BACKTEST · FACTOR
Cross-sectional momentum factor, long/short
Nine sectors: long top 2, short bottom 2 by 12 month return (two sleeves).
From 2015-01-02 to 2024-12-31, this rule made 281 trades and returned +43.5%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 14.1%.
Loading trades...
SCORE
Portfolio equity vs benchmark
The rule
Nine sectors: long top 2, short bottom 2 by 12 month return (two sleeves). Orders fill at the next close.
ENTER WHEN
Monthly: long the top 2 sectors, short the bottom 2 by 12 month return
EXIT WHEN
Next monthly rebalance
FIRST TRADE, FROM THE REPORT
Loading the first trade...
Did it beat SPY?
Loading statistics...
How it did over time
Strategy in orange-red. SPY buy and hold in light.
Loading equity...
The same result in an AI chat
This is how the result looks when an AI agent such as Claude or ChatGPT runs it. It uses the same engine report.
Strategy equity in orange-red, SPY in light. Historical test only.
Every trade
281 trades and 716 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 0 bps fees and 0 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2016-01-04 | 2016-01-05 | XLP | Buy | $50.17 | allocation |
| 2016-01-04 | 2016-01-05 | XLY | Buy | $76.72 | allocation |
| 2016-01-04 | 2016-01-05 | XLB | Sell | $42.72 | entry |
| 2016-01-04 | 2016-01-05 | XLE | Sell | $60.53 | entry |
| 2016-02-01 | 2016-02-02 | XLP | Sell | $50.28 | allocation |
| 2016-02-01 | 2016-02-02 | XLY | Buy | $73.11 | allocation |
| 2016-03-01 | 2016-03-02 | XLY | Sell | $76.34 | allocation |
| 2016-03-01 | 2016-03-02 | XLP | Buy | $51.56 | allocation |
| 2016-03-01 | 2016-03-02 | XLU | Buy | $46.31 | allocation |
| 2016-03-17 | 2016-03-18 | XLB | Buy | $45.42 | exit |
| 2016-03-17 | 2016-03-18 | XLV | Sell | $66.84 | entry |
| 2016-03-23 | 2016-03-24 | XLV | Buy | $67.39 | exit |
| 2016-03-23 | 2016-03-24 | XLB | Sell | $44.55 | entry |
| 2016-04-01 | 2016-04-04 | XLU | Sell | $49.60 | allocation |
| 2016-04-01 | 2016-04-04 | XLP | Buy | $53.64 | allocation |
| 2016-05-02 | 2016-05-03 | XLP | Sell | $52.80 | allocation |
| 2016-05-02 | 2016-05-03 | XLU | Buy | $48.77 | allocation |
| 2016-06-01 | 2016-06-02 | XLU | Sell | $49.30 | allocation |
| 2016-06-01 | 2016-06-02 | XLP | Buy | $53.22 | allocation |
| 2016-06-06 | 2016-06-07 | XLB | Buy | $48.17 | exit |
| 2016-06-06 | 2016-06-07 | XLF | Sell | $23.60 | entry |
| 2016-07-01 | 2016-07-05 | XLU | Sell | $52.87 | allocation |
| 2016-07-01 | 2016-07-05 | XLP | Buy | $55.20 | allocation |
| 2016-07-19 | 2016-07-20 | XLE | Buy | $68.79 | exit |
| 2016-07-19 | 2016-07-20 | XLV | Sell | $74.62 | entry |
| 2016-07-20 | 2016-07-21 | XLV | Buy | $74.84 | exit |
