System - 3xADM-d


Daily Accelerating Dual Momentum

Description

This is similar to 3xADM with shorter time frames and tighter stops. However, here the use of leveraged funds boosts performance and volatility.

This strategy uses the following risk-on assets: TQQQ, SPXL. with TMF being the risk off haven.

It will buy only one risk on asset at a time.

Trading happens on the NextOpen of the signal day

Total position allocation is set to 0.9 of account

Details

Strategies

Strategies Ratio
3xADM-d 1.0

Metrics

Metric Measure
AccountName 3xADM-d
NoOfTrades 318.00
NoOfWins 178.00
NoOfLosses 140.00
SharpRatio 1.01
SortinoRatio 1.30
GrossProfit $891209.90
FirstDate 2010-08-03
LastDate 2021-11-18
FirstEquity $10000.00
FinalEquity $901209.90
OpenEquity $822658.08
LongEquity $891209.90
ShortEquity $0.00
PercentWins 55.97%
AveWin $8899.33
AveLoss $-4949.07
AveWinLoss 1.80
Expectancy 2.00%
AveDrawUp 111.82%
AveDrawDown -24.89%
MaxDrawDown -40.56%
Kelly 31.49%
Thrope 40.75
APR 48.97%
CalmarRatio 1.97

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
TMF 2010-08-03 2010-09-30 $9.48 $11.17 Long 946.0 17.86% 946.02 11300.07
TQQQ 2010-09-30 2010-10-21 $1.17 $1.31 Long 9115.0 11.79% 1409.03 12553.82
TMF 2010-10-21 2010-11-05 $10.10 $9.19 Long 1134.0 -8.96% 760.12 11818.51
TQQQ 2010-11-05 2010-11-10 $1.48 $1.46 Long 7498.0 -0.96% 1894.43 11717.30
TMF 2010-11-10 2010-11-11 $8.63 $8.65 Long 1139.0 0.21% 1590.77 12061.75
TQQQ 2010-11-11 2010-11-15 $1.41 $1.40 Long 7211.0 -0.46% 1587.63 11227.65
TMF 2010-11-15 2010-11-26 $8.35 $8.67 Long 1211.0 3.85% 1375.24 12209.95
TQQQ 2010-11-26 2010-11-29 $1.40 $1.39 Long 7678.0 -0.57% 762.01 12127.64
TMF 2010-11-29 2010-11-30 $8.89 $9.33 Long 1267.0 4.93% 1985.84 12515.23
TQQQ 2010-11-30 2010-12-23 $1.35 $1.56 Long 7866.0 16.04% 1334.20 14269.75
SPXL 2010-12-23 2011-01-04 $5.58 $5.82 Long 2319.0 4.13% 1169.80 14629.06
TQQQ 2011-01-04 2011-01-21 $1.63 $1.70 Long 8392.0 4.42% 2114.22 15782.65
TMF 2011-01-21 2011-01-27 $7.18 $7.26 Long 1854.0 1.21% 1271.17 15689.90
TQQQ 2011-01-27 2011-01-31 $1.76 $1.64 Long 8150.0 -6.49% 1153.26 14475.56
TMF 2011-01-31 2011-02-02 $7.40 $7.29 Long 1825.0 -1.42% 1345.55 14477.66
SPXL 2011-02-02 2011-02-03 $6.22 $6.20 Long 2110.0 -0.30% 1790.63 14318.60
TMF 2011-02-03 2011-02-04 $7.07 $6.96 Long 1786.0 -1.59% 1165.91 14300.81
SPXL 2011-02-04 2011-02-07 $6.28 $6.37 Long 2079.0 1.41% 1257.24 14515.02
TQQQ 2011-02-07 2011-02-23 $1.79 $1.74 Long 7331.0 -2.83% 1818.82 13810.48
SPXL 2011-02-23 2011-03-03 $6.40 $6.48 Long 1908.0 1.27% 1165.34 14577.29
TQQQ 2011-03-03 2011-03-08 $1.80 $1.74 Long 7237.0 -3.15% 1285.67 13599.73
TMF 2011-03-08 2011-03-09 $7.13 $7.12 Long 1752.0 -0.13% 1373.36 13795.31
SPXL 2011-03-09 2011-03-11 $6.45 $6.04 Long 1922.0 -6.34% 724.09 12800.50
TMF 2011-03-11 2011-03-31 $7.59 $7.72 Long 1615.0 1.79% 1415.74 13204.16
SPXL 2011-03-31 2011-04-12 $6.57 $6.43 Long 1792.0 -2.18% 804.02 13075.99
TMF 2011-04-12 2011-04-29 $7.30 $7.99 Long 1663.0 9.52% 1178.59 14187.80
SPXL 2011-04-29 2011-05-03 $7.10 $7.06 Long 1818.0 -0.59% 1074.41 14107.90
TMF 2011-05-03 2011-07-07 $8.22 $8.27 Long 1575.0 0.57% 764.65 14334.16
TQQQ 2011-07-07 2011-07-12 $1.87 $1.79 Long 7113.0 -4.58% 854.12 13408.85
