Portfolio - VSplines

Volatility Wavelet Splines

Description

Total position allocation is set to 0.85 of account

Details

    Strategies
    Strategies Ratio
    SplineSVXY 0.4
    SplineVXX 0.3
    SplineUVXY 0.3
    Metrics
    Metric Measure
    AccountName VSplines
    NoOfTrades 924.00
    NoOfWins 596.00
    NoOfLosses 328.00
    SharpRatio 1.71
    SortinoRatio 2.32
    GrossProfit $59712.70
    FirstDate 2016-01-15
    LastDate 2024-08-13
    FirstEquity $10000.00
    FinalEquity $69712.70
    OpenEquity $58617.21
    LongEquity $20972.98
    ShortEquity $38739.72
    PercentWins 64.50%
    AveWin 2.63%
    AveLoss -2.21%
    AveWinLoss 1.19
    Expectancy 0.91%
    MedianDrawUp 32.10%
    MednDrawDown -7.10%
    MaxDrawDown -12.86%
    Kelly 34.71%
    Thorpe 204.32
    Rachev 1.64
    PAPR 8.82%
    APR 25.40%
    CalmarRatio 3.77
    Trades
    Symbol Open Close Open Price Close Price Type Size Profit Balance Equity
    SVXY 2016-01-15 2016-01-19 $35.62 $37.49 Long 87 5.25% 10162.69 10162.69
    SVXY 2016-01-25 2016-01-26 $37.68 $36.75 Long 93 -2.47% 10076.20 10076.20
    SVXY 2016-01-27 2016-01-28 $37.51 $37.60 Long 93 0.24% 10084.57 10084.57
    SVXY 2016-02-19 2016-02-22 $34.88 $37.45 Long 96 7.37% 10331.29 10331.29
    SVXY 2016-02-24 2016-02-25 $35.05 $37.08 Long 92 5.79% 10518.05 10518.05
    SVXY 2016-03-04 2016-03-07 $42.73 $40.69 Long 88 -4.77% 10338.53 10338.53
    SVXY 2016-03-21 2016-03-23 $46.44 $47.88 Long 75 3.10% 10446.53 10446.53
    SVXY 2016-03-24 2016-03-28 $44.48 $46.74 Long 74 5.08% 10613.77 10613.77
    SVXY 2016-04-04 2016-04-05 $52.07 $48.64 Long 73 -6.59% 10363.38 10363.38
    SVXY 2016-04-18 2016-04-19 $50.77 $54.90 Long 69 8.13% 10648.35 10648.35
    SVXY 2016-04-20 2016-04-21 $54.92 $53.27 Long 65 -3.00% 10541.10 10541.10
    SVXY 2016-05-06 2016-05-09 $51.04 $54.04 Long 68 5.88% 10745.10 10745.10
    SVXY 2016-05-11 2016-05-12 $57.22 $55.95 Long 65 -2.22% 10662.55 10662.55
    SVXY 2016-05-13 2016-05-16 $56.00 $54.38 Long 64 -2.89% 10558.87 10558.87
    SVXY 2016-05-25 2016-05-26 $59.36 $59.62 Long 63 0.44% 10575.25 10575.25
    SVXY 2016-05-31 2016-06-01 $62.69 $60.82 Long 59 -2.98% 10464.92 10464.92
    SVXY 2016-06-03 2016-06-07 $62.93 $65.77 Long 57 4.51% 10626.80 10626.80
    SVXY 2016-06-08 2016-06-09 $65.19 $63.45 Long 54 -2.67% 10532.84 10532.84
    SVXY 2016-06-22 2016-06-23 $55.18 $56.21 Long 63 1.87% 10597.73 10597.73
    SVXY 2016-06-24 2016-06-27 $45.71 $41.69 Long 64 -8.79% 10340.45 10340.45
    SVXY 2016-07-05 2016-07-06 $49.70 $48.90 Long 71 -1.61% 10283.65 10283.65
    SVXY 2016-07-08 2016-07-12 $53.70 $56.58 Long 67 5.36% 10476.61 10476.61
    SVXY 2016-07-18 2016-07-19 $57.49 $58.70 Long 61 2.10% 10550.42 10550.42
    SVXY 2016-07-25 2016-07-26 $60.52 $60.48 Long 60 -0.07% 10548.02 10548.02
    SVXY 2016-07-29 2016-08-01 $63.62 $66.30 Long 57 4.21% 10700.78 10700.78
    SVXY 2016-08-05 2016-08-08 $69.37 $71.00 Long 54 2.35% 10788.80 10788.80
    SVXY 2016-08-10 2016-08-11 $73.20 $71.88 Long 50 -1.80% 10722.80 10722.80
    SVXY 2016-08-12 2016-08-15 $71.40 $73.02 Long 50 2.27% 10803.80 10803.80
    SVXY 2016-08-22 2016-08-23 $72.99 $73.68 Long 50 0.95% 10838.30 10838.30
    SVXY 2016-08-31 2016-09-01 $73.18 $73.34 Long 50 0.22% 10846.30 10846.30
    SVXY 2016-09-02 2016-09-07 $74.97 $78.00 Long 50 4.04% 10997.80 10997.80
    SVXY 2016-09-09 2016-09-12 $75.74 $65.53 Long 47 -13.48% 10517.93 10517.93
    SVXY 2016-09-21 2016-09-22 $68.06 $74.34 Long 52 9.23% 10844.49 10844.49
    SVXY 2016-09-26 2016-09-27 $71.46 $70.27 Long 49 -1.67% 10786.18 10786.18
    SVXY 2016-09-28 2016-09-29 $74.48 $74.42 Long 52 -0.08% 10783.06 10783.06
    SVXY 2016-10-07 2016-10-11 $75.42 $75.83 Long 49 0.54% 10803.15 10803.15
    SVXY 2016-10-21 2016-10-24 $76.11 $79.98 Long 48 5.08% 10988.91 10988.91
    SVXY 2016-10-26 2016-10-27 $78.26 $79.35 Long 46 1.39% 11039.05 11039.05
    SVXY 2016-11-09 2016-11-10 $70.23 $78.22 Long 52 11.38% 11454.53 11454.53
    SVXY 2016-11-14 2016-11-15 $75.34 $76.82 Long 53 1.96% 11532.97 11532.97
    SVXY 2016-11-18 2016-11-22 $81.24 $85.20 Long 49 4.87% 11727.01 11727.01
    SVXY 2016-11-25 2016-11-29 $84.78 $84.14 Long 47 -0.75% 11696.93 11696.93
    SVXY 2016-12-07 2016-12-08 $90.00 $89.23 Long 45 -0.86% 11662.28 11662.28
    SVXY 2016-12-09 2016-12-13 $88.41 $89.56 Long 44 1.30% 11712.88 11712.88
    SVXY 2016-12-21 2016-12-22 $96.92 $97.69 Long 41 0.79% 11744.45 11744.45
    SVXY 2016-12-23 2016-12-28 $95.75 $98.14 Long 40 2.50% 11840.05 11840.05
    SVXY 2017-01-06 2017-01-10 $103.92 $105.47 Long 39 1.49% 11900.50 11900.50
    SVXY 2017-01-11 2017-01-12 $104.98 $106.49 Long 38 1.44% 11957.88 11957.88
    SVXY 2017-01-18 2017-01-19 $108.24 $108.50 Long 38 0.24% 11967.76 11967.76
    SVXY 2017-01-23 2017-01-24 $110.87 $113.30 Long 37 2.19% 12057.67 12057.67
    SVXY 2017-01-25 2017-01-26 $118.97 $119.56 Long 36 0.50% 12078.91 12078.91
    SVXY 2017-01-27 2017-01-30 $119.79 $118.19 Long 34 -1.34% 12024.51 12024.51
    SVXY 2017-02-06 2017-02-07 $120.03 $121.62 Long 33 1.32% 12076.98 12076.98
    SVXY 2017-02-08 2017-02-09 $120.10 $121.55 Long 33 1.21% 12124.83 12124.83
    SVXY 2017-02-10 2017-02-13 $124.70 $127.62 Long 33 2.34% 12221.19 12221.19
    SVXY 2017-02-17 2017-02-21 $126.34 $130.79 Long 31 3.52% 12359.14 12359.14
    SVXY 2017-03-06 2017-03-07 $129.03 $131.00 Long 33 1.53% 12424.15 12424.15
    SVXY 2017-03-10 2017-03-13 $131.97 $133.02 Long 32 0.80% 12457.75 12457.75
    SVXY 2017-03-20 2017-03-21 $142.38 $144.87 Long 29 1.75% 12529.96 12529.96
    SVXY 2017-03-29 2017-03-30 $144.39 $144.40 Long 30 0.01% 12530.26 12530.26
    SVXY 2017-03-31 2017-04-03 $143.65 $141.27 Long 29 -1.66% 12461.24 12461.24
    SVXY 2017-04-19 2017-04-20 $130.09 $126.99 Long 33 -2.38% 12358.94 12358.94
    SVXY 2017-04-24 2017-04-25 $138.34 $143.52 Long 32 3.74% 12524.70 12524.70
    SVXY 2017-04-26 2017-04-27 $144.44 $145.12 Long 29 0.47% 12544.42 12544.42
    SVXY 2017-04-28 2017-05-01 $144.98 $146.43 Long 29 1.00% 12586.47 12586.47
    SVXY 2017-05-03 2017-05-04 $148.56 $149.62 Long 28 0.71% 12616.15 12616.15
    SVXY 2017-05-10 2017-05-11 $153.46 $152.04 Long 27 -0.93% 12577.81 12577.81
    SVXY 2017-05-15 2017-05-16 $155.60 $159.38 Long 27 2.43% 12679.87 12679.87
    SVXY 2017-05-17 2017-05-18 $149.39 $131.37 Long 27 -12.06% 12193.33 12193.33
    SVXY 2017-05-24 2017-05-25 $149.10 $152.73 Long 27 2.43% 12291.34 12291.34
    SVXY 2017-05-26 2017-05-30 $150.26 $151.61 Long 27 0.90% 12327.79 12327.79
    SVXY 2017-06-05 2017-06-06 $155.87 $154.37 Long 26 -0.96% 12288.79 12288.79
    SVXY 2017-06-19 2017-06-20 $161.87 $162.50 Long 26 0.39% 12305.17 12305.17
    SVXY 2017-06-21 2017-06-22 $162.70 $161.51 Long 25 -0.73% 12275.42 12275.42
    SVXY 2017-06-28 2017-06-29 $165.21 $166.86 Long 24 1.00% 12315.02 12315.02
    SVXY 2017-07-12 2017-07-13 $163.64 $165.32 Long 26 1.03% 12358.70 12358.70
    SVXY 2017-07-14 2017-07-17 $167.14 $173.22 Long 25 3.64% 12510.70 12510.70
    SVXY 2017-07-21 2017-07-24 $179.34 $182.34 Long 23 1.67% 12630.90 12630.90
    VXX 2017-07-21 2017-07-24 $2915.84 $2864.64 Short 1 1.79% 12630.90 12630.90
    SVXY 2017-07-26 2017-07-27 $185.40 $185.74 Long 23 0.18% 12641.28 12641.28
    VXX 2017-07-26 2017-07-27 $2816.00 $2813.44 Short 1 0.09% 12641.28 12641.28
    VXX 2017-08-04 2017-08-07 $2869.76 $2867.20 Short 1 0.09% 8459.68 12690.30
    SVXY 2017-08-04 2017-08-08 $181.92 $183.78 Long 23 1.02% 12686.62 12686.62
    SVXY 2017-08-18 2017-08-21 $141.68 $142.50 Long 27 0.58% 12726.68 12726.68
    VXX 2017-08-18 2017-08-21 $3397.12 $3379.20 Short 1 0.53% 12726.68 12726.68
    VXX 2017-08-25 2017-08-28 $3083.52 $3013.12 Short 1 2.34% 8630.44 12867.82
    SVXY 2017-08-25 2017-08-29 $154.32 $145.24 Long 27 -5.88% 12551.92 12551.92
    SVXY 2017-09-05 2017-09-06 $154.96 $155.40 Long 26 0.28% 12577.44 12577.44
    VXX 2017-09-05 2017-09-06 $3063.68 $3049.60 Short 1 0.46% 12577.44 12577.44
    SVXY 2017-09-18 2017-09-19 $174.36 $179.58 Long 25 2.99% 12791.14 12791.14
    VXX 2017-09-18 2017-09-19 $2704.00 $2620.80 Short 1 3.17% 12791.14 12791.14
    SVXY 2017-09-20 2017-09-21 $178.78 $180.00 Long 24 0.68% 12838.98 12838.98
    VXX 2017-09-20 2017-09-21 $2634.24 $2615.68 Short 1 0.71% 12838.98 12838.98
    SVXY 2017-09-29 2017-10-02 $184.28 $188.70 Long 24 2.40% 13005.22 13005.22
    VXX 2017-09-29 2017-10-02 $2553.60 $2493.44 Short 1 2.41% 13005.22 13005.22
    SVXY 2017-10-04 2017-10-05 $191.44 $192.70 Long 22 0.66% 13051.50 13051.50
    VXX 2017-10-04 2017-10-05 $2455.04 $2436.48 Short 1 0.76% 13051.50 13051.50
    SVXY 2017-10-09 2017-10-10 $198.60 $197.04 Long 22 -0.79% 13000.54 13000.54
    VXX 2017-10-09 2017-10-10 $2364.80 $2381.44 Short 1 -0.70% 13000.54 13000.54
    SVXY 2017-10-11 2017-10-12 $198.52 $201.94 Long 22 1.72% 13114.18 13114.18
    VXX 2017-10-11 2017-10-12 $2361.60 $2323.20 Short 1 1.65% 13114.18 13114.18
    SVXY 2017-10-16 2017-10-17 $209.12 $210.30 Long 21 0.56% 13153.04 13153.04
    VXX 2017-10-16 2017-10-17 $2241.92 $2227.84 Short 1 0.63% 13153.04 13153.04
    SVXY 2017-10-18 2017-10-19 $211.52 $204.08 Long 21 -3.52% 12921.28 12921.28
    VXX 2017-10-18 2017-10-19 $2216.96 $2292.48 Short 1 -3.29% 12921.28 12921.28
    VXX 2017-10-20 2017-10-23 $2165.76 $2148.48 Short 1 0.80% 8396.68 12801.64
