Valid
Score 0.8869
Calmar 0.9566
R² 0.9271
CAGR 0.5264
MDD -55.03%
Experiment
smoke_tp15_sl10_h10_r2 #2
10K
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 5,311 2020-04-03
Avg 37,260
Max 116,714 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 | $84,607 | -2.39% | -$2,020 | max_holding_horizon |
| LABD | 2024-10-25 | 2024-10-28 | 2024-11-06 | 0.2261 | $94,181 | -10.18% | -$9,588 | stop_loss |
| YINN | 2024-10-14 | 2024-10-15 | 2024-10-17 | 0.2194 | $104,850 | -10.18% | -$10,674 | stop_loss |
| SOXS | 2024-10-04 | 2024-10-07 | 2024-10-14 | 0.2079 | $116,714 | -10.18% | -$11,881 | stop_loss |
| SOXL | 2024-09-09 | 2024-09-10 | 2024-09-11 | 0.2011 | $101,661 | 14.82% | $15,066 | take_profit |
| NAIL | 2024-08-05 | 2024-08-06 | 2024-08-19 | 0.2256 | $44,415 | 11.34% | $5,036 | max_holding_horizon |
| YINN | 2024-08-02 | 2024-08-05 | 2024-08-13 | 0.2398 | $83,962 | 14.82% | $12,443 | take_profit |
| LABU | 2024-07-30 | 2024-07-31 | 2024-08-02 | 0.2502 | $93,467 | -10.18% | -$9,515 | stop_loss |
| LABU | 2024-07-19 | 2024-07-22 | 2024-07-26 | 0.2117 | $81,416 | 14.82% | $12,066 | take_profit |
| LABD | 2024-06-13 | 2024-06-14 | 2024-06-28 | 0.2049 | $82,673 | -1.53% | -$1,261 | max_holding_horizon |
| LABD | 2024-05-16 | 2024-05-17 | 2024-05-28 | 0.2031 | $72,015 | 14.82% | $10,673 | take_profit |
| SOXS | 2024-04-17 | 2024-04-18 | 2024-04-19 | 0.2048 | $62,727 | 14.82% | $9,296 | take_profit |
| SOXS | 2024-04-10 | 2024-04-11 | 2024-04-17 | 0.2120 | $54,642 | 14.82% | $8,098 | take_profit |
| LABD | 2024-03-04 | 2024-03-05 | 2024-03-12 | 0.2176 | $47,598 | 14.82% | $7,054 | take_profit |
| LABU | 2024-01-31 | 2024-02-01 | 2024-02-12 | 0.2032 | $41,462 | 14.82% | $6,145 | take_profit |
| LABD | 2023-12-22 | 2023-12-26 | 2023-12-28 | 0.2014 | $46,154 | -10.18% | -$4,698 | stop_loss |
| LABD | 2023-12-18 | 2023-12-19 | 2023-12-22 | 0.2105 | $27,238 | -10.18% | -$2,773 | stop_loss |
| LABU | 2023-12-13 | 2023-12-14 | 2023-12-20 | 0.2772 | $56,574 | -10.18% | -$5,759 | stop_loss |
| LABU | 2023-12-04 | 2023-12-05 | 2023-12-13 | 0.2056 | $25,915 | 14.82% | $3,841 | take_profit |
| YINN | 2023-12-01 | 2023-12-04 | 2023-12-11 | 0.2005 | $52,567 | -10.18% | -$5,351 | stop_loss |
| LABD | 2023-11-15 | 2023-11-16 | 2023-11-20 | 0.2085 | $25,782 | -10.18% | -$2,625 | stop_loss |
| LABU | 2023-11-14 | 2023-11-15 | 2023-11-20 | 0.2087 | $51,136 | 14.82% | $7,578 | take_profit |
| LABU | 2023-11-08 | 2023-11-09 | 2023-11-09 | 0.2022 | $56,932 | -10.18% | -$5,796 | stop_loss |
| LABD | 2023-10-02 | 2023-10-03 | 2023-10-11 | 0.2038 | $63,374 | -10.18% | -$6,451 | stop_loss |
| LABU | 2023-05-31 | 2023-06-01 | 2023-06-07 | 0.2067 | $55,205 | 14.82% | $8,181 | take_profit |
| LABU | 2023-05-02 | 2023-05-03 | 2023-05-05 | 0.2317 | $48,086 | 14.82% | $7,126 | take_profit |
| LABD | 2023-04-18 | 2023-04-19 | 2023-05-02 | 0.2026 | $48,285 | -0.42% | -$200 | max_holding_horizon |
