System - Alvarez-d


Daily Accelerating Dual Momentum

Description

The Alvarez daily strategy is based on the work of Cesar Alvarez on https://alvarezquanttrading.com. This too is using a variant of accelerating dual momentum but with a wide range of assets.

It uses the following risk-on assets: EEM, EFA, GLD, HYG, IWM, LQD, QLD, SSO, UBT, VNQ, with TMF being the risk off haven

It will buy up to 2 risk-on assets 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
Alvarez-d 1.0

Metrics

Metric Measure
AccountName Alvarez-d
NoOfTrades 277.00
NoOfWins 163.00
NoOfLosses 114.00
SharpRatio 0.80
SortinoRatio 1.04
GrossProfit $202272.09
FirstDate 2011-01-04
LastDate 2021-11-17
FirstEquity $10000.00
FinalEquity $212272.09
OpenEquity $186655.16
LongEquity $202272.09
ShortEquity $0.00
PercentWins 58.84%
AveWin $2294.18
AveLoss $-1505.96
AveWinLoss 1.52
Expectancy 1.59%
AveDrawUp 84.61%
AveDrawDown -24.48%
MaxDrawDown -38.11%
Kelly 31.83%
Thrope 35.68
APR 32.46%
CalmarRatio 1.33

Trades

Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
QLD 2011-01-04 2011-01-21 $2.61 $2.69 Long 1757.0 3.06% 1380.56 10485.47
SSO 2011-01-04 2011-01-21 $11.67 $11.94 Long 389.0 2.32% 1380.56 10485.47
TMF 2011-01-21 2011-02-09 $7.18 $6.77 Long 1235.0 -5.72% 988.88 9744.59
SSO 2011-02-09 2011-03-11 $12.55 $12.01 Long 347.0 -4.31% 537.84 9099.75
QLD 2011-02-09 2011-03-11 $2.83 $2.62 Long 1550.0 -7.41% 537.84 9099.75
TMF 2011-03-11 2011-10-13 $7.59 $14.59 Long 1145.0 92.29% 1792.61 17434.60
TMF 2011-10-13 2012-02-06 $14.59 $15.02 Long 1059.0 2.93% 1793.04 17806.24
SSO 2012-02-06 2012-03-05 $12.57 $13.15 Long 632.0 4.61% 1700.34 18538.14
QLD 2012-02-06 2012-03-05 $3.08 $3.38 Long 2588.0 9.81% 1700.34 18538.14
TMF 2012-03-05 2012-03-12 $15.17 $14.91 Long 1130.0 -1.75% 1969.60 18565.32
QLD 2012-03-12 2012-04-16 $3.39 $3.56 Long 2446.0 4.92% 1838.20 19037.27
SSO 2012-03-12 2012-04-16 $13.22 $13.35 Long 626.0 1.00% 1838.20 19037.27
TMF 2012-04-16 2012-04-18 $14.98 $15.11 Long 1148.0 0.85% 1807.62 19200.60
QLD 2012-04-18 2012-04-19 $3.56 $3.54 Long 2460.0 -0.63% 1779.58 19068.16
SSO 2012-04-18 2012-04-19 $13.48 $13.50 Long 639.0 0.21% 1779.58 19068.16
TMF 2012-04-19 2012-08-20 $15.19 $16.97 Long 1143.0 11.69% 2034.09 21300.99
TMF 2012-08-20 2013-01-07 $16.97 $15.80 Long 1128.0 -6.87% 1686.44 19878.20
TMF 2013-01-07 2013-01-25 $15.80 $15.80 Long 1150.0 -0.01% 1313.56 19910.79
EFA 2013-01-25 2013-02-05 $46.13 $45.81 Long 201.0 -0.70% 1732.43 19964.84
SSO 2013-01-25 2013-04-04 $16.01 $17.30 Long 579.0 8.02% 1533.25 21087.42
IWM 2013-02-05 2013-04-04 $79.89 $81.50 Long 110.0 2.01% 1533.25 21087.42
TMF 2013-04-04 2013-04-12 $16.42 $17.11 Long 1168.0 4.17% 2680.72 21547.94
VNQ 2013-04-12 2013-04-15 $52.35 $52.31 Long 180.0 -0.08% 1667.95 21797.90
