Valid
Score 0.8869
Calmar 0.9566
R² 0.9271
CAGR 0.5264
MDD -55.03%
Experiment
smoke_tp15_sl10_h10_r2 #2
100K
close t 기준으로 신호를 만들고, threshold를 넘은 종목만 다음 거래일 시가에 진입합니다.
한 번 산 포지션은 새 매수 시그널이 없어도 유지되며, TP·SL·최대 보유기간 중 하나에 도달할 때만 청산합니다.
현재 기본 포트폴리오 가정은 동시 최대 5종목, 살아 있는 포지션 기준 일일 equal-weight active book입니다.
모델 재학습은 monthly walk-forward이며, step은 1개월이고 학습 구간은 고정 길이 fixed window가 아니라 과거 전체를 누적하는 expanding window입니다.
Test
Score -0.1409
Calmar -0.4764
R² 0.2958
CAGR -0.2062
MDD -43.28%
Equity
2020-01-02 ~ 2024-12-31
Min 53,114 2020-04-03
Avg 372,603
Max 1,167,140 2024-09-11
Drawdown
2020-01-02 ~ 2024-12-31
Min -55.03% 2020-04-03
Avg -14.74%
Max 0.00% 2020-01-02
Active Positions
2020-01-02 ~ 2024-12-31
Min 0 2020-01-02
Avg 1
Max 4 2020-02-28
VALID Summary
| Label | Score | Calmar | R² | CAGR | MDD | 6M+ | 12M+ | Min 6M | Min 12M | Sharpe | K | UPI | Trades |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Strategy | 0.8869 | 0.9566 | 0.9271 | 0.5264 | -0.5503 | 0.8148 | 0.9167 |
-0.3507
2023-08-04 ~ 2024-02-02
|
-0.0735
2023-02-02 ~ 2024-02-02
|
0.8864 | 126.3540 | 2.6980 | 200 |
| SOXL | 0.0066 | 0.0838 | 0.0787 | 0.0758 | -0.9046 | 0.6111 | 0.6875 |
-0.8301
2021-12-31 ~ 2022-07-01
|
-0.8574
2021-12-31 ~ 2022-12-30
|
0.0695 | 10.3575 | 0.0014 | - |
| TQQQ | 0.0660 | 0.3593 | 0.1836 | 0.2934 | -0.8166 | 0.7222 | 0.7292 |
-0.7122
2021-12-31 ~ 2022-07-01
|
-0.7948
2021-12-31 ~ 2022-12-30
|
0.3871 | 16.8082 | 0.0068 | - |
Grid Candidates
| Context | H | TP | SL | Valid Score | Valid Trades | Test Trades |
|---|---|---|---|---|---|---|
| own_plus_global | 10 | 15.00% | 10.00% | 0.8864 | 200 | 27 |
| own_plus_global_macro | 10 | 15.00% | 10.00% | 0.4942 | 433 | 47 |
| own_only | 10 | 15.00% | 10.00% | 0.3731 | 294 | 19 |
| own_plus_all_context | 10 | 15.00% | 10.00% | 0.3731 | 294 | 19 |
| own_plus_global_macro_ffcore | 10 | 15.00% | 10.00% | 0.1715 | 251 | 10 |
| own_plus_global_macro_ffcore_sentiment_calendar | 10 | 15.00% | 10.00% | -0.0777 | 254 | 10 |
VALID Aggregated Score Calibration
이 표는 리더보드 실험에서 실제로 사용된 종목별 score를 합친 집계 calibration 입니다. ticker-level 모델 calibration 은 Research 상세에서 확인합니다.