| LABD | 2023-04-04 | 2023-04-05 | 2023-04-13 | 0.2111 | $27,042 | -10.18% | -$2,753 | stop_loss |
| LABU | 2023-03-22 | 2023-03-23 | 2023-04-05 | 0.2302 | $24,989 | 3.77% | $941 | max_holding_horizon |
| YINN | 2023-03-15 | 2023-03-16 | 2023-03-23 | 0.2431 | $45,797 | 14.82% | $6,787 | take_profit |
| LABU | 2023-03-10 | 2023-03-13 | 2023-03-14 | 0.2188 | $39,890 | 14.82% | $5,912 | take_profit |
| LABU | 2023-03-09 | 2023-03-10 | 2023-03-10 | 0.2146 | $44,411 | -10.18% | -$4,521 | stop_loss |
| LABD | 2023-01-13 | 2023-01-17 | 2023-01-30 | 0.2011 | $43,158 | 2.90% | $1,252 | max_holding_horizon |
| LABU | 2023-01-04 | 2023-01-05 | 2023-01-12 | 0.2091 | $21,257 | 14.82% | $3,150 | take_profit |
| LABD | 2022-12-30 | 2023-01-03 | 2023-01-12 | 0.2206 | $41,774 | -10.18% | -$4,253 | stop_loss |
| LABD | 2022-12-12 | 2022-12-13 | 2022-12-16 | 0.2231 | $19,874 | 14.82% | $2,945 | take_profit |
| LABU | 2022-12-06 | 2022-12-07 | 2022-12-20 | 0.2222 | $39,434 | -2.83% | -$1,118 | max_holding_horizon |
| LABD | 2022-11-11 | 2022-11-14 | 2022-11-17 | 0.2148 | $20,012 | 14.82% | $2,966 | take_profit |
| LABU | 2022-11-10 | 2022-11-11 | 2022-11-17 | 0.2656 | $37,308 | -10.18% | -$3,798 | stop_loss |
| SOXL | 2022-10-27 | 2022-10-28 | 2022-11-03 | 0.2052 | $17,862 | -10.18% | -$1,818 | stop_loss |
| YINN | 2022-10-27 | 2022-10-28 | 2022-11-04 | 0.2087 | $17,862 | 14.82% | $2,647 | take_profit |
| LABD | 2022-10-24 | 2022-10-25 | 2022-10-26 | 0.2177 | $39,770 | -10.18% | -$4,049 | stop_loss |
| LABU | 2022-10-14 | 2022-10-17 | 2022-10-19 | 0.2361 | $44,274 | -10.18% | -$4,507 | stop_loss |
| LABU | 2022-10-12 | 2022-10-13 | 2022-10-13 | 0.2036 | $38,559 | 14.82% | $5,715 | take_profit |
| LABD | 2022-10-05 | 2022-10-06 | 2022-10-10 | 0.2289 | $33,590 | 14.82% | $4,978 | take_profit |
| LABD | 2022-09-13 | 2022-09-14 | 2022-09-21 | 0.2018 | $29,260 | 14.82% | $4,336 | take_profit |
| LABD | 2022-08-26 | 2022-08-29 | 2022-09-08 | 0.2088 | $32,572 | -10.18% | -$3,316 | stop_loss |
| SOXS | 2022-08-24 | 2022-08-25 | 2022-08-25 | 0.2206 | $15,218 | -10.18% | -$1,549 | stop_loss |
| LABD | 2022-08-24 | 2022-08-25 | 2022-08-26 | 0.2588 | $15,218 | 14.82% | $2,255 | take_profit |
| LABD | 2022-08-10 | 2022-08-11 | 2022-08-17 | 0.2316 | $26,510 | 14.82% | $3,929 | take_profit |
| LABD | 2022-07-28 | 2022-07-29 | 2022-08-03 | 0.2283 | $29,512 | -10.18% | -$3,004 | stop_loss |
| LABD | 2022-07-25 | 2022-07-26 | 2022-07-27 | 0.2214 | $32,853 | -10.18% | -$3,344 | stop_loss |
| LABU | 2022-07-15 | 2022-07-18 | 2022-07-18 | 0.2490 | $20,104 | -10.18% | -$2,047 | stop_loss |
| LABD | 2022-07-13 | 2022-07-14 | 2022-07-20 | 0.2172 | $40,154 | -10.18% | -$4,088 | stop_loss |
| LABD | 2022-07-11 | 2022-07-12 | 2022-07-13 | 0.2318 | $22,852 | -10.18% | -$2,326 | stop_loss |