SSO 2013-04-12 2013-04-15 $18.02 $17.87 Long 522.0 -0.87% 1667.95 21797.90
TMF 2013-04-15 2013-04-26 $17.44 $17.85 Long 1133.0 2.38% 2612.24 21863.21
VNQ 2013-04-26 2013-05-01 $52.52 $53.54 Long 183.0 1.95% 2281.02 21976.53
QLD 2013-05-01 2013-05-02 $3.99 $3.96 Long 2541.0 -0.64% 2235.02 22204.12
SSO 2013-04-26 2013-05-02 $17.91 $17.98 Long 540.0 0.39% 2235.02 22204.12
TMF 2013-05-02 2013-05-03 $18.15 $17.54 Long 1092.0 -3.38% 692.71 21447.05
QLD 2013-05-03 2013-06-24 $4.12 $3.90 Long 2522.0 -5.49% 1282.37 20336.04
IWM 2013-06-24 2013-06-27 $84.76 $86.31 Long 109.0 1.83% 1205.30 21007.02
QLD 2013-06-27 2013-08-20 $4.05 $4.54 Long 2343.0 12.03% 2362.05 22834.40
SSO 2013-05-03 2013-08-20 $18.54 $19.50 Long 555.0 5.15% 2362.05 22834.40
TMF 2013-08-20 2013-08-21 $10.41 $10.37 Long 1949.0 -0.43% 2042.22 22484.99
SSO 2013-08-21 2013-08-28 $19.52 $19.07 Long 526.0 -2.32% 2233.80 22352.35
IWM 2013-08-28 2013-09-03 $90.25 $91.37 Long 109.0 1.23% 3216.40 22462.21
QLD 2013-08-21 2013-09-03 $4.53 $4.60 Long 2265.0 1.63% 3216.40 22462.21
TMF 2013-09-03 2013-09-04 $10.96 $10.95 Long 1770.0 -0.13% 2491.68 22818.43
IWM 2013-09-04 2013-09-05 $90.74 $91.52 Long 110.0 0.86% 2121.23 22865.54
SSO 2013-09-05 2013-10-01 $19.66 $20.39 Long 531.0 3.71% 2116.90 24209.41
IWM 2013-10-01 2013-10-02 $95.83 $96.31 Long 113.0 0.50% 2092.07 24220.21
SSO 2013-10-02 2013-10-04 $20.43 $20.28 Long 534.0 -0.70% 2404.67 24036.96
QLD 2013-09-04 2013-10-10 $4.61 $4.83 Long 2196.0 4.76% 3320.24 23802.81
IWM 2013-10-04 2013-10-10 $95.63 $94.44 Long 110.0 -1.25% 3320.24 23802.81
TMF 2013-10-10 2013-10-11 $11.07 $11.50 Long 1813.0 3.88% 2541.26 24583.66
IWM 2013-10-11 2013-10-17 $95.19 $97.13 Long 113.0 2.04% 2205.91 25311.87
SSO 2013-10-17 2014-01-28 $21.14 $22.95 Long 535.0 8.54% 2850.66 27436.19
QLD 2013-10-11 2014-01-28 $4.90 $5.81 Long 2218.0 18.57% 2850.66 27436.19
TMF 2014-01-28 2014-01-29 $11.92 $12.07 Long 2057.0 1.21% 3168.63 27595.47
SSO 2014-01-29 2014-01-30 $22.80 $23.11 Long 538.0 1.40% 3220.81 28201.47
QLD 2014-01-29 2014-01-30 $5.77 $5.89 Long 2123.0 2.06% 3220.81 28201.47
TMF 2014-01-30 2014-01-31 $12.09 $12.35 Long 2057.0 2.08% 3630.19 28986.04
SSO 2014-01-31 2014-02-03 $22.64 $22.88 Long 549.0 1.04% 2913.02 29986.82
QLD 2014-01-31 2014-02-03 $5.82 $5.90 Long 2156.0 1.38% 2913.02 29986.82
TMF 2014-02-03 2014-02-13 $12.31 $11.86 Long 2113.0 -3.60% 3576.96 28638.15
SSO 2014-02-13 2014-03-25 $23.59 $25.22 Long 517.0 6.93% 3575.60 29076.42
UBT 2014-03-25 2014-03-26 $26.83 $26.88 Long 486.0 0.18% 3476.02 28412.47
QLD 2014-02-13 2014-03-27 $6.19 $6.11 Long 1971.0 -1.35% 2023.57 28627.40
SSO 2014-03-26 2014-03-27 $25.41 $24.79 Long 518.0 -2.46% 2023.57 28627.40
TMF 2014-03-27 2014-04-02 $12.94 $12.25 Long 2036.0 -5.33% 1845.79 26965.05
