533.33	75533.33
SPXL	2017-01-09	2017-01-10	$26.43	$26.28	Long	2196.0	-0.56%	75208.38	75208.38
SPXL	2017-01-11	2017-01-12	$26.23	$26.28	Long	2189.0	0.20%	75321.49	75321.49
SPXL	2017-01-13	2017-01-17	$26.36	$26.19	Long	2192.0	-0.63%	74955.95	74955.95
SPXL	2017-01-18	2017-01-19	$26.27	$26.38	Long	2189.0	0.41%	75192.46	75192.46
SPXL	2017-01-20	2017-01-23	$26.31	$26.19	Long	2180.0	-0.45%	74936.44	74936.44
SPXL	2017-01-27	2017-01-31	$27.24	$26.38	Long	2104.0	-3.17%	17695.63	73532.38
SPXL	2017-01-31	2017-02-01	$26.38	$26.83	Long	2101.0	1.69%	74055.46	74055.46
SPXL	2017-02-02	2017-02-03	$26.45	$27.00	Long	2111.0	2.06%	75205.78	75205.78
SPXL	2017-02-06	2017-02-07	$27.02	$27.20	Long	2131.0	0.69%	75601.19	75601.19
SPXL	2017-02-08	2017-02-09	$26.92	$27.26	Long	2126.0	1.26%	76320.25	76320.25
SPXL	2017-02-10	2017-02-13	$27.77	$28.16	Long	2141.0	1.41%	77160.04	77160.04
SPXL	2017-02-14	2017-02-15	$28.33	$28.65	Long	2095.0	1.14%	77839.10	77839.10
SPXL	2017-02-16	2017-02-17	$29.19	$28.82	Long	2078.0	-1.26%	77072.82	77072.82
SPXL	2017-02-24	2017-03-01	$29.34	$30.45	Long	1970.0	3.79%	79261.42	79261.42
SPXL	2017-03-03	2017-03-06	$30.36	$30.08	Long	1962.0	-0.91%	78722.26	78722.26
SPXL	2017-03-07	2017-03-09	$30.04	$29.77	Long	2001.0	-0.88%	78195.87	78195.87
SPXL	2017-03-10	2017-03-13	$30.26	$30.12	Long	2009.0	-0.47%	77908.03	77908.03
SPXL	2017-03-14	2017-03-15	$29.94	$30.09	Long	1979.0	0.50%	78205.52	78205.52
SPXL	2017-03-16	2017-03-17	$30.68	$30.55	Long	1988.0	-0.42%	77948.70	77948.70
SPXL	2017-03-20	2017-03-21	$30.24	$30.42	Long	1951.0	0.59%	78296.97	78296.97
SPXL	2017-03-22	2017-03-23	$29.01	$29.09	Long	1969.0	0.28%	78458.83	78458.83
SPXL	2017-03-29	2017-04-03	$29.44	$29.74	Long	2084.0	1.01%	79075.58	79075.58
SPXL	2017-04-04	2017-04-05	$29.39	$29.87	Long	2034.0	1.62%	80045.39	80045.39
SPXL	2017-04-06	2017-04-07	$29.38	$29.44	Long	2050.0	0.22%	80175.39	80175.39
SPXL	2017-04-10	2017-04-11	$29.51	$29.34	Long	2083.0	-0.58%	79818.24	79818.24
SPXL	2017-04-12	2017-04-13	$29.29	$28.87	Long	2080.0	-1.44%	78943.75	78943.75
SPXL	2017-04-17	2017-04-18	$28.67	$28.90	Long	2092.0	0.79%	79415.46	79415.46
SPXL	2017-04-19	2017-04-20	$29.17	$29.01	Long	2102.0	-0.55%	79079.73	79079.73
SPXL	2017-04-26	2017-05-01	$30.64	$30.66	Long	1989.0	0.04%	79103.09	79103.09
SPXL	2017-05-02	2017-05-03	$30.77	$30.52	Long	1973.0	-0.82%	78602.61	78602.61
SPXL	2017-05-04	2017-05-08	$30.73	$31.08	Long	1970.0	1.13%	79287.41	79287.41
SPXL	2017-05-09	2017-05-10	$31.17	$30.93	Long	1951.0	-0.78%	78810.84	78810.84
SPXL	2017-05-11	2017-05-12	$30.92	$30.80	Long	1949.0	-0.40%	78572.80	78572.80
SPXL	2017-05-15	2017-05-16	$30.93	$31.39	Long	1951.0	1.49%	79470.95	79470.95
SPXL	2017-05-17	2017-05-18	$30.37	$29.43	Long	1936.0	-3.09%	77652.07	77652.07
SPXL	2017-05-19	2017-05-22	$30.07	$30.64	Long	2018.0	1.87%	78789.63	78789.63
SPXL	2017-05-26	2017-06-01	$31.70	$31.81	Long	1909.0	0.36%	79004.85	79004.85
SPXL	2017-06-02	2017-06-05	$32.40	$32.60	Long	1899.0	0.61%	79379.51	79379.51
SPXL	2017-06-06	2017-06-08	$32.31	$32.50	Long	1862.0	0.58%	79729.39	79729.39
SPXL	2017-06-09	2017-06-12	$32.64	$32.23	Long	1876.0	-1.27%	78953.88	78953.88
SPXL	2017-06-13	2017-06-14	$32.58	$32.93	Long	1874.0	1.07%	79605.32	79605.32
SPXL	2017-06-15	2017-06-16	$32.04	$32.56	Long	1849.0	1.64%	80578.12	80578.12
SPXL	2017-06-19	2017-06-20	$32.85	$33.10	Long	1892.0	0.74%	81040.28	81040.28
SPXL	2017-06-21	2017-06-22	$32.75	$32.60	Long	1873.0	-0.46%	80758.73	80758.73
SPXL	2017-06-28	2017-06-30	$32.37	$32.26	Long	1897.0	-0.32%	20521.92	80195.52
SPXL	2017-06-30	2017-07-03	$32.26	$32.51	Long	1861.0	0.76%	81017.27	81017.27
SPXL	2017-07-05	2017-07-07	$32.39	$31.81	Long	1906.0	-1.80%	79907.04	79907.04
SPXL	2017-07-10	2017-07-11	$32.09	$32.16	Long	1921.0	0.20%	80033.38	80033.38
SPXL	2017-07-12	2017-07-13	$32.62	$32.91	Long	1903.0	0.89%	80587.62	80587.62
SPXL	2017-07-14	2017-07-17	$33.05	$33.47	Long	1873.0	1.28%	81379.48	81379.48
SPXL	2017-07-18	2017-07-19	$33.31	$33.67	Long	1859.0	1.10%	82060.63	82060.63
SPXL	2017-07-20	2017-07-21	$34.22	$33.86	Long	1864.0	-1.04%	81395.16	81395.16
SPXL	2017-07-27	2017-07-31	$34.45	$34.20	Long	1810.0	-0.74%	18729.83	80474.61
SPXL	2017-07-31	2017-08-01	$34.20	$34.24	Long	1819.0	0.14%	81021.47	81021.47
SPXL	2017-08-03	2017-08-04	$34.18	$34.23	Long	1810.0	0.14%	81106.50	81106.50
SPXL	2017-08-07	2017-08-09	$34.21	$33.78	Long	1812.0	-1.24%	80340.43	80340.43
SPXL	2017-08-10	2017-08-11	$33.70	$32.78	Long	1819.0	-2.73%	78665.65	78665.65
SPXL	2017-08-14	2017-08-15	$33.40	$33.92	Long	1835.0	1.55%	79613.84	79613.84
SPXL	2017-08-16	2017-08-17	$33.97	$33.61	Long	1795.0	-1.08%	78956.14	78956.14
SPXL	2017-08-18	2017-08-21	$32.25	$32.14	Long	1797.0	-0.35%	78753.55	78753.55
SPXL	2017-08-22	2017-08-23	$32.50	$32.78	Long	1874.0	0.87%	79281.74	79281.74
SPXL	2017-08-29	2017-09-01	$32.24	$34.20	Long	1833.0	6.06%	82863.74	82863.74
SPXL	2017-09-05	2017-09-06	$33.92	$33.74	Long	1853.0	-0.53%	20152.04	82550.34
SPXL	2017-09-06	2017-09-07	$33.74	$33.91	Long	1849.0	0.50%	82845.65	82845.65
SPXL	2017-09-08	2017-09-11	$33.58	$34.19	Long	1869.0	1.82%	83987.01	83987.01
SPXL	2017-09-12	2017-09-13	$34.84	$34.87	Long	1879.0	0.08%	84039.97	84039.97