| LABU | 2022-07-05 | 2022-07-06 | 2022-07-12 | 0.2101 | $46,607 | -10.18% | -$4,745 | stop_loss |
| LABU | 2022-06-29 | 2022-06-30 | 2022-07-05 | 0.2034 | $20,295 | 14.82% | $3,008 | take_profit |
| SOXS | 2022-06-29 | 2022-06-30 | 2022-07-05 | 0.2111 | $20,295 | 14.82% | $3,008 | take_profit |
| LABD | 2022-06-22 | 2022-06-23 | 2022-06-23 | 0.2079 | $19,629 | -10.18% | -$1,998 | stop_loss |
| LABU | 2022-06-17 | 2022-06-21 | 2022-06-22 | 0.2055 | $18,130 | 14.82% | $2,687 | take_profit |
| SQQQ | 2022-06-13 | 2022-06-14 | 2022-06-15 | 0.2026 | $13,280 | -10.18% | -$1,352 | stop_loss |
| YINN | 2022-06-13 | 2022-06-14 | 2022-06-24 | 0.3041 | $13,280 | 14.82% | $1,968 | take_profit |
| LABD | 2022-06-10 | 2022-06-13 | 2022-06-17 | 0.2380 | $19,773 | -10.18% | -$2,013 | stop_loss |
| YINN | 2022-06-08 | 2022-06-09 | 2022-06-13 | 0.2175 | $18,955 | -10.18% | -$1,930 | stop_loss |
| LABD | 2022-06-08 | 2022-06-09 | 2022-06-10 | 0.2332 | $18,955 | 14.82% | $2,809 | take_profit |
| LABD | 2022-06-07 | 2022-06-08 | 2022-06-08 | 0.2049 | $19,597 | -10.18% | -$1,995 | stop_loss |
| LABD | 2022-06-06 | 2022-06-07 | 2022-06-07 | 0.2073 | $20,144 | -10.18% | -$2,051 | stop_loss |
| LABD | 2022-06-03 | 2022-06-06 | 2022-06-06 | 0.2166 | $18,081 | 14.82% | $2,680 | take_profit |
| LABD | 2022-06-01 | 2022-06-02 | 2022-06-03 | 0.2119 | $18,696 | -10.18% | -$1,903 | stop_loss |
| YINN | 2022-05-31 | 2022-06-01 | 2022-06-08 | 0.3549 | $18,570 | 14.82% | $2,752 | take_profit |
| LABD | 2022-05-27 | 2022-05-31 | 2022-06-01 | 0.2058 | $34,532 | 14.82% | $5,118 | take_profit |
| LABU | 2022-05-13 | 2022-05-16 | 2022-05-25 | 0.2424 | $38,439 | -10.18% | -$3,913 | stop_loss |
| LABU | 2022-04-26 | 2022-04-27 | 2022-04-28 | 0.2570 | $19,575 | -10.18% | -$1,993 | stop_loss |
| LABU | 2022-04-22 | 2022-04-25 | 2022-04-26 | 0.2046 | $19,548 | -10.18% | -$1,990 | stop_loss |
| LABD | 2022-04-22 | 2022-04-25 | 2022-04-28 | 0.2246 | $19,548 | 14.82% | $2,897 | take_profit |
| LABD | 2022-04-19 | 2022-04-20 | 2022-04-22 | 0.2180 | $34,058 | 14.82% | $5,047 | take_profit |
| LABD | 2022-04-11 | 2022-04-12 | 2022-04-18 | 0.2612 | $29,664 | 14.82% | $4,396 | take_profit |
| LABU | 2022-03-31 | 2022-04-01 | 2022-04-04 | 0.2017 | $25,838 | 14.82% | $3,829 | take_profit |
| LABD | 2022-03-23 | 2022-03-24 | 2022-03-29 | 0.2214 | $28,766 | -10.18% | -$2,928 | stop_loss |
| LABU | 2022-03-14 | 2022-03-15 | 2022-03-16 | 0.2518 | $25,056 | 14.82% | $3,713 | take_profit |
| LABD | 2022-03-11 | 2022-03-14 | 2022-03-14 | 0.2135 | $12,198 | 14.82% | $1,808 | take_profit |
| NAIL | 2022-03-08 | 2022-03-09 | 2022-03-14 | 0.2447 | $12,917 | -10.18% | -$1,315 | stop_loss |
| SOXL | 2022-03-08 | 2022-03-09 | 2022-03-11 | 0.2449 | $12,917 | -10.18% | -$1,315 | stop_loss |
| LABD | 2022-03-07 | 2022-03-08 | 2022-03-08 | 0.2439 | $12,624 | -10.18% | -$1,285 | stop_loss |