SSO 2014-04-02 2014-04-03 $25.78 $25.98 Long 481.0 0.76% 2695.45 27218.24
QLD 2014-04-02 2014-04-03 $6.43 $6.43 Long 1975.0 -0.09% 2695.45 27218.24
TMF 2014-04-03 2015-02-18 $12.29 $20.66 Long 1981.0 68.14% 5712.17 43754.03
TMF 2015-02-18 2015-04-09 $20.66 $22.75 Long 1835.0 10.11% 4368.19 47213.21
UBT 2015-04-09 2015-04-10 $40.79 $40.35 Long 524.0 -1.07% 4339.71 47731.07
IWM 2015-04-10 2015-04-15 $115.07 $115.73 Long 184.0 0.57% 4013.78 47915.88
QLD 2015-04-09 2015-04-28 $9.02 $9.65 Long 2407.0 6.98% 5873.03 48148.46
SSO 2015-04-15 2015-04-28 $32.41 $32.61 Long 667.0 0.59% 5873.03 48148.46
TMF 2015-04-28 2015-04-29 $21.26 $20.11 Long 2029.0 -5.41% 3809.73 46692.95
SSO 2015-04-29 2015-04-30 $32.47 $32.34 Long 664.0 -0.42% 5075.86 47293.97
QLD 2015-04-29 2015-04-30 $9.49 $9.38 Long 2244.0 -1.19% 5075.86 47293.97
TMF 2015-04-30 2015-06-11 $19.74 $15.98 Long 2090.0 -19.01% 4068.90 39661.02
TMF 2015-06-11 2015-09-17 $15.98 $16.88 Long 2153.0 5.64% 4254.63 41701.85
TMF 2015-09-17 2016-04-20 $16.88 $22.79 Long 2142.0 34.96% 5449.18 52454.70
UBT 2016-04-20 2016-04-21 $41.56 $39.94 Long 573.0 -3.89% 4736.95 51718.95
SSO 2016-04-20 2016-04-22 $32.43 $31.99 Long 734.0 -1.35% 4550.17 51039.89
EEM 2016-04-21 2016-04-22 $31.38 $31.02 Long 752.0 -1.14% 4550.17 51039.89
TMF 2016-04-22 2016-04-25 $21.59 $21.19 Long 2177.0 -1.85% 4922.33 50615.25
EEM 2016-04-25 2016-04-26 $30.94 $31.00 Long 740.0 0.17% 5051.11 50854.89
GLD 2016-04-26 2016-04-28 $118.79 $119.92 Long 192.0 0.95% 5208.97 50623.81
IWM 2016-04-28 2016-04-29 $106.36 $105.18 Long 215.0 -1.10% 4684.34 50504.56
SSO 2016-04-25 2016-05-02 $31.88 $31.47 Long 717.0 -1.28% 4633.86 49686.60
GLD 2016-04-29 2016-05-02 $122.43 $123.78 Long 189.0 1.10% 4633.86 49686.60
TMF 2016-05-02 2016-07-12 $21.64 $28.01 Long 2126.0 29.43% 6445.32 63842.07
GLD 2016-07-12 2016-07-13 $128.52 $128.00 Long 231.0 -0.40% 7055.15 64521.52
UBT 2016-07-12 2016-07-19 $47.63 $46.79 Long 589.0 -1.76% 5920.74 63727.24
EEM 2016-07-19 2016-07-20 $32.24 $32.27 Long 890.0 0.08% 6212.72 64078.23
UBT 2016-07-20 2016-07-21 $46.45 $45.62 Long 612.0 -1.78% 4907.97 63123.92
QLD 2016-07-21 2016-07-22 $9.87 $9.82 Long 2961.0 -0.48% 5551.12 63720.70
VNQ 2016-07-22 2016-07-25 $73.68 $74.43 Long 386.0 1.01% 4779.68 63164.05
UBT 2016-07-25 2016-07-28 $47.35 $47.49 Long 623.0 0.29% 5603.21 63780.48
SSO 2016-07-13 2016-08-01 $34.23 $34.77 Long 846.0 1.57% 6467.35 64205.78
UBT 2016-08-01 2016-08-03 $47.58 $46.68 Long 600.0 -1.89% 6226.96 63741.09
SSO 2016-08-03 2016-08-17 $34.20 $35.00 Long 826.0 2.34% 6175.90 65169.62
EEM 2016-08-17 2016-08-18 $33.79 $34.06 Long 857.0 0.78% 5980.62 65526.93
SSO 2016-08-18 2016-08-19 $35.10 $35.09 Long 837.0 -0.04% 6125.61 65502.99
EEM 2016-08-19 2016-08-23 $33.79 $33.80 Long 865.0 0.05% 5817.68 65415.35