SPXL	2017-09-14	2017-09-15	$34.90	$34.96	Long	1843.0	0.16%	84143.86	84143.86
SPXL	2017-09-18	2017-09-19	$35.33	$35.49	Long	1841.0	0.43%	84420.60	84420.60
SPXL	2017-09-20	2017-09-21	$35.52	$35.45	Long	1819.0	-0.21%	84283.88	84283.88
SPXL	2017-09-27	2017-10-02	$35.41	$36.07	Long	1831.0	1.86%	85488.05	85488.05
SPXL	2017-10-03	2017-10-04	$36.49	$36.59	Long	1813.0	0.28%	85675.41	85675.41
SPXL	2017-10-05	2017-10-09	$36.94	$37.39	Long	1791.0	1.22%	86483.09	86483.09
SPXL	2017-10-10	2017-10-11	$37.38	$37.35	Long	1769.0	-0.10%	86416.61	86416.61
SPXL	2017-10-12	2017-10-13	$37.40	$37.60	Long	1770.0	0.53%	86765.82	86765.82
SPXL	2017-10-16	2017-10-17	$37.64	$37.64	Long	1765.0	0.00%	86765.82	86765.82
SPXL	2017-10-18	2017-10-19	$37.93	$37.46	Long	1763.0	-1.24%	85937.65	85937.65
SPXL	2017-10-20	2017-10-23	$38.27	$38.59	Long	1755.0	0.83%	86498.25	86498.25
SPXL	2017-10-27	2017-11-01	$38.15	$38.82	Long	1745.0	1.75%	87662.25	87662.25
SPXL	2017-11-03	2017-11-07	$38.69	$39.21	Long	1740.0	1.36%	88577.70	88577.70
SPXL	2017-11-08	2017-11-09	$38.94	$38.65	Long	1727.0	-0.75%	88074.72	88074.72
SPXL	2017-11-10	2017-11-13	$38.62	$38.41	Long	1743.0	-0.56%	87698.08	87698.08
SPXL	2017-11-14	2017-11-15	$38.45	$38.10	Long	1746.0	-0.93%	87074.74	87074.74
SPXL	2017-11-16	2017-11-17	$38.49	$38.78	Long	1748.0	0.76%	87583.84	87583.84
SPXL	2017-11-20	2017-11-21	$38.73	$39.21	Long	1727.0	1.26%	88427.55	88427.55
SPXL	2017-11-28	2017-12-01	$39.89	$41.74	Long	1703.0	4.64%	91579.51	91579.51
SPXL	2017-12-04	2017-12-05	$42.46	$41.52	Long	1678.0	-2.21%	22828.89	89106.15
SPXL	2017-12-05	2017-12-06	$41.52	$40.77	Long	1618.0	-1.79%	88802.13	88802.13
SPXL	2017-12-07	2017-12-08	$40.91	$41.81	Long	1666.0	2.20%	90304.73	90304.73
SPXL	2017-12-11	2017-12-12	$42.05	$42.56	Long	1652.0	1.21%	91142.85	91142.85
SPXL	2017-12-13	2017-12-14	$42.78	$42.79	Long	1638.0	0.02%	91158.80	91158.80
SPXL	2017-12-15	2017-12-18	$42.62	$43.88	Long	1629.0	2.95%	93205.47	93205.47
SPXL	2017-12-19	2017-12-20	$44.11	$43.94	Long	1625.0	-0.38%	92935.72	92935.72
SPXL	2017-12-27	2018-01-02	$43.48	$43.68	Long	1639.0	0.45%	93255.81	93255.81
SPXL	2018-01-04	2018-01-08	$45.29	$46.30	Long	1613.0	2.24%	94893.85	94893.85
SPXL	2018-01-09	2018-01-10	$46.87	$46.49	Long	1567.0	-0.81%	94297.11	94297.11
SPXL	2018-01-11	2018-01-12	$47.04	$47.89	Long	1551.0	1.81%	95614.72	95614.72
SPXL	2018-01-16	2018-01-17	$49.40	$48.67	Long	1527.0	-1.48%	94496.42	94496.42
SPXL	2018-01-18	2018-01-19	$49.41	$49.59	Long	1485.0	0.36%	94757.43	94757.43
SPXL	2018-01-22	2018-01-23	$49.73	$51.17	Long	1461.0	2.89%	96854.56	96854.56
SPXL	2018-01-29	2018-01-30	$52.87	$50.94	Long	1426.0	-3.64%	23505.39	93488.89
SPXL	2018-01-30	2018-02-01	$50.94	$50.08	Long	1386.0	-1.69%	92920.47	92920.47
SPXL	2018-02-02	2018-02-05	$49.56	$45.99	Long	1419.0	-7.19%	87863.00	87863.00
SPXL	2018-02-06	2018-02-07	$39.31	$43.33	Long	1461.0	10.21%	16937.25	93272.08
SSO	2018-02-07	2018-02-08	$26.96	$26.87	Long	2848.0	-0.33%	93474.78	93474.78
SSO	2018-02-09	2018-02-12	$25.44	$25.99	Long	2660.0	2.16%	94937.12	94937.12
SSO	2018-02-13	2018-02-14	$26.01	$26.11	Long	2794.0	0.39%	95218.27	95218.27
TMF	2018-02-15	2018-02-16	$16.86	$17.21	Long	4291.0	2.08%	23082.76	96339.09
UBT	2018-02-16	2018-02-20	$35.45	$35.01	Long	2077.0	-1.24%	23323.19	95442.43
TMF	2018-02-20	2018-02-22	$16.93	$16.45	Long	4282.0	-2.85%	23888.64	93495.72
UBT	2018-02-22	2018-02-23	$34.44	$34.72	Long	2028.0	0.81%	22654.04	95079.04
SPY	2018-02-23	2018-02-26	$250.54	$254.36	Long	286.0	1.52%	95400.68	95400.68
SPXL	2018-03-14	2018-03-15	$47.18	$46.23	Long	1512.0	-2.03%	93953.79	93953.79
SPXL	2018-03-16	2018-03-19	$46.00	$45.41	Long	1554.0	-1.29%	93028.16	93028.16
SPXL	2018-03-20	2018-03-21	$44.19	$44.19	Long	1567.0	0.00%	93028.16	93028.16
SSO	2018-04-10	2018-04-11	$26.02	$25.84	Long	2793.0	-0.66%	92547.64	92547.64
SPY	2018-04-18	2018-04-19	$250.53	$249.56	Long	284.0	-0.38%	92274.28	92274.28
SPY	2018-04-24	2018-04-25	$247.79	$243.33	Long	285.0	-1.80%	22628.25	91190.15
SPY	2018-04-25	2018-04-26	$243.33	$245.07	Long	281.0	0.72%	20273.74	92626.10
SPXL	2018-04-26	2018-04-27	$40.46	$41.42	Long	1760.0	2.36%	93176.05	93176.05
SPXL	2018-05-02	2018-05-03	$40.37	$39.17	Long	1780.0	-2.98%	91038.17	91038.17
SPXL	2018-05-04	2018-05-08	$38.86	$41.11	Long	1778.0	5.78%	95031.33	95031.33
SPXL	2018-05-09	2018-05-10	$41.65	$42.88	Long	1768.0	2.95%	97206.59	97206.59
SPXL	2018-05-11	2018-05-14	$43.70	$44.28	Long	1734.0	1.34%	98222.51	98222.51
SPXL	2018-05-15	2018-05-16	$43.42	$43.19	Long	1696.0	-0.54%	97825.05	97825.05
SPXL	2018-05-17	2018-05-18	$43.58	$43.40	Long	1732.0	-0.40%	97520.62	97520.62
SPXL	2018-05-21	2018-05-22	$44.06	$44.53	Long	1718.0	1.06%	98325.86	98325.86
SPXL	2018-05-29	2018-05-30	$42.73	$42.79	Long	1724.0	0.14%	23931.53	100126.89
SPXL	2018-05-30	2018-06-01	$42.79	$43.67	Long	1741.0	2.05%	99956.89	99956.89
SPXL	2018-06-05	2018-06-07	$44.86	$46.31	Long	1713.0	3.24%	102449.20	102449.20
SPXL	2018-06-08	2018-06-11	$45.73	$46.50	Long	1692.0	1.69%	103754.42	103754.42
SPXL	2018-06-12	2018-06-13	$46.81	$46.90	Long	1706.0	0.19%	103904.35	103904.35
SPXL	2018-06-14	2018-06-15	$46.78	$46.22	Long	1694.0	-1.21%	102944.95	102944.95