| SOXL | 2022-03-07 | 2022-03-08 | 2022-03-08 | 0.2574 | $12,624 | 14.82% | $1,871 | take_profit |
| SOXL | 2022-03-04 | 2022-03-07 | 2022-03-07 | 0.2471 | $13,561 | -10.18% | -$1,380 | stop_loss |
| FAS | 2022-02-24 | 2022-02-25 | 2022-03-07 | 0.2036 | $13,010 | -10.18% | -$1,324 | stop_loss |
| LABD | 2022-02-24 | 2022-02-25 | 2022-03-04 | 0.2409 | $13,010 | 14.82% | $1,928 | take_profit |
| LABD | 2022-02-18 | 2022-02-22 | 2022-02-24 | 0.2143 | $22,667 | 14.82% | $3,359 | take_profit |
| SOXL | 2022-02-11 | 2022-02-14 | 2022-02-15 | 0.2007 | $19,744 | 14.82% | $2,926 | take_profit |
| LABD | 2022-02-03 | 2022-02-04 | 2022-02-07 | 0.2432 | $21,979 | -10.18% | -$2,237 | stop_loss |
| LABD | 2022-01-31 | 2022-02-01 | 2022-02-03 | 0.2457 | $19,146 | 14.82% | $2,837 | take_profit |
| LABD | 2022-01-28 | 2022-01-31 | 2022-01-31 | 0.2205 | $10,299 | -10.18% | -$1,048 | stop_loss |
| LABD | 2022-01-27 | 2022-01-28 | 2022-01-28 | 0.2085 | $11,237 | -10.18% | -$1,144 | stop_loss |
| SOXS | 2022-01-27 | 2022-01-28 | 2022-01-31 | 0.2269 | $11,237 | -10.18% | -$1,144 | stop_loss |
| LABD | 2022-01-06 | 2022-01-07 | 2022-01-10 | 0.2008 | $19,575 | 14.82% | $2,901 | take_profit |
| LABD | 2021-12-29 | 2021-12-30 | 2022-01-05 | 0.2235 | $17,051 | 14.82% | $2,527 | take_profit |
| LABD | 2021-12-23 | 2021-12-27 | 2021-12-29 | 0.2117 | $14,852 | 14.82% | $2,201 | take_profit |
| LABU | 2021-12-03 | 2021-12-06 | 2021-12-07 | 0.2290 | $12,937 | 14.82% | $1,917 | take_profit |
| LABU | 2021-12-01 | 2021-12-02 | 2021-12-03 | 0.2155 | $14,402 | -10.18% | -$1,466 | stop_loss |
| LABU | 2021-11-30 | 2021-12-01 | 2021-12-01 | 0.2193 | $16,034 | -10.18% | -$1,632 | stop_loss |
| LABD | 2021-11-18 | 2021-11-19 | 2021-11-23 | 0.2269 | $13,967 | 14.82% | $2,070 | take_profit |
| DPST | 2021-10-26 | 2021-10-27 | 2021-11-09 | 0.2427 | $12,788 | 9.24% | $1,182 | max_holding_horizon |
| LABD | 2021-09-30 | 2021-10-01 | 2021-10-14 | 0.2016 | $6,585 | -3.08% | -$203 | max_holding_horizon |
| YINN | 2021-09-23 | 2021-09-24 | 2021-10-07 | 0.2006 | $12,719 | 7.71% | $980 | max_holding_horizon |
| LABD | 2021-08-30 | 2021-08-31 | 2021-09-14 | 0.2148 | $12,058 | 5.49% | $662 | max_holding_horizon |
| SRTY | 2021-07-27 | 2021-07-28 | 2021-08-10 | 0.2061 | $6,652 | -5.63% | -$374 | max_holding_horizon |
| LABD | 2021-07-26 | 2021-07-27 | 2021-07-29 | 0.2093 | $12,934 | -10.18% | -$1,317 | stop_loss |
| LABU | 2021-07-20 | 2021-07-21 | 2021-07-26 | 0.2129 | $7,100 | -10.18% | -$723 | stop_loss |
| SOXL | 2021-07-16 | 2021-07-19 | 2021-07-21 | 0.2016 | $13,051 | 14.82% | $1,934 | take_profit |
| LABD | 2021-06-30 | 2021-07-01 | 2021-07-08 | 0.2202 | $11,369 | 14.82% | $1,685 | take_profit |
| LABU | 2021-06-21 | 2021-06-22 | 2021-06-28 | 0.2473 | $9,904 | 14.82% | $1,468 | take_profit |
| LABD | 2021-06-02 | 2021-06-03 | 2021-06-07 | 0.2266 | $11,025 | -10.18% | -$1,122 | stop_loss |