| Bin | Pred | Actual | Rows |
|---|---|---|---|
| (-0.001, 0.1] | 0.0497 | 0.1892 | 29,502 |
| (0.1, 0.2] | 0.1321 | 0.3330 | 6,160 |
| (0.2, 0.3] | 0.2310 | 0.3832 | 488 |
| (0.3, 0.4] | 0.3322 | 0.3165 | 79 |
| (0.4, 0.5] | - | - | 0 |
| (0.5, 0.6] | - | - | 0 |
| (0.6, 0.7] | - | - | 0 |
| (0.7, 0.8] | - | - | 0 |
| (0.8, 0.9] | - | - | 0 |
| (0.9, 1.0] | - | - | 0 |
VALID Ticker Contribution
| Ticker | Net Sum | Mean Net | Trades |
|---|---|---|---|
| LABD | 133.62% | 1.86% | 72 |
| LABU | 112.29% | 2.25% | 50 |
| YINN | 60.61% | 5.05% | 12 |
| SOXS | 33.38% | 3.71% | 9 |
| SPXL | 9.28% | 2.32% | 4 |
| TZA | 4.64% | 2.32% | 2 |
| UPRO | 3.74% | 0.53% | 7 |
| TECL | -0.90% | -0.18% | 5 |
| DPST | -0.94% | -0.47% | 2 |
| NAIL | -9.02% | -3.01% | 3 |
| FAS | -10.18% | -10.18% | 1 |
| SQQQ | -10.18% | -10.18% | 1 |
| SRTY | -11.17% | -2.79% | 4 |
| UDOW | -16.62% | -1.85% | 9 |
| TNA | -20.36% | -10.18% | 2 |
| SOXL | -23.06% | -1.36% | 17 |
Ticker Applied Settings
| Ticker | Model | Context | WF | Step | Window | Train Window | Train Rows | Apply Months | Variants |
|---|---|---|---|---|---|---|---|---|---|
| UDOW | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TMF | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| UPRO | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| SPXL | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| SDOW | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TMV | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| EDC | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| SPXU | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| SPXS | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| DFEN | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 1426.0900 | 75 | 3 |
| FAZ | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| FAS | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| KORU | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TECS | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| SQQQ | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TQQQ | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TNA | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| SRTY | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TZA | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| TECL | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| YINN | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| HIBS | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 917.8250 | 63 | 3 |
| YANG | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
| LABU | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 1913.0900 | 75 | 3 |
| SOXS | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 1660.0900 | 75 | 3 |
| DPST | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 1854.0900 | 75 | 3 |
| LABD | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 1913.0900 | 75 | 3 |
| NAIL | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 1855.0900 | 75 | 3 |
| SOXL | logistic_regression_gd_mean_ensemble | own_plus_global | monthly_walk_forward | 1 month | expanding | all history before each apply month | 2101.0900 | 75 | 3 |
VALID Recent Trades
| Ticker | Signal | Entry | Exit | Score | Entry $ | Net | Net PnL $ | Reason |
|---|---|---|---|---|---|---|---|---|
| LABD | 2024-11-22 | 2024-11-25 | 2024-12-09 | 0.2030 | $846,072 | -2.39% | -$20,197 | max_holding_horizon |
