January 20, 2016
- in Uncategorized by Cesar
Test LET Signals
Test1
January 29, 2016
Acrux (1) | MTD: -5.36 | YTD: -5.36 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 61.84 | |||
QLD | 1/28/2016 | 64.87 | 60 | 81.09 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -0.67 | YTD: -0.67 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
SSO | 1/26/2016 | 53.47 | 50.8 | 64.16 | |||
UWM | 1/26/2016 | 61.58 | 58.5 | 73.9 | |||
TWM | 1/27/2016 | 48.47 | 47.26 | 58.16 | |||
QLD | 1/28/2016 | 64.87 | 61.63 | 77.84 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
QID | Regular Exit | ||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -0.83 | YTD: -0.83 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
SDS | 1/25/2016 | 22.79 | 22.22 | 27.92 | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 59.41 | |||
QID | 1/25/2016 | 34.22 | 33.36 | 41.92 | |||
SSO | 1/26/2016 | 53.47 | 48.12 | 62.83 | |||
UWM | 1/26/2016 | 61.58 | 55.42 | 72.36 | |||
QLD | 1/26/2016 | 65.49 | 58.94 | 76.95 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/28/2016 | ||||||
Data last date | 1/28/2016 | ||||||
Backtest end date | 1/29/2016 |
January 28, 2016
Acrux (1) | MTD: -5.26 | YTD: -5.26 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 61.84 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
QLD | 1/28/2016 | 62.87 | 25 | 7.5 | 58.15 | 25 | 78.59 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -0.01 | YTD: -0.01 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
SSO | 1/26/2016 | 53.47 | 50.8 | 64.16 | |||
UWM | 1/26/2016 | 61.58 | 58.5 | 73.9 | |||
TWM | 1/27/2016 | 48.47 | 47.26 | 58.16 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
QLD | 1/28/2016 | 62.87 | 25 | 5 | 59.73 | 20 | 75.44 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
QID | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -0.45 | YTD: -0.45 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
SDS | 1/25/2016 | 22.79 | 22.22 | 27.92 | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 59.41 | |||
QID | 1/25/2016 | 34.22 | 33.36 | 41.92 | |||
SSO | 1/26/2016 | 53.47 | 48.12 | 62.83 | |||
UWM | 1/26/2016 | 61.58 | 55.42 | 72.36 | |||
QLD | 1/26/2016 | 65.49 | 58.94 | 76.95 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/27/2016 | ||||||
Data last date | 1/27/2016 | ||||||
Backtest end date | 1/28/2016 |
January 27, 2016
Acrux (1) | MTD: -5.91 | YTD: -5.91 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 61.84 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -0.41 | YTD: -0.41 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
QID | 1/25/2016 | 34.22 | 33.36 | 41.06 | |||
SSO | 1/26/2016 | 53.47 | 50.8 | 64.16 | |||
UWM | 1/26/2016 | 61.58 | 58.5 | 73.9 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
TWM | 1/27/2016 | 48.02 | 25 | 2.5 | 46.82 | 20 | 57.62 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -1.22 | YTD: -1.22 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
SDS | 1/25/2016 | 22.79 | 22.22 | 27.92 | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 59.41 | |||
QID | 1/25/2016 | 34.22 | 33.36 | 41.92 | |||
SSO | 1/26/2016 | 53.47 | 48.12 | 62.83 | |||
UWM | 1/26/2016 | 61.58 | 55.42 | 72.36 | |||
QLD | 1/26/2016 | 65.49 | 58.94 | 76.95 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/26/2016 | ||||||
Data last date | 1/26/2016 | ||||||
Backtest end date | 1/27/2016 |
January 26, 2016
Acrux (1) | MTD: -4.94 | YTD: -4.94 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 61.84 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
QLD | Regular Exit | ||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -1.18 | YTD: -1.18 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
QID | 1/25/2016 | 34.22 | 33.36 | 41.06 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
SSO | 1/26/2016 | 53.14 | 25 | 5 | 50.48 | 20 | 63.77 |
UWM | 1/26/2016 | 60.97 | 25 | 5 | 57.92 | 20 | 73.16 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
UWM | Regular Exit | ||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -0.31 | YTD: -0.31 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
SDS | 1/25/2016 | 22.79 | 22.22 | 27.92 | |||
TWM | 1/25/2016 | 48.5 | 47.29 | 59.41 | |||
QID | 1/25/2016 | 34.22 | 33.36 | 41.92 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
SSO | 1/26/2016 | 53.14 | 15 | 10 | 47.83 | 17.5 | 62.44 |
UWM | 1/26/2016 | 60.97 | 15 | 10 | 54.87 | 17.5 | 71.64 |
QLD | 1/26/2016 | 65.04 | 15 | 10 | 58.54 | 17.5 | 76.42 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/25/2016 | ||||||
Data last date | 1/25/2016 | ||||||