TMF 2011-07-12 2011-07-14 $9.22 $9.02 Long 1370.0 -2.18% 1048.19 12686.15
TQQQ 2011-07-14 2011-07-15 $1.79 $1.77 Long 6809.0 -0.99% 2148.29 13394.63
TMF 2011-07-15 2011-10-28 $8.64 $12.87 Long 1266.0 48.92% 2030.76 18673.69
SPXL 2011-10-28 2011-11-01 $5.18 $4.47 Long 3170.0 -13.69% 16191.67 16191.67
TMF 2011-11-02 2011-11-04 $15.02 $14.67 Long 917.0 -2.30% 1483.72 16014.70
SPXL 2011-11-04 2011-11-08 $4.82 $5.02 Long 2984.0 4.10% 1824.49 16062.20
TMF 2011-11-08 2011-11-09 $15.08 $15.65 Long 971.0 3.79% 3296.82 16415.27
SPXL 2011-11-09 2011-11-10 $4.77 $4.74 Long 2879.0 -0.56% 2744.25 16809.07
TMF 2011-11-10 2011-12-12 $15.04 $15.48 Long 944.0 2.94% 1996.91 17079.08
SPXL 2011-12-12 2011-12-13 $4.65 $4.64 Long 3302.0 -0.19% 1698.50 16520.11
TQQQ 2011-12-13 2011-12-14 $1.48 $1.39 Long 10564.0 -6.32% 529.87 16964.83
TMF 2011-12-14 2011-12-22 $16.22 $16.22 Long 975.0 0.04% 1643.86 16600.90
SPXL 2011-12-22 2012-01-09 $4.67 $5.05 Long 3146.0 8.01% 1548.13 17543.23
TMF 2012-01-09 2012-01-11 $15.71 $15.94 Long 1017.0 1.44% 2258.09 17983.65
SPXL 2012-01-11 2012-01-18 $5.14 $5.21 Long 3016.0 1.47% 1699.32 18508.95
TQQQ 2012-01-18 2012-03-05 $1.65 $2.20 Long 9872.0 33.20% 2135.06 23010.95
TMF 2012-03-05 2012-03-12 $15.17 $14.91 Long 1401.0 -1.75% 2407.00 23075.77
TQQQ 2012-03-12 2012-04-11 $2.21 $2.39 Long 9336.0 8.35% 3194.47 24606.73
TMF 2012-04-11 2012-06-19 $14.62 $19.00 Long 1474.0 30.01% 1087.66 31682.35
TQQQ 2012-06-19 2012-06-22 $2.07 $1.97 Long 14559.0 -4.92% 3243.63 29170.60
TMF 2012-06-22 2012-06-25 $18.82 $19.00 Long 1407.0 0.98% 3816.98 29075.72
TQQQ 2012-06-25 2012-06-26 $1.96 $1.91 Long 13348.0 -2.48% 3343.08 29512.82
TMF 2012-06-26 2012-06-28 $18.87 $19.42 Long 1377.0 2.89% 3872.35 29734.74
TQQQ 2012-06-28 2012-06-29 $1.92 $2.01 Long 13658.0 4.64% 2726.17 31858.35
SPXL 2012-06-29 2012-07-02 $5.86 $6.03 Long 4875.0 2.88% 2349.58 32266.83
TQQQ 2012-07-02 2012-07-05 $2.08 $2.14 Long 14279.0 2.81% 3054.17 32885.91
SPXL 2012-07-05 2012-07-06 $6.08 $5.89 Long 4921.0 -3.09% 2706.22 31257.78
TQQQ 2012-07-06 2012-07-09 $2.12 $2.07 Long 13808.0 -2.76% 3126.52 31178.36
SPXL 2012-07-09 2012-07-20 $5.88 $6.07 Long 4777.0 3.17% 1951.67 32391.87
TMF 2012-07-20 2012-08-20 $20.58 $16.97 Long 1466.0 -17.54% 2542.79 26964.25
TQQQ 2012-08-20 2012-08-21 $2.48 $2.52 Long 9791.0 1.54% 2963.94 27719.66
TMF 2012-08-21 2012-08-22 $16.95 $17.78 Long 1430.0 4.91% 4151.89 28839.61
TQQQ 2012-08-22 2012-08-23 $2.45 $2.46 Long 9906.0 0.71% 1850.55 28684.11
TMF 2012-08-23 2012-08-29 $18.31 $18.70 Long 1459.0 2.11% 2684.22 29105.92
TQQQ 2012-08-29 2012-09-06 $2.49 $2.49 Long 10600.0 -0.03% 4165.77 28573.00
TMF 2012-09-06 2012-09-07 $18.75 $18.99 Long 1331.0 1.31% 2689.79 29467.01
TQQQ 2012-09-07 2012-09-12 $2.59 $2.51 Long 10311.0 -3.09% 2690.85 28595.20
SPXL 2012-09-12 2012-10-09 $7.04 $7.31 Long 3681.0 3.72% 3211.86 29909.01
TMF 2012-10-09 2012-11-30 $16.97 $18.68 Long 1554.0 10.08% 3355.59 32155.60
SPXL 2012-11-30 2012-12-06 $6.73 $6.61 Long 4292.0 -1.71% 2779.32 31492.89
TMF 2012-12-06 2012-12-12 $18.98 $18.03 Long 1526.0 -5.01% 2354.55 29999.77
SPXL 2012-12-12 2012-12-13 $6.99 $6.91 Long 3997.0 -1.21% 3944.96 30160.63