| LABD | 2024-10-25 | 2024-10-28 | 2024-11-06 | 0.2261 | $941,811 | -10.18% | -$95,876 | stop_loss |
| YINN | 2024-10-14 | 2024-10-15 | 2024-10-17 | 0.2194 | $1,048,500 | -10.18% | -$106,737 | stop_loss |
| SOXS | 2024-10-04 | 2024-10-07 | 2024-10-14 | 0.2079 | $1,167,140 | -10.18% | -$118,815 | stop_loss |
| SOXL | 2024-09-09 | 2024-09-10 | 2024-09-11 | 0.2011 | $1,016,610 | 14.82% | $150,662 | take_profit |
| NAIL | 2024-08-05 | 2024-08-06 | 2024-08-19 | 0.2256 | $444,152 | 11.34% | $50,356 | max_holding_horizon |
| YINN | 2024-08-02 | 2024-08-05 | 2024-08-13 | 0.2398 | $839,617 | 14.82% | $124,431 | take_profit |
| LABU | 2024-07-30 | 2024-07-31 | 2024-08-02 | 0.2502 | $934,669 | -10.18% | -$95,149 | stop_loss |
| LABU | 2024-07-19 | 2024-07-22 | 2024-07-26 | 0.2117 | $814,164 | 14.82% | $120,659 | take_profit |
| LABD | 2024-06-13 | 2024-06-14 | 2024-06-28 | 0.2049 | $826,729 | -1.53% | -$12,615 | max_holding_horizon |
| LABD | 2024-05-16 | 2024-05-17 | 2024-05-28 | 0.2031 | $720,149 | 14.82% | $106,726 | take_profit |
| SOXS | 2024-04-17 | 2024-04-18 | 2024-04-19 | 0.2048 | $627,270 | 14.82% | $92,961 | take_profit |
| SOXS | 2024-04-10 | 2024-04-11 | 2024-04-17 | 0.2120 | $546,423 | 14.82% | $80,980 | take_profit |
| LABD | 2024-03-04 | 2024-03-05 | 2024-03-12 | 0.2176 | $475,982 | 14.82% | $70,541 | take_profit |
| LABU | 2024-01-31 | 2024-02-01 | 2024-02-12 | 0.2032 | $414,615 | 14.82% | $61,446 | take_profit |
| LABD | 2023-12-22 | 2023-12-26 | 2023-12-28 | 0.2014 | $461,539 | -10.18% | -$46,985 | stop_loss |
| LABD | 2023-12-18 | 2023-12-19 | 2023-12-22 | 0.2105 | $272,382 | -10.18% | -$27,729 | stop_loss |
| LABU | 2023-12-13 | 2023-12-14 | 2023-12-20 | 0.2772 | $565,738 | -10.18% | -$57,592 | stop_loss |
| LABU | 2023-12-04 | 2023-12-05 | 2023-12-13 | 0.2056 | $259,150 | 14.82% | $38,406 | take_profit |
| YINN | 2023-12-01 | 2023-12-04 | 2023-12-11 | 0.2005 | $525,670 | -10.18% | -$53,513 | stop_loss |
| LABD | 2023-11-15 | 2023-11-16 | 2023-11-20 | 0.2085 | $257,818 | -10.18% | -$26,246 | stop_loss |
| LABU | 2023-11-14 | 2023-11-15 | 2023-11-20 | 0.2087 | $511,360 | 14.82% | $75,784 | take_profit |
| LABU | 2023-11-08 | 2023-11-09 | 2023-11-09 | 0.2022 | $569,317 | -10.18% | -$57,956 | stop_loss |
| LABD | 2023-10-02 | 2023-10-03 | 2023-10-11 | 0.2038 | $633,736 | -10.18% | -$64,514 | stop_loss |
| LABU | 2023-05-31 | 2023-06-01 | 2023-06-07 | 0.2067 | $552,048 | 14.82% | $81,814 | take_profit |
| LABU | 2023-05-02 | 2023-05-03 | 2023-05-05 | 0.2317 | $480,859 | 14.82% | $71,263 | take_profit |
| LABD | 2023-04-18 | 2023-04-19 | 2023-05-02 | 0.2026 | $482,854 | -0.42% | -$2,004 | max_holding_horizon |
| LABD | 2023-04-04 | 2023-04-05 | 2023-04-13 | 0.2111 | $270,421 | -10.18% | -$27,529 | stop_loss |
| LABU | 2023-03-22 | 2023-03-23 | 2023-04-05 | 0.2302 | $249,891 | 3.77% | $9,414 | max_holding_horizon |
| YINN | 2023-03-15 | 2023-03-16 | 2023-03-23 | 0.2431 | $457,967 | 14.82% | $67,871 | take_profit |
| LABU | 2023-03-10 | 2023-03-13 | 2023-03-14 | 0.2188 | $398,902 | 14.82% | $59,117 | take_profit |
| LABU | 2023-03-09 | 2023-03-10 | 2023-03-10 | 0.2146 | $444,113 | -10.18% | -$45,211 | stop_loss |
| LABD | 2023-01-13 | 2023-01-17 | 2023-01-30 | 0.2011 | $431,576 | 2.90% | $12,521 | max_holding_horizon |
| LABU | 2023-01-04 | 2023-01-05 | 2023-01-12 | 0.2091 | $212,568 | 14.82% | $31,503 | take_profit |