| 2016-07-20 | 2016-07-21 | XLE | Sell | $68.11 | entry |
| 2016-08-01 | 2016-08-02 | XLP | Sell | $54.68 | allocation |
| 2016-08-01 | 2016-08-02 | XLK | Buy | $46.19 | allocation |
| 2016-08-01 | 2016-08-02 | XLU | Buy | $51.81 | allocation |
| 2016-08-03 | 2016-08-04 | XLE | Buy | $66.92 | exit |
| 2016-08-03 | 2016-08-04 | XLV | Sell | $75.07 | entry |
| 2016-08-05 | 2016-08-08 | XLV | Buy | $74.61 | exit |
| 2016-08-05 | 2016-08-08 | XLE | Sell | $68.43 | entry |
| 2016-08-08 | 2016-08-09 | XLE | Buy | $68.07 | exit |
| 2016-08-08 | 2016-08-09 | XLV | Sell | $74.79 | entry |
| 2016-08-09 | 2016-08-10 | XLV | Buy | $74.53 | exit |
| 2016-08-09 | 2016-08-10 | XLE | Sell | $67.33 | entry |
| 2016-08-15 | 2016-08-16 | XLE | Buy | $69.36 | exit |
| 2016-08-15 | 2016-08-16 | XLV | Sell | $74.24 | entry |
Show all 716 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2016-08-31 | 2016-09-01 | XLF | Buy | $24.46 | exit |
| 2016-08-31 | 2016-09-01 | XLE | Sell | $68.31 | entry |
| 2016-09-01 | 2016-09-02 | XLK | Sell | $47.35 | allocation |
| 2016-09-01 | 2016-09-02 | XLU | Buy | $49.63 | allocation |
| 2016-09-02 | 2016-09-06 | XLE | Buy | $70.12 | exit |
| 2016-09-02 | 2016-09-06 | XLF | Sell | $24.53 | entry |
| 2016-09-26 | 2016-09-27 | XLV | Buy | $72.77 | exit |
| 2016-09-26 | 2016-09-27 | XLY | Sell | $79.59 | entry |
| 2016-10-03 | 2016-10-04 | XLK | Sell | $47.47 | allocation |
| 2016-10-03 | 2016-10-04 | XLU | Sell | $47.29 | allocation |
| 2016-10-03 | 2016-10-04 | XLI | Buy | $57.94 | allocation |
| 2016-10-06 | 2016-10-07 | XLY | Buy | $79.74 | exit |
| 2016-10-06 | 2016-10-07 | XLE | Sell | $70.61 | entry |
| 2016-10-10 | 2016-10-11 | XLE | Buy | $70.90 | exit |
| 2016-10-10 | 2016-10-11 | XLY | Sell | $78.90 | entry |
| 2016-10-14 | 2016-10-17 | XLY | Buy | $78.24 | exit |
| 2016-10-14 | 2016-10-17 | XLV | Sell | $69.39 | entry |
| 2016-10-18 | 2016-10-19 | XLV | Buy | $69.96 | exit |
| 2016-10-18 | 2016-10-19 | XLY | Sell | $79.11 | entry |
| 2016-10-24 | 2016-10-25 | XLY | Buy | $79.22 | exit |
| 2016-10-24 | 2016-10-25 | XLV | Sell | $69.38 | entry |
| 2016-10-25 | 2016-10-26 | XLV | Buy | $68.96 | exit |
| 2016-10-25 | 2016-10-26 | XLY | Sell | $78.88 | entry |
| 2016-10-26 | 2016-10-27 | XLY | Buy | $78.22 | exit |
| 2016-10-26 | 2016-10-27 | XLV | Sell | $69.28 | entry |
| 2016-11-01 | 2016-11-02 | XLI | Sell | $56.51 | allocation |
| 2016-11-01 | 2016-11-02 | XLK | Sell | $46.71 | allocation |
| 2016-11-01 | 2016-11-02 | XLU | Buy | $47.92 | allocation |
| 2016-11-09 | 2016-11-10 | XLV | Buy | $71.56 | exit |
| 2016-11-09 | 2016-11-10 | XLY | Sell | $79.27 | entry |
| 2016-11-14 | 2016-11-15 | XLY | Buy | $80.04 | exit |