SPXL	2018-06-18	2018-06-19	$45.60	$44.87	Long	1704.0	-1.60%	101702.96	101702.96
SPXL	2018-06-20	2018-06-21	$45.97	$45.84	Long	1733.0	-0.28%	101482.91	101482.91
SPXL	2018-06-27	2018-06-28	$43.91	$42.46	Long	1778.0	-3.31%	25694.93	100360.28
SPXL	2018-06-28	2018-07-02	$42.46	$42.57	Long	1724.0	0.25%	99080.49	99080.49
SPXL	2018-07-05	2018-07-09	$43.81	$45.91	Long	1716.0	4.79%	102684.14	102684.14
SPXL	2018-07-10	2018-07-11	$46.82	$46.15	Long	1711.0	-1.42%	101547.70	101547.70
SPXL	2018-07-12	2018-07-13	$46.72	$47.17	Long	1683.0	0.96%	102303.89	102303.89
SPXL	2018-07-16	2018-07-17	$47.39	$46.79	Long	1659.0	-1.28%	101299.22	101299.22
SPXL	2018-07-18	2018-07-19	$47.84	$47.68	Long	1656.0	-0.35%	101024.24	101024.24
SPXL	2018-07-20	2018-07-23	$47.41	$47.23	Long	1621.0	-0.39%	100723.41	100723.41
SPXL	2018-07-27	2018-07-30	$49.40	$48.20	Long	1568.0	-2.43%	25089.14	97539.44
SPXL	2018-07-30	2018-07-31	$48.20	$47.88	Long	1530.0	-0.67%	24275.17	98603.31
SPXL	2018-07-31	2018-08-01	$47.88	$48.16	Long	1547.0	0.59%	98784.64	98784.64
SPXL	2018-08-03	2018-08-06	$48.71	$49.20	Long	1604.0	1.00%	99568.00	99568.00
SPXL	2018-08-07	2018-08-09	$50.16	$50.22	Long	1548.0	0.14%	99673.84	99673.84
SPXL	2018-08-10	2018-08-13	$49.08	$49.07	Long	1518.0	-0.02%	99659.01	99659.01
SPXL	2018-08-14	2018-08-15	$48.82	$48.52	Long	1553.0	-0.62%	99188.77	99188.77
SPXL	2018-08-16	2018-08-17	$48.99	$49.16	Long	1564.0	0.34%	99448.47	99448.47
SPXL	2018-08-20	2018-08-21	$50.11	$50.48	Long	1547.0	0.74%	100022.66	100022.66
SPXL	2018-08-22	2018-08-23	$50.24	$50.30	Long	1515.0	0.12%	100111.45	100111.45
SPXL	2018-08-29	2018-09-04	$52.48	$52.27	Long	1456.0	-0.41%	99798.58	99798.58
SPXL	2018-09-05	2018-09-06	$52.01	$51.87	Long	1460.0	-0.28%	99584.67	99584.67
SPXL	2018-09-07	2018-09-10	$50.65	$51.60	Long	1468.0	1.87%	100975.53	100975.53
SPXL	2018-09-11	2018-09-12	$50.88	$51.76	Long	1496.0	1.73%	102290.64	102290.64
SPXL	2018-09-13	2018-09-14	$52.44	$52.84	Long	1511.0	0.76%	102895.75	102895.75
SPXL	2018-09-17	2018-09-18	$52.65	$51.97	Long	1489.0	-1.28%	101892.22	101892.22
SPXL	2018-09-19	2018-09-20	$52.72	$53.62	Long	1499.0	1.72%	103253.88	103253.88
SPXL	2018-09-26	2018-09-27	$53.34	$53.06	Long	1471.0	-0.53%	24943.56	103023.13
SPXL	2018-09-27	2018-10-01	$53.06	$53.99	Long	1468.0	1.75%	104201.37	104201.37
SPXL	2018-10-03	2018-10-04	$54.28	$53.42	Long	1486.0	-1.59%	102921.42	102921.42
SPXL	2018-10-05	2018-10-08	$52.59	$51.19	Long	1473.0	-2.66%	25250.62	101380.14
SPXL	2018-10-08	2018-10-09	$51.19	$51.34	Long	1477.0	0.29%	101076.54	101076.54
SPXL	2018-10-10	2018-10-11	$50.99	$45.88	Long	1506.0	-10.02%	93381.92	93381.92
SPXL	2018-10-12	2018-10-15	$45.62	$44.90	Long	1557.0	-1.59%	22096.38	91750.24
SSO	2018-10-15	2018-10-16	$28.13	$28.34	Long	2494.0	0.75%	92782.70	92782.70
SSO	2018-10-17	2018-10-18	$29.12	$28.91	Long	2504.0	-0.74%	92245.89	92245.89
SPXL	2018-10-30	2018-10-31	$39.00	$42.10	Long	1710.0	7.96%	97551.64	97551.64
TMF	2018-11-01	2018-11-05	$14.88	$14.71	Long	4927.0	-1.09%	24796.10	96657.30
TMF	2018-11-05	2018-11-06	$14.71	$14.76	Long	4890.0	0.32%	22839.76	96759.55
UBT	2018-11-06	2018-11-07	$32.22	$32.55	Long	2301.0	1.02%	97738.40	97738.40
SPXL	2018-11-16	2018-11-19	$42.33	$42.90	Long	1824.0	1.34%	22529.93	97670.92
SPY	2018-11-19	2018-11-20	$255.00	$247.81	Long	299.0	-2.82%	28173.63	95706.40
SPXL	2018-11-20	2018-11-21	$39.32	$39.52	Long	1741.0	0.52%	96984.46	96984.46
SPXL	2018-11-28	2018-11-29	$41.09	$42.94	Long	1870.0	4.50%	100443.81	100443.81
SPXL	2018-11-30	2018-12-03	$42.96	$46.05	Long	1789.0	7.20%	105977.18	105977.18
UBT	2018-12-04	2018-12-06	$32.30	$35.76	Long	2411.0	10.72%	114323.77	114323.77
SSO	2018-12-10	2018-12-11	$25.35	$26.18	Long	3293.0	3.26%	117042.10	117042.10
SSO	2018-12-12	2018-12-13	$26.15	$25.95	Long	3420.0	-0.78%	116342.63	116342.63
SSO	2018-12-14	2018-12-17	$25.25	$24.56	Long	3430.0	-2.71%	113992.97	113992.97
SPXL	2018-12-19	2018-12-20	$34.39	$32.23	Long	2476.0	-6.26%	108661.28	108661.28
TMF	2018-12-31	2019-01-07	$18.21	$19.11	Long	4590.0	4.91%	26936.52	111537.75
UBT	2019-01-07	2019-01-08	$38.35	$37.78	Long	2238.0	-1.50%	111477.84	111477.84
TMF	2019-01-16	2019-01-17	$17.71	$17.99	Long	4704.0	1.57%	112788.94	112788.94
SPY	2019-01-18	2019-01-22	$248.94	$248.79	Long	353.0	-0.06%	112735.88	112735.88
SPY	2019-01-25	2019-01-29	$249.53	$247.94	Long	348.0	-0.64%	25940.44	111641.25
SPXL	2019-01-29	2019-01-31	$37.61	$39.13	Long	2293.0	4.03%	115662.00	115662.00
SPXL	2019-02-06	2019-02-07	$41.44	$40.59	Long	2142.0	-2.07%	113826.22	113826.22
SPXL	2019-02-08	2019-02-11	$39.56	$40.67	Long	2145.0	2.79%	116192.84	116192.84
SPXL	2019-02-12	2019-02-13	$41.21	$42.38	Long	2185.0	2.84%	118754.27	118754.27
SPXL	2019-02-14	2019-02-15	$41.79	$42.95	Long	2143.0	2.78%	121245.34	121245.34
SPXL	2019-02-19	2019-02-20	$43.01	$43.62	Long	2159.0	1.42%	122563.99	122563.99
SPXL	2019-02-26	2019-03-01	$44.17	$44.77	Long	2085.0	1.36%	123816.90	123816.90
SPXL	2019-03-05	2019-03-07	$44.32	$43.00	Long	2090.0	-2.98%	121058.01	121058.01
SPXL	2019-03-08	2019-03-11	$41.17	$42.24	Long	2153.0	2.61%	123369.83	123369.83
SPXL	2019-03-12	2019-03-13	$43.99	$44.67	Long	2234.0	1.57%	124910.34	124910.34