TMF 2012-12-13 2012-12-18 $17.38 $17.00 Long 1497.0 -2.15% 1918.39 30167.98
SPXL 2012-12-18 2012-12-27 $6.98 $6.80 Long 3934.0 -2.62% 2888.72 29075.85
TMF 2012-12-27 2013-01-02 $17.30 $16.37 Long 1491.0 -5.37% 27291.32 27291.32
SPXL 2013-01-03 2013-04-08 $7.39 $8.91 Long 3376.0 20.64% 3471.23 31936.83
TMF 2013-04-08 2013-04-11 $17.67 $16.63 Long 1639.0 -5.91% 2436.02 30973.65
SPXL 2013-04-11 2013-04-16 $9.51 $9.06 Long 2974.0 -4.73% 3573.25 29384.69
TMF 2013-04-16 2013-04-25 $17.35 $17.47 Long 1488.0 0.67% 2414.78 29706.88
SPXL 2013-04-25 2013-04-29 $9.39 $9.46 Long 2891.0 0.70% 2876.50 29342.35
TMF 2013-04-29 2013-04-30 $18.03 $17.93 Long 1491.0 -0.56% 2890.68 29793.60
SPXL 2013-04-30 2013-05-02 $9.57 $9.45 Long 2792.0 -1.18% 3043.16 29485.76
TMF 2013-05-02 2013-05-03 $18.15 $17.54 Long 1446.0 -3.38% 199.04 28547.22
TQQQ 2013-05-03 2013-05-16 $2.85 $3.07 Long 9880.0 7.50% 2730.35 30301.90
SPXL 2013-05-16 2013-05-20 $10.76 $10.95 Long 2582.0 1.79% 2879.56 31106.86
TQQQ 2013-05-20 2013-05-21 $3.11 $3.12 Long 9039.0 0.27% 2956.93 31112.12
SPXL 2013-05-21 2013-06-03 $11.01 $10.36 Long 2555.0 -5.94% 3452.16 29509.64
TQQQ 2013-06-03 2013-06-04 $3.01 $3.03 Long 8635.0 0.93% 2826.64 29264.57
SPXL 2013-06-04 2013-07-05 $10.46 $10.16 Long 2564.0 -2.88% 2382.07 29032.30
TQQQ 2013-07-05 2013-07-08 $2.91 $2.97 Long 9123.0 2.15% 2652.71 29477.47
SPXL 2013-07-08 2013-07-12 $10.42 $11.10 Long 2571.0 6.53% 2257.29 31496.83
TQQQ 2013-07-12 2013-07-22 $3.22 $3.20 Long 8976.0 -0.66% 2958.02 31069.17
SPXL 2013-07-22 2013-07-29 $11.50 $11.35 Long 2440.0 -1.31% 2269.84 30658.74
TQQQ 2013-07-29 2013-08-16 $3.24 $3.27 Long 8745.0 0.94% 3198.41 30420.96
TMF 2013-08-16 2013-08-23 $10.74 $10.44 Long 2580.0 -2.82% 1881.34 30100.38
TQQQ 2013-08-23 2013-08-28 $3.43 $3.21 Long 8239.0 -6.37% 2719.16 28199.47
TMF 2013-08-28 2013-08-30 $11.18 $11.33 Long 2291.0 1.40% 2145.33 28117.80
TQQQ 2013-08-30 2013-09-03 $3.33 $3.34 Long 7969.0 0.22% 4282.42 28551.72
TMF 2013-09-03 2013-09-05 $10.96 $10.61 Long 2232.0 -3.20% 2038.08 28040.71
TQQQ 2013-09-05 2013-10-09 $3.43 $3.53 Long 7568.0 2.94% 3077.51 28295.71
TMF 2013-10-09 2013-10-11 $11.44 $11.50 Long 2243.0 0.58% 2720.01 29668.45
TQQQ 2013-10-11 2013-11-19 $3.66 $4.33 Long 7144.0 18.24% 3792.92 33500.49
SPXL 2013-11-19 2013-11-25 $13.61 $14.01 Long 2194.0 2.98% 3002.38 34428.67
TQQQ 2013-11-25 2014-01-28 $4.51 $4.70 Long 6988.0 4.16% 3413.93 35923.72
TMF 2014-01-28 2014-01-29 $11.92 $12.07 Long 2720.0 1.21% 4284.57 36073.95
TQQQ 2014-01-29 2014-01-30 $4.65 $4.79 Long 6878.0 3.06% 4683.68 37351.63
TMF 2014-01-30 2014-01-31 $12.09 $12.35 Long 2690.0 2.08% 4846.99 38763.51
TQQQ 2014-01-31 2014-02-03 $4.71 $4.80 Long 7020.0 2.07% 3807.07 40003.71
TMF 2014-02-03 2014-02-12 $12.31 $11.74 Long 2825.0 -4.59% 2300.92 36938.60
TQQQ 2014-02-12 2014-03-17 $5.28 $5.37 Long 6569.0 1.70% 3958.59 37961.42
SPXL 2014-03-17 2014-03-19 $15.04 $15.55 Long 2235.0 3.38% 2706.35 38084.26
TQQQ 2014-03-19 2014-03-24 $5.61 $5.42 Long 6416.0 -3.41% 4576.91 36699.57
SPXL 2014-03-24 2014-03-27 $15.55 $15.01 Long 2116.0 -3.45% 2569.33 36686.52
TMF 2014-03-27 2014-04-02 $12.94 $12.25 Long 2611.0 -5.33% 2602.97 34713.93
