Valid
Score 0.8869
Calmar 0.9566
R² 0.9271
CAGR 0.5264
MDD -55.03%
Experiment
smoke_tp15_sl10_h10_r2 #2
1M
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 531,138 2020-04-03
Avg 3,726,033
Max 11,671,400 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 | $8,460,720 | -2.39% | -$201,969 | max_holding_horizon |
| LABD | 2024-10-25 | 2024-10-28 | 2024-11-06 | 0.2261 | $9,418,110 | -10.18% | -$958,764 | stop_loss |
| YINN | 2024-10-14 | 2024-10-15 | 2024-10-17 | 0.2194 | $10,485,000 | -10.18% | -$1,067,373 | stop_loss |
| SOXS | 2024-10-04 | 2024-10-07 | 2024-10-14 | 0.2079 | $11,671,400 | -10.18% | -$1,188,149 | stop_loss |
| SOXL | 2024-09-09 | 2024-09-10 | 2024-09-11 | 0.2011 | $10,166,100 | 14.82% | $1,506,616 | take_profit |
| NAIL | 2024-08-05 | 2024-08-06 | 2024-08-19 | 0.2256 | $4,441,520 | 11.34% | $503,557 | max_holding_horizon |
| YINN | 2024-08-02 | 2024-08-05 | 2024-08-13 | 0.2398 | $8,396,170 | 14.82% | $1,244,312 | take_profit |
| LABU | 2024-07-30 | 2024-07-31 | 2024-08-02 | 0.2502 | $9,346,690 | -10.18% | -$951,493 | stop_loss |
| LABU | 2024-07-19 | 2024-07-22 | 2024-07-26 | 0.2117 | $8,141,640 | 14.82% | $1,206,591 | take_profit |
| LABD | 2024-06-13 | 2024-06-14 | 2024-06-28 | 0.2049 | $8,267,290 | -1.53% | -$126,150 | max_holding_horizon |
| LABD | 2024-05-16 | 2024-05-17 | 2024-05-28 | 0.2031 | $7,201,490 | 14.82% | $1,067,261 | take_profit |
| SOXS | 2024-04-17 | 2024-04-18 | 2024-04-19 | 0.2048 | $6,272,700 | 14.82% | $929,614 | take_profit |
| SOXS | 2024-04-10 | 2024-04-11 | 2024-04-17 | 0.2120 | $5,464,230 | 14.82% | $809,799 | take_profit |
| LABD | 2024-03-04 | 2024-03-05 | 2024-03-12 | 0.2176 | $4,759,820 | 14.82% | $705,405 | take_profit |
| LABU | 2024-01-31 | 2024-02-01 | 2024-02-12 | 0.2032 | $4,146,150 | 14.82% | $614,459 | take_profit |
| LABD | 2023-12-22 | 2023-12-26 | 2023-12-28 | 0.2014 | $4,615,390 | -10.18% | -$469,847 | stop_loss |
| LABD | 2023-12-18 | 2023-12-19 | 2023-12-22 | 0.2105 | $2,723,825 | -10.18% | -$277,285 | stop_loss |
| LABU | 2023-12-13 | 2023-12-14 | 2023-12-20 | 0.2772 | $5,657,380 | -10.18% | -$575,921 | stop_loss |
| LABU | 2023-12-04 | 2023-12-05 | 2023-12-13 | 0.2056 | $2,591,500 | 14.82% | $384,060 | take_profit |
| YINN | 2023-12-01 | 2023-12-04 | 2023-12-11 | 0.2005 | $5,256,700 | -10.18% | -$535,132 | stop_loss |
| LABD | 2023-11-15 | 2023-11-16 | 2023-11-20 | 0.2085 | $2,578,175 | -10.18% | -$262,458 | stop_loss |
| LABU | 2023-11-14 | 2023-11-15 | 2023-11-20 | 0.2087 | $5,113,600 | 14.82% | $757,836 | take_profit |
| LABU | 2023-11-08 | 2023-11-09 | 2023-11-09 | 0.2022 | $5,693,170 | -10.18% | -$579,565 | stop_loss |