| 2016-11-14 | 2016-11-15 | XLV | Sell | $70.47 | entry |
| 2016-12-01 | 2016-12-02 | XLK | Sell | $46.69 | allocation |
| 2016-12-01 | 2016-12-02 | XLU | Sell | $46.80 | allocation |
| 2016-12-01 | 2016-12-02 | XLE | Buy | $74.83 | allocation |
| 2016-12-01 | 2016-12-02 | XLI | Buy | $62.81 | allocation |
| 2017-01-03 | 2017-01-04 | XLE | Sell | $76.01 | allocation |
| 2017-01-03 | 2017-01-04 | XLI | Buy | $62.96 | allocation |
| 2017-01-09 | 2017-01-10 | XLF | Buy | $23.43 | exit |
| 2017-01-09 | 2017-01-10 | XLP | Sell | $51.44 | entry |
| 2017-01-10 | 2017-01-11 | XLV | Buy | $70.78 | exit |
| 2017-01-10 | 2017-01-11 | XLF | Sell | $23.58 | entry |
| 2017-01-11 | 2017-01-12 | XLF | Buy | $23.38 | exit |
| 2017-01-11 | 2017-01-12 | XLV | Sell | $70.85 | entry |
| 2017-01-17 | 2017-01-18 | XLP | Buy | $52.43 | exit |
| 2017-01-17 | 2017-01-18 | XLF | Sell | $23.14 | entry |
| 2017-01-18 | 2017-01-19 | XLF | Buy | $23.04 | exit |
| 2017-01-18 | 2017-01-19 | XLP | Sell | $52.24 | entry |
| 2017-02-01 | 2017-02-02 | XLI | Sell | $63.15 | allocation |
| 2017-02-01 | 2017-02-02 | XLB | Buy | $51.99 | allocation |
| 2017-02-01 | 2017-02-02 | XLE | Buy | $72.77 | allocation |
| 2017-02-01 | 2017-02-02 | XLV | Buy | $71.11 | exit |
| 2017-02-01 | 2017-02-02 | XLU | Sell | $48.84 | entry |
| 2017-03-01 | 2017-03-02 | XLB | Sell | $52.70 | allocation |
| 2017-03-01 | 2017-03-02 | XLE | Sell | $72.12 | allocation |
| 2017-03-01 | 2017-03-02 | XLI | Buy | $66.25 | allocation |
| 2017-03-01 | 2017-03-02 | XLK | Buy | $52.74 | allocation |
| 2017-03-02 | 2017-03-03 | XLU | Buy | $51.52 | exit |
| 2017-03-02 | 2017-03-03 | XLV | Sell | $75.80 | entry |
| 2017-03-03 | 2017-03-06 | XLV | Buy | $75.51 | exit |
| 2017-03-03 | 2017-03-06 | XLU | Sell | $51.42 | entry |
| 2017-03-21 | 2017-03-22 | XLU | Buy | $51.86 | exit |
| 2017-03-21 | 2017-03-22 | XLF | Sell | $23.52 | entry |
| 2017-03-28 | 2017-03-29 | XLF | Buy | $23.62 | exit |
| 2017-03-28 | 2017-03-29 | XLU | Sell | $51.51 | entry |
| 2017-04-03 | 2017-04-04 | XLK | Sell | $53.30 | allocation |
| 2017-04-03 | 2017-04-04 | XLI | Buy | $65.09 | allocation |
| 2017-04-05 | 2017-04-06 | XLU | Buy | $51.62 | exit |
| 2017-04-05 | 2017-04-06 | XLF | Sell | $23.62 | entry |
| 2017-04-06 | 2017-04-07 | XLF | Buy | $23.52 | exit |
| 2017-04-06 | 2017-04-07 | XLU | Sell | $51.40 | entry |
| 2017-04-11 | 2017-04-12 | XLU | Buy | $51.85 | exit |
| 2017-04-11 | 2017-04-12 | XLF | Sell | $23.20 | entry |
| 2017-04-18 | 2017-04-19 | XLP | Buy | $55.27 | exit |
| 2017-04-18 | 2017-04-19 | XLV | Sell | $73.66 | entry |
| 2017-04-19 | 2017-04-20 | XLV | Buy | $74.12 | exit |