| LABD | 2021-05-11 | 2021-05-12 | 2021-05-14 | 0.2043 | $12,274 | -10.18% | -$1,250 | stop_loss |
| LABD | 2021-04-26 | 2021-04-27 | 2021-05-04 | 0.2177 | $10,692 | 14.82% | $1,585 | take_profit |
| LABD | 2021-04-20 | 2021-04-21 | 2021-04-21 | 0.2052 | $11,904 | -10.18% | -$1,212 | stop_loss |
| LABU | 2021-04-05 | 2021-04-06 | 2021-04-07 | 0.2030 | $13,252 | -10.18% | -$1,349 | stop_loss |
| LABU | 2021-03-24 | 2021-03-25 | 2021-03-26 | 0.2419 | $11,542 | 14.82% | $1,711 | take_profit |
| SOXL | 2021-03-08 | 2021-03-09 | 2021-03-11 | 0.3070 | $4,775 | 14.82% | $708 | take_profit |
| SOXL | 2021-03-05 | 2021-03-08 | 2021-03-08 | 0.2481 | $5,230 | -10.18% | -$532 | stop_loss |
| TECL | 2021-03-04 | 2021-03-05 | 2021-03-16 | 0.2028 | $5,450 | 14.82% | $808 | take_profit |
| SOXL | 2021-03-04 | 2021-03-05 | 2021-03-05 | 0.2621 | $5,450 | -10.18% | -$555 | stop_loss |
| LABU | 2021-03-03 | 2021-03-04 | 2021-03-04 | 0.2473 | $5,820 | -10.18% | -$593 | stop_loss |
| LABD | 2021-02-26 | 2021-03-01 | 2021-03-03 | 0.2353 | $5,654 | 14.82% | $838 | take_profit |
| SOXL | 2021-02-25 | 2021-02-26 | 2021-03-04 | 0.2087 | $5,518 | -10.18% | -$562 | stop_loss |
| SOXL | 2021-02-24 | 2021-02-25 | 2021-02-25 | 0.2047 | $5,483 | -10.18% | -$558 | stop_loss |
| LABD | 2021-02-24 | 2021-02-25 | 2021-02-26 | 0.2202 | $5,483 | 14.82% | $813 | take_profit |
| LABD | 2021-01-07 | 2021-01-08 | 2021-01-14 | 0.2043 | $12,208 | -10.18% | -$1,243 | stop_loss |
| LABU | 2021-01-04 | 2021-01-05 | 2021-01-07 | 0.2067 | $10,634 | 14.82% | $1,576 | take_profit |
| LABD | 2020-12-21 | 2020-12-22 | 2020-12-29 | 0.2081 | $9,263 | 14.82% | $1,373 | take_profit |
| LABD | 2020-11-19 | 2020-11-20 | 2020-11-27 | 0.2013 | $10,312 | -10.18% | -$1,050 | stop_loss |
| LABD | 2020-11-11 | 2020-11-12 | 2020-11-18 | 0.2239 | $11,478 | -10.18% | -$1,169 | stop_loss |
| LABD | 2020-10-15 | 2020-10-16 | 2020-10-21 | 0.2218 | $9,999 | 14.82% | $1,482 | take_profit |
| LABU | 2020-09-23 | 2020-09-24 | 2020-10-05 | 0.2708 | $4,280 | 14.82% | $634 | take_profit |
| LABD | 2020-09-16 | 2020-09-17 | 2020-09-24 | 0.2200 | $7,681 | 14.82% | $1,138 | take_profit |
| LABD | 2020-09-09 | 2020-09-10 | 2020-09-14 | 0.2187 | $8,550 | -10.18% | -$870 | stop_loss |
| LABD | 2020-09-04 | 2020-09-08 | 2020-09-09 | 0.2883 | $9,519 | -10.18% | -$969 | stop_loss |
| LABD | 2020-09-01 | 2020-09-02 | 2020-09-04 | 0.2321 | $4,683 | 14.82% | $694 | take_profit |
| LABU | 2020-08-26 | 2020-08-27 | 2020-09-04 | 0.2003 | $9,236 | -10.18% | -$940 | stop_loss |
| LABD | 2020-08-07 | 2020-08-10 | 2020-08-12 | 0.2353 | $8,046 | 14.82% | $1,192 | take_profit |
| LABD | 2020-07-24 | 2020-07-27 | 2020-08-07 | 0.2085 | $8,529 | -5.67% | -$483 | max_holding_horizon |
| YINN | 2020-07-13 | 2020-07-14 | 2020-07-24 | 0.2004 | $9,494 | -10.18% | -$966 | stop_loss |
| NAIL | 2020-06-15 | 2020-06-16 | 2020-06-16 | 0.2181 | $4,932 | -10.18% | -$502 | stop_loss |