| LABD | 2022-12-30 | 2023-01-03 | 2023-01-12 | 0.2206 | $417,735 | -10.18% | -$42,525 | stop_loss |
| LABD | 2022-12-12 | 2022-12-13 | 2022-12-16 | 0.2231 | $198,736 | 14.82% | $29,453 | take_profit |
| LABU | 2022-12-06 | 2022-12-07 | 2022-12-20 | 0.2222 | $394,340 | -2.83% | -$11,179 | max_holding_horizon |
| LABD | 2022-11-11 | 2022-11-14 | 2022-11-17 | 0.2148 | $200,121 | 14.82% | $29,658 | take_profit |
| LABU | 2022-11-10 | 2022-11-11 | 2022-11-17 | 0.2656 | $373,082 | -10.18% | -$37,980 | stop_loss |
| SOXL | 2022-10-27 | 2022-10-28 | 2022-11-03 | 0.2052 | $178,625 | -10.18% | -$18,184 | stop_loss |
| YINN | 2022-10-27 | 2022-10-28 | 2022-11-04 | 0.2087 | $178,625 | 14.82% | $26,472 | take_profit |
| LABD | 2022-10-24 | 2022-10-25 | 2022-10-26 | 0.2177 | $397,699 | -10.18% | -$40,486 | stop_loss |
| LABU | 2022-10-14 | 2022-10-17 | 2022-10-19 | 0.2361 | $442,739 | -10.18% | -$45,071 | stop_loss |
| LABU | 2022-10-12 | 2022-10-13 | 2022-10-13 | 0.2036 | $385,594 | 14.82% | $57,145 | take_profit |
| LABD | 2022-10-05 | 2022-10-06 | 2022-10-10 | 0.2289 | $335,898 | 14.82% | $49,780 | take_profit |
| LABD | 2022-09-13 | 2022-09-14 | 2022-09-21 | 0.2018 | $292,602 | 14.82% | $43,364 | take_profit |
| LABD | 2022-08-26 | 2022-08-29 | 2022-09-08 | 0.2088 | $325,716 | -10.18% | -$33,158 | stop_loss |
| SOXS | 2022-08-24 | 2022-08-25 | 2022-08-25 | 0.2206 | $152,184 | -10.18% | -$15,492 | stop_loss |
| LABD | 2022-08-24 | 2022-08-25 | 2022-08-26 | 0.2588 | $152,184 | 14.82% | $22,554 | take_profit |
| LABD | 2022-08-10 | 2022-08-11 | 2022-08-17 | 0.2316 | $265,100 | 14.82% | $39,288 | take_profit |
| LABD | 2022-07-28 | 2022-07-29 | 2022-08-03 | 0.2283 | $295,118 | -10.18% | -$30,043 | stop_loss |
| LABD | 2022-07-25 | 2022-07-26 | 2022-07-27 | 0.2214 | $328,532 | -10.18% | -$33,445 | stop_loss |
| LABU | 2022-07-15 | 2022-07-18 | 2022-07-18 | 0.2490 | $201,044 | -10.18% | -$20,466 | stop_loss |
| LABD | 2022-07-13 | 2022-07-14 | 2022-07-20 | 0.2172 | $401,542 | -10.18% | -$40,877 | stop_loss |
| LABD | 2022-07-11 | 2022-07-12 | 2022-07-13 | 0.2318 | $228,520 | -10.18% | -$23,263 | stop_loss |
| LABU | 2022-07-05 | 2022-07-06 | 2022-07-12 | 0.2101 | $466,072 | -10.18% | -$47,446 | stop_loss |
| LABU | 2022-06-29 | 2022-06-30 | 2022-07-05 | 0.2034 | $202,948 | 14.82% | $30,077 | take_profit |
| SOXS | 2022-06-29 | 2022-06-30 | 2022-07-05 | 0.2111 | $202,948 | 14.82% | $30,077 | take_profit |
| LABD | 2022-06-22 | 2022-06-23 | 2022-06-23 | 0.2079 | $196,290 | -10.18% | -$19,982 | stop_loss |
| LABU | 2022-06-17 | 2022-06-21 | 2022-06-22 | 0.2055 | $181,298 | 14.82% | $26,868 | take_profit |
| SQQQ | 2022-06-13 | 2022-06-14 | 2022-06-15 | 0.2026 | $132,800 | -10.18% | -$13,519 | stop_loss |
| YINN | 2022-06-13 | 2022-06-14 | 2022-06-24 | 0.3041 | $132,800 | 14.82% | $19,681 | take_profit |
| LABD | 2022-06-10 | 2022-06-13 | 2022-06-17 | 0.2380 | $197,734 | -10.18% | -$20,129 | stop_loss |
| YINN | 2022-06-08 | 2022-06-09 | 2022-06-13 | 0.2175 | $189,554 | -10.18% | -$19,297 | stop_loss |
| LABD | 2022-06-08 | 2022-06-09 | 2022-06-10 | 0.2332 | $189,554 | 14.82% | $28,092 | take_profit |
| LABD | 2022-06-07 | 2022-06-08 | 2022-06-08 | 0.2049 | $195,967 | -10.18% | -$19,949 | stop_loss |
| LABD | 2022-06-06 | 2022-06-07 | 2022-06-07 | 0.2073 | $201,443 | -10.18% | -$20,507 | stop_loss |