SPXL 2014-04-02 2014-04-03 $15.94 $16.11 Long 2004.0 1.08% 3539.53 35118.34
TMF 2014-04-03 2014-06-06 $12.29 $14.07 Long 2551.0 14.45% 3136.45 39577.12
TQQQ 2014-06-06 2014-06-12 $5.94 $5.94 Long 6112.0 0.07% 3672.56 40055.17
TMF 2014-06-12 2014-06-16 $13.76 $14.12 Long 2599.0 2.60% 4502.44 40620.75
TQQQ 2014-06-16 2014-06-19 $5.84 $6.02 Long 6141.0 3.03% 3366.61 41468.23
SPXL 2014-06-19 2014-06-25 $17.85 $17.52 Long 2134.0 -1.87% 2953.33 40525.97
TMF 2014-06-25 2014-06-30 $14.40 $14.58 Long 2624.0 1.25% 3843.80 41434.04
TQQQ 2014-06-30 2014-07-09 $6.18 $6.33 Long 6045.0 2.41% 4133.09 42361.88
TMF 2014-07-09 2014-08-20 $14.31 $15.71 Long 2654.0 9.74% 4181.53 45964.05
TQQQ 2014-08-20 2014-08-21 $7.14 $7.18 Long 5829.0 0.49% 4647.82 46632.74
TMF 2014-08-21 2014-08-27 $15.72 $16.37 Long 2633.0 4.16% 5119.30 47726.30
TQQQ 2014-08-27 2014-08-29 $7.35 $7.37 Long 5802.0 0.28% 5301.48 47984.50
TMF 2014-08-29 2014-09-02 $16.91 $16.30 Long 2518.0 -3.60% 2645.65 46365.65
TQQQ 2014-09-02 2014-09-05 $7.46 $7.34 Long 5860.0 -1.49% 5021.04 45039.96
TMF 2014-09-05 2014-09-09 $15.91 $15.55 Long 2555.0 -2.31% 4047.49 43759.75
TQQQ 2014-09-09 2014-09-10 $7.46 $7.30 Long 5456.0 -2.07% 5095.86 43948.45
TMF 2014-09-10 2014-10-29 $15.32 $17.00 Long 2533.0 10.99% 3641.68 48089.53
TQQQ 2014-10-29 2014-11-18 $7.33 $8.03 Long 6074.0 9.55% 5931.43 52629.13
TMF 2014-11-18 2014-11-19 $17.24 $17.06 Long 2696.0 -1.06% 3787.81 51450.11
TQQQ 2014-11-19 2014-11-20 $8.16 $7.97 Long 5898.0 -2.30% 3344.55 50154.50
TMF 2014-11-20 2014-11-25 $17.49 $17.70 Long 2714.0 1.18% 4429.71 51363.53
TQQQ 2014-11-25 2014-12-01 $8.46 $8.68 Long 5547.0 2.58% 3975.08 51190.49
TMF 2014-12-01 2014-12-19 $18.86 $19.65 Long 2578.0 4.18% 3931.20 55032.04
TQQQ 2014-12-19 2014-12-26 $8.29 $8.43 Long 6114.0 1.72% 5729.66 55574.61
SPXL 2014-12-26 2014-12-29 $21.53 $21.49 Long 2311.0 -0.21% 4876.54 55537.64
TQQQ 2014-12-29 2014-12-30 $8.52 $8.46 Long 5930.0 -0.69% 5079.06 54623.44
SPXL 2014-12-30 2015-01-07 $21.48 $19.44 Long 2326.0 -9.51% 6090.85 51016.40
TMF 2015-01-07 2015-01-08 $22.72 $22.55 Long 1945.0 -0.78% 2276.70 51253.67
SPXL 2015-01-08 2015-01-14 $20.18 $18.85 Long 2362.0 -6.57% 5773.20 47505.07
TQQQ 2015-01-14 2015-01-16 $7.43 $7.22 Long 5520.0 -2.83% 3056.97 44518.65
TMF 2015-01-16 2015-02-06 $24.63 $23.41 Long 1729.0 -4.97% 2305.16 42611.85
TQQQ 2015-02-06 2015-02-09 $8.18 $7.90 Long 5043.0 -3.41% 4850.06 42129.52
SPXL 2015-02-09 2015-02-11 $20.17 $20.77 Long 1848.0 2.95% 4736.60 43494.33
TMF 2015-02-11 2015-02-13 $22.10 $22.05 Long 1742.0 -0.23% 3377.44 43824.50
TQQQ 2015-02-13 2015-03-09 $8.74 $9.05 Long 4551.0 3.58% 4760.53 44556.76
TMF 2015-03-09 2015-03-16 $19.65 $21.21 Long 2026.0 7.93% 5832.48 48849.76
TQQQ 2015-03-16 2015-03-17 $8.56 $8.72 Long 4891.0 1.81% 3807.66 48848.28
TMF 2015-03-17 2015-03-19 $21.55 $22.86 Long 2073.0 6.06% 2979.99 51254.19
TQQQ 2015-03-19 2015-03-27 $9.13 $8.44 Long 5280.0 -7.61% 5685.64 48470.18
TMF 2015-03-27 2015-03-31 $22.18 $22.29 Long 1886.0 0.50% 4376.79 46772.70
TQQQ 2015-03-31 2015-04-02 $8.76 $8.44 Long 4949.0 -3.67% 5188.41 46603.15
SPXL 2015-04-02 2015-04-09 $20.55 $21.22 Long 1993.0 3.26% 3727.80 48332.05
TQQQ 2015-04-09 2015-05-01 $8.80 $9.11 Long 4974.0 3.59% 5426.19 48328.82