| 2017-04-19 | 2017-04-20 | XLE | Sell | $68.13 | entry |
| 2017-05-01 | 2017-05-02 | XLK | Sell | $54.91 | allocation |
| 2017-05-01 | 2017-05-02 | XLI | Buy | $66.46 | allocation |
| 2017-05-08 | 2017-05-09 | XLE | Buy | $67.23 | exit |
| 2017-05-08 | 2017-05-09 | XLP | Sell | $55.00 | entry |
| 2017-05-16 | 2017-05-17 | XLF | Buy | $23.06 | exit |
| 2017-05-16 | 2017-05-17 | XLE | Sell | $67.27 | entry |
| 2017-05-17 | 2017-05-18 | XLP | Buy | $55.05 | exit |
| 2017-05-17 | 2017-05-18 | XLF | Sell | $23.15 | entry |
| 2017-06-01 | 2017-06-02 | XLK | Sell | $57.19 | allocation |
| 2017-06-01 | 2017-06-02 | XLI | Buy | $68.21 | allocation |
| 2017-06-12 | 2017-06-13 | XLF | Buy | $24.47 | exit |
| 2017-06-12 | 2017-06-13 | XLP | Sell | $56.75 | entry |
| 2017-06-23 | 2017-06-26 | XLP | Buy | $55.71 | exit |
| 2017-06-23 | 2017-06-26 | XLF | Sell | $24.02 | entry |
| 2017-06-26 | 2017-06-27 | XLF | Buy | $24.14 | exit |
| 2017-06-26 | 2017-06-27 | XLP | Sell | $55.23 | entry |
| 2017-06-27 | 2017-06-28 | XLP | Buy | $55.43 | exit |
| 2017-06-27 | 2017-06-28 | XLU | Sell | $52.46 | entry |
| 2017-07-03 | 2017-07-05 | XLI | Sell | $68.73 | allocation |
| 2017-07-03 | 2017-07-05 | XLK | Buy | $54.88 | allocation |
| 2017-07-07 | 2017-07-10 | XLU | Buy | $51.45 | exit |
| 2017-07-07 | 2017-07-10 | XLP | Sell | $54.13 | entry |
| 2017-07-25 | 2017-07-26 | XLP | Buy | $55.27 | exit |
| 2017-07-25 | 2017-07-26 | XLU | Sell | $52.99 | entry |
| 2017-07-26 | 2017-07-27 | XLU | Buy | $53.12 | exit |
| 2017-07-26 | 2017-07-27 | XLP | Sell | $55.81 | entry |
| 2017-07-27 | 2017-07-28 | XLP | Buy | $55.34 | exit |
| 2017-07-27 | 2017-07-28 | XLU | Sell | $53.04 | entry |
| 2017-07-28 | 2017-07-31 | XLU | Buy | $53.22 | exit |
| 2017-07-28 | 2017-07-31 | XLP | Sell | $55.32 | entry |
| 2017-08-01 | 2017-08-02 | XLK | Sell | $57.61 | allocation |
| 2017-08-01 | 2017-08-02 | XLI | Buy | $68.41 | allocation |
| 2017-08-30 | 2017-08-31 | XLP | Buy | $54.71 | exit |
| 2017-08-30 | 2017-08-31 | XLF | Sell | $24.70 | entry |
| 2017-09-01 | 2017-09-05 | XLK | Sell | $58.26 | allocation |
| 2017-09-01 | 2017-09-05 | XLI | Buy | $67.83 | allocation |
| 2017-09-01 | 2017-09-05 | XLF | Buy | $24.24 | exit |
| 2017-09-01 | 2017-09-05 | XLP | Sell | $55.05 | entry |
| 2017-09-05 | 2017-09-06 | XLP | Buy | $55.28 | exit |
| 2017-09-05 | 2017-09-06 | XLF | Sell | $24.30 | entry |
| 2017-09-18 | 2017-09-19 | XLF | Buy | $25.25 | exit |
| 2017-09-18 | 2017-09-19 | XLP | Sell | $55.13 | entry |
| 2017-10-02 | 2017-10-03 | XLI | Sell | $71.80 | allocation |
| 2017-10-02 | 2017-10-03 | XLF | Buy | $26.17 | allocation |