    SVXY 2017-10-20 2017-10-24 $216.28 $212.98 Long 21 -1.53% 12869.26 12869.26
    SVXY 2017-11-03 2017-11-06 $216.90 $216.72 Long 20 -0.08% 12863.74 12863.74
    VXX 2017-11-03 2017-11-06 $2147.20 $2149.12 Short 1 -0.09% 12863.74 12863.74
    VXX 2017-11-20 2017-11-21 $2173.44 $2092.16 Short 1 3.88% 8468.24 13192.40
    SVXY 2017-11-20 2017-11-22 $213.18 $226.90 Long 21 6.44% 13233.14 13233.14
    VXX 2017-11-24 2017-11-27 $2023.68 $2031.36 Short 1 -0.38% 8891.56 13230.02
    SVXY 2017-11-24 2017-11-28 $228.10 $230.54 Long 19 1.07% 13271.82 13271.82
    VXX 2017-12-08 2017-12-11 $1973.12 $1886.72 Short 1 4.58% 8686.22 13589.82
    SVXY 2017-12-08 2017-12-12 $233.60 $246.28 Long 20 5.43% 13611.82 13611.82
    SVXY 2017-12-13 2017-12-14 $246.56 $246.66 Long 18 0.04% 13613.62 13613.62
    VXX 2017-12-13 2017-12-14 $1865.60 $1865.60 Short 1 0.00% 13613.62 13613.62
    SVXY 2017-12-15 2017-12-18 $248.58 $258.36 Long 18 3.93% 13860.06 13860.06
    VXX 2017-12-15 2017-12-18 $1848.96 $1778.56 Short 1 3.96% 13860.06 13860.06
    SVXY 2017-12-20 2017-12-21 $261.76 $259.22 Long 18 -0.97% 13796.42 13796.42
    VXX 2017-12-20 2017-12-21 $1753.60 $1771.52 Short 1 -1.01% 13796.42 13796.42
    SVXY 2017-12-22 2017-12-26 $260.30 $256.02 Long 18 -1.64% 13689.94 13689.94
    VXX 2017-12-22 2017-12-26 $1765.12 $1794.56 Short 1 -1.64% 13689.94 13689.94
    SVXY 2018-01-03 2018-01-04 $268.38 $273.92 Long 18 2.06% 13821.02 13821.02
    VXX 2018-01-03 2018-01-04 $1703.04 $1671.68 Short 1 1.88% 13821.02 13821.02
    SVXY 2018-01-08 2018-01-09 $272.60 $276.66 Long 17 1.49% 13943.80 13943.80
    VXX 2018-01-08 2018-01-09 $1679.36 $1652.48 Short 2 1.63% 13943.80 13943.80
    SVXY 2018-02-14 2018-02-15 $22.70 $26.20 Long 215 15.42% 15125.74 15125.74
    VXX 2018-02-14 2018-02-15 $3046.40 $2616.96 Short 1 16.41% 15125.74 15125.74
    VXX 2018-02-16 2018-02-20 $2734.08 $2780.80 Short 1 -1.68% 10143.74 14894.78
    SVXY 2018-02-16 2018-02-21 $25.18 $24.72 Long 196 -1.83% 14988.86 14988.86
    SVXY 2018-02-28 2018-03-01 $25.50 $24.58 Long 189 -3.61% 14615.94 14615.94
    VXX 2018-02-28 2018-03-01 $2632.96 $2832.00 Short 1 -7.03% 14615.94 14615.94
    VXX 2018-03-09 2018-03-12 $2616.32 $2496.00 Short 1 4.82% 9657.78 14772.08
    SVXY 2018-03-09 2018-03-13 $25.52 $26.06 Long 199 2.12% 14843.72 14843.72
    SVXY 2018-03-14 2018-03-15 $25.74 $25.36 Long 193 -1.48% 14704.46 14704.46
    VXX 2018-03-14 2018-03-15 $2558.72 $2624.64 Short 1 -2.51% 14704.46 14704.46
    SVXY 2018-04-04 2018-04-05 $21.90 $23.18 Long 221 5.84% 15323.34 15323.34
    VXX 2018-04-04 2018-04-05 $3408.64 $3072.64 Short 1 10.94% 15323.34 15323.34
    SVXY 2018-04-09 2018-04-10 $22.84 $23.02 Long 226 0.79% 15405.62 15405.62
    VXX 2018-04-09 2018-04-10 $3136.64 $3095.04 Short 1 1.34% 15405.62 15405.62
    SVXY 2018-04-13 2018-04-16 $23.64 $24.02 Long 227 1.61% 15594.92 15594.92
    VXX 2018-04-13 2018-04-16 $2936.32 $2833.28 Short 1 3.64% 15594.92 15594.92
    SVXY 2018-04-20 2018-04-23 $24.82 $24.58 Long 214 -0.97% 15493.00 15493.00
    VXX 2018-04-20 2018-04-23 $2629.12 $2679.68 Short 1 -1.89% 15493.00 15493.00
    VXX 2018-04-30 2018-05-01 $2627.84 $2684.16 Short 1 -2.10% 15436.68 15436.68
    SVXY 2018-05-04 2018-05-07 $24.48 $25.18 Long 212 2.86% 15716.92 15716.92
    VXX 2018-05-04 2018-05-07 $2689.28 $2557.44 Short 1 5.16% 15716.92 15716.92
    SVXY 2018-05-09 2018-05-10 $25.32 $25.80 Long 213 1.90% 15917.72 15917.72
    VXX 2018-05-09 2018-05-10 $2524.16 $2425.60 Short 1 4.06% 15917.72 15917.72
    SVXY 2018-05-11 2018-05-14 $26.30 $26.66 Long 209 1.37% 16060.16 16060.16
    VXX 2018-05-11 2018-05-14 $2334.72 $2267.52 Short 1 2.96% 16060.16 16060.16
    SVXY 2018-05-25 2018-05-29 $27.00 $26.36 Long 201 -2.37% 15836.16 15836.16
    VXX 2018-05-25 2018-05-29 $2199.04 $2294.40 Short 1 -4.16% 15836.16 15836.16
    VXX 2018-06-08 2018-06-11 $2141.44 $2090.88 Short 1 2.42% 10625.44 16003.12
    SVXY 2018-06-08 2018-06-12 $27.12 $27.80 Long 194 2.51% 16018.64 16018.64
    SVXY 2018-07-03 2018-07-05 $25.76 $25.68 Long 218 -0.31% 15989.04 15989.04
    VXX 2018-07-03 2018-07-05 $2321.92 $2334.08 Short 1 -0.52% 15989.04 15989.04
    SVXY 2018-07-09 2018-07-10 $26.84 $27.30 Long 210 1.71% 16157.96 16157.96
    VXX 2018-07-09 2018-07-10 $2132.48 $2060.16 Short 1 3.51% 16157.96 16157.96
    SVXY 2018-07-11 2018-07-12 $26.82 $27.22 Long 201 1.49% 16307.48 16307.48
    VXX 2018-07-11 2018-07-12 $2135.68 $2066.56 Short 1 3.34% 16307.48 16307.48
    SVXY 2018-07-16 2018-07-17 $27.64 $27.42 Long 203 -0.80% 16207.78 16207.78
    VXX 2018-07-16 2018-07-17 $1999.36 $2026.88 Short 2 -1.36% 16207.78 16207.78
    SVXY 2018-07-18 2018-07-19 $27.98 $27.66 Long 200 -1.14% 16061.86 16061.86
    VXX 2018-07-18 2018-07-19 $1953.92 $1994.88 Short 2 -2.05% 16061.86 16061.86
    VXX 2018-07-20 2018-07-23 $2023.04 $2006.40 Short 2 0.83% 10685.52 16126.66
    SVXY 2018-07-20 2018-07-24 $27.46 $28.02 Long 197 2.04% 16205.46 16205.46
    SVXY 2018-07-27 2018-07-30 $28.06 $27.64 Long 197 -1.50% 16013.92 16013.92
    VXX 2018-07-27 2018-07-30 $1937.28 $1991.68 Short 2 -2.73% 16013.92 16013.92
    SVXY 2018-08-06 2018-08-07 $28.08 $28.70 Long 195 2.21% 16298.66 16298.66
    VXX 2018-08-06 2018-08-07 $1925.76 $1843.84 Short 2 4.44% 16298.66 16298.66
    SVXY 2018-08-10 2018-08-13 $28.18 $27.94 Long 190 -0.85% 16189.06 16189.06
    VXX 2018-08-10 2018-08-13 $1907.84 $1939.84 Short 2 -1.65% 16189.06 16189.06
    SVXY 2018-08-20 2018-08-21 $28.52 $28.58 Long 198 0.21% 16220.14 16220.14
    VXX 2018-08-20 2018-08-21 $1847.68 $1838.08 Short 2 0.52% 16220.14 16220.14
    SVXY 2018-08-22 2018-08-23 $28.20 $28.52 Long 192 1.13% 16358.38 16358.38
    VXX 2018-08-22 2018-08-23 $1886.08 $1847.68 Short 2 2.08% 16358.38 16358.38
    SVXY 2018-08-27 2018-08-28 $28.74 $28.62 Long 194 -0.42% 16305.66 16305.66
    VXX 2018-08-27 2018-08-28 $1818.24 $1832.96 Short 2 -0.80% 16305.66 16305.66
    SVXY 2018-09-17 2018-09-18 $29.20 $28.83 Long 191 -1.27% 16151.79 16151.79
    VXX 2018-09-17 2018-09-18 $1748.48 $1790.08 Short 2 -2.32% 16151.79 16151.79
    SVXY 2018-09-19 2018-09-20 $29.19 $29.50 Long 190 1.04% 16283.98 16283.98
    VXX 2018-09-19 2018-09-20 $1744.64 $1707.52 Short 2 2.17% 16283.98 16283.98
    SVXY 2018-09-24 2018-09-25 $29.42 $29.68 Long 187 0.87% 16396.94 16396.94
    VXX 2018-09-24 2018-09-25 $1717.12 $1684.48 Short 2 1.94% 16396.94 16396.94
    SVXY 2018-09-26 2018-09-27 $29.52 $29.38 Long 187 -0.49% 16336.55 16336.55
    VXX 2018-09-26 2018-09-27 $1702.40 $1719.04 Short 2 -0.97% 16336.55 16336.55
    SVXY 2018-10-22 2018-10-23 $25.61 $24.32 Long 217 -5.04% 15832.62 15832.62
    VXX 2018-10-22 2018-10-23 $2179.84 $2403.84 Short 1 -9.32% 15832.62 15832.62
    SVXY 2018-10-31 2018-11-01 $24.16 $24.27 Long 229 0.43% 15856.66 15856.66
    VXX 2018-11-02 2018-11-05 $2287.36 $2350.72 Short 1 -2.70% 10265.50 15748.90
    SVXY 2018-11-02 2018-11-06 $24.90 $24.72 Long 222 -0.72% 15753.34 15753.34
    SVXY 2018-11-07 2018-11-08 $25.60 $26.03 Long 216 1.68% 15923.66 15923.66
    VXX 2018-11-07 2018-11-08 $2163.20 $2085.76 Short 1 3.71% 15923.66 15923.66
    VXX 2018-11-09 2018-11-12 $2107.52 $2136.96 Short 1 -1.38% 10531.89 15643.75
    SVXY 2018-11-09 2018-11-13 $25.91 $24.66 Long 207 -4.81% 15636.51 15636.51
    SVXY 2018-11-20 2018-11-21 $23.45 $23.80 Long 212 1.47% 15776.85 15776.85
    VXX 2018-11-20 2018-11-21 $2529.92 $2462.72 Short 1 2.73% 15776.85 15776.85
    SVXY 2018-11-28 2018-11-29 $24.79 $24.75 Long 221 -0.12% 15767.02 15767.02
    VXX 2018-11-28 2018-11-29 $2262.40 $2265.60 Short 1 -0.14% 15767.02 15767.02
    SVXY 2018-11-30 2018-12-03 $24.64 $26.00 Long 216 5.50% 16295.22 16295.22
    VXX 2018-11-30 2018-12-03 $2286.08 $2050.56 Short 1 11.49% 16295.22 16295.22
    SVXY 2018-12-17 2018-12-18 $22.79 $22.52 Long 239 -1.16% 16180.04 16180.04
    VXX 2018-12-17 2018-12-18 $2622.08 $2673.92 Short 1 -1.94% 16180.04 16180.04
    SVXY 2019-01-04 2019-01-07 $21.41 $21.91 Long 258 2.36% 16449.85 16449.85
    VXX 2019-01-04 2019-01-07 $2924.16 $2784.64 Short 1 5.01% 16449.85 16449.85
    SVXY 2019-01-09 2019-01-10 $22.39 $22.38 Long 251 -0.04% 16441.58 16441.58
    VXX 2019-01-09 2019-01-10 $2666.24 $2672.00 Short 1 -0.22% 16441.58 16441.58
    SVXY 2019-01-11 2019-01-14 $22.52 $22.75 Long 249 1.02% 16551.33 16551.33
    VXX 2019-01-11 2019-01-14 $2634.88 $2582.40 Short 1 2.03% 16551.33 16551.33
    SVXY 2019-01-22 2019-01-23 $23.58 $22.81 Long 236 -3.27% 16228.17 16228.17
    VXX 2019-01-22 2019-01-23 $2398.08 $2539.52 Short 1 -5.57% 16228.17 16228.17
    SVXY 2019-02-06 2019-02-07 $24.82 $24.42 Long 223 -1.59% 16069.05 16069.05
    VXX 2019-02-06 2019-02-07 $2140.16 $2211.20 Short 1 -3.21% 16069.05 16069.05
    SVXY 2019-02-08 2019-02-11 $24.08 $24.68 Long 223 2.49% 16309.73 16309.73
    VXX 2019-02-08 2019-02-11 $2268.16 $2161.28 Short 1 4.95% 16309.73 16309.73
    VXX 2019-02-19 2019-02-20 $2122.88 $2077.44 Short 1 2.19% 10836.25 16508.35
    SVXY 2019-02-19 2019-02-21 $24.86 $25.52 Long 222 2.63% 16500.58 16500.58
    VXX 2019-02-22 2019-02-25 $2000.00 $1913.60 Short 2 4.52% 11065.88 16678.85
    SVXY 2019-02-22 2019-02-26 $25.61 $25.45 Long 219 -0.62% 16638.34 16638.34
    VXX 2019-03-04 2019-03-05 $1896.96 $1960.32 Short 2 -3.23% 16511.62 16511.62
    SVXY 2019-03-18 2019-03-19 $26.56 $26.83 Long 212 1.02% 16652.06 16652.06