| LABD | 2022-06-03 | 2022-06-06 | 2022-06-06 | 0.2166 | $180,808 | 14.82% | $26,796 | take_profit |
| LABD | 2022-06-01 | 2022-06-02 | 2022-06-03 | 0.2119 | $186,959 | -10.18% | -$19,032 | stop_loss |
| YINN | 2022-05-31 | 2022-06-01 | 2022-06-08 | 0.3549 | $185,704 | 14.82% | $27,521 | take_profit |
| LABD | 2022-05-27 | 2022-05-31 | 2022-06-01 | 0.2058 | $345,318 | 14.82% | $51,176 | take_profit |
| LABU | 2022-05-13 | 2022-05-16 | 2022-05-25 | 0.2424 | $384,393 | -10.18% | -$39,131 | stop_loss |
| LABU | 2022-04-26 | 2022-04-27 | 2022-04-28 | 0.2570 | $195,746 | -10.18% | -$19,927 | stop_loss |
| LABU | 2022-04-22 | 2022-04-25 | 2022-04-26 | 0.2046 | $195,482 | -10.18% | -$19,900 | stop_loss |
| LABD | 2022-04-22 | 2022-04-25 | 2022-04-28 | 0.2246 | $195,482 | 14.82% | $28,970 | take_profit |
| LABD | 2022-04-19 | 2022-04-20 | 2022-04-22 | 0.2180 | $340,576 | 14.82% | $50,473 | take_profit |
| LABD | 2022-04-11 | 2022-04-12 | 2022-04-18 | 0.2612 | $296,642 | 14.82% | $43,962 | take_profit |
| LABU | 2022-03-31 | 2022-04-01 | 2022-04-04 | 0.2017 | $258,384 | 14.82% | $38,293 | take_profit |
| LABD | 2022-03-23 | 2022-03-24 | 2022-03-29 | 0.2214 | $287,656 | -10.18% | -$29,283 | stop_loss |
| LABU | 2022-03-14 | 2022-03-15 | 2022-03-16 | 0.2518 | $250,557 | 14.82% | $37,133 | take_profit |
| LABD | 2022-03-11 | 2022-03-14 | 2022-03-14 | 0.2135 | $121,976 | 14.82% | $18,077 | take_profit |
| NAIL | 2022-03-08 | 2022-03-09 | 2022-03-14 | 0.2447 | $129,167 | -10.18% | -$13,149 | stop_loss |
| SOXL | 2022-03-08 | 2022-03-09 | 2022-03-11 | 0.2449 | $129,167 | -10.18% | -$13,149 | stop_loss |
| LABD | 2022-03-07 | 2022-03-08 | 2022-03-08 | 0.2439 | $126,238 | -10.18% | -$12,851 | stop_loss |
| SOXL | 2022-03-07 | 2022-03-08 | 2022-03-08 | 0.2574 | $126,238 | 14.82% | $18,708 | take_profit |
| SOXL | 2022-03-04 | 2022-03-07 | 2022-03-07 | 0.2471 | $135,607 | -10.18% | -$13,805 | stop_loss |
| FAS | 2022-02-24 | 2022-02-25 | 2022-03-07 | 0.2036 | $130,104 | -10.18% | -$13,245 | stop_loss |
| LABD | 2022-02-24 | 2022-02-25 | 2022-03-04 | 0.2409 | $130,104 | 14.82% | $19,281 | take_profit |
| LABD | 2022-02-18 | 2022-02-22 | 2022-02-24 | 0.2143 | $226,670 | 14.82% | $33,592 | take_profit |
| SOXL | 2022-02-11 | 2022-02-14 | 2022-02-15 | 0.2007 | $197,437 | 14.82% | $29,260 | take_profit |
| LABD | 2022-02-03 | 2022-02-04 | 2022-02-07 | 0.2432 | $219,791 | -10.18% | -$22,375 | stop_loss |
| LABD | 2022-01-31 | 2022-02-01 | 2022-02-03 | 0.2457 | $191,460 | 14.82% | $28,374 | take_profit |
| LABD | 2022-01-28 | 2022-01-31 | 2022-01-31 | 0.2205 | $102,992 | -10.18% | -$10,485 | stop_loss |
| LABD | 2022-01-27 | 2022-01-28 | 2022-01-28 | 0.2085 | $112,366 | -10.18% | -$11,439 | stop_loss |
| SOXS | 2022-01-27 | 2022-01-28 | 2022-01-31 | 0.2269 | $112,366 | -10.18% | -$11,439 | stop_loss |
| LABD | 2022-01-06 | 2022-01-07 | 2022-01-10 | 0.2008 | $195,746 | 14.82% | $29,010 | take_profit |
| LABD | 2021-12-29 | 2021-12-30 | 2022-01-05 | 0.2235 | $170,506 | 14.82% | $25,269 | take_profit |
| LABD | 2021-12-23 | 2021-12-27 | 2021-12-29 | 0.2117 | $148,521 | 14.82% | $22,011 | take_profit |
| LABU | 2021-12-03 | 2021-12-06 | 2021-12-07 | 0.2290 | $129,367 | 14.82% | $19,172 | take_profit |
| LABU | 2021-12-01 | 2021-12-02 | 2021-12-03 | 0.2155 | $144,016 | -10.18% | -$14,661 | stop_loss |
| LABU | 2021-11-30 | 2021-12-01 | 2021-12-01 | 0.2193 | $160,338 | -10.18% | -$16,322 | stop_loss |