SSO 2016-08-23 2016-08-25 $35.39 $34.80 Long 835.0 -1.67% 5730.62 64647.65
EEM 2016-08-25 2016-08-29 $33.34 $33.21 Long 874.0 -0.41% 5861.07 64803.79
SSO 2016-08-29 2016-08-30 $34.81 $35.06 Long 830.0 0.73% 5475.35 64418.66
UBT 2016-08-30 2016-09-06 $47.64 $46.92 Long 619.0 -1.51% 5508.59 64862.21
SSO 2016-09-06 2016-09-07 $35.21 $35.23 Long 824.0 0.06% 5118.19 64747.54
EEM 2016-09-07 2016-09-14 $34.53 $32.66 Long 852.0 -5.42% 5477.71 62124.37
IWM 2016-09-14 2016-09-22 $113.02 $116.73 Long 243.0 3.28% 4214.87 64798.02
EEM 2016-09-22 2016-09-23 $34.49 $34.16 Long 859.0 -0.97% 4296.84 63977.44
IWM 2016-09-23 2016-09-30 $117.50 $115.82 Long 249.0 -1.43% 4884.07 63897.19
EEM 2016-09-30 2016-10-03 $33.84 $33.90 Long 835.0 0.20% 4373.81 63880.55
IWM 2016-10-03 2016-10-04 $116.21 $116.39 Long 248.0 0.15% 4368.43 63508.67
EEM 2016-10-04 2016-10-14 $34.08 $33.54 Long 847.0 -1.59% 4652.94 62694.63
HYG 2016-10-14 2016-10-19 $67.61 $67.80 Long 416.0 0.29% 4308.39 63185.11
QLD 2016-07-28 2016-10-25 $10.08 $10.94 Long 2853.0 8.48% 7507.01 64653.60
EEM 2016-10-19 2016-10-25 $34.03 $34.08 Long 839.0 0.16% 7507.01 64653.60
TMF 2016-10-25 2016-11-11 $23.54 $18.72 Long 2404.0 -20.51% 6519.93 53161.77
QLD 2016-11-11 2016-11-15 $10.13 $10.17 Long 2211.0 0.39% 5161.05 53704.37
SSO 2016-11-15 2016-11-17 $34.81 $35.12 Long 685.0 0.90% 4624.80 54175.28
QLD 2016-11-17 2016-11-25 $10.41 $10.71 Long 2362.0 2.85% 4896.34 55295.27
SSO 2016-11-25 2016-11-29 $36.11 $35.91 Long 693.0 -0.56% 5156.21 54870.02
QLD 2016-11-29 2016-12-01 $10.72 $10.51 Long 2297.0 -1.93% 5175.08 53739.53
IWM 2016-11-11 2016-12-15 $117.33 $127.04 Long 201.0 8.27% 5650.37 56170.16
SSO 2016-12-01 2016-12-20 $35.96 $38.18 Long 671.0 6.17% 5760.31 56700.40
IWM 2016-12-20 2016-12-23 $128.83 $127.65 Long 198.0 -0.92% 5830.04 56235.35
SSO 2016-12-23 2016-12-29 $37.90 $37.58 Long 665.0 -0.85% 6087.20 55760.19
QLD 2016-12-15 2017-01-03 $11.01 $10.88 Long 2275.0 -1.21% 5968.12 55659.34
SSO 2017-01-03 2017-01-06 $37.75 $38.24 Long 659.0 1.31% 5600.59 56370.42
IWM 2016-12-29 2017-01-09 $127.49 $127.73 Long 194.0 0.18% 4948.41 56419.53
SSO 2017-01-09 2017-01-11 $38.36 $38.16 Long 663.0 -0.51% 4702.79 56642.41
IWM 2017-01-11 2017-01-12 $128.38 $128.31 Long 199.0 -0.05% 4746.73 56547.05
SSO 2017-01-12 2017-01-13 $38.22 $38.29 Long 667.0 0.19% 4975.22 56881.62
IWM 2017-01-13 2017-01-19 $127.83 $127.35 Long 198.0 -0.38% 4708.62 56389.03
SSO 2017-01-19 2017-01-20 $38.32 $38.26 Long 665.0 -0.14% 4986.47 56708.49
IWM 2017-01-20 2017-01-23 $126.47 $126.30 Long 199.0 -0.13% 4724.60 56638.91
SSO 2017-01-23 2017-01-25 $38.13 $38.93 Long 666.0 2.10% 4436.16 58132.57
IWM 2017-01-25 2017-01-26 $129.16 $129.42 Long 203.0 0.20% 4425.87 58183.78
QLD 2017-01-06 2017-03-10 $11.18 $13.15 Long 2286.0 17.54% 7001.45 62849.59