| 2017-10-02 | 2017-10-03 | XLK | Buy | $59.33 | allocation |
| 2017-11-01 | 2017-11-02 | XLK | Sell | $62.99 | allocation |
| 2017-11-01 | 2017-11-02 | XLF | Buy | $26.89 | allocation |
| 2017-12-01 | 2017-12-04 | XLF | Sell | $28.00 | allocation |
| 2017-12-01 | 2017-12-04 | XLK | Buy | $62.49 | allocation |
| 2017-12-01 | 2017-12-04 | XLV | Buy | $82.28 | allocation |
| 2017-12-20 | 2017-12-21 | XLP | Buy | $56.78 | exit |
| 2017-12-20 | 2017-12-21 | XLU | Sell | $52.37 | entry |
| 2018-01-02 | 2018-01-03 | XLK | Sell | $65.28 | allocation |
| 2018-01-02 | 2018-01-03 | XLV | Sell | $84.41 | allocation |
| 2018-01-02 | 2018-01-03 | XLB | Buy | $61.82 | allocation |
| 2018-02-01 | 2018-02-02 | XLB | Sell | $60.46 | allocation |
| 2018-02-01 | 2018-02-02 | XLK | Sell | $66.48 | allocation |
| 2018-02-01 | 2018-02-02 | XLF | Buy | $29.36 | allocation |
| 2018-02-20 | 2018-02-21 | XLU | Buy | $48.82 | exit |
| 2018-02-20 | 2018-02-21 | XLP | Sell | $53.69 | entry |
| 2018-02-21 | 2018-02-22 | XLP | Buy | $53.83 | exit |
| 2018-02-21 | 2018-02-22 | XLU | Sell | $49.07 | entry |
| 2018-02-23 | 2018-02-26 | XLU | Buy | $50.20 | exit |
| 2018-02-23 | 2018-02-26 | XLP | Sell | $54.69 | entry |
| 2018-02-26 | 2018-02-27 | XLP | Buy | $53.97 | exit |
| 2018-02-26 | 2018-02-27 | XLU | Sell | $49.40 | entry |
| 2018-03-01 | 2018-03-02 | XLF | Sell | $28.44 | allocation |
| 2018-03-01 | 2018-03-02 | XLK | Sell | $67.68 | allocation |
| 2018-03-01 | 2018-03-02 | XLY | Buy | $103.05 | allocation |
| 2018-03-14 | 2018-03-15 | XLU | Buy | $50.20 | exit |
| 2018-03-14 | 2018-03-15 | XLP | Sell | $53.53 | entry |
| 2018-03-21 | 2018-03-22 | XLE | Buy | $67.18 | exit |
| 2018-03-21 | 2018-03-22 | XLU | Sell | $49.76 | entry |
| 2018-03-28 | 2018-03-29 | XLU | Buy | $50.53 | exit |
| 2018-03-28 | 2018-03-29 | XLE | Sell | $67.41 | entry |
| 2018-04-02 | 2018-04-03 | XLY | Sell | $99.68 | allocation |
| 2018-04-02 | 2018-04-03 | XLF | Buy | $27.33 | allocation |
| 2018-04-02 | 2018-04-03 | XLK | Buy | $64.49 | allocation |
| 2018-04-10 | 2018-04-11 | XLE | Buy | $70.64 | exit |
| 2018-04-10 | 2018-04-11 | XLU | Sell | $50.06 | entry |
| 2018-05-01 | 2018-05-02 | XLK | Sell | $66.21 | allocation |
| 2018-05-01 | 2018-05-02 | XLF | Buy | $27.15 | allocation |
| 2018-06-01 | 2018-06-04 | XLK | Sell | $71.66 | allocation |
| 2018-06-01 | 2018-06-04 | XLF | Buy | $27.57 | allocation |
| 2018-07-02 | 2018-07-03 | XLF | Sell | $26.48 | allocation |
| 2018-07-02 | 2018-07-03 | XLK | Sell | $69.26 | allocation |
| 2018-07-02 | 2018-07-03 | XLY | Buy | $108.90 | allocation |
| 2018-08-01 | 2018-08-02 | XLK | Sell | $72.46 | allocation |
| 2018-08-01 | 2018-08-02 | XLY | Buy | $111.48 | allocation |