SPXL	2019-03-14	2019-03-15	$45.09	$45.27	Long	2138.0	0.39%	125289.45	125289.45
SPXL	2019-03-18	2019-03-19	$45.76	$46.69	Long	2117.0	2.05%	127270.65	127270.65
SPXL	2019-03-20	2019-03-21	$46.02	$45.25	Long	2085.0	-1.69%	125648.03	125648.03
SPXL	2019-03-27	2019-03-28	$45.39	$44.98	Long	2120.0	-0.91%	30717.71	125203.46
SPXL	2019-03-28	2019-04-01	$44.98	$47.08	Long	2091.0	4.66%	129158.39	129158.39
SPXL	2019-04-03	2019-04-05	$48.36	$48.65	Long	2070.0	0.61%	129770.14	129770.14
SPXL	2019-04-08	2019-04-09	$48.69	$48.50	Long	2040.0	-0.40%	129368.22	129368.22
SPXL	2019-04-10	2019-04-11	$48.53	$49.05	Long	2040.0	1.08%	130433.31	130433.31
SPXL	2019-04-12	2019-04-15	$49.62	$49.74	Long	2034.0	0.24%	130673.76	130673.76
SPXL	2019-04-16	2019-04-17	$50.09	$50.32	Long	2009.0	0.45%	131128.95	131128.95
SPXL	2019-04-18	2019-04-22	$49.62	$49.14	Long	1993.0	-0.97%	130166.92	130166.92
SPXL	2019-04-26	2019-05-01	$50.59	$51.93	Long	1967.0	2.65%	132802.20	132802.20
SPXL	2019-05-02	2019-05-03	$50.27	$50.84	Long	1956.0	1.14%	133919.79	133919.79
SPXL	2019-05-06	2019-05-08	$48.97	$48.07	Long	2015.0	-1.83%	132113.45	132113.45
SPXL	2019-05-09	2019-05-10	$46.91	$47.14	Long	2102.0	0.48%	132589.71	132589.71
SPXL	2019-05-13	2019-05-14	$45.45	$45.23	Long	2151.0	-0.50%	132102.34	132102.34
SPXL	2019-05-15	2019-05-16	$45.01	$47.03	Long	2234.0	4.49%	136613.84	136613.84
SPXL	2019-05-21	2019-05-22	$46.99	$46.76	Long	2265.0	-0.48%	136100.65	136100.65
SPXL	2019-05-29	2019-06-03	$43.53	$41.82	Long	2285.0	-3.94%	132183.96	132183.96
SPXL	2019-06-04	2019-06-06	$42.64	$45.49	Long	2418.0	6.70%	139091.73	139091.73
SPXL	2019-06-07	2019-06-10	$46.73	$48.42	Long	2338.0	3.60%	143030.17	143030.17
SPXL	2019-06-11	2019-06-12	$49.22	$48.02	Long	2259.0	-2.42%	140337.48	140337.48
SPXL	2019-06-13	2019-06-14	$48.42	$48.30	Long	2235.0	-0.24%	140073.28	140073.28
SPXL	2019-06-17	2019-06-18	$48.43	$49.36	Long	2218.0	1.93%	142149.00	142149.00
SPXL	2019-06-19	2019-06-20	$49.94	$51.75	Long	2202.0	3.61%	146118.65	146118.65
SPXL	2019-06-26	2019-06-27	$50.19	$49.94	Long	2182.0	-0.49%	35460.91	145731.07
SPXL	2019-06-27	2019-07-01	$49.94	$52.70	Long	2205.0	5.54%	151673.90	151673.90
SPXL	2019-07-02	2019-07-03	$52.12	$52.93	Long	2201.0	1.56%	153462.24	153462.24
SPXL	2019-07-05	2019-07-09	$53.04	$52.00	Long	2217.0	-1.96%	151155.65	151155.65
SPXL	2019-07-10	2019-07-11	$53.52	$54.03	Long	2223.0	0.96%	152301.05	152301.05
SPXL	2019-07-12	2019-07-15	$54.27	$54.95	Long	2156.0	1.26%	153775.11	153775.11
SPXL	2019-07-16	2019-07-17	$54.69	$54.20	Long	2140.0	-0.89%	152736.08	152736.08
SPXL	2019-07-18	2019-07-19	$52.77	$54.30	Long	2155.0	2.89%	156024.48	156024.48
SPXL	2019-07-22	2019-07-23	$52.95	$53.75	Long	2198.0	1.52%	157788.60	157788.60
SPXL	2019-07-29	2019-07-31	$55.17	$54.70	Long	2211.0	-0.86%	35749.57	152331.49
SPXL	2019-07-31	2019-08-01	$54.70	$52.83	Long	2212.0	-3.41%	152616.42	152616.42
SPXL	2019-08-02	2019-08-05	$50.82	$47.84	Long	2209.0	-5.87%	146028.05	146028.05
SPXL	2019-08-06	2019-08-08	$46.67	$48.44	Long	2335.0	3.80%	150169.53	150169.53
SSO	2019-08-12	2019-08-13	$30.35	$29.89	Long	3714.0	-1.53%	148446.88	148446.88
SSO	2019-08-14	2019-08-15	$29.95	$29.26	Long	3799.0	-2.30%	145827.31	145827.31
SSO	2019-08-16	2019-08-19	$29.59	$30.78	Long	3812.0	4.02%	150356.32	150356.32
TMF	2019-08-20	2019-08-21	$31.43	$31.04	Long	3789.0	-1.23%	34500.49	148658.32
UBT	2019-08-21	2019-08-22	$53.65	$53.08	Long	2132.0	-1.06%	35703.35	146826.05
TMF	2019-08-22	2019-08-26	$30.57	$31.73	Long	3663.0	3.80%	31599.87	151216.10
UBT	2019-08-26	2019-08-27	$54.50	$55.25	Long	2208.0	1.39%	36220.60	156032.52
TMF	2019-08-27	2019-08-28	$32.20	$33.62	Long	3645.0	4.41%	158781.96	158781.96
SPXL	2019-09-17	2019-09-18	$52.85	$53.16	Long	2300.0	0.58%	159488.45	159488.45
SPXL	2019-09-19	2019-09-20	$53.70	$53.78	Long	2295.0	0.17%	159693.11	159693.11
SPXL	2019-09-26	2019-09-30	$52.28	$51.37	Long	2375.0	-1.74%	39898.48	158594.54
SPXL	2019-09-30	2019-10-01	$51.37	$52.29	Long	2290.0	1.79%	159638.32	159638.32
SPXL	2019-10-03	2019-10-04	$47.17	$48.82	Long	2490.0	3.51%	163758.65	163758.65
SPXL	2019-10-07	2019-10-09	$49.95	$48.50	Long	2566.0	-2.90%	160046.50	160046.50
SPXL	2019-10-10	2019-10-11	$48.67	$51.23	Long	2524.0	5.25%	166498.95	166498.95
SPXL	2019-10-14	2019-10-15	$51.04	$51.63	Long	2486.0	1.16%	167976.93	167976.93
SPXL	2019-10-16	2019-10-17	$52.32	$52.96	Long	2488.0	1.23%	169579.37	169579.37
SPXL	2019-10-18	2019-10-21	$52.45	$52.83	Long	2449.0	0.74%	170525.76	170525.76
SPXL	2019-10-22	2019-10-23	$53.44	$52.43	Long	2469.0	-1.89%	168030.37	168030.37
SPY	2019-10-28	2019-10-29	$288.57	$288.63	Long	450.0	0.02%	39309.15	168266.20
SPXL	2019-10-29	2019-11-01	$54.65	$55.62	Long	2356.0	1.78%	170343.89	170343.89
SPXL	2019-11-04	2019-11-06	$57.24	$56.77	Long	2343.0	-0.83%	169229.52	169229.52
SPXL	2019-11-07	2019-11-08	$57.62	$57.17	Long	2280.0	-0.77%	168212.89	168212.89
SPXL	2019-11-11	2019-11-12	$56.94	$57.67	Long	2250.0	1.29%	169862.68	169862.68
SPXL	2019-11-13	2019-11-14	$57.16	$57.70	Long	2253.0	0.94%	171068.19	171068.19
SPXL	2019-11-15	2019-11-18	$58.90	$59.16	Long	2268.0	0.45%	171674.96	171674.96
SPXL	2019-11-19	2019-11-20	$59.83	$59.04	Long	2219.0	-1.32%	169915.97	169915.97