SSO 2017-01-26 2017-03-10 $39.17 $42.04 Long 671.0 7.33% 7001.45 62849.59
TMF 2017-03-10 2017-03-14 $16.28 $16.14 Long 3421.0 -0.87% 6797.38 62134.11
QLD 2017-03-14 2017-03-15 $13.12 $13.17 Long 2116.0 0.37% 5406.92 63715.39
SSO 2017-03-14 2017-03-15 $41.74 $41.89 Long 662.0 0.35% 5406.92 63715.39
TMF 2017-03-15 2017-03-16 $16.45 $16.61 Long 3465.0 0.98% 4927.47 62673.13
QLD 2017-03-16 2017-03-22 $13.33 $12.88 Long 2176.0 -3.34% 3689.60 60749.31
SSO 2017-03-16 2017-03-22 $42.44 $40.89 Long 684.0 -3.65% 3689.60 60749.31
TMF 2017-03-22 2017-03-30 $17.80 $17.95 Long 3215.0 0.80% 5544.12 61651.74
SSO 2017-03-30 2017-04-05 $41.48 $41.72 Long 672.0 0.58% 7523.39 62750.20
QLD 2017-03-30 2017-04-05 $13.35 $13.43 Long 2096.0 0.67% 7523.39 62750.20
TMF 2017-04-05 2017-04-21 $17.80 $19.23 Long 3045.0 7.99% 6358.51 65848.89
SSO 2017-04-21 2017-05-17 $41.32 $42.26 Long 722.0 2.28% 5422.15 67947.58
EEM 2017-05-17 2017-05-18 $37.76 $36.53 Long 833.0 -3.24% 4371.96 66628.75
QLD 2017-04-21 2017-05-18 $13.42 $14.08 Long 2226.0 4.87% 4371.96 66628.75
TMF 2017-05-18 2017-06-05 $19.26 $19.92 Long 3262.0 3.45% 5454.38 69335.39
QLD 2017-06-05 2017-06-06 $15.63 $15.59 Long 2055.0 -0.27% 5774.32 68758.64
SSO 2017-06-05 2017-06-06 $44.32 $44.07 Long 717.0 -0.56% 5774.32 68758.64
TMF 2017-06-06 2017-07-21 $20.21 $20.24 Long 3132.0 0.13% 8026.93 69348.15
QLD 2017-07-21 2017-07-24 $15.65 $15.76 Long 1944.0 0.69% 7398.54 69127.01
EEM 2017-07-21 2017-07-24 $40.09 $40.22 Long 766.0 0.33% 7398.54 69127.01
TMF 2017-07-24 2017-09-13 $20.14 $20.93 Long 3083.0 3.96% 7639.14 72088.48
EEM 2017-09-13 2017-09-26 $41.55 $41.04 Long 774.0 -1.24% 7758.28 70340.29
SSO 2017-09-26 2018-02-06 $46.81 $50.66 Long 676.0 8.22% 3394.07 77452.61
QLD 2017-09-13 2018-02-06 $16.09 $18.21 Long 1997.0 13.14% 3394.07 77452.61
TMF 2018-02-06 2018-02-08 $18.01 $16.92 Long 4162.0 -6.08% 6689.46 68297.83
SSO 2018-02-08 2018-02-09 $53.82 $50.95 Long 627.0 -5.34% 8342.04 69665.31
QLD 2018-02-08 2018-02-09 $19.31 $18.10 Long 1728.0 -6.28% 8342.04 69665.31
TMF 2018-02-09 2018-02-12 $16.95 $17.15 Long 3633.0 1.18% 6457.21 71474.43
SSO 2018-02-12 2018-03-23 $52.05 $52.32 Long 615.0 0.53% 6243.58 70250.41
EEM 2018-03-23 2018-03-26 $44.68 $44.83 Long 725.0 0.33% 7115.94 73557.07
GLD 2018-03-26 2018-03-28 $128.05 $126.48 Long 247.0 -1.23% 3941.42 70128.39
QLD 2018-02-12 2018-03-28 $18.57 $18.56 Long 1732.0 -0.05% 3941.42 70128.39
TMF 2018-03-28 2018-04-18 $18.43 $18.37 Long 3611.0 -0.36% 6041.14 70349.41
IWM 2018-04-18 2018-04-20 $150.80 $149.39 Long 211.0 -0.93% 6650.20 68454.55
GLD 2018-04-20 2018-04-23 $126.69 $125.62 Long 244.0 -0.84% 7704.37 68761.69
QLD 2018-04-18 2018-04-23 $20.37 $19.60 Long 1591.0 -3.76% 7704.37 68761.69
TMF 2018-04-23 2018-04-27 $17.07 $17.10 Long 3561.0 0.17% 6113.12 67696.53