TMF 2015-05-01 2015-06-04 $19.71 $16.72 Long 2213.0 -15.16% 5642.30 42232.38
TQQQ 2015-06-04 2015-06-05 $9.50 $9.41 Long 3872.0 -0.99% 4511.99 41839.67
TMF 2015-06-05 2015-06-08 $16.53 $16.60 Long 2272.0 0.40% 4763.16 41147.01
TQQQ 2015-06-08 2015-06-17 $9.36 $9.28 Long 4002.0 -0.87% 3442.98 41846.40
SPXL 2015-06-17 2015-06-18 $21.90 $22.11 Long 1756.0 0.95% 4172.58 43539.28
TQQQ 2015-06-18 2015-06-30 $9.38 $8.93 Long 4059.0 -4.83% 4394.69 40498.55
TMF 2015-06-30 2015-10-29 $16.24 $18.75 Long 2218.0 15.42% 3759.30 46371.02
TQQQ 2015-10-29 2015-10-30 $10.00 $10.10 Long 4223.0 1.07% 5658.60 46928.71
TMF 2015-10-30 2015-11-03 $18.31 $18.17 Long 2226.0 -0.82% 3503.31 46766.59
TQQQ 2015-11-03 2015-11-06 $10.23 $10.26 Long 4164.0 0.30% 6089.91 45747.21
TMF 2015-11-06 2015-11-09 $17.21 $16.62 Long 2332.0 -3.40% 3856.73 44002.32
TQQQ 2015-11-09 2015-11-10 $10.22 $9.84 Long 4013.0 -3.65% 3458.28 43587.39
TMF 2015-11-10 2015-12-01 $16.75 $18.07 Long 2382.0 7.87% 4943.15 47261.61
TQQQ 2015-12-01 2015-12-03 $10.20 $10.27 Long 4076.0 0.77% 6288.90 44904.92
TMF 2015-12-03 2016-03-07 $18.11 $21.42 Long 2238.0 18.28% 5804.89 55142.95
SPXL 2016-03-07 2016-03-23 $17.73 $19.31 Long 2732.0 8.92% 6238.96 59976.68
TMF 2016-03-23 2016-04-12 $21.32 $22.77 Long 2454.0 6.80% 6582.51 63296.21
TQQQ 2016-04-12 2016-04-13 $8.39 $8.77 Long 6621.0 4.63% 5382.30 65513.69
SPXL 2016-04-13 2016-05-06 $20.05 $19.17 Long 2957.0 -4.40% 4505.90 61539.84
TMF 2016-05-06 2016-05-09 $22.72 $22.50 Long 2534.0 -0.95% 4928.71 61814.20
SPXL 2016-05-09 2016-05-13 $19.59 $19.73 Long 2889.0 0.72% 4923.80 63071.21
TMF 2016-05-13 2016-05-31 $22.98 $21.71 Long 2481.0 -5.50% 3972.56 58820.09
TQQQ 2016-05-31 2016-06-08 $8.69 $8.70 Long 6310.0 0.17% 5931.45 59227.00
SPXL 2016-06-08 2016-06-14 $21.34 $20.17 Long 2481.0 -5.52% 3959.75 54875.91
TMF 2016-06-14 2016-06-21 $25.64 $24.58 Long 2028.0 -4.15% 5779.73 53688.52
SPXL 2016-06-21 2016-06-22 $20.66 $20.66 Long 2325.0 0.02% 6423.12 54056.70
TMF 2016-06-22 2016-07-11 $24.12 $29.64 Long 1965.0 22.89% 4108.99 64799.71
SPXL 2016-07-11 2016-07-21 $21.84 $22.97 Long 2773.0 5.18% 5331.13 67243.52
TQQQ 2016-07-21 2016-10-18 $9.40 $10.54 Long 6647.0 12.18% 10175.27 76985.13
TMF 2016-10-18 2016-10-20 $23.17 $24.12 Long 2815.0 4.09% 8773.51 78107.63
TQQQ 2016-10-20 2016-10-21 $10.40 $10.43 Long 6661.0 0.26% 8053.18 77931.33
TMF 2016-10-21 2016-11-11 $24.09 $18.72 Long 2914.0 -22.32% 7441.10 62865.63
SPXL 2016-11-11 2017-01-09 $22.62 $26.49 Long 2438.0 17.08% 5288.77 72522.35
TQQQ 2017-01-09 2017-03-08 $11.53 $14.05 Long 5786.0 21.87% 11083.29 87435.21
TMF 2017-03-08 2017-03-20 $16.38 $16.88 Long 4610.0 3.01% 9227.66 89116.35
TQQQ 2017-03-20 2017-03-21 $14.47 $14.68 Long 5504.0 1.41% 9001.84 92393.57
TMF 2017-03-21 2017-03-30 $17.05 $17.95 Long 4752.0 5.29% 7963.24 94748.09
TQQQ 2017-03-30 2017-04-04 $14.63 $14.51 Long 5900.0 -0.80% 6687.71 92737.87
TMF 2017-04-04 2017-04-07 $18.17 $18.36 Long 4782.0 0.99% 10868.77 94423.34
TQQQ 2017-04-07 2017-04-10 $14.54 $14.59 Long 5748.0 0.30% 11237.58 95017.58
TMF 2017-04-10 2017-04-21 $18.03 $19.23 Long 4629.0 6.63% 9092.65 99903.59
TQQQ 2017-04-21 2017-05-17 $14.75 $16.73 Long 6180.0 13.41% 5045.08 114043.34