    VXX 2019-03-18 2019-03-19 $1843.84 $1802.24 Short 2 2.31% 16652.06 16652.06
    SVXY 2019-03-20 2019-03-21 $26.52 $26.19 Long 211 -1.23% 16499.00 16499.00
    VXX 2019-03-20 2019-03-21 $1851.52 $1893.76 Short 2 -2.23% 16499.00 16499.00
    SVXY 2019-03-29 2019-04-01 $26.01 $26.32 Long 219 1.19% 16652.65 16652.65
    VXX 2019-03-29 2019-04-01 $1896.96 $1854.08 Short 2 2.31% 16652.65 16652.65
    SVXY 2019-04-03 2019-04-04 $26.67 $26.43 Long 214 -0.90% 16537.29 16537.29
    VXX 2019-04-03 2019-04-04 $1804.80 $1836.80 Short 2 -1.74% 16537.29 16537.29
    SVXY 2019-04-08 2019-04-09 $26.72 $26.62 Long 210 -0.36% 16495.58 16495.58
    VXX 2019-04-08 2019-04-09 $1796.48 $1807.36 Short 2 -0.60% 16495.58 16495.58
    SVXY 2019-04-12 2019-04-15 $27.25 $27.79 Long 208 1.96% 16745.10 16745.10
    VXX 2019-04-12 2019-04-15 $1724.80 $1655.68 Short 2 4.17% 16745.10 16745.10
    SVXY 2019-04-16 2019-04-17 $27.84 $28.07 Long 204 0.86% 16854.22 16854.22
    VXX 2019-04-16 2019-04-17 $1648.00 $1617.92 Short 2 1.86% 16854.22 16854.22
    VXX 2019-04-18 2019-04-22 $1651.20 $1648.00 Short 2 0.19% 11190.44 16922.84
    SVXY 2019-04-18 2019-04-23 $27.80 $28.18 Long 204 1.40% 16940.18 16940.18
    SVXY 2019-05-06 2019-05-07 $26.53 $26.36 Long 208 -0.66% 16846.18 16846.18
    VXX 2019-05-06 2019-05-07 $1789.44 $1818.24 Short 2 -1.58% 16846.18 16846.18
    SVXY 2019-05-15 2019-05-16 $24.65 $25.62 Long 231 3.96% 17374.77 17374.77
    VXX 2019-05-15 2019-05-16 $2016.00 $1864.32 Short 2 8.14% 17374.77 17374.77
    SVXY 2019-05-17 2019-05-20 $25.56 $25.56 Long 230 0.00% 17365.81 17365.81
    VXX 2019-05-17 2019-05-20 $1871.36 $1875.84 Short 2 -0.24% 17365.81 17365.81
    SVXY 2019-05-22 2019-05-23 $26.28 $25.97 Long 225 -1.18% 17212.86 17212.86
    VXX 2019-05-22 2019-05-23 $1766.40 $1808.00 Short 2 -2.30% 17212.86 17212.86
    VXX 2019-06-07 2019-06-10 $1777.28 $1773.44 Short 2 0.22% 11323.07 17218.28
    SVXY 2019-06-07 2019-06-11 $26.09 $26.32 Long 226 0.86% 17271.39 17271.39
    VXX 2019-06-17 2019-06-18 $1746.56 $1698.56 Short 2 2.83% 17367.39 17367.39
    SVXY 2019-06-19 2019-06-20 $26.67 $27.21 Long 221 2.04% 17640.15 17640.15
    VXX 2019-06-19 2019-06-20 $1705.60 $1629.44 Short 2 4.67% 17640.15 17640.15
    SVXY 2019-06-24 2019-06-25 $26.73 $26.77 Long 223 0.17% 17656.59 17656.59
    VXX 2019-06-24 2019-06-25 $1692.80 $1689.60 Short 2 0.19% 17656.59 17656.59
    SVXY 2019-07-05 2019-07-08 $28.00 $27.89 Long 213 -0.38% 17620.14 17620.14
    VXX 2019-07-05 2019-07-08 $1536.64 $1543.68 Short 2 -0.46% 17620.14 17620.14
    VXX 2019-07-26 2019-07-29 $1394.56 $1388.16 Short 3 0.46% 11665.20 17631.18
    SVXY 2019-07-26 2019-07-30 $29.29 $28.95 Long 204 -1.13% 17572.02 17572.02
    SVXY 2019-08-12 2019-08-13 $25.66 $24.68 Long 228 -3.82% 17092.58 17092.58
    VXX 2019-08-12 2019-08-13 $1750.40 $1878.40 Short 2 -6.81% 17092.58 17092.58
    VXX 2019-08-19 2019-08-20 $1718.40 $1680.64 Short 2 2.25% 17168.10 17168.10
    SVXY 2019-08-21 2019-08-22 $26.14 $26.35 Long 225 0.80% 17271.67 17271.67
    VXX 2019-08-21 2019-08-22 $1633.92 $1605.76 Short 2 1.75% 17271.67 17271.67
    SVXY 2019-08-30 2019-09-03 $25.59 $24.82 Long 232 -3.03% 16874.27 16874.27
    VXX 2019-08-30 2019-09-03 $1683.20 $1792.00 Short 2 -6.07% 16874.27 16874.27
    SVXY 2019-09-04 2019-09-05 $25.21 $25.82 Long 231 2.42% 17181.58 17181.58
    VXX 2019-09-04 2019-09-05 $1733.76 $1650.56 Short 2 5.04% 17181.58 17181.58
    VXX 2019-09-06 2019-09-09 $1608.96 $1553.28 Short 2 3.58% 11377.39 17356.22
    SVXY 2019-09-06 2019-09-10 $26.18 $26.30 Long 226 0.48% 17321.19 17321.19
    SVXY 2019-09-11 2019-09-12 $26.53 $27.00 Long 223 1.77% 17528.40 17528.40
    VXX 2019-09-11 2019-09-12 $1559.68 $1508.48 Short 2 3.39% 17528.40 17528.40
    SVXY 2019-09-13 2019-09-16 $27.25 $27.01 Long 220 -0.86% 17420.38 17420.38
    VXX 2019-09-13 2019-09-16 $1482.24 $1510.40 Short 2 -1.86% 17420.38 17420.38
    SVXY 2019-09-20 2019-09-23 $27.94 $27.05 Long 213 -3.19% 16950.49 16950.49
    VXX 2019-09-20 2019-09-23 $1402.88 $1496.32 Short 3 -6.24% 16950.49 16950.49
    SVXY 2019-10-09 2019-10-10 $25.59 $25.66 Long 223 0.29% 16983.86 16983.86
    VXX 2019-10-09 2019-10-10 $1628.80 $1620.48 Short 2 0.51% 16983.86 16983.86
    VXX 2019-10-11 2019-10-14 $1516.80 $1478.40 Short 2 2.60% 11210.63 17170.75
    SVXY 2019-10-14 2019-10-15 $26.84 $27.57 Long 218 2.76% 17221.98 17221.98
    SVXY 2019-10-16 2019-10-17 $27.71 $28.00 Long 212 1.05% 17369.86 17369.86
    VXX 2019-10-16 2019-10-17 $1386.24 $1357.44 Short 3 2.12% 17369.86 17369.86
    SVXY 2019-10-18 2019-10-21 $27.86 $28.07 Long 210 0.74% 17485.87 17485.87
    VXX 2019-10-18 2019-10-21 $1368.32 $1344.00 Short 3 1.81% 17485.87 17485.87
    VXX 2019-10-25 2019-10-28 $1316.48 $1261.44 Short 3 4.36% 11720.61 17736.68
    SVXY 2019-10-25 2019-10-29 $28.38 $28.62 Long 209 0.88% 17703.24 17703.24
    SVXY 2019-11-04 2019-11-05 $29.82 $29.48 Long 204 -1.14% 17559.00 17559.00
    VXX 2019-11-04 2019-11-05 $1191.04 $1216.00 Short 3 -2.05% 17559.00 17559.00
    VXX 2019-11-06 2019-11-07 $1236.48 $1205.12 Short 3 2.60% 17653.08 17653.08
    SVXY 2019-11-13 2019-11-14 $29.82 $29.87 Long 200 0.15% 17665.92 17665.92
    VXX 2019-11-13 2019-11-14 $1187.20 $1185.92 Short 3 0.11% 17665.92 17665.92
    SVXY 2019-11-15 2019-11-18 $30.38 $30.78 Long 201 1.33% 17841.40 17841.40
    VXX 2019-11-15 2019-11-18 $1145.60 $1114.24 Short 3 2.81% 17841.40 17841.40
    SVXY 2019-11-20 2019-11-21 $30.57 $30.59 Long 196 0.03% 17840.80 17840.80
    VXX 2019-11-20 2019-11-21 $1128.32 $1128.96 Short 4 -0.06% 17840.80 17840.80
    SVXY 2019-11-26 2019-11-27 $31.66 $31.91 Long 193 0.77% 17950.81 17950.81
    VXX 2019-11-26 2019-11-27 $1049.60 $1033.92 Short 4 1.52% 17950.81 17950.81
    SVXY 2019-11-29 2019-12-02 $31.71 $31.57 Long 191 -0.44% 17880.55 17880.55
    VXX 2019-11-29 2019-12-02 $1046.40 $1057.28 Short 4 -1.03% 17880.55 17880.55
    VXX 2019-12-09 2019-12-10 $1075.20 $1120.00 Short 4 -4.00% 17701.35 17701.35
    SVXY 2019-12-11 2019-12-12 $30.54 $30.78 Long 197 0.79% 17815.19 17815.19
    VXX 2019-12-11 2019-12-12 $1116.16 $1099.52 Short 4 1.51% 17815.19 17815.19
    SVXY 2019-12-13 2019-12-16 $31.49 $32.81 Long 196 4.19% 18345.27 18345.27
    VXX 2019-12-13 2019-12-16 $1032.32 $964.48 Short 4 7.03% 18345.27 18345.27
    SVXY 2019-12-20 2019-12-23 $33.05 $32.83 Long 191 -0.68% 18253.65 18253.65
    VXX 2019-12-20 2019-12-23 $947.84 $960.00 Short 4 -1.27% 18253.65 18253.65
    SVXY 2020-01-03 2020-01-06 $31.95 $31.93 Long 187 -0.08% 18231.06 18231.06
    VXX 2020-01-03 2020-01-06 $1002.88 $1007.36 Short 4 -0.44% 18231.06 18231.06
    SVXY 2020-01-08 2020-01-09 $32.87 $33.41 Long 190 1.64% 18469.34 18469.34
    VXX 2020-01-08 2020-01-09 $954.24 $920.32 Short 4 3.69% 18469.34 18469.34
    VXX 2020-01-10 2020-01-13 $906.24 $893.44 Short 5 1.43% 12236.11 18610.01
    SVXY 2020-01-10 2020-01-14 $33.67 $34.12 Long 187 1.31% 18615.62 18615.62
    SVXY 2020-01-15 2020-01-16 $34.28 $34.55 Long 185 0.77% 18741.44 18741.44
    VXX 2020-01-15 2020-01-16 $874.24 $858.88 Short 5 1.79% 18741.44 18741.44
    SVXY 2020-01-17 2020-01-21 $34.73 $34.44 Long 184 -0.82% 18621.80 18621.80
    VXX 2020-01-17 2020-01-21 $850.56 $864.00 Short 5 -1.56% 18621.80 18621.80
    SVXY 2020-02-05 2020-02-06 $33.02 $33.26 Long 195 0.71% 18721.39 18721.39
    VXX 2020-02-05 2020-02-06 $914.56 $901.12 Short 4 1.49% 18721.39 18721.39
    VXX 2020-02-07 2020-02-10 $928.00 $928.64 Short 5 -0.07% 12456.25 18795.54
    SVXY 2020-02-07 2020-02-11 $32.78 $33.51 Long 191 2.20% 18855.71 18855.71
    SVXY 2020-02-12 2020-02-13 $33.53 $33.47 Long 191 -0.21% 18848.74 18848.74
    VXX 2020-02-12 2020-02-13 $887.04 $885.76 Short 5 0.14% 18848.74 18848.74
    SVXY 2020-02-14 2020-02-18 $33.86 $33.63 Long 191 -0.68% 18734.41 18734.41
    VXX 2020-02-14 2020-02-18 $867.84 $881.92 Short 5 -1.60% 18734.41 18734.41
    SVXY 2020-02-19 2020-02-20 $33.90 $33.75 Long 189 -0.43% 18675.00 18675.00
    VXX 2020-02-19 2020-02-20 $864.64 $871.04 Short 5 -0.73% 18675.00 18675.00
    SVXY 2020-03-23 2020-03-24 $14.52 $16.45 Long 448 13.29% 20532.28 20532.28
    VXX 2020-03-23 2020-03-24 $3671.68 $2679.04 Short 1 37.05% 20532.28 20532.28
    SVXY 2020-03-25 2020-03-26 $15.48 $15.22 Long 424 -1.65% 20362.08 20362.08
    VXX 2020-03-25 2020-03-26 $3083.52 $3145.60 Short 1 -1.97% 20362.08 20362.08
    SVXY 2020-03-27 2020-03-30 $14.86 $14.90 Long 454 0.27% 20368.72 20368.72
    VXX 2020-03-27 2020-03-30 $3221.76 $3233.28 Short 1 -0.36% 20368.72 20368.72
    SVXY 2020-04-03 2020-04-06 $15.30 $16.11 Long 463 5.23% 21052.08 21052.08
    VXX 2020-04-03 2020-04-06 $3008.00 $2695.04 Short 1 11.61% 21052.08 21052.08
    SVXY 2020-04-07 2020-04-08 $16.35 $15.91 Long 444 -2.66% 20735.42 20735.42
    VXX 2020-04-07 2020-04-08 $2618.24 $2741.76 Short 1 -4.51% 20735.42 20735.42
    VXX 2020-04-09 2020-04-13 $2696.32 $2643.20 Short 1 2.01% 13694.44 20921.14
    SVXY 2020-04-09 2020-04-14 $16.05 $16.84 Long 442 4.92% 21137.72 21137.72
    SVXY 2020-04-15 2020-04-16 $16.41 $16.21 Long 426 -1.22% 20945.00 20945.00
    VXX 2020-04-15 2020-04-16 $2560.00 $2613.76 Short 2 -2.06% 20945.00 20945.00
    VXX 2020-04-17 2020-04-20 $2499.84 $2634.88 Short 2 -5.13% 20674.92 20674.92
    SVXY 2020-04-27 2020-04-28 $16.11 $16.73 Long 450 3.82% 21166.71 21166.71
    VXX 2020-04-27 2020-04-28 $2589.44 $2374.40 Short 1 9.06% 21166.71 21166.71