IWM 2018-04-27 2018-05-11 $148.27 $152.74 Long 206.0 3.02% 5002.52 71577.05
SSO 2018-05-11 2018-05-16 $55.03 $54.57 Long 592.0 -0.82% 5551.50 71293.12
IWM 2018-05-16 2018-05-24 $152.68 $155.01 Long 208.0 1.52% 5142.43 71667.91
SSO 2018-05-24 2018-05-25 $55.25 $54.97 Long 591.0 -0.51% 5419.54 71580.98
IWM 2018-05-25 2018-07-13 $154.85 $161.27 Long 208.0 4.15% 4430.80 76753.19
VNQ 2018-07-13 2018-07-18 $73.16 $71.93 Long 472.0 -1.68% 3810.42 76561.41
IWM 2018-07-18 2018-07-20 $160.80 $162.18 Long 215.0 0.86% 4042.20 76093.40
VNQ 2018-07-20 2018-07-23 $72.31 $71.82 Long 479.0 -0.67% 4327.02 76391.98
IWM 2018-07-23 2018-07-25 $161.70 $160.39 Long 211.0 -0.81% 3920.12 78089.29
SSO 2018-07-25 2018-07-27 $58.85 $59.82 Long 582.0 1.66% 4093.24 75125.49
QLD 2018-04-27 2018-07-30 $19.87 $23.05 Long 1607.0 15.99% 8894.59 75220.98
IWM 2018-07-27 2018-07-30 $161.89 $158.77 Long 214.0 -1.93% 8894.59 75220.98
TMF 2018-07-30 2018-07-31 $17.39 $17.73 Long 3807.0 1.93% 9617.65 76817.75
IWM 2018-07-31 2018-08-01 $158.08 $159.20 Long 213.0 0.71% 8776.26 77634.28
VNQ 2018-08-01 2018-08-03 $72.10 $72.88 Long 482.0 1.08% 7862.85 78905.33
SSO 2018-08-03 2018-08-16 $59.28 $59.55 Long 608.0 0.46% 8770.26 78920.23
VNQ 2018-08-16 2018-08-28 $73.23 $73.77 Long 482.0 0.74% 7752.00 80625.71
SSO 2018-08-28 2018-09-07 $62.42 $60.91 Long 586.0 -2.41% 7978.78 78204.44
QLD 2018-07-31 2018-09-11 $22.55 $23.78 Long 1468.0 5.48% 7776.24 77477.98
VNQ 2018-09-07 2018-09-11 $74.05 $73.57 Long 479.0 -0.65% 7776.24 77477.98
TMF 2018-09-11 2018-09-24 $17.53 $16.50 Long 4014.0 -5.86% 8322.60 74589.47
QLD 2018-09-24 2018-10-03 $24.12 $25.30 Long 1349.0 4.89% 8728.48 73316.21
SSO 2018-09-24 2018-10-03 $63.27 $63.79 Long 524.0 0.84% 8728.48 73316.21
TMF 2018-10-03 2019-07-01 $16.38 $24.27 Long 4099.0 48.15% 7861.96 107310.93
SSO 2019-07-01 2019-07-03 $64.09 $64.30 Long 780.0 0.33% 9291.18 109881.86
QLD 2019-07-01 2019-07-03 $24.88 $24.91 Long 2024.0 0.12% 9291.18 109881.86
TMF 2019-07-03 2019-09-17 $24.81 $27.16 Long 3997.0 9.50% 10975.24 119429.76
TMF 2019-09-17 2019-11-11 $27.16 $25.28 Long 3935.0 -6.92% 11379.76 109621.34
TMF 2019-11-11 2019-12-23 $25.28 $26.04 Long 3919.0 3.01% 11190.94 113204.96
SSO 2019-12-23 2019-12-30 $74.99 $75.57 Long 682.0 0.76% 14873.12 116678.56
QLD 2019-12-23 2019-12-30 $30.33 $30.73 Long 1685.0 1.30% 14873.12 116678.56
TMF 2019-12-30 2020-01-02 $25.49 $25.96 Long 3909.0 1.84% 11838.80 117565.77
SSO 2020-01-02 2020-01-13 $75.84 $77.11 Long 686.0 1.67% 12103.60 119757.41
QLD 2020-01-02 2020-01-13 $30.97 $32.36 Long 1694.0 4.49% 12103.60 119757.41
TMF 2020-01-13 2020-01-16 $26.55 $27.32 Long 4047.0 2.91% 10144.55 123603.27
SSO 2020-01-16 2020-01-27 $78.62 $75.39 Long 717.0 -4.11% 1873.40 119334.38
QLD 2020-01-16 2020-01-27 $32.92 $31.85 Long 1706.0 -3.26% 1873.40 119334.38