TMF 2017-05-17 2017-06-05 $18.74 $19.92 Long 5731.0 6.28% 7890.65 119207.85
TQQQ 2017-06-05 2017-06-08 $18.48 $18.58 Long 6024.0 0.57% 13579.39 119027.66
TMF 2017-06-08 2017-06-09 $19.87 $19.49 Long 5347.0 -1.91% 10684.01 109707.81
TQQQ 2017-06-09 2017-06-13 $18.59 $17.13 Long 5764.0 -7.82% 12561.23 110327.10
TMF 2017-06-13 2017-06-14 $19.46 $20.32 Long 4979.0 4.44% 12495.67 111211.07
TQQQ 2017-06-14 2017-06-15 $17.47 $16.51 Long 5796.0 -5.47% 7449.39 108146.38
TMF 2017-06-15 2017-06-26 $20.45 $21.45 Long 4926.0 4.86% 9110.24 110052.06
TQQQ 2017-06-26 2017-06-30 $17.97 $16.44 Long 5786.0 -8.50% 12765.62 103698.06
SPXL 2017-06-30 2017-07-12 $32.33 $32.69 Long 2830.0 1.11% 9513.79 105598.08
TMF 2017-07-12 2017-07-13 $19.40 $19.27 Long 4937.0 -0.64% 8273.17 104918.08
TQQQ 2017-07-13 2017-07-25 $17.44 $18.71 Long 5526.0 7.27% 13502.38 110423.09
TMF 2017-07-25 2017-09-05 $19.50 $21.48 Long 5034.0 10.18% 16645.48 119825.65
TQQQ 2017-09-05 2017-09-21 $19.01 $18.97 Long 5523.0 -0.24% 12108.42 120768.66
SPXL 2017-09-21 2017-10-09 $35.52 $37.47 Long 3077.0 5.49% 10996.28 126577.19
TQQQ 2017-10-09 2017-10-23 $19.95 $20.39 Long 5836.0 2.20% 12732.45 128224.26
SPXL 2017-10-23 2017-10-24 $38.67 $38.28 Long 3032.0 -1.00% 15638.33 129074.55
TMF 2017-10-24 2017-10-25 $19.22 $18.84 Long 5886.0 -1.98% 10963.40 125417.42
SPXL 2017-10-25 2017-10-26 $38.10 $38.00 Long 3034.0 -0.27% 12132.23 124710.60
TMF 2017-10-26 2017-10-30 $19.05 $19.43 Long 5989.0 1.99% 10443.56 129660.42
TQQQ 2017-10-30 2017-10-31 $21.19 $21.58 Long 5573.0 1.87% 12337.24 130669.59
TMF 2017-10-31 2017-11-03 $19.72 $20.31 Long 6004.0 2.99% 12761.24 136336.95
TQQQ 2017-11-03 2017-11-08 $21.71 $22.32 Long 5597.0 2.81% 12537.44 136937.59
TMF 2017-11-08 2017-11-13 $20.87 $19.98 Long 5997.0 -4.23% 15435.49 133982.38
TQQQ 2017-11-13 2017-11-14 $22.02 $22.09 Long 5312.0 0.35% 12510.88 133934.91
TMF 2017-11-14 2017-11-17 $19.94 $20.55 Long 6033.0 3.10% 12426.49 134996.50
TQQQ 2017-11-17 2017-11-30 $22.61 $22.53 Long 5489.0 -0.32% 14059.25 137675.98
SPXL 2017-11-30 2017-12-18 $41.35 $43.97 Long 2952.0 6.33% 11227.86 144631.34
TQQQ 2017-12-18 2017-12-27 $24.29 $23.46 Long 5460.0 -3.42% 13612.60 139289.50
SPXL 2017-12-27 2018-01-03 $43.57 $44.30 Long 2885.0 1.66% 9377.26 144724.79
TQQQ 2018-01-03 2018-02-05 $24.36 $26.24 Long 5420.0 7.73% 15307.90 157196.68
TMF 2018-02-05 2018-02-27 $17.44 $17.10 Long 7815.0 -1.97% 12534.78 143818.05
TQQQ 2018-02-27 2018-02-28 $29.32 $28.69 Long 4652.0 -2.14% 16660.93 146729.17
TMF 2018-02-28 2018-03-07 $17.09 $17.20 Long 7569.0 0.67% 19138.69 150703.33
TQQQ 2018-03-07 2018-03-27 $27.63 $26.60 Long 4623.0 -3.73% 17433.31 145598.10
TMF 2018-03-27 2018-04-18 $17.71 $18.37 Long 7040.0 3.72% 9952.14 147491.33
TQQQ 2018-04-18 2018-04-23 $26.35 $24.88 Long 5191.0 -5.58% 17142.55 139651.55
TMF 2018-04-23 2018-04-24 $17.07 $16.98 Long 7145.0 -0.50% 13897.37 129031.15
TQQQ 2018-04-24 2018-04-25 $24.67 $22.90 Long 5051.0 -7.15% 19610.08 130344.37
SPXL 2018-04-25 2018-04-26 $39.72 $40.55 Long 2769.0 2.09% 13715.85 132829.29
TMF 2018-04-26 2018-04-27 $16.78 $17.10 Long 7041.0 1.88% 6463.34 129041.23
TQQQ 2018-04-27 2018-05-01 $25.37 $23.63 Long 5032.0 -6.83% 11419.69 124068.82