| LABD | 2021-11-18 | 2021-11-19 | 2021-11-23 | 0.2269 | $139,666 | 14.82% | $20,699 | take_profit |
| DPST | 2021-10-26 | 2021-10-27 | 2021-11-09 | 0.2427 | $127,879 | 9.24% | $11,821 | max_holding_horizon |
| LABD | 2021-09-30 | 2021-10-01 | 2021-10-14 | 0.2016 | $65,852 | -3.08% | -$2,025 | max_holding_horizon |
| YINN | 2021-09-23 | 2021-09-24 | 2021-10-07 | 0.2006 | $127,194 | 7.71% | $9,803 | max_holding_horizon |
| LABD | 2021-08-30 | 2021-08-31 | 2021-09-14 | 0.2148 | $120,584 | 5.49% | $6,619 | max_holding_horizon |
| SRTY | 2021-07-27 | 2021-07-28 | 2021-08-10 | 0.2061 | $66,517 | -5.63% | -$3,742 | max_holding_horizon |
| LABD | 2021-07-26 | 2021-07-27 | 2021-07-29 | 0.2093 | $129,337 | -10.18% | -$13,167 | stop_loss |
| LABU | 2021-07-20 | 2021-07-21 | 2021-07-26 | 0.2129 | $70,995 | -10.18% | -$7,227 | stop_loss |
| SOXL | 2021-07-16 | 2021-07-19 | 2021-07-21 | 0.2016 | $130,510 | 14.82% | $19,342 | take_profit |
| LABD | 2021-06-30 | 2021-07-01 | 2021-07-08 | 0.2202 | $113,694 | 14.82% | $16,849 | take_profit |
| LABU | 2021-06-21 | 2021-06-22 | 2021-06-28 | 0.2473 | $99,040 | 14.82% | $14,678 | take_profit |
| LABD | 2021-06-02 | 2021-06-03 | 2021-06-07 | 0.2266 | $110,253 | -10.18% | -$11,224 | stop_loss |
| LABD | 2021-05-11 | 2021-05-12 | 2021-05-14 | 0.2043 | $122,742 | -10.18% | -$12,495 | stop_loss |
| LABD | 2021-04-26 | 2021-04-27 | 2021-05-04 | 0.2177 | $106,919 | 14.82% | $15,845 | take_profit |
| LABD | 2021-04-20 | 2021-04-21 | 2021-04-21 | 0.2052 | $119,037 | -10.18% | -$12,118 | stop_loss |
| LABU | 2021-04-05 | 2021-04-06 | 2021-04-07 | 0.2030 | $132,515 | -10.18% | -$13,490 | stop_loss |
| LABU | 2021-03-24 | 2021-03-25 | 2021-03-26 | 0.2419 | $115,424 | 14.82% | $17,106 | take_profit |
| SOXL | 2021-03-08 | 2021-03-09 | 2021-03-11 | 0.3070 | $47,748 | 14.82% | $7,076 | take_profit |
| SOXL | 2021-03-05 | 2021-03-08 | 2021-03-08 | 0.2481 | $52,304 | -10.18% | -$5,324 | stop_loss |
| TECL | 2021-03-04 | 2021-03-05 | 2021-03-16 | 0.2028 | $54,498 | 14.82% | $8,077 | take_profit |
| SOXL | 2021-03-04 | 2021-03-05 | 2021-03-05 | 0.2621 | $54,498 | -10.18% | -$5,548 | stop_loss |
| LABU | 2021-03-03 | 2021-03-04 | 2021-03-04 | 0.2473 | $58,202 | -10.18% | -$5,925 | stop_loss |
| LABD | 2021-02-26 | 2021-03-01 | 2021-03-03 | 0.2353 | $56,542 | 14.82% | $8,380 | take_profit |
| SOXL | 2021-02-25 | 2021-02-26 | 2021-03-04 | 0.2087 | $55,178 | -10.18% | -$5,617 | stop_loss |
| SOXL | 2021-02-24 | 2021-02-25 | 2021-02-25 | 0.2047 | $54,830 | -10.18% | -$5,582 | stop_loss |
| LABD | 2021-02-24 | 2021-02-25 | 2021-02-26 | 0.2202 | $54,830 | 14.82% | $8,126 | take_profit |
| LABD | 2021-01-07 | 2021-01-08 | 2021-01-14 | 0.2043 | $122,078 | -10.18% | -$12,428 | stop_loss |
| LABU | 2021-01-04 | 2021-01-05 | 2021-01-07 | 0.2067 | $106,339 | 14.82% | $15,759 | take_profit |
| LABD | 2020-12-21 | 2020-12-22 | 2020-12-29 | 0.2081 | $92,631 | 14.82% | $13,728 | take_profit |
| LABD | 2020-11-19 | 2020-11-20 | 2020-11-27 | 0.2013 | $103,117 | -10.18% | -$10,497 | stop_loss |
| LABD | 2020-11-11 | 2020-11-12 | 2020-11-18 | 0.2239 | $114,784 | -10.18% | -$11,685 | stop_loss |
| LABD | 2020-10-15 | 2020-10-16 | 2020-10-21 | 0.2218 | $99,989 | 14.82% | $14,818 | take_profit |
| LABU | 2020-09-23 | 2020-09-24 | 2020-10-05 | 0.2708 | $42,801 | 14.82% | $6,343 | take_profit |