TMF 2020-01-27 2020-03-12 $30.10 $40.07 Long 3876.0 33.12% 37453.32 152181.65
TMF 2020-03-12 2020-03-19 $40.07 $29.58 Long 2988.0 -26.17% 29170.49 130665.34
TMF 2020-03-19 2020-06-05 $29.58 $33.55 Long 3268.0 13.42% 19037.64 142457.18
TMF 2020-06-05 2020-06-08 $33.55 $33.91 Long 3570.0 1.05% 8833.65 142426.03
SSO 2020-06-08 2020-06-10 $67.17 $67.61 Long 972.0 0.65% 10189.53 144847.32
GLD 2020-06-10 2020-06-11 $162.11 $163.33 Long 397.0 0.75% 6528.10 138386.58
UBT 2020-06-11 2020-06-16 $66.32 $63.15 Long 1033.0 -4.77% 1391.30 138285.42
SSO 2020-06-16 2020-06-18 $64.80 $62.56 Long 1086.0 -3.45% 5916.96 137997.65
UBT 2020-06-18 2020-06-22 $65.25 $66.09 Long 972.0 1.30% 10598.63 141215.85
SSO 2020-06-22 2020-06-25 $62.30 $60.43 Long 956.0 -3.00% 4699.14 137338.14
QLD 2020-06-08 2020-06-26 $34.72 $36.51 Long 1900.0 5.17% 13865.15 140207.28
UBT 2020-06-25 2020-06-26 $67.02 $67.04 Long 950.0 0.02% 13865.15 140207.28
TMF 2020-06-26 2020-06-30 $40.03 $40.74 Long 3095.0 1.79% 13661.34 141533.63
UBT 2020-06-30 2020-07-07 $67.67 $66.62 Long 923.0 -1.56% 9543.66 145670.02
QLD 2020-06-30 2020-07-08 $35.59 $40.14 Long 1794.0 12.80% 13425.88 147351.32
SSO 2020-07-07 2020-07-08 $65.15 $64.82 Long 1007.0 -0.51% 13425.88 147351.32
TMF 2020-07-08 2020-07-17 $40.19 $42.30 Long 3319.0 5.24% 14951.34 153297.94
QLD 2020-07-17 2020-07-20 $40.63 $40.75 Long 1724.0 0.29% 15722.42 153281.37
UBT 2020-07-17 2020-07-20 $69.52 $69.77 Long 990.0 0.36% 15722.42 153281.37
TMF 2020-07-20 2020-07-21 $42.49 $42.35 Long 3261.0 -0.32% 11726.98 151459.91
UBT 2020-07-21 2020-07-29 $69.58 $71.87 Long 988.0 3.29% 14684.39 150626.85
QLD 2020-07-21 2020-07-29 $43.35 $40.09 Long 1692.0 -7.53% 14684.39 150626.85
TMF 2020-07-29 2020-07-30 $44.35 $45.16 Long 3064.0 1.83% 18104.33 154958.86
GLD 2020-07-30 2020-07-31 $183.44 $184.51 Long 368.0 0.58% 16932.03 158278.80
UBT 2020-07-31 2020-08-03 $72.03 $71.30 Long 959.0 -1.01% 13879.43 159123.30
GLD 2020-08-03 2020-08-24 $185.05 $182.91 Long 386.0 -1.16% 8663.29 166236.38
QLD 2020-07-30 2020-09-04 $39.91 $48.69 Long 1690.0 21.99% 19869.64 163799.03
SSO 2020-08-24 2020-09-04 $76.43 $78.05 Long 992.0 2.11% 19869.64 163799.03
TMF 2020-09-04 2020-09-08 $40.16 $40.01 Long 3698.0 -0.37% 31333.59 165126.53
SSO 2020-09-08 2020-09-09 $73.81 $74.16 Long 944.0 0.47% 22002.57 167864.52
QLD 2020-09-08 2020-09-09 $44.13 $45.10 Long 1514.0 2.19% 22002.57 167864.52
TMF 2020-09-09 2020-09-10 $39.74 $38.60 Long 3714.0 -2.88% 9480.47 156888.07
SSO 2020-09-10 2020-10-29 $75.98 $69.58 Long 1018.0 -8.43% 11888.46 155901.70
EEM 2020-10-29 2020-11-04 $44.29 $45.42 Long 1545.0 2.56% 9180.88 164039.21
SSO 2020-11-04 2020-11-24 $75.52 $84.14 Long 965.0 11.41% 11358.49 175700.67
IWM 2020-11-24 2020-11-30 $181.66 $182.08 Long 435.0 0.23% 10837.77 177978.90