| LABU | 2020-06-12 | 2020-06-15 | 2020-06-16 | 0.2291 | $8,821 | 14.82% | $1,307 | take_profit |
| LABD | 2020-05-22 | 2020-05-26 | 2020-05-27 | 0.2580 | $7,683 | 14.82% | $1,139 | take_profit |
| DPST | 2020-05-12 | 2020-05-13 | 2020-05-13 | 0.2094 | $3,674 | -10.18% | -$374 | stop_loss |
| SOXS | 2020-05-06 | 2020-05-07 | 2020-05-14 | 0.2359 | $3,642 | 14.82% | $540 | take_profit |
| LABD | 2020-05-04 | 2020-05-05 | 2020-05-11 | 0.2128 | $7,503 | -10.18% | -$764 | stop_loss |
| LABU | 2020-04-28 | 2020-04-29 | 2020-04-30 | 0.2623 | $1,923 | -10.18% | -$196 | stop_loss |
| UDOW | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2523 | $1,755 | 14.82% | $260 | take_profit |
| UPRO | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2611 | $1,755 | 14.82% | $260 | take_profit |
| SPXL | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2628 | $1,755 | 14.82% | $260 | take_profit |
| LABU | 2020-04-21 | 2020-04-22 | 2020-04-27 | 0.3092 | $1,755 | 14.82% | $260 | take_profit |
| LABU | 2020-04-09 | 2020-04-13 | 2020-04-17 | 0.2568 | $3,018 | 14.82% | $447 | take_profit |
| SOXL | 2020-04-07 | 2020-04-08 | 2020-04-17 | 0.2286 | $2,846 | 14.82% | $422 | take_profit |
| LABU | 2020-04-07 | 2020-04-08 | 2020-04-09 | 0.2941 | $2,846 | 14.82% | $422 | take_profit |
| LABU | 2020-04-06 | 2020-04-07 | 2020-04-07 | 0.2663 | $2,933 | -10.18% | -$299 | stop_loss |
| TZA | 2020-04-01 | 2020-04-02 | 2020-04-02 | 0.2565 | $1,955 | -10.18% | -$199 | stop_loss |
| SRTY | 2020-04-01 | 2020-04-02 | 2020-04-02 | 0.2571 | $1,955 | -10.18% | -$199 | stop_loss |
| YINN | 2020-04-01 | 2020-04-02 | 2020-04-07 | 0.3226 | $1,955 | 14.82% | $290 | take_profit |
| LABU | 2020-03-26 | 2020-03-27 | 2020-04-01 | 0.2880 | $3,430 | -10.18% | -$349 | stop_loss |
| SOXL | 2020-03-25 | 2020-03-26 | 2020-04-01 | 0.3266 | $1,527 | -10.18% | -$155 | stop_loss |
| UPRO | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.2033 | $1,544 | 14.82% | $229 | take_profit |
| UDOW | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.2555 | $1,544 | 14.82% | $229 | take_profit |
| LABU | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.3334 | $1,544 | 14.82% | $229 | take_profit |
| SOXL | 2020-03-24 | 2020-03-25 | 2020-03-25 | 0.3413 | $1,544 | -10.18% | -$157 | stop_loss |
| TECL | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3398 | $1,679 | -10.18% | -$171 | stop_loss |
| UPRO | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3628 | $1,679 | -10.18% | -$171 | stop_loss |
| LABU | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3763 | $1,679 | -10.18% | -$171 | stop_loss |
| LABU | 2020-03-19 | 2020-03-20 | 2020-03-20 | 0.3437 | $1,911 | -10.18% | -$194 | stop_loss |
| TNA | 2020-03-18 | 2020-03-19 | 2020-03-19 | 0.3090 | $1,908 | -10.18% | -$194 | stop_loss |
| TECL | 2020-03-18 | 2020-03-19 | 2020-03-20 | 0.3094 | $1,908 | -10.18% | -$194 | stop_loss |