SPXL	2019-11-26	2019-12-02	$60.21	$60.82	Long	2190.0	1.02%	171261.37	171261.37
SPXL	2019-12-04	2019-12-06	$58.52	$60.44	Long	2284.0	3.28%	175651.87	175651.87
SPXL	2019-12-09	2019-12-10	$60.62	$60.27	Long	2223.0	-0.57%	174880.93	174880.93
SPXL	2019-12-11	2019-12-12	$60.36	$60.59	Long	2219.0	0.38%	175386.64	175386.64
SPXL	2019-12-13	2019-12-16	$61.94	$63.36	Long	2214.0	2.29%	178523.75	178523.75
SPXL	2019-12-17	2019-12-18	$63.75	$63.80	Long	2155.0	0.08%	178630.52	178630.52
SPXL	2019-12-19	2019-12-20	$63.65	$64.99	Long	2141.0	2.10%	181494.47	181494.47
SPXL	2019-12-27	2019-12-31	$66.95	$64.88	Long	2114.0	-3.09%	44241.95	178872.30
SPXL	2019-12-31	2020-01-02	$64.88	$66.75	Long	2048.0	2.88%	180950.43	180950.43
SPXL	2020-01-06	2020-01-08	$64.77	$66.32	Long	2122.0	2.40%	184243.59	184243.59
SPXL	2020-01-09	2020-01-10	$68.29	$69.01	Long	2125.0	1.05%	185765.66	185765.66
SPXL	2020-01-13	2020-01-14	$68.38	$69.06	Long	2059.0	0.99%	187158.52	187158.52
SPXL	2020-01-15	2020-01-16	$68.97	$70.43	Long	2073.0	2.12%	190190.03	190190.03
SPXL	2020-01-17	2020-01-21	$71.71	$71.12	Long	2065.0	-0.82%	188978.00	188978.00
SPXL	2020-01-22	2020-01-23	$72.00	$70.93	Long	2032.0	-1.49%	186794.82	186794.82
SPXL	2020-01-29	2020-01-30	$69.36	$66.82	Long	2123.0	-3.66%	45493.64	185638.25
SPXL	2020-01-30	2020-02-03	$66.82	$66.08	Long	2034.0	-1.12%	179891.64	179891.64
SPXL	2020-02-04	2020-02-05	$68.99	$71.65	Long	2082.0	3.85%	185421.76	185421.76
SSO	2020-02-07	2020-02-10	$39.90	$39.50	Long	3532.0	-1.01%	44629.04	188322.34
SPXL	2020-02-10	2020-02-11	$70.89	$74.10	Long	1966.0	4.53%	190317.27	190317.27
SPXL	2020-02-12	2020-02-13	$74.54	$73.89	Long	1964.0	-0.87%	189047.29	189047.29
SPXL	2020-02-14	2020-02-18	$74.91	$74.28	Long	1957.0	-0.84%	187820.76	187820.76
SPXL	2020-02-19	2020-02-20	$75.06	$75.05	Long	1934.0	-0.01%	187801.53	187801.53
TMF	2020-04-20	2020-04-21	$43.49	$46.30	Long	3230.0	6.47%	196885.02	196885.02
SPY	2020-04-27	2020-04-28	$274.60	$280.28	Long	557.0	2.07%	200050.07	200050.07
SPXL	2020-05-04	2020-05-06	$32.03	$34.63	Long	4543.0	8.11%	211845.84	211845.84
SPXL	2020-05-07	2020-05-08	$34.51	$35.71	Long	4679.0	3.49%	217478.08	217478.08
SPXL	2020-05-11	2020-05-12	$35.39	$36.69	Long	4658.0	3.68%	223548.43	223548.43
SPXL	2020-05-13	2020-05-14	$33.79	$31.30	Long	4661.0	-7.39%	211909.97	211909.97
SPXL	2020-05-15	2020-05-18	$32.48	$36.24	Long	5179.0	11.58%	231385.11	231385.11
SPXL	2020-05-19	2020-05-20	$36.71	$37.20	Long	4884.0	1.33%	233765.87	233765.87
SPXL	2020-05-27	2020-06-01	$39.55	$40.11	Long	4526.0	1.41%	236287.29	236287.29
SPXL	2020-06-02	2020-06-03	$41.28	$42.80	Long	4506.0	3.66%	243100.91	243100.91
SPXL	2020-06-04	2020-06-08	$43.12	$46.96	Long	4345.0	8.91%	259785.67	259785.67
SPXL	2020-06-09	2020-06-10	$46.92	$47.45	Long	4232.0	1.15%	262059.10	262059.10
SPXL	2020-06-11	2020-06-12	$43.05	$41.23	Long	4224.0	-4.23%	254369.25	254369.25
SPXL	2020-06-15	2020-06-16	$37.24	$44.16	Long	4720.0	18.59%	287050.16	287050.16
SPXL	2020-06-17	2020-06-18	$43.61	$41.93	Long	4972.0	-3.85%	278691.04	278691.04
SPXL	2020-06-19	2020-06-22	$44.19	$41.63	Long	5084.0	-5.79%	265692.89	265692.89
SPXL	2020-06-26	2020-06-29	$40.80	$38.84	Long	5114.0	-4.81%	71215.69	260909.58
SPXL	2020-06-29	2020-07-01	$38.84	$42.03	Long	4749.0	8.21%	270793.90	270793.90
SPXL	2020-07-02	2020-07-06	$43.94	$44.84	Long	4929.0	2.06%	275260.72	275260.72
SPXL	2020-07-08	2020-07-09	$44.06	$44.97	Long	4745.0	2.08%	279608.06	279608.06
SPXL	2020-07-10	2020-07-13	$43.90	$46.33	Long	4756.0	5.54%	291164.66	291164.66
SPXL	2020-07-14	2020-07-15	$43.44	$47.33	Long	4807.0	8.96%	309882.23	309882.23
SPXL	2020-07-16	2020-07-17	$46.15	$47.04	Long	5008.0	1.94%	314370.77	314370.77
SPXL	2020-07-20	2020-07-21	$46.89	$49.08	Long	5112.0	4.67%	325570.61	325570.61
SPXL	2020-07-22	2020-07-23	$48.28	$49.07	Long	5075.0	1.63%	329563.27	329563.27
SPXL	2020-07-29	2020-08-03	$47.11	$49.83	Long	5336.0	5.77%	344070.25	344070.25
SPXL	2020-08-05	2020-08-07	$51.25	$52.10	Long	5307.0	1.67%	348615.37	348615.37
SPXL	2020-08-10	2020-08-11	$52.92	$53.78	Long	5118.0	1.62%	352998.63	352998.63
SPXL	2020-08-12	2020-08-13	$53.08	$53.61	Long	5021.0	0.99%	355648.25	355648.25
SPXL	2020-08-14	2020-08-17	$53.49	$54.22	Long	5075.0	1.38%	359388.21	359388.21
SPXL	2020-08-18	2020-08-19	$54.42	$54.78	Long	5070.0	0.66%	361205.35	361205.35
SPXL	2020-08-20	2020-08-21	$52.97	$54.19	Long	5044.0	2.31%	367383.79	367383.79
SPXL	2020-08-27	2020-09-01	$59.41	$60.26	Long	4885.0	1.42%	371518.85	371518.85
SPXL	2020-09-03	2020-09-04	$63.18	$57.84	Long	4540.0	-8.45%	104995.19	340068.21
SPXL	2020-09-04	2020-09-08	$57.84	$53.15	Long	4189.0	-8.11%	327636.66	327636.66
SPXL	2020-09-09	2020-09-10	$53.52	$55.50	Long	4715.0	3.70%	336980.67	336980.67
SPXL	2020-09-11	2020-09-14	$52.55	$53.33	Long	4644.0	1.48%	340587.99	340587.99
SPXL	2020-09-15	2020-09-16	$55.08	$55.27	Long	4885.0	0.34%	341502.09	341502.09
SPXL	2020-09-17	2020-09-18	$51.45	$52.95	Long	4726.0	2.92%	348608.80	348608.80
SPXL	2020-09-21	2020-09-22	$48.46	$49.73	Long	5036.0	2.63%	355028.20	355028.20
SPXL	2020-09-28	2020-10-01	$51.68	$53.73	Long	5785.0	3.97%	366895.40	366895.40