    VXX 2020-05-08 2020-05-11 $2333.44 $2296.96 Short 2 1.59% 13915.55 21639.53
    SVXY 2020-05-08 2020-05-12 $16.76 $17.93 Long 437 7.01% 21753.15 21753.15
    SVXY 2020-05-13 2020-05-14 $16.59 $15.48 Long 412 -6.63% 20630.51 20630.51
    VXX 2020-05-13 2020-05-14 $2325.76 $2660.48 Short 2 -12.58% 20630.51 20630.51
    SVXY 2020-05-20 2020-05-21 $16.93 $17.07 Long 414 0.86% 20759.66 20759.66
    VXX 2020-05-20 2020-05-21 $2199.04 $2164.48 Short 2 1.60% 20759.66 20759.66
    VXX 2020-05-22 2020-05-26 $2233.60 $2094.72 Short 2 6.63% 14115.54 21132.41
    SVXY 2020-05-22 2020-05-28 $16.76 $17.12 Long 413 2.18% 21188.16 21188.16
    SVXY 2020-06-03 2020-06-04 $17.50 $17.65 Long 420 0.86% 21326.68 21326.68
    VXX 2020-06-03 2020-06-04 $2040.32 $2002.56 Short 2 1.89% 21326.68 21326.68
    SVXY 2020-06-08 2020-06-09 $18.26 $17.77 Long 395 -2.68% 20919.37 20919.37
    VXX 2020-06-08 2020-06-09 $1857.28 $1964.16 Short 2 -5.44% 20919.37 20919.37
    VXX 2020-06-19 2020-06-22 $2268.16 $2377.60 Short 2 -4.60% 13384.94 20714.59
    SVXY 2020-06-19 2020-06-23 $15.56 $15.93 Long 470 2.35% 20872.04 20872.04
    SVXY 2020-06-24 2020-06-25 $15.43 $15.06 Long 445 -2.37% 20500.98 20500.98
    VXX 2020-06-24 2020-06-25 $2284.80 $2389.12 Short 2 -4.37% 20500.98 20500.98
    SVXY 2020-06-26 2020-06-29 $15.46 $15.12 Long 462 -2.20% 20160.86 20160.86
    VXX 2020-06-26 2020-06-29 $2268.80 $2360.32 Short 2 -3.88% 20160.86 20160.86
    SVXY 2020-07-06 2020-07-07 $16.38 $16.04 Long 420 -2.08% 19854.22 19854.22
    VXX 2020-07-06 2020-07-07 $2001.28 $2083.20 Short 2 -3.93% 19854.22 19854.22
    SVXY 2020-07-20 2020-07-21 $16.52 $17.00 Long 416 2.87% 20271.98 20271.98
    VXX 2020-07-20 2020-07-21 $1934.08 $1824.00 Short 2 6.04% 20271.98 20271.98
    SVXY 2020-07-22 2020-07-23 $16.68 $16.89 Long 405 1.29% 20455.05 20455.05
    VXX 2020-07-22 2020-07-23 $1897.60 $1849.60 Short 2 2.60% 20455.05 20455.05
    SVXY 2020-07-31 2020-08-03 $16.97 $17.02 Long 420 0.29% 20490.13 20490.13
    VXX 2020-07-31 2020-08-03 $1818.88 $1811.84 Short 2 0.39% 20490.13 20490.13
    SVXY 2020-08-05 2020-08-06 $17.35 $17.36 Long 410 0.09% 20505.24 20505.24
    VXX 2020-08-05 2020-08-06 $1739.52 $1735.04 Short 2 0.26% 20505.24 20505.24
    VXX 2020-08-07 2020-08-10 $1731.84 $1672.96 Short 3 3.52% 13714.51 20846.29
    SVXY 2020-08-07 2020-08-11 $17.38 $18.02 Long 401 3.68% 20938.52 20938.52
    SVXY 2020-08-14 2020-08-17 $17.80 $18.07 Long 399 1.55% 21209.53 21209.53
    VXX 2020-08-14 2020-08-17 $1646.72 $1592.96 Short 3 3.37% 21209.53 21209.53
    SVXY 2020-08-21 2020-08-24 $18.04 $18.41 Long 406 2.02% 21547.80 21547.80
    VXX 2020-08-21 2020-08-24 $1596.16 $1532.80 Short 3 4.13% 21547.80 21547.80
    SVXY 2020-08-26 2020-08-27 $18.30 $18.12 Long 403 -0.98% 21388.86 21388.86
    VXX 2020-08-26 2020-08-27 $1551.36 $1580.16 Short 3 -1.82% 21388.86 21388.86
    SVXY 2020-09-11 2020-09-14 $17.30 $17.68 Long 421 2.17% 21780.97 21780.97
    VXX 2020-09-11 2020-09-14 $1688.96 $1610.88 Short 3 4.85% 21780.97 21780.97
    SVXY 2020-09-30 2020-10-01 $17.86 $17.84 Long 422 -0.17% 21768.31 21768.31
    VXX 2020-09-30 2020-10-01 $1575.04 $1575.04 Short 3 0.00% 21768.31 21768.31
    SVXY 2020-10-05 2020-10-06 $17.49 $17.77 Long 429 1.60% 22036.27 22036.27
    VXX 2020-10-05 2020-10-06 $1633.92 $1584.64 Short 3 3.11% 22036.27 22036.27
    VXX 2020-10-09 2020-10-12 $1459.84 $1401.60 Short 3 4.16% 14496.49 22359.03
    SVXY 2020-10-09 2020-10-13 $18.50 $18.74 Long 417 1.30% 22311.07 22311.07
    SVXY 2020-10-26 2020-10-27 $18.45 $17.85 Long 405 -3.26% 21691.58 21691.58
    VXX 2020-10-26 2020-10-27 $1452.80 $1546.75 Short 4 -6.07% 21691.58 21691.58
    VXX 2020-11-06 2020-11-09 $1395.20 $1221.12 Short 3 14.26% 14851.46 22497.68
    SVXY 2020-11-06 2020-11-10 $18.55 $19.52 Long 397 5.23% 22598.91 22598.91
    SVXY 2020-11-23 2020-11-24 $20.02 $20.23 Long 386 1.02% 22678.04 22678.04
    SVXY 2020-11-30 2020-12-01 $20.43 $20.77 Long 373 1.64% 23257.20 23257.20
    VXX 2020-11-30 2020-12-01 $1124.48 $1088.64 Short 5 3.29% 23257.20 23257.20
    UVXY 2020-11-30 2020-12-01 $5775.00 $5500.00 Short 1 5.00% 23257.20 23257.20
    SVXY 2020-12-09 2020-12-10 $21.15 $20.55 Long 384 -2.86% 22287.33 22287.33
    VXX 2020-12-09 2020-12-10 $1050.24 $1109.76 Short 5 -5.36% 22287.33 22287.33
    UVXY 2020-12-09 2020-12-10 $5190.00 $5629.95 Short 1 -7.81% 22287.33 22287.33
    VXX 2020-12-21 2020-12-22 $1201.92 $1166.72 Short 5 3.02% 15588.91 22868.91
    UVXY 2020-12-21 2020-12-22 $6320.00 $6040.00 Short 1 4.64% 15588.91 22868.91
    SVXY 2020-12-21 2020-12-23 $19.66 $20.20 Long 364 2.77% 22941.71 22941.71
    SVXY 2020-12-29 2020-12-30 $20.88 $20.41 Long 374 -2.25% 22159.66 22159.66
    VXX 2020-12-29 2020-12-30 $1061.12 $1110.37 Short 5 -4.44% 22159.66 22159.66
    UVXY 2020-12-29 2020-12-30 $5240.00 $5600.00 Short 1 -6.43% 22159.66 22159.66
    SVXY 2020-12-31 2021-01-04 $20.73 $20.73 Long 369 0.00% 22167.86 22167.86
    VXX 2020-12-31 2021-01-04 $1073.92 $1073.28 Short 5 0.06% 22167.86 22167.86
    UVXY 2020-12-31 2021-01-04 $5325.00 $5320.00 Short 1 0.09% 22167.86 22167.86
    SVXY 2021-01-11 2021-01-12 $20.52 $20.49 Long 361 -0.15% 22172.03 22172.03
    VXX 2021-01-11 2021-01-12 $1084.80 $1084.80 Short 5 0.00% 22172.03 22172.03
    UVXY 2021-01-11 2021-01-12 $5385.00 $5370.00 Short 1 0.28% 22172.03 22172.03
    SVXY 2021-01-13 2021-01-14 $20.61 $20.84 Long 367 1.16% 22574.91 22574.91
    VXX 2021-01-13 2021-01-14 $1071.36 $1046.40 Short 5 2.39% 22574.91 22574.91
    UVXY 2021-01-13 2021-01-14 $5280.00 $5090.00 Short 1 3.73% 22574.91 22574.91
    SVXY 2021-01-25 2021-01-26 $20.68 $20.56 Long 371 -0.56% 22370.04 22370.04
    VXX 2021-01-25 2021-01-26 $1059.20 $1072.64 Short 5 -1.25% 22370.04 22370.04
    UVXY 2021-01-25 2021-01-26 $5180.00 $5275.00 Short 1 -1.80% 22370.04 22370.04
    SVXY 2021-02-03 2021-02-04 $19.50 $20.00 Long 401 2.56% 22803.50 22803.50
    VXX 2021-02-03 2021-02-04 $1138.56 $1080.32 Short 4 5.39% 22803.50 22803.50
    VXX 2021-02-05 2021-02-08 $1050.88 $1048.32 Short 5 0.24% 14994.55 22860.33
    UVXY 2021-02-05 2021-02-08 $5015.00 $5000.00 Short 1 0.30% 14994.55 22860.33
    SVXY 2021-02-05 2021-02-09 $20.25 $20.18 Long 387 -0.37% 22802.28 22802.28
    SVXY 2021-02-10 2021-02-11 $20.32 $20.23 Long 384 -0.47% 22636.40 22636.40
    VXX 2021-02-10 2021-02-11 $1042.56 $1053.44 Short 5 -1.03% 22636.40 22636.40
    UVXY 2021-02-10 2021-02-11 $4955.00 $5030.00 Short 1 -1.49% 22636.40 22636.40
    SVXY 2021-02-17 2021-02-18 $20.39 $20.45 Long 373 0.32% 22705.44 22705.44
    VXX 2021-02-17 2021-02-18 $1034.24 $1025.28 Short 5 0.87% 22705.44 22705.44
    SVXY 2021-02-22 2021-02-23 $20.73 $20.57 Long 371 -0.77% 22480.68 22480.68
    VXX 2021-02-22 2021-02-23 $998.40 $1012.48 Short 5 -1.39% 22480.68 22480.68
    UVXY 2021-02-22 2021-02-23 $4630.00 $4725.00 Short 1 -2.01% 22480.68 22480.68
    SVXY 2021-02-24 2021-02-25 $20.79 $21.24 Long 371 2.19% 22867.09 22867.09
    VXX 2021-02-24 2021-02-25 $990.72 $947.20 Short 5 4.59% 22867.09 22867.09
    SVXY 2021-03-05 2021-03-08 $20.35 $20.66 Long 378 1.55% 23146.16 23146.16
    VXX 2021-03-05 2021-03-08 $1001.60 $969.60 Short 5 3.30% 23146.16 23146.16
    SVXY 2021-03-12 2021-03-15 $21.09 $21.52 Long 371 2.01% 23762.71 23762.71
    VXX 2021-03-12 2021-03-15 $926.72 $890.24 Short 6 4.10% 23762.71 23762.71
    UVXY 2021-03-12 2021-03-15 $4075.00 $3835.00 Short 1 6.26% 23762.71 23762.71
    VXX 2021-03-22 2021-03-23 $807.68 $769.92 Short 7 4.90% 24027.03 24027.03
    SVXY 2021-03-26 2021-03-29 $23.00 $22.98 Long 365 -0.11% 24012.91 24012.91
    VXX 2021-03-26 2021-03-29 $768.64 $768.64 Short 7 0.00% 24012.91 24012.91
    UVXY 2021-03-26 2021-03-29 $3050.00 $3055.00 Short 1 -0.16% 24012.91 24012.91
    SVXY 2021-04-05 2021-04-06 $24.28 $24.23 Long 344 -0.23% 23938.39 23938.39
    VXX 2021-04-05 2021-04-06 $685.44 $688.64 Short 8 -0.46% 23938.39 23938.39
    UVXY 2021-04-05 2021-04-06 $2565.00 $2580.00 Short 2 -0.58% 23938.39 23938.39
    VXX 2021-04-09 2021-04-12 $666.88 $664.96 Short 9 0.29% 15892.27 24113.98
    UVXY 2021-04-09 2021-04-12 $2465.00 $2450.00 Short 2 0.61% 15892.27 24113.98
    SVXY 2021-04-09 2021-04-13 $24.60 $24.91 Long 329 1.26% 24087.66 24087.66
    VXX 2021-04-19 2021-04-20 $632.96 $659.20 Short 9 -3.98% 23851.50 23851.50
    VXX 2021-04-21 2021-04-22 $668.80 $629.12 Short 9 6.31% 24208.62 24208.62
    VXX 2021-04-26 2021-04-27 $636.32 $633.44 Short 9 0.45% 24234.54 24234.54
    SVXY 2021-04-30 2021-05-03 $25.16 $25.23 Long 322 0.26% 24319.07 24319.07
    VXX 2021-04-30 2021-05-03 $630.56 $627.20 Short 10 0.54% 24319.07 24319.07
    UVXY 2021-04-30 2021-05-03 $2250.00 $2235.00 Short 2 0.67% 24319.07 24319.07
    VXX 2021-05-07 2021-05-10 $622.72 $586.88 Short 9 6.11% 16724.38 25087.56
    UVXY 2021-05-07 2021-05-10 $2210.00 $2015.00 Short 2 9.68% 16724.38 25087.56
    SVXY 2021-05-07 2021-05-11 $25.25 $24.66 Long 329 -2.34% 24837.52 24837.52
    SVXY 2021-05-19 2021-05-20 $23.37 $23.91 Long 344 2.29% 25680.36 25680.36
    VXX 2021-05-19 2021-05-20 $689.76 $658.88 Short 10 4.69% 25680.36 25680.36
    UVXY 2021-05-19 2021-05-20 $2515.00 $2340.00 Short 2 7.48% 25680.36 25680.36
    SVXY 2021-05-24 2021-05-25 $24.63 $25.02 Long 357 1.58% 26211.59 26211.59
    VXX 2021-05-24 2021-05-25 $618.72 $599.52 Short 10 3.20% 26211.59 26211.59