Backtest end date | 1/26/2016 |
January 25, 2016
Acrux (1) | MTD: -5.53 | YTD: -5.53 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
TWM | 1/25/2016 | 47.84 | 25 | 2.5 | 46.64 | 27.5 | 61 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
QLD | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -1.41 | YTD: -1.41 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
QID | 1/25/2016 | 34.02 | 25 | 2.5 | 33.17 | 20 | 40.82 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
UWM | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -1.83 | YTD: -1.83 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
SDS | 1/25/2016 | 22.66 | 20 | 2.5 | 22.09 | 22.5 | 27.76 |
TWM | 1/25/2016 | 47.84 | 20 | 2.5 | 46.64 | 22.5 | 58.6 |
QID | 1/25/2016 | 34.02 | 20 | 2.5 | 33.17 | 22.5 | 41.67 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/23/2016 | ||||||
Data last date | 1/22/2016 | ||||||
Backtest end date | 1/25/2016 |
January 25, 2016
Acrux (1) | MTD: -5.53 | YTD: -5.53 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
TWM | 1/25/2016 | 47.84 | 25 | 2.5 | 46.64 | 27.5 | 61 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
QLD | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -1.41 | YTD: -1.41 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
QID | 1/25/2016 | 34.02 | 25 | 2.5 | 33.17 | 20 | 40.82 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
UWM | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -1.83 | YTD: -1.83 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
SDS | 1/25/2016 | 22.66 | 20 | 2.5 | 22.09 | 22.5 | 27.76 |
TWM | 1/25/2016 | 47.84 | 20 | 2.5 | 46.64 | 22.5 | 58.6 |
QID | 1/25/2016 | 34.02 | 20 | 2.5 | 33.17 | 22.5 | 41.67 |
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/23/2016 | ||||||
Data last date | 1/22/2016 | ||||||
Backtest end date | 1/25/2016 |
January 22, 2016
Acrux (1) | MTD: -6.85 | YTD: -6.85 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
QLD | 1/21/2016 | 63.68 | 58.9 | 79.6 | |||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits |
January 21, 2016
Gemma (1) | WTD: -1.35 | MTD: -3.70 | YTD: -3.70 | ||||
Symbol | Date | BHS | Close | % Alloc | % P/L | Full Name | Industry |
UTX | 1/19/2016 | Hold | 84.83 | 10 | -1.76 | United Technologies | Aerospace & Defense |
APC | 1/19/2016 | Hold | 30.54 | 10 | -4.71 | Anadarko Petroleum | Oil & Gas Exploration & Production |
MA | 1/20/2016 | Hold | 85.13 | 10 | 0.5 | MasterCard Class A | Data Processing & Outsourced Services |
IBM | 1/20/2016 | Hold | 121.86 | 10 | 2.87 | International Business Machines | IT Consulting & Other Services |
LMT | 1/21/2016 | Buy | 210.4 | 10 | --- | Lockheed Martin | Aerospace & Defense |
. | |||||||
. | |||||||
. | |||||||
Rana (2) | WTD: -1.21 | MTD: -5.04 | YTD: -5.04 | ||||
Symbol | Date | BHS | Close | % Alloc | % P/L | Full Name | Industry |
PEP | 1/15/2016 | Sell | 93.77 | 10 | -0.19 | PepsiCo | Soft Drinks |
UTX | 1/19/2016 | Hold | 84.83 | 10 | -1.76 | United Technologies | Aerospace & Defense |
APC | 1/19/2016 | Hold | 30.54 | 10 | -4.71 | Anadarko Petroleum | Oil & Gas Exploration & Production |
IBM | 1/20/2016 | Hold | 121.86 | 10 | 2.87 | International Business Machines | IT Consulting & Other Services |
. | |||||||
. | |||||||
. | |||||||
Zibal (3) | WTD: -0.71 | MTD: -2.49 | YTD: -2.49 | ||||
Symbol | Date | BHS | Close | % Alloc | % P/L | Full Name | Industry |
LMT | 1/21/2016 | Buy | 210.4 | 10 | --- | Lockheed Martin | Aerospace & Defense |
. | |||||||
. | |||||||
. | |||||||
Data last date | 1/20/2016 | ||||||
Run date | 1/20/2016 | ||||||
Backtest end date | 1/21/2016 |
January 20, 2016
Acrux (1) | MTD: -6.73 | YTD: -6.73 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
SDS | Max Loss | ||||||
QID | Max Loss | ||||||
. | |||||||
. | |||||||
. | |||||||
Beetlejuice (2) | MTD: -2.40 | YTD: -2.40 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Shaula (3) | MTD: -1.78 | YTD: -1.78 | |||||
Open Positions | |||||||
Symbol | Entry Date | Entry Price | Actual Stop Loss | Actual Profit Stop | |||
No open positions | |||||||
. | |||||||
Entries for next trading session | |||||||
Symbol | Date | Close | Target % of Equity | Stop Loss % | Target Stop Loss | Profit Stop % | Target Profit Stop |
No entries | |||||||
. | |||||||
Exits for next trading session | |||||||
Symbol | |||||||
No exits | |||||||
. | |||||||
Exits that happened today | |||||||
Symbol | Reason | ||||||
No exits | |||||||
. | |||||||
. | |||||||
. | |||||||
Run date | 1/20/2016 | ||||||
Data last date | 1/19/2016 | ||||||
Backtest end date | 1/20/2016 |
Test2