TMF 2018-05-01 2018-05-02 $17.38 $17.29 Long 6559.0 -0.49% 7764.31 122022.11
TQQQ 2018-05-02 2018-05-04 $24.78 $23.88 Long 4724.0 -3.62% 9746.09 120101.01
TMF 2018-05-04 2018-05-07 $17.52 $17.40 Long 6327.0 -0.65% 2533.42 120890.83
TQQQ 2018-05-07 2018-07-23 $25.93 $31.93 Long 4525.0 23.13% 17742.71 143624.45
TMF 2018-07-23 2018-08-23 $18.02 $18.80 Long 7174.0 4.37% 13945.74 152640.58
TQQQ 2018-08-23 2018-08-24 $32.87 $33.22 Long 4219.0 1.06% 16115.57 155474.74
SPXL 2018-08-24 2018-08-27 $50.64 $51.88 Long 2725.0 2.44% 12906.61 159471.62
TQQQ 2018-08-27 2018-09-07 $34.33 $32.62 Long 4211.0 -4.99% 14000.51 149452.90
TMF 2018-09-07 2019-02-20 $17.67 $18.91 Long 7711.0 6.99% 12918.80 160715.44
SPXL 2019-02-20 2019-02-21 $43.71 $43.66 Long 3360.0 -0.11% 18244.79 159028.75
TMF 2019-02-21 2019-02-25 $18.48 $18.53 Long 7650.0 0.26% 10852.50 158193.36
SPXL 2019-02-25 2019-02-28 $45.04 $44.17 Long 3311.0 -1.93% 15152.86 157477.28
TQQQ 2019-02-28 2019-03-01 $25.44 $26.04 Long 5581.0 2.38% 22227.45 158154.37
TMF 2019-03-01 2019-03-04 $17.76 $17.75 Long 7783.0 -0.05% 16377.52 156937.89
SPXL 2019-03-04 2019-03-05 $45.41 $44.41 Long 3172.0 -2.20% 16088.06 159252.23
TMF 2019-03-05 2019-07-02 $17.75 $24.31 Long 7955.0 36.99% 25689.38 211907.39
TQQQ 2019-07-02 2019-07-03 $32.07 $32.70 Long 5731.0 1.96% 18476.18 215907.72
TMF 2019-07-03 2019-09-11 $24.81 $28.47 Long 7845.0 14.76% 20353.55 245878.95
SPXL 2019-09-11 2019-09-12 $52.28 $53.72 Long 4236.0 2.75% 17477.60 246509.33
TQQQ 2019-09-12 2019-09-13 $33.18 $32.84 Long 6945.0 -1.02% 22579.90 243856.09
SPXL 2019-09-13 2019-09-25 $53.98 $51.53 Long 4130.0 -4.54% 19904.92 226821.92
TMF 2019-09-25 2019-12-17 $30.11 $26.73 Long 7157.0 -11.24% 19774.68 210465.84
TQQQ 2019-12-17 2020-01-13 $41.27 $47.36 Long 4638.0 14.77% 25523.50 239846.88
TMF 2020-01-13 2020-01-17 $26.55 $26.32 Long 8057.0 -0.88% 10873.18 237995.46
TQQQ 2020-01-17 2020-01-23 $49.85 $50.16 Long 4547.0 0.62% 18155.25 239202.44
TMF 2020-01-23 2020-03-16 $28.22 $40.96 Long 7824.0 45.12% 35930.49 347339.57
TMF 2020-03-16 2020-04-20 $40.96 $43.78 Long 7390.0 6.89% 51767.38 356537.28
TQQQ 2020-04-20 2020-04-21 $32.59 $31.33 Long 9440.0 -3.88% 5910.04 341778.31
TMF 2020-04-21 2020-04-30 $46.61 $43.79 Long 7329.0 -6.05% 18026.69 324037.41
TQQQ 2020-04-30 2020-05-05 $35.20 $33.86 Long 8772.0 -3.81% 49342.23 317788.89
TMF 2020-05-05 2020-05-06 $41.48 $39.69 Long 6407.0 -4.30% 10034.55 302188.84
TQQQ 2020-05-06 2020-05-07 $34.77 $35.91 Long 8445.0 3.29% 39440.92 326088.03
TMF 2020-05-07 2020-05-11 $39.98 $39.93 Long 6851.0 -0.12% 29627.33 325265.90
TQQQ 2020-05-11 2020-05-12 $36.73 $38.73 Long 7714.0 5.44% 38216.13 334748.52
TMF 2020-05-12 2020-05-27 $39.59 $39.18 Long 7331.0 -1.04% 47419.28 332138.81
TQQQ 2020-05-27 2020-06-01 $39.05 $41.03 Long 7118.0 5.06% 34396.60 340780.99
TMF 2020-06-01 2020-06-02 $38.76 $38.53 Long 7870.0 -0.61% 22773.51 342179.74
TQQQ 2020-06-02 2020-06-09 $42.12 $45.44 Long 7475.0 7.89% 33198.76 364289.67
SPXL 2020-06-09 2020-06-10 $47.01 $47.55 Long 7004.0 1.15% 20117.51 371186.24
TQQQ 2020-06-10 2020-07-08 $47.98 $55.21 Long 7214.0 15.08% 40932.06 419909.97