    UVXY 2021-05-24 2021-05-25 $2135.00 $2035.00 Short 2 4.91% 26211.59 26211.59
    SVXY 2021-05-26 2021-05-27 $25.12 $25.69 Long 356 2.25% 27098.87 27098.87
    VXX 2021-05-26 2021-05-27 $594.24 $568.00 Short 11 4.62% 27098.87 27098.87
    UVXY 2021-05-26 2021-05-27 $2002.50 $1870.00 Short 3 7.09% 27098.87 27098.87
    SVXY 2021-05-28 2021-06-01 $26.28 $26.25 Long 358 -0.10% 27091.66 27091.66
    VXX 2021-05-28 2021-06-01 $541.12 $541.60 Short 12 -0.09% 27091.66 27091.66
    UVXY 2021-05-28 2021-06-01 $1737.50 $1735.00 Short 3 0.14% 27091.66 27091.66
    SVXY 2021-06-09 2021-06-10 $26.61 $26.61 Long 344 0.00% 27093.82 27093.82
    VXX 2021-06-09 2021-06-10 $524.96 $524.64 Short 13 0.06% 27093.82 27093.82
    UVXY 2021-06-09 2021-06-10 $1656.00 $1656.50 Short 4 -0.03% 27093.82 27093.82
    SVXY 2021-06-11 2021-06-14 $27.28 $27.41 Long 346 0.49% 27335.17 27335.17
    VXX 2021-06-11 2021-06-14 $496.96 $491.68 Short 13 1.07% 27335.17 27335.17
    UVXY 2021-06-11 2021-06-14 $1530.00 $1498.50 Short 4 2.10% 27335.17 27335.17
    VXX 2021-06-25 2021-06-28 $472.96 $463.68 Short 14 2.00% 18355.89 27672.82
    UVXY 2021-06-25 2021-06-28 $1405.00 $1361.00 Short 4 3.23% 18355.89 27672.82
    SVXY 2021-06-25 2021-06-29 $27.80 $28.05 Long 334 0.92% 27726.26 27726.26
    SVXY 2021-06-30 2021-07-01 $27.56 $27.94 Long 336 1.38% 28363.04 28363.04
    VXX 2021-06-30 2021-07-01 $479.84 $466.40 Short 15 2.88% 28363.04 28363.04
    UVXY 2021-06-30 2021-07-01 $1434.00 $1372.50 Short 5 4.48% 28363.04 28363.04
    SVXY 2021-07-26 2021-07-27 $26.70 $26.82 Long 355 0.45% 28511.34 28511.34
    VXX 2021-07-26 2021-07-27 $491.04 $488.16 Short 15 0.59% 28511.34 28511.34
    UVXY 2021-07-26 2021-07-27 $1458.50 $1446.00 Short 5 0.86% 28511.34 28511.34
    SVXY 2021-07-28 2021-07-29 $26.80 $27.12 Long 361 1.21% 29023.22 29023.22
    VXX 2021-07-28 2021-07-29 $488.64 $477.60 Short 14 2.31% 29023.22 29023.22
    UVXY 2021-07-28 2021-07-29 $1447.50 $1399.50 Short 5 3.43% 29023.22 29023.22
    SVXY 2021-08-09 2021-08-10 $27.74 $28.00 Long 358 0.94% 29462.40 29462.40
    VXX 2021-08-09 2021-08-10 $451.68 $442.08 Short 16 2.17% 29462.40 29462.40
    UVXY 2021-08-09 2021-08-10 $1286.50 $1248.00 Short 5 3.08% 29462.40 29462.40
    SVXY 2021-08-11 2021-08-12 $28.20 $28.36 Long 357 0.60% 29753.69 29753.69
    VXX 2021-08-11 2021-08-12 $436.96 $431.36 Short 16 1.30% 29753.69 29753.69
    UVXY 2021-08-11 2021-08-12 $1218.00 $1194.50 Short 6 1.97% 29753.69 29753.69
    SVXY 2021-08-16 2021-08-17 $28.35 $28.23 Long 349 -0.42% 29564.69 29564.69
    VXX 2021-08-16 2021-08-17 $430.88 $434.72 Short 18 -0.88% 29564.69 29564.69
    UVXY 2021-08-16 2021-08-17 $1195.50 $1208.50 Short 6 -1.08% 29564.69 29564.69
    SVXY 2021-08-25 2021-08-26 $28.35 $28.39 Long 354 0.16% 29679.26 29679.26
    VXX 2021-08-25 2021-08-26 $425.92 $424.00 Short 17 0.45% 29679.26 29679.26
    UVXY 2021-08-25 2021-08-26 $1170.50 $1159.50 Short 6 0.95% 29679.26 29679.26
    SVXY 2021-08-27 2021-08-30 $28.22 $28.87 Long 355 2.31% 30732.50 30732.50
    VXX 2021-08-27 2021-08-30 $429.44 $408.64 Short 17 5.09% 30732.50 30732.50
    UVXY 2021-08-27 2021-08-30 $1176.00 $1098.00 Short 6 7.10% 30732.50 30732.50
    SVXY 2021-09-03 2021-09-07 $29.11 $29.10 Long 354 -0.03% 30788.28 30788.28
    VXX 2021-09-03 2021-09-07 $403.20 $401.92 Short 19 0.32% 30788.28 30788.28
    UVXY 2021-09-03 2021-09-07 $1074.50 $1069.50 Short 7 0.47% 30788.28 30788.28
    SVXY 2021-09-08 2021-09-09 $28.66 $28.80 Long 359 0.49% 30935.82 30935.82
    VXX 2021-09-08 2021-09-09 $416.64 $411.52 Short 19 1.24% 30935.82 30935.82
    SVXY 2021-09-17 2021-09-20 $28.95 $26.95 Long 365 -6.88% 27463.99 27463.99
    VXX 2021-09-17 2021-09-20 $404.80 $462.72 Short 19 -12.52% 27463.99 27463.99
    UVXY 2021-09-17 2021-09-20 $1078.00 $1313.00 Short 7 -17.90% 27463.99 27463.99
    VXX 2021-09-24 2021-09-27 $415.68 $395.84 Short 16 5.01% 11911.10 27700.34
    SVXY 2021-09-27 2021-09-28 $29.00 $28.30 Long 334 -2.41% 27109.63 27109.63
    UVXY 2021-09-27 2021-09-28 $1031.00 $1104.00 Short 6 -6.61% 27109.63 27109.63
    VXX 2021-10-08 2021-10-11 $399.20 $400.00 Short 16 -0.20% 17731.30 27041.86
    UVXY 2021-10-08 2021-10-11 $1040.50 $1044.50 Short 6 -0.38% 17731.30 27041.86
    SVXY 2021-10-08 2021-10-12 $28.66 $28.76 Long 326 0.37% 27107.06 27107.06
    SVXY 2021-10-18 2021-10-19 $29.67 $30.29 Long 306 2.09% 27964.50 27964.50
    VXX 2021-10-18 2021-10-19 $370.40 $355.52 Short 19 4.19% 27964.50 27964.50
    UVXY 2021-10-18 2021-10-19 $927.50 $872.50 Short 7 6.30% 27964.50 27964.50
    SVXY 2021-10-20 2021-10-21 $30.30 $30.36 Long 313 0.18% 28064.91 28064.91
    VXX 2021-10-20 2021-10-21 $355.20 $353.44 Short 20 0.50% 28064.91 28064.91
    UVXY 2021-10-20 2021-10-21 $871.00 $865.00 Short 8 0.69% 28064.91 28064.91
    SVXY 2021-10-25 2021-10-26 $30.77 $31.24 Long 308 1.54% 28425.61 28425.61
    VXX 2021-10-25 2021-10-26 $344.00 $333.28 Short 20 3.22% 28425.61 28425.61
    SVXY 2021-10-27 2021-10-28 $30.82 $30.68 Long 309 -0.45% 28224.01 28224.01
    VXX 2021-10-27 2021-10-28 $342.08 $345.12 Short 21 -0.88% 28224.01 28224.01
    UVXY 2021-10-27 2021-10-28 $822.50 $833.00 Short 9 -1.26% 28224.01 28224.01
    SVXY 2021-10-29 2021-11-01 $30.46 $30.91 Long 312 1.46% 28542.05 28542.05
    VXX 2021-10-29 2021-11-01 $348.80 $339.84 Short 20 2.64% 28542.05 28542.05
    SVXY 2021-11-03 2021-11-04 $31.36 $32.12 Long 312 2.41% 29605.25 29605.25
    VXX 2021-11-03 2021-11-04 $329.44 $313.60 Short 21 5.05% 29605.25 29605.25
    UVXY 2021-11-03 2021-11-04 $775.50 $720.50 Short 9 7.63% 29605.25 29605.25
    VXX 2021-11-05 2021-11-08 $318.40 $328.16 Short 24 -2.97% 19036.92 28782.18
    UVXY 2021-11-05 2021-11-08 $736.00 $770.00 Short 10 -4.42% 19036.92 28782.18
    SVXY 2021-11-05 2021-11-09 $31.93 $31.02 Long 313 -2.85% 28746.18 28746.18
    SVXY 2021-11-19 2021-11-22 $31.11 $31.30 Long 310 0.61% 28910.68 28910.68
    VXX 2021-11-19 2021-11-22 $332.96 $328.16 Short 22 1.46% 28910.68 28910.68
    VXX 2021-12-03 2021-12-06 $408.00 $431.52 Short 17 -5.45% 27982.84 27982.84
    UVXY 2021-12-03 2021-12-06 $1025.00 $1113.00 Short 6 -7.91% 27982.84 27982.84
    SVXY 2021-12-08 2021-12-09 $28.11 $28.80 Long 348 2.45% 28980.14 28980.14
    VXX 2021-12-08 2021-12-09 $363.20 $345.44 Short 18 5.14% 28980.14 28980.14
    UVXY 2021-12-08 2021-12-09 $853.50 $791.00 Short 7 7.90% 28980.14 28980.14
    VXX 2021-12-10 2021-12-13 $338.24 $335.68 Short 21 0.76% 19175.75 28997.99
    UVXY 2021-12-10 2021-12-13 $764.00 $754.50 Short 9 1.26% 19175.75 28997.99
    SVXY 2021-12-10 2021-12-14 $29.07 $28.23 Long 342 -2.92% 28828.70 28828.70
    SVXY 2021-12-27 2021-12-28 $29.63 $29.94 Long 332 1.04% 29307.15 29307.15
    VXX 2021-12-27 2021-12-28 $320.32 $313.44 Short 22 2.19% 29307.15 29307.15
    UVXY 2021-12-27 2021-12-28 $698.50 $676.00 Short 10 3.33% 29307.15 29307.15
    SVXY 2021-12-29 2021-12-30 $30.27 $30.70 Long 332 1.40% 29982.51 29982.51
    VXX 2021-12-29 2021-12-30 $306.88 $297.76 Short 23 3.06% 29982.51 29982.51
    UVXY 2021-12-29 2021-12-30 $654.50 $625.00 Short 11 4.72% 29982.51 29982.51
    SVXY 2021-12-31 2022-01-03 $30.66 $30.98 Long 332 1.06% 30460.41 30460.41
    VXX 2021-12-31 2022-01-03 $298.40 $292.48 Short 25 2.02% 30460.41 30460.41
    UVXY 2021-12-31 2022-01-03 $627.00 $608.50 Short 12 3.04% 30460.41 30460.41
    SVXY 2022-01-18 2022-01-19 $29.98 $29.75 Long 346 -0.76% 30183.70 30183.70
    VXX 2022-01-18 2022-01-19 $308.00 $311.52 Short 25 -1.13% 30183.70 30183.70
    UVXY 2022-01-18 2022-01-19 $654.00 $664.00 Short 11 -1.51% 30183.70 30183.70
    SVXY 2022-01-31 2022-02-01 $27.08 $28.41 Long 385 4.89% 32365.82 32365.82
    VXX 2022-01-31 2022-02-01 $371.36 $336.16 Short 20 10.47% 32365.82 32365.82
    UVXY 2022-01-31 2022-02-01 $860.00 $739.00 Short 8 16.37% 32365.82 32365.82
    VXX 2022-02-04 2022-02-07 $344.32 $328.00 Short 24 4.98% 22607.77 33618.42
    UVXY 2022-02-04 2022-02-07 $760.50 $707.50 Short 11 7.49% 22607.77 33618.42
    SVXY 2022-02-04 2022-02-08 $27.80 $28.66 Long 386 3.07% 33669.57 33669.57
    SVXY 2022-02-22 2022-02-23 $25.96 $26.50 Long 436 2.08% 34870.09 34870.09
    VXX 2022-02-22 2022-02-23 $380.64 $363.68 Short 23 4.66% 34870.09 34870.09
    UVXY 2022-02-22 2022-02-23 $867.00 $809.50 Short 10 7.10% 34870.09 34870.09
    SVXY 2022-03-02 2022-03-03 $24.61 $25.18 Long 467 2.32% 36542.54 36542.54
    VXX 2022-03-02 2022-03-03 $420.96 $394.88 Short 22 6.60% 36542.54 36542.54
    UVXY 2022-03-02 2022-03-03 $1000.50 $908.00 Short 9 10.19% 36542.54 36542.54
    VXX 2022-03-11 2022-03-14 $400.48 $419.36 Short 21 -4.50% 14248.25 35143.73
    SVXY 2022-03-11 2022-03-15 $24.86 $24.08 Long 522 -3.12% 35404.01 35404.01
    UVXY 2022-03-14 2022-03-15 $991.50 $1029.00 Short 9 -3.64% 35404.01 35404.01
    SVXY 2022-03-16 2022-03-17 $24.68 $25.45 Long 499 3.10% 37402.06 37402.06
    VXX 2022-03-16 2022-03-17 $472.64 $422.40 Short 18 11.89% 37402.06 37402.06
    UVXY 2022-03-16 2022-03-17 $942.00 $853.00 Short 8 10.43% 37402.06 37402.06
    SVXY 2022-03-18 2022-03-21 $25.43 $26.30 Long 499 3.40% 38746.70 38746.70
    UVXY 2022-03-18 2022-03-21 $850.00 $767.00 Short 11 10.82% 38746.70 38746.70
    SVXY 2022-03-23 2022-03-24 $26.27 $26.69 Long 494 1.58% 39744.63 39744.63
    VXX 2022-03-23 2022-03-24 $414.40 $400.32 Short 24 3.52% 39744.63 39744.63