| LABD | 2023-10-02 | 2023-10-03 | 2023-10-11 | 0.2038 | $6,337,360 | -10.18% | -$645,143 | stop_loss |
| LABU | 2023-05-31 | 2023-06-01 | 2023-06-07 | 0.2067 | $5,520,480 | 14.82% | $818,135 | take_profit |
| LABU | 2023-05-02 | 2023-05-03 | 2023-05-05 | 0.2317 | $4,808,590 | 14.82% | $712,633 | take_profit |
| LABD | 2023-04-18 | 2023-04-19 | 2023-05-02 | 0.2026 | $4,828,540 | -0.42% | -$20,039 | max_holding_horizon |
| LABD | 2023-04-04 | 2023-04-05 | 2023-04-13 | 0.2111 | $2,704,210 | -10.18% | -$275,289 | stop_loss |
| LABU | 2023-03-22 | 2023-03-23 | 2023-04-05 | 0.2302 | $2,498,910 | 3.77% | $94,143 | max_holding_horizon |
| YINN | 2023-03-15 | 2023-03-16 | 2023-03-23 | 0.2431 | $4,579,670 | 14.82% | $678,707 | take_profit |
| LABU | 2023-03-10 | 2023-03-13 | 2023-03-14 | 0.2188 | $3,989,020 | 14.82% | $591,173 | take_profit |
| LABU | 2023-03-09 | 2023-03-10 | 2023-03-10 | 0.2146 | $4,441,130 | -10.18% | -$452,107 | stop_loss |
| LABD | 2023-01-13 | 2023-01-17 | 2023-01-30 | 0.2011 | $4,315,760 | 2.90% | $125,210 | max_holding_horizon |
| LABU | 2023-01-04 | 2023-01-05 | 2023-01-12 | 0.2091 | $2,125,685 | 14.82% | $315,027 | take_profit |
| LABD | 2022-12-30 | 2023-01-03 | 2023-01-12 | 0.2206 | $4,177,350 | -10.18% | -$425,254 | stop_loss |
| LABD | 2022-12-12 | 2022-12-13 | 2022-12-16 | 0.2231 | $1,987,355 | 14.82% | $294,526 | take_profit |
| LABU | 2022-12-06 | 2022-12-07 | 2022-12-20 | 0.2222 | $3,943,400 | -2.83% | -$111,790 | max_holding_horizon |
| LABD | 2022-11-11 | 2022-11-14 | 2022-11-17 | 0.2148 | $2,001,210 | 14.82% | $296,579 | take_profit |
| LABU | 2022-11-10 | 2022-11-11 | 2022-11-17 | 0.2656 | $3,730,820 | -10.18% | -$379,797 | stop_loss |
| SOXL | 2022-10-27 | 2022-10-28 | 2022-11-03 | 0.2052 | $1,786,250 | -10.18% | -$181,840 | stop_loss |
| YINN | 2022-10-27 | 2022-10-28 | 2022-11-04 | 0.2087 | $1,786,250 | 14.82% | $264,722 | take_profit |
| LABD | 2022-10-24 | 2022-10-25 | 2022-10-26 | 0.2177 | $3,976,990 | -10.18% | -$404,858 | stop_loss |
| LABU | 2022-10-14 | 2022-10-17 | 2022-10-19 | 0.2361 | $4,427,390 | -10.18% | -$450,708 | stop_loss |
| LABU | 2022-10-12 | 2022-10-13 | 2022-10-13 | 0.2036 | $3,855,940 | 14.82% | $571,450 | take_profit |
| LABD | 2022-10-05 | 2022-10-06 | 2022-10-10 | 0.2289 | $3,358,980 | 14.82% | $497,801 | take_profit |
| LABD | 2022-09-13 | 2022-09-14 | 2022-09-21 | 0.2018 | $2,926,020 | 14.82% | $433,636 | take_profit |
| LABD | 2022-08-26 | 2022-08-29 | 2022-09-08 | 0.2088 | $3,257,160 | -10.18% | -$331,579 | stop_loss |
| SOXS | 2022-08-24 | 2022-08-25 | 2022-08-25 | 0.2206 | $1,521,845 | -10.18% | -$154,924 | stop_loss |