SPXL	2020-10-02	2020-10-05	$50.90	$52.94	Long	5224.0	4.01%	377560.26	377560.26
SPXL	2020-10-06	2020-10-07	$54.75	$53.82	Long	5455.0	-1.71%	98475.00	378487.00
SPXL	2020-10-07	2020-10-08	$53.82	$56.06	Long	5091.0	4.16%	383861.12	383861.12
SPXL	2020-10-09	2020-10-12	$57.40	$59.40	Long	5238.0	3.49%	394345.92	394345.92
SPXL	2020-10-13	2020-10-14	$60.73	$59.91	Long	5078.0	-1.34%	390199.19	390199.19
SPXL	2020-10-15	2020-10-16	$56.37	$59.02	Long	4982.0	4.72%	403446.07	403446.07
SPXL	2020-10-19	2020-10-20	$58.84	$56.21	Long	5228.0	-4.47%	389710.13	389710.13
SPXL	2020-10-21	2020-10-22	$56.13	$55.94	Long	5304.0	-0.34%	388706.54	388706.54
SPXL	2020-10-28	2020-10-29	$50.69	$48.20	Long	5473.0	-4.91%	375080.68	375080.68
SPXL	2020-10-30	2020-11-02	$48.74	$49.59	Long	5953.0	1.76%	380179.07	380179.07
SPXL	2020-11-03	2020-11-05	$51.14	$58.47	Long	5864.0	14.33%	423159.45	423159.45
SPXL	2020-11-06	2020-11-09	$58.83	$65.99	Long	5536.0	12.17%	462798.52	462798.52
SPXL	2020-11-10	2020-11-11	$60.58	$62.09	Long	5365.0	2.50%	470919.57	470919.57
SPXL	2020-11-12	2020-11-13	$61.64	$61.45	Long	5801.0	-0.31%	469821.94	469821.94
SPXL	2020-11-16	2020-11-17	$64.44	$63.86	Long	5848.0	-0.90%	466444.14	466444.14
SPXL	2020-11-18	2020-11-19	$64.36	$61.49	Long	5587.0	-4.46%	450420.74	450420.74
SPXL	2020-11-25	2020-12-01	$65.43	$66.70	Long	5391.0	1.95%	457293.20	457293.20
SPXL	2020-12-02	2020-12-03	$66.29	$67.33	Long	5244.0	1.56%	462721.25	462721.25
SPXL	2020-12-04	2020-12-08	$67.66	$67.87	Long	5257.0	0.31%	463807.56	463807.56
SPXL	2020-12-09	2020-12-10	$69.67	$66.51	Long	5228.0	-4.53%	447303.40	447303.40
SPXL	2020-12-11	2020-12-14	$66.28	$68.36	Long	5144.0	3.13%	457958.63	457958.63
SPXL	2020-12-15	2020-12-16	$67.67	$68.96	Long	5125.0	1.91%	464593.55	464593.55
SPXL	2020-12-17	2020-12-18	$70.13	$70.49	Long	5153.0	0.51%	466451.73	466451.73
SPXL	2020-12-21	2020-12-22	$67.09	$68.91	Long	5062.0	2.71%	475658.82	475658.82
SPXL	2020-12-29	2020-12-30	$72.03	$71.20	Long	5134.0	-1.15%	116881.75	470116.73
SPXL	2020-12-30	2021-01-04	$71.20	$72.87	Long	4979.0	2.34%	479702.55	479702.55
SPXL	2021-01-05	2021-01-06	$68.72	$69.61	Long	5035.0	1.29%	484173.18	484173.18
SPXL	2021-01-07	2021-01-08	$73.29	$75.89	Long	5321.0	3.55%	498026.81	498026.81
SPXL	2021-01-11	2021-01-12	$74.24	$74.85	Long	5020.0	0.82%	501081.48	501081.48
SPXL	2021-01-13	2021-01-14	$74.73	$75.83	Long	5121.0	1.48%	506751.80	506751.80
SPXL	2021-01-15	2021-01-19	$73.51	$74.44	Long	5112.0	1.26%	511494.26	511494.26
SPXL	2021-01-20	2021-01-21	$76.05	$78.08	Long	5256.0	2.66%	522138.21	522138.21
SPXL	2021-01-27	2021-01-28	$75.45	$73.03	Long	5084.0	-3.21%	136559.07	512924.53
SPXL	2021-01-28	2021-02-01	$73.03	$71.37	Long	5111.0	-2.27%	501351.11	501351.11
SPXL	2021-02-02	2021-02-03	$74.76	$76.44	Long	5373.0	2.26%	510409.13	510409.13
SPXL	2021-02-04	2021-02-05	$76.70	$79.84	Long	5108.0	4.10%	526475.53	526475.53
SPXL	2021-02-08	2021-02-09	$80.51	$80.67	Long	5044.0	0.20%	527280.58	527280.58
SPXL	2021-02-10	2021-02-11	$82.33	$81.71	Long	5000.0	-0.75%	524188.21	524188.21
SPXL	2021-02-12	2021-02-16	$80.82	$83.43	Long	4907.0	3.24%	537022.21	537022.21
SPXL	2021-02-17	2021-02-18	$81.18	$80.64	Long	4923.0	-0.66%	534370.33	534370.33
SPXL	2021-02-24	2021-02-26	$78.61	$77.27	Long	5266.0	-1.70%	147861.42	515328.91
SPXL	2021-02-26	2021-03-01	$77.27	$77.85	Long	4911.0	0.75%	530172.62	530172.62
SPXL	2021-03-03	2021-03-04	$77.92	$75.13	Long	5040.0	-3.57%	516145.63	516145.63
SPXL	2021-03-05	2021-03-09	$74.59	$77.75	Long	5255.0	4.24%	532762.98	532762.98
SPXL	2021-03-10	2021-03-11	$80.04	$81.61	Long	5242.0	1.96%	540972.66	540972.66
SPXL	2021-03-12	2021-03-15	$81.50	$82.91	Long	5071.0	1.73%	548105.18	548105.18
SPXL	2021-03-16	2021-03-17	$84.64	$82.98	Long	5057.0	-1.97%	539680.77	539680.77
SPXL	2021-03-18	2021-03-19	$82.94	$80.84	Long	4975.0	-2.53%	529258.99	529258.99
SPXL	2021-03-22	2021-03-23	$80.86	$82.08	Long	5008.0	1.51%	535353.71	535353.71
SPXL	2021-03-29	2021-04-01	$83.51	$86.02	Long	5030.0	3.00%	547947.94	547947.94
SPXL	2021-04-06	2021-04-08	$90.79	$92.25	Long	4693.0	1.61%	554816.56	554816.56
SPXL	2021-04-09	2021-04-12	$92.57	$94.18	Long	4600.0	1.73%	562204.33	562204.33
SPXL	2021-04-13	2021-04-14	$94.69	$95.60	Long	4566.0	0.97%	566394.71	566394.71
SPXL	2021-04-15	2021-04-16	$96.17	$98.67	Long	4532.0	2.59%	577696.83	577696.83
SPXL	2021-04-19	2021-04-20	$97.93	$96.24	Long	4479.0	-1.72%	570145.95	570145.95
SPXL	2021-04-21	2021-04-22	$94.56	$97.58	Long	4531.0	3.19%	583829.79	583829.79
SPXL	2021-04-28	2021-05-03	$98.84	$99.92	Long	4514.0	1.10%	588737.94	588737.94
SPXL	2021-05-04	2021-05-06	$97.56	$97.39	Long	4507.0	-0.17%	587973.64	587973.64
SPXL	2021-05-07	2021-05-10	$100.20	$102.09	Long	4618.0	1.88%	596680.18	596680.18
SPXL	2021-05-11	2021-05-12	$95.29	$94.02	Long	4471.0	-1.34%	590971.38	590971.38
SPXL	2021-05-13	2021-05-14	$91.08	$95.21	Long	4808.0	4.53%	610827.51	610827.51
SPXL	2021-05-17	2021-05-18	$96.65	$96.93	Long	4908.0	0.29%	612189.07	612189.07
SPXL	2021-05-19	2021-05-20	$90.77	$94.11	Long	4831.0	3.68%	628333.08	628333.08
SPXL	2021-05-26	2021-06-01	$98.96	$101.57	Long	4806.0	2.64%	640877.04	640877.04
SPXL	2021-06-02	2021-06-03	$100.04	$98.23	Long	4826.0	-1.81%	632115.33	632115.33