| UPRO | 2020-03-18 | 2020-03-19 | 2020-03-20 | 0.3320 | $1,908 | -10.18% | -$194 | stop_loss |
| UDOW | 2020-03-18 | 2020-03-19 | 2020-03-23 | 0.3476 | $1,908 | -10.18% | -$194 | stop_loss |
| SPXL | 2020-03-16 | 2020-03-17 | 2020-03-18 | 0.3362 | $2,469 | -10.18% | -$251 | stop_loss |
| TECL | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3564 | $2,469 | -10.18% | -$251 | stop_loss |
| UDOW | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3606 | $2,469 | -10.18% | -$251 | stop_loss |
| SRTY | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3640 | $2,469 | -10.18% | -$251 | stop_loss |
| SRTY | 2020-03-10 | 2020-03-11 | 2020-03-12 | 0.2115 | $3,053 | 14.82% | $453 | take_profit |
| TZA | 2020-03-10 | 2020-03-11 | 2020-03-12 | 0.2149 | $3,053 | 14.82% | $453 | take_profit |
| UDOW | 2020-03-10 | 2020-03-11 | 2020-03-11 | 0.2450 | $3,053 | -10.18% | -$311 | stop_loss |
| TNA | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.2989 | $2,550 | -10.18% | -$260 | stop_loss |
| SPXL | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3080 | $2,550 | -10.18% | -$260 | stop_loss |
| UPRO | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3300 | $2,550 | -10.18% | -$260 | stop_loss |
| UDOW | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3443 | $2,550 | -10.18% | -$260 | stop_loss |
| SOXL | 2020-03-04 | 2020-03-05 | 2020-03-06 | 0.2074 | $2,953 | -10.18% | -$301 | stop_loss |
| UDOW | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2130 | $2,938 | -10.18% | -$299 | stop_loss |
| UPRO | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2282 | $2,938 | -10.18% | -$299 | stop_loss |
| LABU | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2398 | $2,938 | -10.18% | -$299 | stop_loss |
| UDOW | 2020-03-02 | 2020-03-03 | 2020-03-03 | 0.2008 | $5,872 | -10.18% | -$598 | stop_loss |
| SOXS | 2020-02-28 | 2020-03-02 | 2020-03-04 | 0.2565 | $2,833 | -10.18% | -$288 | stop_loss |
| UPRO | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2443 | $2,583 | 14.82% | $383 | take_profit |
| SPXL | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2482 | $2,583 | 14.82% | $383 | take_profit |
| UDOW | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2695 | $2,583 | 14.82% | $383 | take_profit |
| TECL | 2020-02-27 | 2020-02-28 | 2020-02-28 | 0.2731 | $2,583 | 14.82% | $383 | take_profit |
| SOXS | 2020-02-25 | 2020-02-26 | 2020-02-27 | 0.2058 | $5,058 | 14.82% | $750 | take_profit |
| SOXL | 2020-02-25 | 2020-02-26 | 2020-02-27 | 0.2313 | $5,058 | -10.18% | -$515 | stop_loss |
| YINN | 2020-01-27 | 2020-01-28 | 2020-02-10 | 0.2482 | $4,638 | 4.70% | $218 | max_holding_horizon |
| LABU | 2020-01-24 | 2020-01-27 | 2020-02-04 | 0.2247 | $8,983 | 14.82% | $1,331 | take_profit |
| LABU | 2020-01-22 | 2020-01-23 | 2020-01-24 | 0.2283 | $10,000 | -10.18% | -$1,018 | stop_loss |