| LABD | 2022-08-24 | 2022-08-25 | 2022-08-26 | 0.2588 | $1,521,845 | 14.82% | $225,537 | take_profit |
| LABD | 2022-08-10 | 2022-08-11 | 2022-08-17 | 0.2316 | $2,651,000 | 14.82% | $392,878 | take_profit |
| LABD | 2022-07-28 | 2022-07-29 | 2022-08-03 | 0.2283 | $2,951,180 | -10.18% | -$300,430 | stop_loss |
| LABD | 2022-07-25 | 2022-07-26 | 2022-07-27 | 0.2214 | $3,285,320 | -10.18% | -$334,446 | stop_loss |
| LABU | 2022-07-15 | 2022-07-18 | 2022-07-18 | 0.2490 | $2,010,445 | -10.18% | -$204,663 | stop_loss |
| LABD | 2022-07-13 | 2022-07-14 | 2022-07-20 | 0.2172 | $4,015,420 | -10.18% | -$408,770 | stop_loss |
| LABD | 2022-07-11 | 2022-07-12 | 2022-07-13 | 0.2318 | $2,285,195 | -10.18% | -$232,633 | stop_loss |
| LABU | 2022-07-05 | 2022-07-06 | 2022-07-12 | 0.2101 | $4,660,720 | -10.18% | -$474,461 | stop_loss |
| LABU | 2022-06-29 | 2022-06-30 | 2022-07-05 | 0.2034 | $2,029,485 | 14.82% | $300,770 | take_profit |
| SOXS | 2022-06-29 | 2022-06-30 | 2022-07-05 | 0.2111 | $2,029,485 | 14.82% | $300,770 | take_profit |
| LABD | 2022-06-22 | 2022-06-23 | 2022-06-23 | 0.2079 | $1,962,905 | -10.18% | -$199,824 | stop_loss |
| LABU | 2022-06-17 | 2022-06-21 | 2022-06-22 | 0.2055 | $1,812,975 | 14.82% | $268,683 | take_profit |
| SQQQ | 2022-06-13 | 2022-06-14 | 2022-06-15 | 0.2026 | $1,327,995 | -10.18% | -$135,190 | stop_loss |
| YINN | 2022-06-13 | 2022-06-14 | 2022-06-24 | 0.3041 | $1,327,995 | 14.82% | $196,809 | take_profit |
| LABD | 2022-06-10 | 2022-06-13 | 2022-06-17 | 0.2380 | $1,977,335 | -10.18% | -$201,293 | stop_loss |
| YINN | 2022-06-08 | 2022-06-09 | 2022-06-13 | 0.2175 | $1,895,540 | -10.18% | -$192,966 | stop_loss |
| LABD | 2022-06-08 | 2022-06-09 | 2022-06-10 | 0.2332 | $1,895,540 | 14.82% | $280,919 | take_profit |
| LABD | 2022-06-07 | 2022-06-08 | 2022-06-08 | 0.2049 | $1,959,670 | -10.18% | -$199,494 | stop_loss |
| LABD | 2022-06-06 | 2022-06-07 | 2022-06-07 | 0.2073 | $2,014,430 | -10.18% | -$205,069 | stop_loss |
| LABD | 2022-06-03 | 2022-06-06 | 2022-06-06 | 0.2166 | $1,808,075 | 14.82% | $267,957 | take_profit |
| LABD | 2022-06-01 | 2022-06-02 | 2022-06-03 | 0.2119 | $1,869,590 | -10.18% | -$190,324 | stop_loss |
| YINN | 2022-05-31 | 2022-06-01 | 2022-06-08 | 0.3549 | $1,857,040 | 14.82% | $275,213 | take_profit |
| LABD | 2022-05-27 | 2022-05-31 | 2022-06-01 | 0.2058 | $3,453,180 | 14.82% | $511,761 | take_profit |
| LABU | 2022-05-13 | 2022-05-16 | 2022-05-25 | 0.2424 | $3,843,930 | -10.18% | -$391,312 | stop_loss |
| LABU | 2022-04-26 | 2022-04-27 | 2022-04-28 | 0.2570 | $1,957,465 | -10.18% | -$199,270 | stop_loss |