SPXL	2021-06-04	2021-06-08	$100.24	$101.95	Long	4922.0	1.70%	640511.24	640511.24
SPXL	2021-06-09	2021-06-10	$101.98	$101.80	Long	4806.0	-0.18%	639648.29	639648.29
SPXL	2021-06-11	2021-06-14	$102.71	$102.86	Long	4806.0	0.15%	640367.41	640367.41
SPXL	2021-06-15	2021-06-16	$103.58	$102.96	Long	4762.0	-0.61%	637374.74	637374.74
SPXL	2021-06-17	2021-06-18	$100.77	$98.57	Long	4735.0	-2.19%	626936.15	626936.15
SPXL	2021-06-21	2021-06-22	$98.25	$101.12	Long	4865.0	2.92%	640915.32	640915.32
SPXL	2021-06-28	2021-07-01	$105.64	$106.91	Long	4680.0	1.20%	646846.66	646846.66
SPXL	2021-07-06	2021-07-08	$110.56	$106.72	Long	4540.0	-3.48%	629403.71	629403.71
SPXL	2021-07-09	2021-07-12	$109.56	$111.74	Long	4511.0	1.99%	639217.41	639217.41
SPXL	2021-07-13	2021-07-14	$112.37	$113.25	Long	4376.0	0.78%	643060.35	643060.35
SPXL	2021-07-15	2021-07-16	$111.21	$112.08	Long	4344.0	0.78%	646831.84	646831.84
SPXL	2021-07-19	2021-07-20	$104.62	$104.22	Long	4415.0	-0.38%	645069.48	645069.48
SPXL	2021-07-21	2021-07-22	$109.13	$110.92	Long	4734.0	1.64%	653525.87	653525.87
SPXL	2021-07-28	2021-08-02	$114.63	$115.13	Long	4352.0	0.44%	655697.38	655697.38
SPXL	2021-08-03	2021-08-04	$113.61	$114.64	Long	4356.0	0.91%	660218.28	660218.28
SPXL	2021-08-05	2021-08-09	$114.98	$116.70	Long	4405.0	1.49%	667779.25	667779.25
SPXL	2021-08-10	2021-08-11	$116.77	$117.77	Long	4377.0	0.85%	672147.23	672147.23
SPXL	2021-08-12	2021-08-13	$117.63	$119.18	Long	4366.0	1.32%	678944.14	678944.14
SPXL	2021-08-16	2021-08-17	$118.31	$118.06	Long	4357.0	-0.21%	677857.14	677857.14
SPXL	2021-08-18	2021-08-19	$117.03	$111.73	Long	4392.0	-4.53%	654583.72	654583.72
SPXL	2021-08-20	2021-08-23	$114.81	$118.66	Long	4481.0	3.36%	671844.70	671844.70
SPXL	2021-08-27	2021-09-01	$120.17	$124.61	Long	4232.0	3.70%	690638.26	690638.26
SPXL	2021-09-03	2021-09-08	$124.08	$123.12	Long	4220.0	-0.78%	686553.31	686553.31
SPXL	2021-09-09	2021-09-10	$122.98	$123.25	Long	4266.0	0.22%	687702.75	687702.75
SPXL	2021-09-13	2021-09-14	$121.28	$120.81	Long	4268.0	-0.39%	685700.93	685700.93
SPXL	2021-09-15	2021-09-16	$118.02	$120.12	Long	4342.0	1.78%	694843.65	694843.65
SPXL	2021-09-17	2021-09-20	$119.34	$111.36	Long	4425.0	-6.69%	659516.66	659516.66
SPXL	2021-09-21	2021-09-22	$112.54	$112.23	Long	4530.0	-0.27%	658115.25	658115.25
SPXL	2021-09-28	2021-09-29	$114.89	$111.26	Long	4289.0	-3.16%	170236.50	639951.38
SPXL	2021-09-29	2021-10-01	$111.26	$107.98	Long	4245.0	-2.95%	628598.24	628598.24
SPXL	2021-10-05	2021-10-07	$107.33	$113.50	Long	4392.0	5.75%	655684.83	655684.83
SPXL	2021-10-08	2021-10-11	$114.27	$112.49	Long	4419.0	-1.56%	647791.13	647791.13
SPXL	2021-10-12	2021-10-13	$111.32	$110.57	Long	4405.0	-0.67%	644503.86	644503.86
SPXL	2021-10-14	2021-10-15	$113.90	$118.32	Long	4458.0	3.87%	664167.59	664167.59
SPXL	2021-10-18	2021-10-19	$117.63	$121.64	Long	4294.0	3.41%	681393.87	681393.87
SPXL	2021-10-20	2021-10-21	$123.39	$123.88	Long	4285.0	0.40%	683531.95	683531.95
SPXL	2021-10-27	2021-10-28	$127.74	$126.91	Long	4072.0	-0.65%	167198.12	689557.60
SPXL	2021-10-28	2021-11-01	$126.91	$130.92	Long	4042.0	3.16%	696374.49	696374.49
SPXL	2021-11-03	2021-11-05	$131.77	$138.74	Long	4071.0	5.29%	724772.09	724772.09
SPXL	2021-11-08	2021-11-09	$139.05	$138.70	Long	3996.0	-0.25%	723376.38	723376.38
SPXL	2021-11-10	2021-11-11	$135.37	$135.00	Long	3989.0	-0.27%	721903.49	721903.49
SPXL	2021-11-12	2021-11-15	$134.97	$138.03	Long	4090.0	2.27%	734433.90	734433.90
SPXL	2021-11-16	2021-11-17	$136.68	$138.27	Long	4070.0	1.17%	740932.47	740932.47
SPXL	2021-11-18	2021-11-19	$138.49	$138.86	Long	4099.0	0.27%	742445.97	742445.97
SPXL	2021-11-26	2021-11-29	$132.39	$133.58	Long	4185.0	0.90%	184534.92	749938.75
SPXL	2021-11-29	2021-12-01	$133.58	$131.29	Long	4214.0	-1.72%	737785.40	737785.40
SPXL	2021-12-02	2021-12-03	$122.19	$129.08	Long	4298.0	5.64%	767423.33	767423.33
SPXL	2021-12-06	2021-12-08	$126.42	$137.02	Long	4548.0	8.38%	815623.48	815623.48
SPXL	2021-12-09	2021-12-10	$136.54	$137.43	Long	4553.0	0.65%	819667.29	819667.29
SPXL	2021-12-13	2021-12-14	$138.18	$131.99	Long	4562.0	-4.48%	791395.70	791395.70
SPXL	2021-12-15	2021-12-16	$132.29	$140.21	Long	4586.0	5.99%	827733.44	827733.44
SPXL	2021-12-17	2021-12-20	$131.85	$125.81	Long	4516.0	-4.58%	800488.27	800488.27
SPXL	2021-12-21	2021-12-22	$129.25	$132.72	Long	4867.0	2.68%	817356.47	817356.47
SPY	2021-12-27	2021-12-29	$466.66	$471.53	Long	1349.0	1.04%	823917.65	823917.65
SPXL	2021-12-31	2022-01-03	$143.81	$144.51	Long	4318.0	0.49%	826936.62	826936.62
SPXL	2022-01-04	2022-01-06	$147.05	$136.77	Long	4377.0	-7.00%	781907.70	781907.70
SPXL	2022-01-07	2022-01-10	$136.72	$132.15	Long	4373.0	-3.34%	761947.10	761947.10
SPXL	2022-01-11	2022-01-12	$134.35	$139.91	Long	4410.0	4.14%	786481.28	786481.28
SPXL	2022-01-13	2022-01-14	$140.43	$130.71	Long	4300.0	-6.92%	744692.56	744692.56
SPXL	2022-01-18	2022-01-19	$129.43	$127.91	Long	4358.0	-1.18%	738032.83	738032.83
SPXL	2022-01-20	2022-01-21	$124.31	$117.72	Long	4414.0	-5.30%	708935.44	708935.44
SPXL	2022-01-27	2022-01-28	$111.68	$107.54	Long	4773.0	-3.71%	185454.92	721502.67
SPXL	2022-01-28	2022-02-01	$107.54	$121.20	Long	4684.0	12.71%	753175.25	753175.25