| LABD | 2020-09-16 | 2020-09-17 | 2020-09-24 | 0.2200 | $76,807 | 14.82% | $11,383 | take_profit |
| LABD | 2020-09-09 | 2020-09-10 | 2020-09-14 | 0.2187 | $85,504 | -10.18% | -$8,704 | stop_loss |
| LABD | 2020-09-04 | 2020-09-08 | 2020-09-09 | 0.2883 | $95,186 | -10.18% | -$9,690 | stop_loss |
| LABD | 2020-09-01 | 2020-09-02 | 2020-09-04 | 0.2321 | $46,830 | 14.82% | $6,940 | take_profit |
| LABU | 2020-08-26 | 2020-08-27 | 2020-09-04 | 0.2003 | $92,361 | -10.18% | -$9,402 | stop_loss |
| LABD | 2020-08-07 | 2020-08-10 | 2020-08-12 | 0.2353 | $80,456 | 14.82% | $11,924 | take_profit |
| LABD | 2020-07-24 | 2020-07-27 | 2020-08-07 | 0.2085 | $85,287 | -5.67% | -$4,834 | max_holding_horizon |
| YINN | 2020-07-13 | 2020-07-14 | 2020-07-24 | 0.2004 | $94,935 | -10.18% | -$9,664 | stop_loss |
| NAIL | 2020-06-15 | 2020-06-16 | 2020-06-16 | 0.2181 | $49,320 | -10.18% | -$5,021 | stop_loss |
| LABU | 2020-06-12 | 2020-06-15 | 2020-06-16 | 0.2291 | $88,211 | 14.82% | $13,073 | take_profit |
| LABD | 2020-05-22 | 2020-05-26 | 2020-05-27 | 0.2580 | $76,834 | 14.82% | $11,387 | take_profit |
| DPST | 2020-05-12 | 2020-05-13 | 2020-05-13 | 0.2094 | $36,739 | -10.18% | -$3,740 | stop_loss |
| SOXS | 2020-05-06 | 2020-05-07 | 2020-05-14 | 0.2359 | $36,421 | 14.82% | $5,398 | take_profit |
| LABD | 2020-05-04 | 2020-05-05 | 2020-05-11 | 0.2128 | $75,035 | -10.18% | -$7,639 | stop_loss |
| LABU | 2020-04-28 | 2020-04-29 | 2020-04-30 | 0.2623 | $19,231 | -10.18% | -$1,958 | stop_loss |
| UDOW | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2523 | $17,553 | 14.82% | $2,601 | take_profit |
| UPRO | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2611 | $17,553 | 14.82% | $2,601 | take_profit |
| SPXL | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2628 | $17,553 | 14.82% | $2,601 | take_profit |
| LABU | 2020-04-21 | 2020-04-22 | 2020-04-27 | 0.3092 | $17,553 | 14.82% | $2,601 | take_profit |
| LABU | 2020-04-09 | 2020-04-13 | 2020-04-17 | 0.2568 | $30,179 | 14.82% | $4,473 | take_profit |
| SOXL | 2020-04-07 | 2020-04-08 | 2020-04-17 | 0.2286 | $28,458 | 14.82% | $4,217 | take_profit |
| LABU | 2020-04-07 | 2020-04-08 | 2020-04-09 | 0.2941 | $28,458 | 14.82% | $4,217 | take_profit |
| LABU | 2020-04-06 | 2020-04-07 | 2020-04-07 | 0.2663 | $29,332 | -10.18% | -$2,986 | stop_loss |
| TZA | 2020-04-01 | 2020-04-02 | 2020-04-02 | 0.2565 | $19,552 | -10.18% | -$1,990 | stop_loss |
| SRTY | 2020-04-01 | 2020-04-02 | 2020-04-02 | 0.2571 | $19,552 | -10.18% | -$1,990 | stop_loss |
| YINN | 2020-04-01 | 2020-04-02 | 2020-04-07 | 0.3226 | $19,552 | 14.82% | $2,898 | take_profit |
| LABU | 2020-03-26 | 2020-03-27 | 2020-04-01 | 0.2880 | $34,299 | -10.18% | -$3,492 | stop_loss |
| SOXL | 2020-03-25 | 2020-03-26 | 2020-04-01 | 0.3266 | $15,272 | -10.18% | -$1,555 | stop_loss |
| UPRO | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.2033 | $15,441 | 14.82% | $2,288 | take_profit |
| UDOW | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.2555 | $15,441 | 14.82% | $2,288 | take_profit |
| LABU | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.3334 | $15,441 | 14.82% | $2,288 | take_profit |
| SOXL | 2020-03-24 | 2020-03-25 | 2020-03-25 | 0.3413 | $15,441 | -10.18% | -$1,572 | stop_loss |
| TECL | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3398 | $16,790 | -10.18% | -$1,709 | stop_loss |
| UPRO | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3628 | $16,790 | -10.18% | -$1,709 | stop_loss |