| LABU | 2022-04-22 | 2022-04-25 | 2022-04-26 | 0.2046 | $1,954,820 | -10.18% | -$199,001 | stop_loss |
| LABD | 2022-04-22 | 2022-04-25 | 2022-04-28 | 0.2246 | $1,954,820 | 14.82% | $289,704 | take_profit |
| LABD | 2022-04-19 | 2022-04-20 | 2022-04-22 | 0.2180 | $3,405,760 | 14.82% | $504,734 | take_profit |
| LABD | 2022-04-11 | 2022-04-12 | 2022-04-18 | 0.2612 | $2,966,420 | 14.82% | $439,623 | take_profit |
| LABU | 2022-03-31 | 2022-04-01 | 2022-04-04 | 0.2017 | $2,583,840 | 14.82% | $382,925 | take_profit |
| LABD | 2022-03-23 | 2022-03-24 | 2022-03-29 | 0.2214 | $2,876,560 | -10.18% | -$292,834 | stop_loss |
| LABU | 2022-03-14 | 2022-03-15 | 2022-03-16 | 0.2518 | $2,505,570 | 14.82% | $371,325 | take_profit |
| LABD | 2022-03-11 | 2022-03-14 | 2022-03-14 | 0.2135 | $1,219,760 | 14.82% | $180,768 | take_profit |
| NAIL | 2022-03-08 | 2022-03-09 | 2022-03-14 | 0.2447 | $1,291,670 | -10.18% | -$131,492 | stop_loss |
| SOXL | 2022-03-08 | 2022-03-09 | 2022-03-11 | 0.2449 | $1,291,670 | -10.18% | -$131,492 | stop_loss |
| LABD | 2022-03-07 | 2022-03-08 | 2022-03-08 | 0.2439 | $1,262,380 | -10.18% | -$128,510 | stop_loss |
| SOXL | 2022-03-07 | 2022-03-08 | 2022-03-08 | 0.2574 | $1,262,380 | 14.82% | $187,085 | take_profit |
| SOXL | 2022-03-04 | 2022-03-07 | 2022-03-07 | 0.2471 | $1,356,070 | -10.18% | -$138,048 | stop_loss |
| FAS | 2022-02-24 | 2022-02-25 | 2022-03-07 | 0.2036 | $1,301,040 | -10.18% | -$132,446 | stop_loss |
| LABD | 2022-02-24 | 2022-02-25 | 2022-03-04 | 0.2409 | $1,301,040 | 14.82% | $192,814 | take_profit |
| LABD | 2022-02-18 | 2022-02-22 | 2022-02-24 | 0.2143 | $2,266,700 | 14.82% | $335,925 | take_profit |
| SOXL | 2022-02-11 | 2022-02-14 | 2022-02-15 | 0.2007 | $1,974,370 | 14.82% | $292,602 | take_profit |
| LABD | 2022-02-03 | 2022-02-04 | 2022-02-07 | 0.2432 | $2,197,910 | -10.18% | -$223,747 | stop_loss |
| LABD | 2022-01-31 | 2022-02-01 | 2022-02-03 | 0.2457 | $1,914,600 | 14.82% | $283,744 | take_profit |
| LABD | 2022-01-28 | 2022-01-31 | 2022-01-31 | 0.2205 | $1,029,925 | -10.18% | -$104,846 | stop_loss |
| LABD | 2022-01-27 | 2022-01-28 | 2022-01-28 | 0.2085 | $1,123,655 | -10.18% | -$114,388 | stop_loss |
| SOXS | 2022-01-27 | 2022-01-28 | 2022-01-31 | 0.2269 | $1,123,655 | -10.18% | -$114,388 | stop_loss |
| LABD | 2022-01-06 | 2022-01-07 | 2022-01-10 | 0.2008 | $1,957,460 | 14.82% | $290,096 | take_profit |
| LABD | 2021-12-29 | 2021-12-30 | 2022-01-05 | 0.2235 | $1,705,060 | 14.82% | $252,690 | take_profit |
| LABD | 2021-12-23 | 2021-12-27 | 2021-12-29 | 0.2117 | $1,485,210 | 14.82% | $220,108 | take_profit |
| LABU | 2021-12-03 | 2021-12-06 | 2021-12-07 | 0.2290 | $1,293,670 | 14.82% | $191,722 | take_profit |