SPXL	2022-02-02	2022-02-03	$125.02	$121.23	Long	4753.0	-3.03%	735183.03	735183.03
SPXL	2022-02-04	2022-02-07	$117.38	$119.88	Long	4639.0	2.13%	746766.12	746766.12
SPXL	2022-02-08	2022-02-09	$117.64	$124.41	Long	4765.0	5.76%	779034.00	779034.00
SPXL	2022-02-10	2022-02-11	$121.16	$119.53	Long	4790.0	-1.35%	771187.84	771187.84
SPXL	2022-02-14	2022-02-15	$111.98	$114.88	Long	4935.0	2.59%	785506.78	785506.78
SPXL	2022-02-16	2022-02-17	$114.92	$114.34	Long	5230.0	-0.50%	782477.03	782477.03
SPXL	2022-02-24	2022-03-01	$90.64	$107.75	Long	5640.0	18.88%	878974.13	878974.13
SPXL	2022-03-03	2022-03-04	$111.41	$104.88	Long	6371.0	-5.85%	837421.50	837421.50
SPXL	2022-03-07	2022-03-08	$104.75	$95.96	Long	6107.0	-8.39%	234635.41	770485.39
SPXL	2022-03-08	2022-03-09	$95.96	$99.74	Long	5722.0	3.93%	805347.65	805347.65
SPXL	2022-03-10	2022-03-11	$97.74	$101.74	Long	6176.0	4.09%	830021.35	830021.35
SPXL	2022-03-14	2022-03-15	$96.65	$95.74	Long	6241.0	-0.94%	824348.86	824348.86
SPXL	2022-03-16	2022-03-17	$102.79	$105.25	Long	6586.0	2.40%	840576.35	840576.35
SPXL	2022-03-18	2022-03-21	$109.55	$114.45	Long	6109.0	4.48%	195963.47	870611.40
SPY	2022-03-21	2022-03-22	$440.61	$442.12	Long	1531.0	0.34%	200858.82	888826.09
SPXL	2022-03-22	2022-03-23	$115.48	$116.23	Long	5819.0	0.65%	877202.08	877202.08
SPY	2022-03-25	2022-03-29	$447.37	$456.16	Long	1517.0	1.96%	890529.84	890529.84
SPXL	2022-04-07	2022-04-08	$114.62	$116.47	Long	5888.0	1.61%	901409.54	901409.54
SPXL	2022-04-11	2022-04-12	$113.44	$112.55	Long	5920.0	-0.79%	896131.10	896131.10
SPXL	2022-04-13	2022-04-14	$108.70	$112.85	Long	6090.0	3.82%	921435.06	921435.06
SPXL	2022-04-18	2022-04-19	$107.73	$108.47	Long	6246.0	0.69%	926049.05	926049.05
SPXL	2022-04-20	2022-04-21	$115.23	$116.49	Long	6531.0	1.09%	934268.22	934268.22
SPXL	2022-04-27	2022-05-02	$93.16	$89.15	Long	7190.0	-4.30%	905470.97	905470.97
UBT	2022-05-05	2022-05-06	$33.62	$32.34	Long	19996.0	-3.80%	879954.07	879954.07
SSO	2022-05-10	2022-05-11	$52.02	$50.37	Long	12888.0	-3.17%	858688.87	858688.87
SSO	2022-05-12	2022-05-13	$48.19	$50.02	Long	13041.0	3.80%	180121.54	907742.86
SPXL	2022-05-13	2022-05-16	$78.55	$80.42	Long	8943.0	2.39%	219370.06	892639.60
TMF	2022-05-16	2022-05-17	$13.10	$12.61	Long	51892.0	-3.79%	873550.76	873550.76
TMF	2022-05-18	2022-05-19	$12.62	$13.92	Long	53009.0	10.32%	942590.48	942590.48
TMF	2022-05-20	2022-05-23	$13.37	$13.59	Long	51805.0	1.64%	953921.58	953921.58
SPY	2022-05-24	2022-05-26	$389.26	$395.32	Long	1873.0	1.56%	965269.51	965269.51
TMF	2022-05-31	2022-06-01	$13.36	$13.34	Long	52341.0	-0.15%	235646.00	951198.98
TMF	2022-06-01	2022-06-02	$13.34	$13.23	Long	54607.0	-0.82%	958256.78	958256.78
SPXL	2022-06-10	2022-06-13	$75.89	$67.24	Long	8649.0	-11.40%	883446.45	883446.45
SPXL	2022-06-14	2022-06-15	$65.45	$65.71	Long	10051.0	0.41%	886124.83	886124.83
SPXL	2022-06-16	2022-06-17	$62.04	$60.20	Long	10315.0	-2.96%	867168.03	867168.03
TMF	2022-06-27	2022-06-28	$11.31	$11.35	Long	55118.0	0.35%	869364.71	869364.71
TMF	2022-06-29	2022-06-30	$11.68	$12.44	Long	58605.0	6.57%	914325.00	914325.00
SPXL	2022-07-14	2022-07-15	$63.57	$68.20	Long	10879.0	7.28%	964694.77	964694.77
SPXL	2022-07-18	2022-07-19	$71.20	$69.94	Long	10820.0	-1.77%	951061.57	951061.57
SPXL	2022-07-20	2022-07-21	$73.33	$74.27	Long	10402.0	1.28%	960839.45	960839.45
SPXL	2022-07-27	2022-08-01	$74.27	$82.63	Long	9927.0	11.26%	1043829.17	1043829.17
SPXL	2022-08-03	2022-08-04	$83.28	$85.75	Long	9666.0	2.97%	1067704.19	1067704.19
SPXL	2022-08-05	2022-08-09	$82.80	$84.34	Long	9525.0	1.86%	1082373.64	1082373.64
SPXL	2022-08-10	2022-08-11	$88.29	$90.95	Long	9817.0	3.01%	1108486.86	1108486.86
SPXL	2022-08-12	2022-08-15	$90.30	$91.98	Long	9323.0	1.86%	1124149.50	1124149.50
SPXL	2022-08-16	2022-08-17	$93.92	$92.70	Long	9349.0	-1.30%	1112743.72	1112743.72
SPXL	2022-08-18	2022-08-19	$93.23	$92.02	Long	9182.0	-1.30%	1101633.50	1101633.50
SPXL	2022-08-22	2022-08-23	$86.90	$84.16	Long	9158.0	-3.15%	1076540.58	1076540.58
SPXL	2022-08-29	2022-08-31	$77.37	$75.99	Long	9345.0	-1.78%	281099.46	1035119.02
SPXL	2022-08-31	2022-09-01	$75.99	$71.97	Long	10298.0	-5.29%	1022246.52	1022246.52
SPXL	2022-09-06	2022-09-07	$72.05	$70.54	Long	10273.0	-2.09%	251460.47	1049346.11
SPXL	2022-09-07	2022-09-08	$70.54	$73.13	Long	10707.0	3.66%	1034463.38	1034463.38
SPXL	2022-09-09	2022-09-12	$77.36	$80.78	Long	10821.0	4.42%	1071471.20	1071471.20
SPXL	2022-09-13	2022-09-14	$76.55	$72.05	Long	10147.0	-5.88%	1025809.70	1025809.70
SPXL	2022-09-15	2022-09-16	$71.19	$67.21	Long	10891.0	-5.59%	982463.52	982463.52
SPXL	2022-09-19	2022-09-20	$66.23	$67.69	Long	11182.0	2.20%	998779.18	998779.18
SPXL	2022-09-21	2022-09-22	$68.25	$63.21	Long	11287.0	-7.38%	941891.57	941891.57
SPXL	2022-09-28	2022-09-30	$57.09	$55.75	Long	12227.0	-2.35%	243238.89	898950.93
SPXL	2022-09-30	2022-10-03	$55.75	$55.37	Long	12238.0	-0.68%	920856.95	920856.95

Signals

Strategy	Ratio	Size	Ticker	Date	State	Type	Profit	Tick
VRP-SPX	0.90	0.77	SPXL	2022-10-04	`Hold`	Long	3.01%	EOD

volatility SPXL SSO SPY TMF TLT UBT

Strategy - VRP-SPX

Volatility Risk Premium

Description

Details

Metrics

Trades

Signals