    UVXY 2022-03-23 2022-03-24 $766.50 $731.50 Short 13 4.78% 39744.63 39744.63
    SVXY 2022-03-28 2022-03-29 $27.23 $27.95 Long 499 2.64% 40103.91 40103.91
    SVXY 2022-04-04 2022-04-05 $27.93 $28.35 Long 494 1.52% 40471.30 40471.30
    VXX 2022-04-04 2022-04-05 $400.16 $393.60 Short 24 1.67% 40471.30 40471.30
    VXX 2022-04-06 2022-04-07 $416.16 $394.88 Short 26 5.39% 41024.58 41024.58
    VXX 2022-04-08 2022-04-11 $389.60 $406.08 Short 26 -4.06% 40596.10 40596.10
    SVXY 2022-04-18 2022-04-19 $26.96 $27.28 Long 500 1.19% 40756.10 40756.10
    SVXY 2022-04-20 2022-04-21 $28.17 $28.52 Long 507 1.24% 41320.05 41320.05
    VXX 2022-04-20 2022-04-21 $389.76 $387.20 Short 25 0.66% 41320.05 41320.05
    UVXY 2022-04-20 2022-04-21 $590.50 $569.00 Short 15 3.78% 41320.05 41320.05
    SVXY 2022-05-04 2022-05-05 $24.89 $25.54 Long 580 2.57% 43108.93 43108.93
    VXX 2022-05-04 2022-05-05 $425.28 $400.96 Short 24 6.07% 43108.93 43108.93
    UVXY 2022-05-04 2022-05-05 $798.00 $728.50 Short 12 9.54% 43108.93 43108.93
    VXX 2022-05-06 2022-05-09 $438.40 $453.28 Short 27 -3.28% 28997.20 42035.81
    UVXY 2022-05-06 2022-05-09 $907.00 $927.50 Short 15 -2.21% 28997.20 42035.81
    SVXY 2022-05-06 2022-05-10 $23.39 $23.30 Long 573 -0.36% 42350.96 42350.96
    VXX 2022-05-20 2022-05-23 $398.40 $396.96 Short 25 0.36% 42386.96 42386.96
    SVXY 2022-05-25 2022-05-26 $23.74 $24.32 Long 605 2.46% 43918.21 43918.21
    VXX 2022-05-25 2022-05-26 $390.40 $374.24 Short 27 4.32% 43918.21 43918.21
    UVXY 2022-05-25 2022-05-26 $810.50 $753.50 Short 13 7.56% 43918.21 43918.21
    SVXY 2022-05-31 2022-06-01 $24.55 $25.15 Long 606 2.42% 45378.28 45378.28
    VXX 2022-05-31 2022-06-01 $364.80 $354.40 Short 30 2.93% 45378.28 45378.28
    UVXY 2022-05-31 2022-06-01 $731.00 $678.50 Short 15 7.74% 45378.28 45378.28
    VXX 2022-06-03 2022-06-06 $354.56 $345.76 Short 32 2.55% 30660.93 46275.78
    UVXY 2022-06-03 2022-06-06 $681.50 $653.00 Short 16 4.36% 30660.93 46275.78
    SVXY 2022-06-03 2022-06-07 $25.13 $25.06 Long 615 -0.28% 46072.83 46072.83
    SVXY 2022-06-08 2022-06-09 $25.55 $25.52 Long 625 -0.14% 45974.45 45974.45
    VXX 2022-06-08 2022-06-09 $348.00 $348.00 Short 33 0.00% 45974.45 45974.45
    UVXY 2022-06-08 2022-06-09 $644.50 $649.00 Short 17 -0.69% 45974.45 45974.45
    SVXY 2022-06-22 2022-06-23 $23.32 $24.05 Long 658 3.14% 48252.84 48252.84
    VXX 2022-06-22 2022-06-23 $397.60 $374.72 Short 30 6.11% 48252.84 48252.84
    UVXY 2022-06-22 2022-06-23 $807.00 $733.00 Short 15 10.10% 48252.84 48252.84
    VXX 2022-06-24 2022-06-27 $369.44 $366.24 Short 32 0.87% 32007.43 48770.99
    UVXY 2022-06-24 2022-06-27 $720.00 $710.00 Short 16 1.41% 32007.43 48770.99
    SVXY 2022-06-24 2022-06-28 $24.20 $24.73 Long 682 2.17% 48873.29 48873.29
    VXX 2022-07-08 2022-07-11 $356.80 $355.68 Short 35 0.31% 32414.29 48990.28
    UVXY 2022-07-08 2022-07-11 $673.50 $666.00 Short 18 1.13% 32414.29 48990.28
    SVXY 2022-07-08 2022-07-12 $24.71 $24.62 Long 673 -0.38% 48983.55 48983.55
    SVXY 2022-07-18 2022-07-19 $25.37 $25.20 Long 667 -0.65% 48501.60 48501.60
    VXX 2022-07-18 2022-07-19 $339.84 $343.68 Short 35 -1.12% 48501.60 48501.60
    UVXY 2022-07-18 2022-07-19 $616.00 $628.50 Short 19 -1.99% 48501.60 48501.60
    SVXY 2022-07-20 2022-07-21 $25.20 $25.44 Long 654 0.95% 49061.66 49061.66
    VXX 2022-07-20 2022-07-21 $347.84 $345.28 Short 35 0.74% 49061.66 49061.66
    UVXY 2022-07-20 2022-07-21 $627.50 $611.00 Short 19 2.70% 49061.66 49061.66
    SVXY 2022-07-25 2022-07-26 $25.80 $25.79 Long 648 -0.04% 48227.72 48227.72
    VXX 2022-07-25 2022-07-26 $320.96 $343.04 Short 37 -6.44% 48227.72 48227.72
    UVXY 2022-07-25 2022-07-26 $584.00 $584.50 Short 21 -0.09% 48227.72 48227.72
    SVXY 2022-07-27 2022-07-28 $25.95 $26.19 Long 635 0.91% 48376.94 48376.94
    SVXY 2022-07-29 2022-08-01 $26.75 $26.62 Long 628 -0.49% 47786.26 47786.26
    VXX 2022-07-29 2022-08-01 $335.04 $343.68 Short 36 -2.51% 47786.26 47786.26
    UVXY 2022-07-29 2022-08-01 $521.00 $530.00 Short 22 -1.70% 47786.26 47786.26
    SVXY 2022-08-10 2022-08-11 $27.48 $27.83 Long 603 1.27% 48513.15 48513.15
    VXX 2022-08-10 2022-08-11 $344.80 $343.04 Short 34 0.51% 48513.15 48513.15
    UVXY 2022-08-10 2022-08-11 $475.00 $456.00 Short 24 4.17% 48513.15 48513.15
    SVXY 2022-08-12 2022-08-15 $27.80 $27.64 Long 592 -0.58% 48242.93 48242.93
    UVXY 2022-08-12 2022-08-15 $458.50 $465.00 Short 27 -1.40% 48242.93 48242.93
    VXX 2022-08-22 2022-08-23 $345.92 $337.92 Short 36 2.37% 48530.93 48530.93
    VXX 2022-08-26 2022-08-29 $312.00 $324.48 Short 39 -3.85% 18741.01 48613.87
    SVXY 2022-08-29 2022-08-30 $26.20 $26.54 Long 591 1.30% 48817.15 48817.15
    UVXY 2022-08-29 2022-08-30 $531.50 $509.50 Short 26 4.32% 48817.15 48817.15
    VXX 2022-08-31 2022-09-01 $309.60 $305.92 Short 39 1.20% 48960.67 48960.67
    VXX 2022-09-02 2022-09-06 $307.20 $301.12 Short 40 2.02% 49203.87 49203.87
    VXX 2022-09-09 2022-09-12 $292.00 $292.00 Short 42 0.00% 32307.77 49406.96
    UVXY 2022-09-09 2022-09-12 $464.00 $455.00 Short 25 1.98% 32307.77 49406.96
    SVXY 2022-09-09 2022-09-13 $27.35 $26.75 Long 626 -2.21% 49050.14 49050.14
    SVXY 2022-09-21 2022-09-22 $26.36 $25.84 Long 633 -1.97% 48370.10 48370.10
    VXX 2022-09-21 2022-09-22 $291.04 $299.20 Short 43 -2.73% 48370.10 48370.10
    SVXY 2022-10-05 2022-10-06 $25.07 $25.26 Long 650 0.76% 48981.04 48981.04
    VXX 2022-10-05 2022-10-06 $315.84 $310.88 Short 39 1.60% 48981.04 48981.04
    UVXY 2022-10-05 2022-10-06 $581.50 $567.50 Short 21 2.47% 48981.04 48981.04
    SVXY 2022-10-07 2022-10-10 $24.66 $24.25 Long 659 -1.62% 47603.04 47603.04
    VXX 2022-10-07 2022-10-10 $325.60 $336.96 Short 40 -3.37% 47603.04 47603.04
    UVXY 2022-10-07 2022-10-10 $610.00 $640.00 Short 22 -4.69% 47603.04 47603.04
    SVXY 2022-10-21 2022-10-24 $24.72 $24.80 Long 658 0.34% 47948.37 47948.37
    VXX 2022-10-21 2022-10-24 $323.68 $320.48 Short 37 1.00% 47948.37 47948.37
    UVXY 2022-10-21 2022-10-24 $601.50 $592.50 Short 19 1.52% 47948.37 47948.37
    SVXY 2022-10-26 2022-10-27 $25.27 $25.75 Long 655 1.88% 49286.86 49286.86
    VXX 2022-10-26 2022-10-27 $308.96 $298.24 Short 38 3.59% 49286.86 49286.86
    UVXY 2022-10-26 2022-10-27 $561.00 $530.00 Short 20 5.85% 49286.86 49286.86
    SVXY 2022-10-31 2022-11-01 $26.14 $26.72 Long 646 2.21% 50661.68 50661.68
    VXX 2022-10-31 2022-11-01 $289.12 $279.84 Short 42 3.32% 50661.68 50661.68
    UVXY 2022-10-31 2022-11-01 $507.00 $481.50 Short 24 5.30% 50661.68 50661.68
    SVXY 2022-11-02 2022-11-03 $26.45 $26.03 Long 644 -1.61% 49400.78 49400.78
    VXX 2022-11-02 2022-11-03 $281.76 $290.56 Short 46 -3.03% 49400.78 49400.78
    UVXY 2022-11-02 2022-11-03 $487.60 $510.00 Short 26 -4.39% 49400.78 49400.78
    SVXY 2022-11-09 2022-11-10 $26.42 $26.77 Long 623 1.34% 50004.67 50004.67
    VXX 2022-11-09 2022-11-10 $283.20 $274.88 Short 46 3.03% 50004.67 50004.67
    SVXY 2022-11-16 2022-11-17 $26.91 $26.73 Long 624 -0.67% 49565.79 49565.79
    VXX 2022-11-16 2022-11-17 $271.52 $274.24 Short 48 -0.99% 49565.79 49565.79
    UVXY 2022-11-16 2022-11-17 $460.00 $467.00 Short 28 -1.50% 49565.79 49565.79
    VXX 2022-11-18 2022-11-21 $263.20 $263.04 Short 46 0.06% 32322.85 49792.75
    UVXY 2022-11-18 2022-11-21 $437.00 $437.50 Short 27 -0.11% 32322.85 49792.75
    SVXY 2022-11-18 2022-11-22 $27.36 $27.84 Long 630 1.74% 49858.90 49858.90
    VXX 2022-11-25 2022-11-28 $243.04 $247.52 Short 51 -1.81% 32266.06 49054.99
    UVXY 2022-11-25 2022-11-28 $389.00 $399.00 Short 32 -2.51% 32266.06 49054.99
    SVXY 2022-11-25 2022-11-29 $28.36 $28.00 Long 601 -1.25% 49097.06 49097.06
    SVXY 2022-12-05 2022-12-06 $29.00 $29.05 Long 583 0.16% 49156.16 49156.16
    VXX 2022-12-05 2022-12-06 $233.12 $233.44 Short 52 -0.14% 49156.16 49156.16
    UVXY 2022-12-05 2022-12-06 $363.50 $362.00 Short 33 0.41% 49156.16 49156.16
    SVXY 2022-12-07 2022-12-08 $28.44 $28.31 Long 575 -0.46% 48903.09 48903.09
    VXX 2022-12-07 2022-12-08 $242.88 $244.32 Short 53 -0.59% 48903.09 48903.09
    UVXY 2022-12-07 2022-12-08 $385.00 $388.00 Short 34 -0.77% 48903.09 48903.09
    SVXY 2022-12-14 2022-12-15 $29.01 $29.15 Long 570 0.48% 49383.19 49383.19
    VXX 2022-12-14 2022-12-15 $232.80 $229.60 Short 54 1.39% 49383.19 49383.19
    UVXY 2022-12-14 2022-12-15 $361.00 $354.50 Short 35 1.83% 49383.19 49383.19
    SVXY 2022-12-16 2022-12-19 $28.26 $28.57 Long 575 1.08% 50350.96 50350.96
    VXX 2022-12-16 2022-12-19 $244.64 $239.04 Short 54 2.34% 50350.96 50350.96
    UVXY 2022-12-16 2022-12-19 $388.50 $374.50 Short 35 3.74% 50350.96 50350.96
    VXX 2022-12-23 2022-12-27 $236.00 $229.76 Short 56 2.72% 21621.63 50982.83
    UVXY 2022-12-27 2022-12-28 $353.00 $347.00 Short 35 1.73% 34186.63 51143.20
    SVXY 2022-12-23 2022-12-29 $28.73 $29.34 Long 582 2.09% 51259.60 51259.60
    SVXY 2022-12-30 2023-01-03 $29.13 $29.48 Long 594 1.22% 52162.07 52162.07
    VXX 2022-12-30 2023-01-03 $228.80 $224.00 Short 57 2.14% 52162.07 52162.07
    UVXY 2022-12-30 2023-01-03 $350.00 $339.00 Short 38 3.24% 52162.07 52162.07
    SVXY 2023-01-04 2023-01-05 $29.59 $29.71 Long 601 0.42% 52359.92 52359.92
    VXX 2023-01-04 2023-01-05 $222.08 $220.00 Short 59 0.95% 52359.92 52359.92
    VXX 2023-01-06 2023-01-09 $215.36 $213.12 Short 60 1.05% 21593.88 52235.87