| LABU | 2021-12-01 | 2021-12-02 | 2021-12-03 | 0.2155 | $1,440,160 | -10.18% | -$146,608 | stop_loss |
| LABU | 2021-11-30 | 2021-12-01 | 2021-12-01 | 0.2193 | $1,603,380 | -10.18% | -$163,224 | stop_loss |
| LABD | 2021-11-18 | 2021-11-19 | 2021-11-23 | 0.2269 | $1,396,660 | 14.82% | $206,985 | take_profit |
| DPST | 2021-10-26 | 2021-10-27 | 2021-11-09 | 0.2427 | $1,278,790 | 9.24% | $118,212 | max_holding_horizon |
| LABD | 2021-09-30 | 2021-10-01 | 2021-10-14 | 0.2016 | $658,515 | -3.08% | -$20,250 | max_holding_horizon |
| YINN | 2021-09-23 | 2021-09-24 | 2021-10-07 | 0.2006 | $1,271,940 | 7.71% | $98,025 | max_holding_horizon |
| LABD | 2021-08-30 | 2021-08-31 | 2021-09-14 | 0.2148 | $1,205,840 | 5.49% | $66,192 | max_holding_horizon |
| SRTY | 2021-07-27 | 2021-07-28 | 2021-08-10 | 0.2061 | $665,170 | -5.63% | -$37,419 | max_holding_horizon |
| LABD | 2021-07-26 | 2021-07-27 | 2021-07-29 | 0.2093 | $1,293,370 | -10.18% | -$131,665 | stop_loss |
| LABU | 2021-07-20 | 2021-07-21 | 2021-07-26 | 0.2129 | $709,950 | -10.18% | -$72,273 | stop_loss |
| SOXL | 2021-07-16 | 2021-07-19 | 2021-07-21 | 0.2016 | $1,305,100 | 14.82% | $193,416 | take_profit |
| LABD | 2021-06-30 | 2021-07-01 | 2021-07-08 | 0.2202 | $1,136,940 | 14.82% | $168,495 | take_profit |
| LABU | 2021-06-21 | 2021-06-22 | 2021-06-28 | 0.2473 | $990,395 | 14.82% | $146,777 | take_profit |
| LABD | 2021-06-02 | 2021-06-03 | 2021-06-07 | 0.2266 | $1,102,530 | -10.18% | -$112,238 | stop_loss |
| LABD | 2021-05-11 | 2021-05-12 | 2021-05-14 | 0.2043 | $1,227,420 | -10.18% | -$124,951 | stop_loss |
| LABD | 2021-04-26 | 2021-04-27 | 2021-05-04 | 0.2177 | $1,069,190 | 14.82% | $158,454 | take_profit |
| LABD | 2021-04-20 | 2021-04-21 | 2021-04-21 | 0.2052 | $1,190,370 | -10.18% | -$121,180 | stop_loss |
| LABU | 2021-04-05 | 2021-04-06 | 2021-04-07 | 0.2030 | $1,325,150 | -10.18% | -$134,900 | stop_loss |
| LABU | 2021-03-24 | 2021-03-25 | 2021-03-26 | 0.2419 | $1,154,240 | 14.82% | $171,058 | take_profit |
| SOXL | 2021-03-08 | 2021-03-09 | 2021-03-11 | 0.3070 | $477,485 | 14.82% | $70,763 | take_profit |
| SOXL | 2021-03-05 | 2021-03-08 | 2021-03-08 | 0.2481 | $523,035 | -10.18% | -$53,245 | stop_loss |
| TECL | 2021-03-04 | 2021-03-05 | 2021-03-16 | 0.2028 | $544,980 | 14.82% | $80,766 | take_profit |
| SOXL | 2021-03-04 | 2021-03-05 | 2021-03-05 | 0.2621 | $544,980 | -10.18% | -$55,479 | stop_loss |
| LABU | 2021-03-03 | 2021-03-04 | 2021-03-04 | 0.2473 | $582,025 | -10.18% | -$59,250 | stop_loss |
| LABD | 2021-02-26 | 2021-03-01 | 2021-03-03 | 0.2353 | $565,425 | 14.82% | $83,796 | take_profit |