| LABU | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3763 | $16,790 | -10.18% | -$1,709 | stop_loss |
| LABU | 2020-03-19 | 2020-03-20 | 2020-03-20 | 0.3437 | $19,106 | -10.18% | -$1,945 | stop_loss |
| TNA | 2020-03-18 | 2020-03-19 | 2020-03-19 | 0.3090 | $19,084 | -10.18% | -$1,943 | stop_loss |
| TECL | 2020-03-18 | 2020-03-19 | 2020-03-20 | 0.3094 | $19,084 | -10.18% | -$1,943 | stop_loss |
| UPRO | 2020-03-18 | 2020-03-19 | 2020-03-20 | 0.3320 | $19,084 | -10.18% | -$1,943 | stop_loss |
| UDOW | 2020-03-18 | 2020-03-19 | 2020-03-23 | 0.3476 | $19,084 | -10.18% | -$1,943 | stop_loss |
| SPXL | 2020-03-16 | 2020-03-17 | 2020-03-18 | 0.3362 | $24,686 | -10.18% | -$2,513 | stop_loss |
| TECL | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3564 | $24,686 | -10.18% | -$2,513 | stop_loss |
| UDOW | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3606 | $24,686 | -10.18% | -$2,513 | stop_loss |
| SRTY | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3640 | $24,686 | -10.18% | -$2,513 | stop_loss |
| SRTY | 2020-03-10 | 2020-03-11 | 2020-03-12 | 0.2115 | $30,534 | 14.82% | $4,525 | take_profit |
| TZA | 2020-03-10 | 2020-03-11 | 2020-03-12 | 0.2149 | $30,534 | 14.82% | $4,525 | take_profit |
| UDOW | 2020-03-10 | 2020-03-11 | 2020-03-11 | 0.2450 | $30,534 | -10.18% | -$3,108 | stop_loss |
| TNA | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.2989 | $25,496 | -10.18% | -$2,595 | stop_loss |
| SPXL | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3080 | $25,496 | -10.18% | -$2,595 | stop_loss |
| UPRO | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3300 | $25,496 | -10.18% | -$2,595 | stop_loss |
| UDOW | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3443 | $25,496 | -10.18% | -$2,595 | stop_loss |
| SOXL | 2020-03-04 | 2020-03-05 | 2020-03-06 | 0.2074 | $29,527 | -10.18% | -$3,006 | stop_loss |
| UDOW | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2130 | $29,379 | -10.18% | -$2,991 | stop_loss |
| UPRO | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2282 | $29,379 | -10.18% | -$2,991 | stop_loss |
| LABU | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2398 | $29,379 | -10.18% | -$2,991 | stop_loss |
| UDOW | 2020-03-02 | 2020-03-03 | 2020-03-03 | 0.2008 | $58,724 | -10.18% | -$5,978 | stop_loss |
| SOXS | 2020-02-28 | 2020-03-02 | 2020-03-04 | 0.2565 | $28,326 | -10.18% | -$2,884 | stop_loss |
| UPRO | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2443 | $25,829 | 14.82% | $3,828 | take_profit |
| SPXL | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2482 | $25,829 | 14.82% | $3,828 | take_profit |
| UDOW | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2695 | $25,829 | 14.82% | $3,828 | take_profit |
| TECL | 2020-02-27 | 2020-02-28 | 2020-02-28 | 0.2731 | $25,829 | 14.82% | $3,828 | take_profit |
| SOXS | 2020-02-25 | 2020-02-26 | 2020-02-27 | 0.2058 | $50,584 | 14.82% | $7,497 | take_profit |
| SOXL | 2020-02-25 | 2020-02-26 | 2020-02-27 | 0.2313 | $50,584 | -10.18% | -$5,150 | stop_loss |
| YINN | 2020-01-27 | 2020-01-28 | 2020-02-10 | 0.2482 | $46,381 | 4.70% | $2,182 | max_holding_horizon |
| LABU | 2020-01-24 | 2020-01-27 | 2020-02-04 | 0.2247 | $89,829 | 14.82% | $13,313 | take_profit |
| LABU | 2020-01-22 | 2020-01-23 | 2020-01-24 | 0.2283 | $100,000 | -10.18% | -$10,180 | stop_loss |