SSO 2020-11-30 2020-12-07 $85.36 $88.26 Long 934.0 3.40% 8627.32 185719.23
IWM 2020-12-07 2020-12-08 $186.45 $185.35 Long 454.0 -0.59% 9902.34 186826.33
SSO 2020-12-08 2020-12-09 $87.60 $89.14 Long 946.0 1.75% 8067.40 181925.76
IWM 2020-12-09 2020-12-30 $190.20 $193.81 Long 453.0 1.89% 10364.17 191672.17
SSO 2020-12-30 2020-12-31 $90.47 $90.24 Long 945.0 -0.25% 8706.61 191802.37
QLD 2020-09-10 2021-01-07 $46.88 $56.29 Long 1675.0 20.07% 13673.23 196420.45
SSO 2021-01-07 2021-01-11 $92.27 $93.09 Long 968.0 0.89% 15838.46 194632.35
QLD 2021-01-11 2021-01-12 $58.32 $57.77 Long 1508.0 -0.94% 14962.25 196273.81
SSO 2021-01-12 2021-01-14 $93.61 $94.43 Long 940.0 0.87% 14258.60 197098.42
QLD 2021-01-14 2021-02-23 $58.48 $58.32 Long 1530.0 -0.27% 12253.43 202975.52
SSO 2021-02-23 2021-03-04 $96.04 $94.17 Long 950.0 -1.94% 13479.55 194273.42
EEM 2021-03-04 2021-03-09 $54.07 $52.92 Long 1632.0 -2.12% 11537.50 199202.63
IWM 2020-12-31 2021-04-08 $195.37 $220.83 Long 445.0 13.03% 13908.88 209476.33
QLD 2021-04-08 2021-05-04 $64.41 $63.84 Long 1489.0 -0.88% 13721.62 211134.31
IWM 2021-05-04 2021-05-11 $223.58 $213.94 Long 426.0 -4.31% 11281.79 206514.71
VNQ 2021-05-11 2021-05-17 $96.28 $95.75 Long 972.0 -0.54% 10277.21 207552.67
IWM 2021-05-17 2021-05-21 $218.78 $220.32 Long 430.0 0.71% 10910.44 206919.97
VNQ 2021-05-21 2021-05-25 $96.92 $97.96 Long 971.0 1.08% 8849.81 209208.35
QLD 2021-05-25 2021-06-01 $63.81 $64.26 Long 1523.0 0.71% 11541.83 212459.02
VNQ 2021-06-01 2021-06-14 $99.04 $103.70 Long 961.0 4.70% 12388.59 220085.00
QLD 2021-06-14 2021-06-17 $66.67 $65.97 Long 1482.0 -1.05% 13934.17 215838.10
VNQ 2021-06-17 2021-06-18 $102.04 $101.65 Long 943.0 -0.38% 10565.72 211907.35
SSO 2021-03-09 2021-07-19 $96.41 $118.04 Long 916.0 22.44% 2714.61 225957.55
QLD 2021-06-18 2021-07-19 $67.41 $71.53 Long 1472.0 6.11% 2714.61 225957.55
TMF 2021-07-19 2021-07-21 $30.29 $28.63 Long 7304.0 -5.48% 9668.22 214599.74
SSO 2021-07-21 2021-07-26 $121.46 $125.36 Long 839.0 3.21% 17076.77 216491.04
QLD 2021-07-21 2021-07-26 $73.31 $77.06 Long 1368.0 5.12% 17076.77 216491.04
TMF 2021-07-26 2021-11-04 $29.08 $27.17 Long 6986.0 -6.58% 17790.53 209271.49
QLD 2021-11-04 2021-11-05 $88.21 $90.69 Long 1076.0 2.81% 12693.01 214136.93
SSO 2021-11-04 2021-11-05 $140.57 $142.96 Long 670.0 1.70% 12693.01 214136.93
TMF 2021-11-05 2021-11-08 $28.63 $28.90 Long 6932.0 0.96% 20961.19 212535.55
QLD 2021-11-08 2021-11-17 $90.02 $89.59 Long 1062.0 -0.48% 25616.93 218928.23
SSO 2021-11-08 2021-11-17 $143.17 $142.68 Long 674.0 -0.34% 25616.93 218928.23

Signals

Strategy Ratio Size Ticker Date State Type Profit Tick
Alvarez-d 1.00 0.88 TMF 2021-11-16 Hold Long 4.17% EOD
momentum  EEM  EFA  GLD  HYG  IWM  LQD  QLD  SSO  UBT  VNQ  TMF