| SOXL | 2021-02-25 | 2021-02-26 | 2021-03-04 | 0.2087 | $551,785 | -10.18% | -$56,172 | stop_loss |
| SOXL | 2021-02-24 | 2021-02-25 | 2021-02-25 | 0.2047 | $548,300 | -10.18% | -$55,817 | stop_loss |
| LABD | 2021-02-24 | 2021-02-25 | 2021-02-26 | 0.2202 | $548,300 | 14.82% | $81,258 | take_profit |
| LABD | 2021-01-07 | 2021-01-08 | 2021-01-14 | 0.2043 | $1,220,780 | -10.18% | -$124,275 | stop_loss |
| LABU | 2021-01-04 | 2021-01-05 | 2021-01-07 | 0.2067 | $1,063,390 | 14.82% | $157,594 | take_profit |
| LABD | 2020-12-21 | 2020-12-22 | 2020-12-29 | 0.2081 | $926,314 | 14.82% | $137,280 | take_profit |
| LABD | 2020-11-19 | 2020-11-20 | 2020-11-27 | 0.2013 | $1,031,170 | -10.18% | -$104,973 | stop_loss |
| LABD | 2020-11-11 | 2020-11-12 | 2020-11-18 | 0.2239 | $1,147,840 | -10.18% | -$116,850 | stop_loss |
| LABD | 2020-10-15 | 2020-10-16 | 2020-10-21 | 0.2218 | $999,887 | 14.82% | $148,183 | take_profit |
| LABU | 2020-09-23 | 2020-09-24 | 2020-10-05 | 0.2708 | $428,014 | 14.82% | $63,432 | take_profit |
| LABD | 2020-09-16 | 2020-09-17 | 2020-09-24 | 0.2200 | $768,072 | 14.82% | $113,828 | take_profit |
| LABD | 2020-09-09 | 2020-09-10 | 2020-09-14 | 0.2187 | $855,045 | -10.18% | -$87,044 | stop_loss |
| LABD | 2020-09-04 | 2020-09-08 | 2020-09-09 | 0.2883 | $951,856 | -10.18% | -$96,899 | stop_loss |
| LABD | 2020-09-01 | 2020-09-02 | 2020-09-04 | 0.2321 | $468,304 | 14.82% | $69,403 | take_profit |
| LABU | 2020-08-26 | 2020-08-27 | 2020-09-04 | 0.2003 | $923,607 | -10.18% | -$94,023 | stop_loss |
| LABD | 2020-08-07 | 2020-08-10 | 2020-08-12 | 0.2353 | $804,562 | 14.82% | $119,236 | take_profit |
| LABD | 2020-07-24 | 2020-07-27 | 2020-08-07 | 0.2085 | $852,868 | -5.67% | -$48,339 | max_holding_horizon |
| YINN | 2020-07-13 | 2020-07-14 | 2020-07-24 | 0.2004 | $949,351 | -10.18% | -$96,644 | stop_loss |
| NAIL | 2020-06-15 | 2020-06-16 | 2020-06-16 | 0.2181 | $493,197 | -10.18% | -$50,207 | stop_loss |
| LABU | 2020-06-12 | 2020-06-15 | 2020-06-16 | 0.2291 | $882,110 | 14.82% | $130,729 | take_profit |
| LABD | 2020-05-22 | 2020-05-26 | 2020-05-27 | 0.2580 | $768,343 | 14.82% | $113,868 | take_profit |
| DPST | 2020-05-12 | 2020-05-13 | 2020-05-13 | 0.2094 | $367,388 | -10.18% | -$37,400 | stop_loss |
| SOXS | 2020-05-06 | 2020-05-07 | 2020-05-14 | 0.2359 | $364,212 | 14.82% | $53,976 | take_profit |
| LABD | 2020-05-04 | 2020-05-05 | 2020-05-11 | 0.2128 | $750,348 | -10.18% | -$76,385 | stop_loss |
| LABU | 2020-04-28 | 2020-04-29 | 2020-04-30 | 0.2623 | $192,307 | -10.18% | -$19,577 | stop_loss |
| UDOW | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2523 | $175,526 | 14.82% | $26,013 | take_profit |