    SVXY 2023-01-06 2023-01-10 $30.06 $30.00 Long 599 -0.22% 52147.88 52147.88
    UVXY 2023-01-09 2023-01-10 $314.50 $322.00 Short 41 -2.33% 52147.88 52147.88
    SVXY 2023-01-11 2023-01-12 $30.78 $30.93 Long 591 0.50% 52542.09 52542.09
    VXX 2023-01-11 2023-01-12 $205.12 $203.52 Short 61 0.79% 52542.09 52542.09
    UVXY 2023-01-11 2023-01-12 $297.50 $292.50 Short 41 1.71% 52542.09 52542.09
    SVXY 2023-01-13 2023-01-17 $31.27 $31.53 Long 577 0.82% 53222.62 53222.62
    VXX 2023-01-13 2023-01-17 $198.72 $195.36 Short 65 1.72% 53222.62 53222.62
    UVXY 2023-01-13 2023-01-17 $282.00 $275.00 Short 45 2.55% 53222.62 53222.62
    SVXY 2023-01-18 2023-01-19 $31.86 $30.69 Long 573 -3.66% 50113.56 50113.56
    VXX 2023-01-18 2023-01-19 $192.00 $206.08 Short 69 -6.83% 50113.56 50113.56
    UVXY 2023-01-18 2023-01-19 $267.50 $297.50 Short 49 -10.08% 50113.56 50113.56
    SVXY 2023-01-25 2023-01-26 $31.82 $32.50 Long 539 2.12% 51756.38 51756.38
    VXX 2023-01-25 2023-01-26 $191.84 $183.84 Short 65 4.35% 51756.38 51756.38
    UVXY 2023-01-25 2023-01-26 $266.50 $250.00 Short 46 6.60% 51756.38 51756.38
    SVXY 2023-01-27 2023-01-30 $32.51 $32.38 Long 541 -0.37% 51533.94 51533.94
    VXX 2023-01-27 2023-01-30 $184.00 $185.12 Short 71 -0.61% 51533.94 51533.94
    UVXY 2023-01-27 2023-01-30 $251.00 $252.50 Short 52 -0.59% 51533.94 51533.94
    SVXY 2023-02-06 2023-02-07 $32.49 $32.20 Long 540 -0.88% 50766.12 50766.12
    VXX 2023-02-06 2023-02-07 $183.52 $187.04 Short 71 -1.88% 50766.12 50766.12
    UVXY 2023-02-06 2023-02-07 $249.00 $256.00 Short 52 -2.73% 50766.12 50766.12
    SVXY 2023-02-17 2023-02-21 $31.80 $31.36 Long 530 -1.38% 49460.00 49460.00
    VXX 2023-02-17 2023-02-21 $189.92 $195.84 Short 71 -3.02% 49460.00 49460.00
    UVXY 2023-02-17 2023-02-21 $260.50 $273.05 Short 52 -4.60% 49460.00 49460.00
    SVXY 2023-03-06 2023-03-07 $33.26 $33.33 Long 512 0.21% 49728.68 49728.68
    VXX 2023-03-06 2023-03-07 $172.64 $171.60 Short 71 0.61% 49728.68 49728.68
    UVXY 2023-03-06 2023-03-07 $226.00 $223.00 Short 53 1.35% 49728.68 49728.68
    SVXY 2023-03-20 2023-03-21 $28.70 $30.08 Long 566 4.83% 53755.39 53755.39
    VXX 2023-03-20 2023-03-21 $224.04 $202.96 Short 60 10.39% 53755.39 53755.39
    UVXY 2023-03-20 2023-03-21 $325.00 $279.00 Short 43 16.49% 53755.39 53755.39
    SVXY 2023-03-22 2023-03-23 $30.77 $30.57 Long 607 -0.67% 53385.18 53385.18
    VXX 2023-03-22 2023-03-23 $193.88 $195.72 Short 67 -0.94% 53385.18 53385.18
    UVXY 2023-03-22 2023-03-23 $260.00 $262.50 Short 49 -0.95% 53385.18 53385.18
    SVXY 2023-03-27 2023-03-28 $30.61 $30.84 Long 620 0.77% 54042.80 54042.80
    VXX 2023-03-27 2023-03-28 $194.60 $190.76 Short 63 2.01% 54042.80 54042.80
    UVXY 2023-03-27 2023-03-28 $262.00 $256.00 Short 45 2.34% 54042.80 54042.80
    SVXY 2023-03-29 2023-03-30 $31.67 $31.84 Long 595 0.54% 54586.93 54586.93
    VXX 2023-03-29 2023-03-30 $182.16 $179.32 Short 72 1.58% 54586.93 54586.93
    UVXY 2023-03-29 2023-03-30 $235.50 $231.00 Short 53 1.95% 54586.93 54586.93
    SVXY 2023-03-31 2023-04-03 $31.84 $31.88 Long 582 0.09% 54511.31 54511.31
    VXX 2023-03-31 2023-04-03 $179.56 $179.60 Short 77 -0.02% 54511.31 54511.31
    UVXY 2023-03-31 2023-04-03 $231.00 $232.50 Short 60 -0.65% 54511.31 54511.31
    SVXY 2023-04-10 2023-04-11 $32.16 $32.71 Long 579 1.69% 55156.42 55156.42
    VXX 2023-04-10 2023-04-11 $174.80 $170.52 Short 77 2.51% 55156.42 55156.42
    SVXY 2023-04-17 2023-04-18 $33.56 $34.05 Long 565 1.45% 56401.57 56401.57
    VXX 2023-04-17 2023-04-18 $162.00 $157.32 Short 84 2.97% 56401.57 56401.57
    UVXY 2023-04-17 2023-04-18 $197.50 $189.00 Short 68 4.50% 56401.57 56401.57
    SVXY 2023-04-19 2023-04-20 $33.97 $33.77 Long 563 -0.60% 55928.71 55928.71
    VXX 2023-04-19 2023-04-20 $157.96 $159.80 Short 91 -1.15% 55928.71 55928.71
    UVXY 2023-04-19 2023-04-20 $191.00 $193.50 Short 76 -1.29% 55928.71 55928.71
    SVXY 2023-05-03 2023-05-04 $33.99 $33.28 Long 549 -2.10% 53853.22 53853.22
    VXX 2023-05-03 2023-05-04 $157.00 $163.84 Short 94 -4.17% 53853.22 53853.22
    UVXY 2023-05-03 2023-05-04 $187.00 $200.00 Short 80 -6.50% 53853.22 53853.22
    SVXY 2023-05-10 2023-05-11 $34.55 $34.28 Long 536 -0.77% 53521.10 53521.10
    VXX 2023-05-10 2023-05-11 $151.00 $153.16 Short 88 -1.41% 53521.10 53521.10
    SVXY 2023-05-15 2023-05-16 $34.80 $34.91 Long 522 0.29% 53805.88 53805.88
    VXX 2023-05-15 2023-05-16 $148.56 $147.32 Short 92 0.84% 53805.88 53805.88
    UVXY 2023-05-15 2023-05-16 $171.50 $170.00 Short 79 0.88% 53805.88 53805.88
    SVXY 2023-05-19 2023-05-22 $36.02 $35.38 Long 519 -1.75% 52356.19 52356.19
    VXX 2023-05-19 2023-05-22 $138.52 $143.40 Short 94 -3.40% 52356.19 52356.19
    UVXY 2023-05-19 2023-05-22 $154.00 $162.00 Short 83 -4.94% 52356.19 52356.19
    SVXY 2023-05-24 2023-05-25 $34.65 $34.85 Long 505 0.59% 52652.63 52652.63
    VXX 2023-05-24 2023-05-25 $149.76 $147.64 Short 91 1.44% 52652.63 52652.63
    SVXY 2023-05-31 2023-06-01 $35.78 $36.36 Long 495 1.61% 53949.02 53949.02
    VXX 2023-05-31 2023-06-01 $139.76 $135.68 Short 97 3.01% 53949.02 53949.02
    UVXY 2023-05-31 2023-06-01 $156.00 $149.00 Short 88 4.70% 53949.02 53949.02
    VXX 2023-06-02 2023-06-05 $126.72 $124.88 Short 101 1.47% 35501.42 54789.50
    UVXY 2023-06-02 2023-06-05 $134.00 $130.50 Short 92 2.68% 35501.42 54789.50
    SVXY 2023-06-02 2023-06-06 $37.61 $38.40 Long 504 2.09% 54852.50 54852.50
    SVXY 2023-06-07 2023-06-08 $39.28 $39.30 Long 485 0.04% 54670.47 54670.47
    VXX 2023-06-07 2023-06-08 $115.80 $116.00 Short 114 -0.17% 54670.47 54670.47
    UVXY 2023-06-07 2023-06-08 $116.00 $117.50 Short 111 -1.28% 54670.47 54670.47
    VXX 2023-06-09 2023-06-12 $112.52 $113.88 Short 120 -1.19% 35476.23 54165.07
    UVXY 2023-06-09 2023-06-12 $111.50 $113.50 Short 118 -1.76% 35476.23 54165.07
    SVXY 2023-06-09 2023-06-13 $39.82 $39.87 Long 472 0.13% 54294.87 54294.87
    SVXY 2023-06-21 2023-06-22 $40.62 $40.63 Long 458 0.04% 54345.24 54345.24
    VXX 2023-06-21 2023-06-22 $108.16 $108.32 Short 125 -0.15% 54345.24 54345.24
    UVXY 2023-06-21 2023-06-22 $105.50 $105.00 Short 127 0.48% 54345.24 54345.24
    SVXY 2023-06-26 2023-06-27 $41.05 $41.27 Long 452 0.52% 54856.98 54856.98
    VXX 2023-06-26 2023-06-27 $106.04 $104.80 Short 129 1.18% 54856.98 54856.98
    UVXY 2023-06-26 2023-06-27 $101.90 $100.00 Short 134 1.90% 54856.98 54856.98
    SVXY 2023-06-28 2023-06-29 $41.73 $42.33 Long 451 1.43% 55922.45 55922.45
    VXX 2023-06-28 2023-06-29 $102.24 $99.80 Short 133 2.44% 55922.45 55922.45
    UVXY 2023-06-28 2023-06-29 $96.20 $92.80 Short 139 3.66% 55922.45 55922.45
    SVXY 2023-06-30 2023-07-03 $42.25 $42.37 Long 449 0.27% 56189.79 56189.79
    VXX 2023-06-30 2023-07-03 $99.92 $99.64 Short 142 0.28% 56189.79 56189.79
    UVXY 2023-06-30 2023-07-03 $93.15 $92.00 Short 153 1.25% 56189.79 56189.79
    SVXY 2023-07-05 2023-07-06 $42.12 $41.14 Long 450 -2.32% 54187.04 54187.04
    VXX 2023-07-05 2023-07-06 $101.04 $105.04 Short 143 -3.81% 54187.04 54187.04
    UVXY 2023-07-05 2023-07-06 $94.05 $100.45 Short 155 -6.37% 54187.04 54187.04
    SVXY 2023-07-14 2023-07-17 $42.90 $43.06 Long 424 0.37% 54593.96 54593.96
    VXX 2023-07-14 2023-07-17 $96.88 $96.00 Short 146 0.92% 54593.96 54593.96
    UVXY 2023-07-14 2023-07-17 $88.35 $87.05 Short 162 1.49% 54593.96 54593.96
    SVXY 2023-07-26 2023-07-27 $43.46 $44.76 Long 424 2.98% 57075.16 57075.16
    VXX 2023-07-26 2023-07-27 $94.28 $89.00 Short 149 5.93% 57075.16 57075.16
    UVXY 2023-07-26 2023-07-27 $84.50 $77.60 Short 166 8.89% 57075.16 57075.16
    SVXY 2023-07-31 2023-08-01 $44.19 $43.80 Long 440 -0.87% 56224.93 56224.93
    VXX 2023-07-31 2023-08-01 $91.12 $92.88 Short 158 -1.89% 56224.93 56224.93
    UVXY 2023-07-31 2023-08-01 $80.25 $82.50 Short 179 -2.73% 56224.93 56224.93
    VXX 2023-08-11 2023-08-14 $101.04 $96.88 Short 149 4.29% 39312.55 58579.93
    UVXY 2023-08-11 2023-08-14 $93.35 $87.15 Short 166 7.11% 39312.55 58579.93
    SVXY 2023-08-11 2023-08-15 $41.80 $43.09 Long 444 3.09% 58446.73 58446.73
    SVXY 2023-08-16 2023-08-17 $42.23 $42.15 Long 461 -0.20% 58338.91 58338.91
    VXX 2023-08-16 2023-08-17 $99.16 $99.60 Short 156 -0.44% 58338.91 58338.91
    VXX 2023-08-25 2023-08-28 $99.96 $94.92 Short 155 5.31% 40896.68 61000.14
    UVXY 2023-08-25 2023-08-28 $91.25 $84.25 Short 173 8.31% 40896.68 61000.14
    SVXY 2023-08-25 2023-08-29 $41.98 $43.50 Long 463 3.63% 61037.18 61037.18
    SVXY 2023-09-05 2023-09-06 $45.39 $45.21 Long 455 -0.40% 60692.24 60692.24
    VXX 2023-09-05 2023-09-06 $85.20 $85.68 Short 183 -0.56% 60692.24 60692.24
    UVXY 2023-09-05 2023-09-06 $71.55 $72.35 Short 219 -1.11% 60692.24 60692.24
    SVXY 2023-09-18 2023-09-19 $45.81 $46.27 Long 440 0.98% 61680.76 61680.76
    VXX 2023-09-18 2023-09-19 $83.76 $82.12 Short 193 2.00% 61680.76 61680.76
    UVXY 2023-09-18 2023-09-19 $69.40 $67.40 Short 237 2.97% 61680.76 61680.76
    SVXY 2023-10-11 2023-10-12 $43.97 $44.37 Long 484 0.90% 62489.84 62489.84
    VXX 2023-10-11 2023-10-12 $89.00 $87.52 Short 170 1.69% 62489.84 62489.84
    UVXY 2023-10-11 2023-10-12 $75.10 $73.25 Short 198 2.53% 62489.84 62489.84
    SVXY 2023-10-25 2023-10-26 $41.40 $40.17 Long 516 -2.97% 59497.43 59497.43
    VXX 2023-10-25 2023-10-26 $98.04 $104.16 Short 159 -5.88% 59497.43 59497.43
    UVXY 2023-10-25 2023-10-26 $85.60 $93.25 Short 181 -8.20% 59497.43 59497.43