TMF 2020-07-08 2020-07-16 $40.19 $42.37 Long 9392.0 5.41% 67369.04 443184.74
TQQQ 2020-07-16 2020-08-28 $55.02 $78.64 Long 6752.0 42.94% 94000.05 591514.27
TMF 2020-08-28 2020-08-31 $38.15 $37.98 Long 13222.0 -0.44% 59599.49 605721.52
TQQQ 2020-08-31 2020-09-01 $79.27 $82.96 Long 6769.0 4.65% 72506.58 642948.88
TMF 2020-09-01 2020-09-11 $38.23 $39.91 Long 14353.0 4.41% 105526.59 622854.09
TQQQ 2020-09-11 2020-09-14 $63.50 $63.50 Long 8501.0 0.00% 79020.19 641624.28
TMF 2020-09-14 2020-09-15 $40.32 $39.87 Long 14045.0 -1.12% 32826.23 639419.26
TQQQ 2020-09-15 2020-09-18 $66.66 $61.43 Long 9093.0 -7.85% 50786.78 569039.16
SPXL 2020-09-18 2020-09-22 $53.06 $49.84 Long 10189.0 -6.07% 18075.82 572390.76
TQQQ 2020-09-22 2020-09-25 $60.60 $57.53 Long 8919.0 -5.06% 52889.84 530073.68
TMF 2020-09-25 2020-09-28 $40.54 $40.35 Long 11800.0 -0.46% 529033.30 529033.30
TQQQ 2020-09-29 2020-10-28 $64.74 $64.71 Long 7365.0 -0.05% 20364.28 521556.34
TMF 2020-10-28 2020-11-06 $37.76 $36.50 Long 13467.0 -3.32% 35339.83 516791.04
TQQQ 2020-11-06 2020-11-09 $74.93 $77.84 Long 6360.0 3.88% 97008.96 529402.81
TMF 2020-11-09 2020-11-10 $34.01 $33.29 Long 12742.0 -2.13% 83796.46 523177.56
SPXL 2020-11-10 2020-11-27 $60.70 $65.94 Long 7205.0 8.63% 46009.95 562758.38
TQQQ 2020-11-27 2021-01-07 $78.02 $87.69 Long 6574.0 12.39% 46749.95 635223.61
SPXL 2021-01-07 2021-01-21 $73.44 $78.24 Long 7839.0 6.53% 41821.56 667402.04
TQQQ 2021-01-21 2021-02-23 $100.25 $91.78 Long 6167.0 -8.45% 44242.85 619852.38
SPXL 2021-02-23 2021-04-09 $77.78 $92.76 Long 7246.0 19.26% 77096.04 736377.46
TQQQ 2021-04-09 2021-04-19 $104.02 $110.15 Long 6146.0 5.89% 71382.15 748584.10
SPXL 2021-04-19 2021-04-21 $98.13 $94.75 Long 6957.0 -3.44% 54812.69 733671.21
TMF 2021-04-21 2021-04-22 $23.97 $24.23 Long 28189.0 1.08% 56576.48 720291.88
SPXL 2021-04-22 2021-05-13 $97.78 $91.26 Long 6968.0 -6.66% 87650.73 691137.15
TMF 2021-05-13 2021-05-17 $22.16 $22.61 Long 27290.0 2.03% 58193.02 705105.86
SPXL 2021-05-17 2021-06-10 $96.85 $102.01 Long 6676.0 5.33% 85435.16 757375.52
TQQQ 2021-06-10 2021-07-08 $105.43 $123.69 Long 6201.0 17.31% 33467.99 848472.71
TMF 2021-07-08 2021-07-13 $29.14 $27.97 Long 28099.0 -4.01% 92145.95 821321.25
TQQQ 2021-07-13 2021-07-14 $130.38 $133.36 Long 5579.0 2.29% 110452.72 848577.95
TMF 2021-07-14 2021-08-12 $27.47 $27.43 Long 26423.0 -0.15% 93663.44 846020.42
TQQQ 2021-08-12 2021-08-13 $133.81 $136.18 Long 5541.0 1.77% 74621.80 873774.17
TMF 2021-08-13 2021-09-02 $27.86 $29.27 Long 27763.0 5.06% 88726.37 877651.97
TQQQ 2021-09-02 2021-09-08 $151.95 $151.81 Long 5256.0 -0.09% 80910.14 891190.27
TMF 2021-09-08 2021-09-28 $28.32 $26.28 Long 28446.0 -7.22% 80889.92 793040.37
TQQQ 2021-09-28 2021-09-29 $133.14 $127.96 Long 5615.0 -3.89% 78612.00 793682.14
TMF 2021-09-29 2021-10-15 $26.54 $26.67 Long 27158.0 0.49% 39626.58 808259.40
SPXL 2021-10-15 2021-10-18 $118.56 $117.87 Long 6438.0 -0.58% 71049.39 808292.64
TMF 2021-10-18 2021-11-03 $26.67 $28.27 Long 27275.0 6.00% 79034.38 863568.36
TQQQ 2021-11-03 2021-11-18 $159.34 $171.68 Long 4789.0 7.74% 78551.82 913343.50

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
3xADM-d 1.00 0.93 TMF 2021-11-17 Hold Long 1.25% EOD
momentum  TQQQ  SPXL  TMF