| UPRO | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2611 | $175,526 | 14.82% | $26,013 | take_profit |
| SPXL | 2020-04-21 | 2020-04-22 | 2020-04-29 | 0.2628 | $175,526 | 14.82% | $26,013 | take_profit |
| LABU | 2020-04-21 | 2020-04-22 | 2020-04-27 | 0.3092 | $175,526 | 14.82% | $26,013 | take_profit |
| LABU | 2020-04-09 | 2020-04-13 | 2020-04-17 | 0.2568 | $301,789 | 14.82% | $44,725 | take_profit |
| SOXL | 2020-04-07 | 2020-04-08 | 2020-04-17 | 0.2286 | $284,580 | 14.82% | $42,175 | take_profit |
| LABU | 2020-04-07 | 2020-04-08 | 2020-04-09 | 0.2941 | $284,580 | 14.82% | $42,175 | take_profit |
| LABU | 2020-04-06 | 2020-04-07 | 2020-04-07 | 0.2663 | $293,318 | -10.18% | -$29,860 | stop_loss |
| TZA | 2020-04-01 | 2020-04-02 | 2020-04-02 | 0.2565 | $195,523 | -10.18% | -$19,904 | stop_loss |
| SRTY | 2020-04-01 | 2020-04-02 | 2020-04-02 | 0.2571 | $195,523 | -10.18% | -$19,904 | stop_loss |
| YINN | 2020-04-01 | 2020-04-02 | 2020-04-07 | 0.3226 | $195,523 | 14.82% | $28,976 | take_profit |
| LABU | 2020-03-26 | 2020-03-27 | 2020-04-01 | 0.2880 | $342,990 | -10.18% | -$34,916 | stop_loss |
| SOXL | 2020-03-25 | 2020-03-26 | 2020-04-01 | 0.3266 | $152,715 | -10.18% | -$15,546 | stop_loss |
| UPRO | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.2033 | $154,406 | 14.82% | $22,883 | take_profit |
| UDOW | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.2555 | $154,406 | 14.82% | $22,883 | take_profit |
| LABU | 2020-03-24 | 2020-03-25 | 2020-03-26 | 0.3334 | $154,406 | 14.82% | $22,883 | take_profit |
| SOXL | 2020-03-24 | 2020-03-25 | 2020-03-25 | 0.3413 | $154,406 | -10.18% | -$15,719 | stop_loss |
| TECL | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3398 | $167,902 | -10.18% | -$17,092 | stop_loss |
| UPRO | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3628 | $167,902 | -10.18% | -$17,092 | stop_loss |
| LABU | 2020-03-20 | 2020-03-23 | 2020-03-23 | 0.3763 | $167,902 | -10.18% | -$17,092 | stop_loss |
| LABU | 2020-03-19 | 2020-03-20 | 2020-03-20 | 0.3437 | $191,060 | -10.18% | -$19,450 | stop_loss |
| TNA | 2020-03-18 | 2020-03-19 | 2020-03-19 | 0.3090 | $190,838 | -10.18% | -$19,427 | stop_loss |
| TECL | 2020-03-18 | 2020-03-19 | 2020-03-20 | 0.3094 | $190,838 | -10.18% | -$19,427 | stop_loss |
| UPRO | 2020-03-18 | 2020-03-19 | 2020-03-20 | 0.3320 | $190,838 | -10.18% | -$19,427 | stop_loss |
| UDOW | 2020-03-18 | 2020-03-19 | 2020-03-23 | 0.3476 | $190,838 | -10.18% | -$19,427 | stop_loss |
| SPXL | 2020-03-16 | 2020-03-17 | 2020-03-18 | 0.3362 | $246,858 | -10.18% | -$25,130 | stop_loss |