    SVXY 2023-10-27 2023-10-30 $40.40 $40.09 Long 503 -0.78% 58807.39 58807.39
    VXX 2023-10-27 2023-10-30 $102.84 $104.16 Short 145 -1.27% 58807.39 58807.39
    UVXY 2023-10-27 2023-10-30 $91.35 $93.45 Short 162 -2.25% 58807.39 58807.39
    SVXY 2023-11-03 2023-11-06 $44.17 $44.59 Long 459 0.95% 59681.17 59681.17
    VXX 2023-11-03 2023-11-06 $85.30 $83.68 Short 170 1.94% 59681.17 59681.17
    UVXY 2023-11-03 2023-11-06 $68.70 $66.75 Short 208 2.92% 59681.17 59681.17
    SVXY 2023-11-08 2023-11-09 $45.48 $45.85 Long 449 0.80% 60537.69 60537.69
    VXX 2023-11-08 2023-11-09 $80.56 $79.12 Short 186 1.82% 60537.69 60537.69
    UVXY 2023-11-08 2023-11-09 $63.10 $61.30 Short 236 2.94% 60537.69 60537.69
    VXX 2023-11-20 2023-11-21 $73.80 $73.96 Short 205 -0.22% 39690.32 60657.58
    UVXY 2023-11-20 2023-11-21 $55.10 $55.35 Short 272 -0.45% 39690.32 60657.58
    SVXY 2023-11-20 2023-11-22 $47.48 $48.34 Long 437 1.83% 60817.08 60817.08
    VXX 2023-11-24 2023-11-27 $72.04 $70.32 Short 217 2.45% 41383.92 62180.96
    UVXY 2023-11-24 2023-11-27 $53.40 $51.15 Short 297 4.40% 41383.92 62180.96
    SVXY 2023-11-24 2023-11-28 $47.95 $48.81 Long 427 1.79% 62225.79 62225.79
    SVXY 2023-12-04 2023-12-05 $48.79 $48.95 Long 430 0.33% 62450.99 62450.99
    VXX 2023-12-04 2023-12-05 $70.08 $69.40 Short 230 0.98% 62450.99 62450.99
    SVXY 2023-12-06 2023-12-07 $49.52 $49.24 Long 433 -0.57% 62164.87 62164.87
    VXX 2023-12-06 2023-12-07 $67.92 $68.64 Short 229 -1.05% 62164.87 62164.87
    SVXY 2023-12-11 2023-12-12 $49.91 $50.73 Long 428 1.65% 63782.87 63782.87
    VXX 2023-12-11 2023-12-12 $66.76 $64.56 Short 231 3.41% 63782.87 63782.87
    UVXY 2023-12-11 2023-12-12 $47.35 $45.00 Short 322 5.22% 63782.87 63782.87
    SVXY 2023-12-13 2023-12-14 $51.34 $51.76 Long 427 0.81% 64728.55 64728.55
    VXX 2023-12-13 2023-12-14 $63.20 $62.08 Short 251 1.80% 64728.55 64728.55
    UVXY 2023-12-13 2023-12-14 $43.60 $42.25 Short 361 3.20% 64728.55 64728.55
    SVXY 2023-12-15 2023-12-18 $51.42 $50.86 Long 425 -1.10% 63410.32 63410.32
    VXX 2023-12-15 2023-12-18 $62.84 $64.48 Short 265 -2.54% 63410.32 63410.32
    UVXY 2023-12-15 2023-12-18 $43.10 $44.75 Short 390 -3.69% 63410.32 63410.32
    SVXY 2023-12-29 2024-01-02 $51.77 $51.08 Long 416 -1.35% 61905.48 61905.48
    VXX 2023-12-29 2024-01-02 $61.96 $63.80 Short 261 -2.88% 61905.48 61905.48
    UVXY 2023-12-29 2024-01-02 $41.85 $43.75 Short 386 -4.34% 61905.48 61905.48
    SVXY 2024-01-03 2024-01-04 $51.30 $50.78 Long 412 -1.00% 60941.96 60941.96
    VXX 2024-01-03 2024-01-04 $63.26 $64.48 Short 247 -1.89% 60941.96 60941.96
    UVXY 2024-01-03 2024-01-04 $43.20 $44.45 Short 360 -2.81% 60941.96 60941.96
    SVXY 2024-01-10 2024-01-11 $53.15 $53.48 Long 398 0.62% 61760.14 61760.14
    VXX 2024-01-10 2024-01-11 $58.96 $57.88 Short 253 1.87% 61760.14 61760.14
    UVXY 2024-01-10 2024-01-11 $38.85 $37.75 Short 376 2.91% 61760.14 61760.14
    SVXY 2024-01-16 2024-01-17 $52.30 $51.28 Long 392 -1.95% 59660.70 59660.70
    VXX 2024-01-16 2024-01-17 $60.80 $63.28 Short 270 -3.92% 59660.70 59660.70
    UVXY 2024-01-16 2024-01-17 $40.65 $43.15 Short 412 -5.79% 59660.70 59660.70
    VXX 2024-01-26 2024-01-29 $58.44 $58.16 Short 263 0.48% 39658.22 59737.24
    UVXY 2024-01-26 2024-01-29 $37.95 $37.85 Short 406 0.26% 39658.22 59737.24
    SVXY 2024-01-26 2024-01-30 $53.36 $53.45 Long 377 0.16% 59806.99 59806.99
    SVXY 2024-02-07 2024-02-08 $54.58 $54.44 Long 377 -0.25% 59650.18 59650.18
    VXX 2024-02-07 2024-02-08 $55.68 $55.84 Short 267 -0.29% 59650.18 59650.18
    UVXY 2024-02-07 2024-02-08 $35.35 $35.50 Short 415 -0.42% 59650.18 59650.18
    SVXY 2024-02-09 2024-02-12 $54.70 $54.59 Long 372 -0.20% 59340.50 59340.50
    VXX 2024-02-09 2024-02-12 $55.44 $55.72 Short 272 -0.50% 59340.50 59340.50
    UVXY 2024-02-09 2024-02-12 $35.05 $35.50 Short 428 -1.27% 59340.50 59340.50
    SVXY 2024-02-21 2024-02-22 $52.50 $53.97 Long 379 2.79% 61926.66 61926.66
    VXX 2024-02-21 2024-02-22 $59.79 $56.72 Short 258 5.40% 61926.66 61926.66
    UVXY 2024-02-21 2024-02-22 $39.15 $36.05 Short 400 8.60% 61926.66 61926.66
    VXX 2024-02-23 2024-02-26 $56.88 $55.24 Short 278 2.96% 26102.77 62818.82
    SVXY 2024-02-23 2024-02-27 $53.85 $54.98 Long 390 2.11% 63153.37 63153.37
    UVXY 2024-02-26 2024-02-27 $34.80 $34.05 Short 439 2.20% 63153.37 63153.37
    SVXY 2024-03-04 2024-03-05 $55.16 $54.85 Long 387 -0.54% 62845.91 62845.91
    VXX 2024-03-04 2024-03-05 $54.16 $54.80 Short 299 -1.17% 62845.91 62845.91
    SVXY 2024-03-13 2024-03-14 $55.09 $55.35 Long 393 0.49% 63224.97 63224.97
    VXX 2024-03-13 2024-03-14 $54.28 $53.88 Short 286 0.74% 63224.97 63224.97
    UVXY 2024-03-13 2024-03-14 $33.75 $33.40 Short 453 1.05% 63224.97 63224.97
    SVXY 2024-03-15 2024-03-18 $54.01 $54.35 Long 388 0.64% 63805.36 63805.36
    VXX 2024-03-15 2024-03-18 $56.49 $55.88 Short 299 1.09% 63805.36 63805.36
    UVXY 2024-03-15 2024-03-18 $35.75 $35.20 Short 482 1.56% 63805.36 63805.36
    VXX 2024-03-22 2024-03-25 $52.52 $52.56 Short 312 -0.08% 42240.58 63887.20
    UVXY 2024-03-22 2024-03-25 $32.00 $32.00 Short 518 0.00% 42240.58 63887.20
    SVXY 2024-03-22 2024-03-27 $55.98 $56.75 Long 385 1.38% 64089.33 64089.33
    SVXY 2024-04-22 2024-04-23 $52.53 $54.10 Long 418 2.99% 67164.01 67164.01
    VXX 2024-04-22 2024-04-23 $59.48 $55.88 Short 271 6.44% 67164.01 67164.01
    UVXY 2024-04-22 2024-04-23 $38.12 $34.66 Short 417 9.98% 67164.01 67164.01
    SVXY 2024-04-24 2024-04-25 $54.73 $53.27 Long 422 -2.67% 64446.21 64446.21
    VXX 2024-04-24 2024-04-25 $54.56 $57.36 Short 306 -4.88% 64446.21 64446.21
    UVXY 2024-04-24 2024-04-25 $33.49 $36.01 Short 494 -7.00% 64446.21 64446.21
    SVXY 2024-04-26 2024-04-29 $55.06 $55.38 Long 411 0.58% 65075.57 65075.57
    VXX 2024-04-26 2024-04-29 $53.96 $53.16 Short 286 1.50% 65075.57 65075.57
    UVXY 2024-04-26 2024-04-29 $32.78 $32.19 Short 456 1.83% 65075.57 65075.57
    SVXY 2024-05-06 2024-05-07 $56.96 $57.44 Long 391 0.84% 65522.45 65522.45
    VXX 2024-05-06 2024-05-07 $50.36 $49.56 Short 324 1.61% 65522.45 65522.45
    SVXY 2024-05-08 2024-05-09 $57.38 $57.66 Long 387 0.49% 66118.17 66118.17
    VXX 2024-05-08 2024-05-09 $49.64 $49.12 Short 337 1.06% 66118.17 66118.17
    UVXY 2024-05-08 2024-05-09 $28.94 $28.40 Short 578 1.90% 66118.17 66118.17
    VXX 2024-05-10 2024-05-13 $48.88 $48.16 Short 343 1.50% 44217.66 66752.43
    UVXY 2024-05-10 2024-05-13 $28.20 $27.56 Short 593 2.32% 44217.66 66752.43
    SVXY 2024-05-10 2024-05-14 $57.91 $57.88 Long 389 -0.05% 66732.98 66732.98
    SVXY 2024-05-17 2024-05-20 $59.60 $59.96 Long 381 0.60% 67429.94 67429.94
    VXX 2024-05-17 2024-05-20 $46.00 $45.48 Short 369 1.14% 67429.94 67429.94
    UVXY 2024-05-17 2024-05-20 $25.76 $25.20 Short 657 2.22% 67429.94 67429.94
    SVXY 2024-05-22 2024-05-23 $60.39 $60.50 Long 382 0.18% 67598.44 67598.44
    VXX 2024-05-22 2024-05-23 $44.92 $44.80 Short 377 0.27% 67598.44 67598.44
    UVXY 2024-05-22 2024-05-23 $24.76 $24.64 Short 677 0.49% 67598.44 67598.44
    SVXY 2024-06-05 2024-06-06 $59.99 $60.42 Long 388 0.72% 68278.49 68278.49
    VXX 2024-06-05 2024-06-06 $45.48 $45.00 Short 369 1.07% 68278.49 68278.49
    UVXY 2024-06-05 2024-06-06 $25.25 $24.74 Short 659 2.06% 68278.49 68278.49
    VXX 2024-06-07 2024-06-10 $44.92 $45.16 Short 386 -0.53% 44841.40 68180.92
    UVXY 2024-06-07 2024-06-10 $24.68 $24.87 Short 703 -0.76% 44841.40 68180.92
    SVXY 2024-06-07 2024-06-11 $60.45 $60.39 Long 384 -0.09% 68031.16 68031.16
    SVXY 2024-06-12 2024-06-13 $61.46 $61.42 Long 383 -0.07% 68031.24 68031.24
    VXX 2024-06-12 2024-06-13 $43.48 $43.44 Short 385 0.09% 68031.24 68031.24
    SVXY 2024-06-14 2024-06-17 $60.68 $60.49 Long 376 -0.31% 67832.12 67832.12
    VXX 2024-06-14 2024-06-17 $44.60 $44.92 Short 399 -0.71% 67832.12 67832.12
    SVXY 2024-06-26 2024-06-27 $61.09 $61.54 Long 380 0.74% 68203.84 68203.84
    VXX 2024-06-26 2024-06-27 $44.04 $43.52 Short 386 1.19% 68203.84 68203.84
    SVXY 2024-06-28 2024-07-01 $61.74 $61.71 Long 376 -0.05% 68168.06 68168.06
    VXX 2024-06-28 2024-07-01 $43.16 $43.24 Short 399 -0.19% 68168.06 68168.06
    UVXY 2024-06-28 2024-07-01 $23.12 $23.11 Short 742 0.04% 68168.06 68168.06
    SVXY 2024-07-05 2024-07-08 $62.99 $63.18 Long 367 0.30% 68416.41 68416.41
    VXX 2024-07-05 2024-07-08 $41.52 $41.36 Short 419 0.39% 68416.41 68416.41
    UVXY 2024-07-05 2024-07-08 $21.82 $21.68 Short 797 0.65% 68416.41 68416.41
    SVXY 2024-07-10 2024-07-11 $63.33 $63.71 Long 366 0.60% 68555.49 68555.49
    SVXY 2024-07-31 2024-08-01 $59.17 $59.30 Long 391 0.22% 68608.99 68608.99
    VXX 2024-07-31 2024-08-01 $46.12 $46.11 Short 382 0.02% 68608.99 68608.99
    UVXY 2024-07-31 2024-08-01 $25.23 $25.23 Short 700 0.00% 68608.99 68608.99
    SVXY 2024-08-12 2024-08-13 $48.94 $49.32 Long 506 0.78% 69712.70 69712.70
    VXX 2024-08-12 2024-08-13 $54.73 $53.34 Short 278 2.60% 69712.70 69712.70
    UVXY 2024-08-12 2024-08-13 $29.98 $28.86 Short 470 3.88% 69712.70 69712.70
    Signals
    Strategy Size Ticker Date State Type Profit TimeFrame
    SplineSVXY 0.34 SVXY 2024-08-16 Sell@NextOpen Long 1.10% EndOfDay
    SplineVXX 0.25 VXX 2024-08-16 Cover@NextOpen Short 1.90% EndOfDay
    SplineUVXY 0.25 UVXY 2024-08-16 Cover@NextOpen Short 3.12% EndOfDay
    volatility  splines