| TECL | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3564 | $246,858 | -10.18% | -$25,130 | stop_loss |
| UDOW | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3606 | $246,858 | -10.18% | -$25,130 | stop_loss |
| SRTY | 2020-03-16 | 2020-03-17 | 2020-03-17 | 0.3640 | $246,858 | -10.18% | -$25,130 | stop_loss |
| SRTY | 2020-03-10 | 2020-03-11 | 2020-03-12 | 0.2115 | $305,335 | 14.82% | $45,251 | take_profit |
| TZA | 2020-03-10 | 2020-03-11 | 2020-03-12 | 0.2149 | $305,335 | 14.82% | $45,251 | take_profit |
| UDOW | 2020-03-10 | 2020-03-11 | 2020-03-11 | 0.2450 | $305,335 | -10.18% | -$31,083 | stop_loss |
| TNA | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.2989 | $254,958 | -10.18% | -$25,955 | stop_loss |
| SPXL | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3080 | $254,958 | -10.18% | -$25,955 | stop_loss |
| UPRO | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3300 | $254,958 | -10.18% | -$25,955 | stop_loss |
| UDOW | 2020-03-09 | 2020-03-10 | 2020-03-10 | 0.3443 | $254,958 | -10.18% | -$25,955 | stop_loss |
| SOXL | 2020-03-04 | 2020-03-05 | 2020-03-06 | 0.2074 | $295,272 | -10.18% | -$30,059 | stop_loss |
| UDOW | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2130 | $293,790 | -10.18% | -$29,908 | stop_loss |
| UPRO | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2282 | $293,790 | -10.18% | -$29,908 | stop_loss |
| LABU | 2020-03-03 | 2020-03-04 | 2020-03-06 | 0.2398 | $293,790 | -10.18% | -$29,908 | stop_loss |
| UDOW | 2020-03-02 | 2020-03-03 | 2020-03-03 | 0.2008 | $587,235 | -10.18% | -$59,781 | stop_loss |
| SOXS | 2020-02-28 | 2020-03-02 | 2020-03-04 | 0.2565 | $283,255 | -10.18% | -$28,835 | stop_loss |
| UPRO | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2443 | $258,292 | 14.82% | $38,279 | take_profit |
| SPXL | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2482 | $258,292 | 14.82% | $38,279 | take_profit |
| UDOW | 2020-02-27 | 2020-02-28 | 2020-03-02 | 0.2695 | $258,292 | 14.82% | $38,279 | take_profit |
| TECL | 2020-02-27 | 2020-02-28 | 2020-02-28 | 0.2731 | $258,292 | 14.82% | $38,279 | take_profit |
| SOXS | 2020-02-25 | 2020-02-26 | 2020-02-27 | 0.2058 | $505,845 | 14.82% | $74,966 | take_profit |
| SOXL | 2020-02-25 | 2020-02-26 | 2020-02-27 | 0.2313 | $505,845 | -10.18% | -$51,495 | stop_loss |
| YINN | 2020-01-27 | 2020-01-28 | 2020-02-10 | 0.2482 | $463,810 | 4.70% | $21,816 | max_holding_horizon |
| LABU | 2020-01-24 | 2020-01-27 | 2020-02-04 | 0.2247 | $898,293 | 14.82% | $133,127 | take_profit |
| LABU | 2020-01-22 | 2020-01-23 | 2020-01-24 | 0.2283 | $1,000,000 | -10.18% | -$101,800 | stop_loss |