| 2018-09-04 | 2018-09-05 | XLY | Sell | $115.91 | allocation |
| 2018-09-04 | 2018-09-05 | XLK | Buy | $74.37 | allocation |
| 2018-10-01 | 2018-10-02 | XLK | Sell | $75.70 | allocation |
| 2018-10-01 | 2018-10-02 | XLY | Buy | $115.28 | allocation |
| 2018-10-05 | 2018-10-08 | XLU | Buy | $54.08 | exit |
| 2018-10-05 | 2018-10-08 | XLB | Sell | $57.61 | entry |
| 2018-10-19 | 2018-10-22 | XLP | Buy | $54.28 | exit |
| 2018-10-19 | 2018-10-22 | XLU | Sell | $54.22 | entry |
| 2018-10-22 | 2018-10-23 | XLU | Buy | $53.92 | exit |
| 2018-10-22 | 2018-10-23 | XLF | Sell | $25.89 | entry |
| 2018-10-29 | 2018-10-30 | XLF | Buy | $25.92 | exit |
| 2018-10-29 | 2018-10-30 | XLI | Sell | $69.35 | entry |
| 2018-10-31 | 2018-11-01 | XLI | Buy | $71.11 | exit |
| 2018-10-31 | 2018-11-01 | XLU | Sell | $53.45 | entry |
| 2018-11-01 | 2018-11-02 | XLY | Sell | $107.97 | allocation |
| 2018-11-01 | 2018-11-02 | XLK | Buy | $68.74 | allocation |
| 2018-11-06 | 2018-11-07 | XLU | Buy | $54.88 | exit |
| 2018-11-06 | 2018-11-07 | XLE | Sell | $70.14 | entry |
| 2018-11-07 | 2018-11-08 | XLE | Buy | $68.62 | exit |
| 2018-11-07 | 2018-11-08 | XLU | Sell | $54.79 | entry |
| 2018-11-08 | 2018-11-09 | XLU | Buy | $54.87 | exit |
| 2018-11-08 | 2018-11-09 | XLE | Sell | $68.50 | entry |
| 2018-11-14 | 2018-11-15 | XLE | Buy | $66.39 | exit |
| 2018-11-14 | 2018-11-15 | XLU | Sell | $54.05 | entry |
| 2018-11-20 | 2018-11-21 | XLU | Buy | $54.08 | exit |
| 2018-11-20 | 2018-11-21 | XLE | Sell | $65.98 | entry |
| 2018-11-21 | 2018-11-23 | XLE | Buy | $63.91 | exit |
| 2018-11-21 | 2018-11-23 | XLU | Sell | $54.11 | entry |
| 2018-11-23 | 2018-11-26 | XLU | Buy | $54.43 | exit |
| 2018-11-23 | 2018-11-26 | XLE | Sell | $64.87 | entry |
| 2018-11-29 | 2018-11-30 | XLE | Buy | $66.11 | exit |
| 2018-11-29 | 2018-11-30 | XLU | Sell | $55.59 | entry |
| 2018-11-30 | 2018-12-03 | XLU | Buy | $56.15 | exit |
| 2018-11-30 | 2018-12-03 | XLE | Sell | $67.58 | entry |
| 2018-12-03 | 2018-12-04 | XLK | Sell | $66.81 | allocation |
| 2018-12-03 | 2018-12-04 | XLY | Sell | $106.05 | allocation |
| 2018-12-03 | 2018-12-04 | XLV | Buy | $93.28 | allocation |
| 2018-12-04 | 2018-12-06 | XLE | Buy | $64.43 | exit |
| 2018-12-04 | 2018-12-06 | XLF | Sell | $25.60 | entry |
| 2018-12-20 | 2018-12-21 | XLF | Buy | $22.79 | exit |
| 2018-12-20 | 2018-12-21 | XLE | Sell | $56.11 | entry |
| 2019-01-02 | 2019-01-03 | XLY | Sell | $97.60 | allocation |
| 2019-01-02 | 2019-01-03 | XLV | Buy | $83.47 | allocation |
| 2019-02-01 | 2019-02-04 | XLY | Sell | $107.89 | allocation |
| 2019-02-01 | 2019-02-04 | XLU | Buy | $54.64 | allocation |
| 2019-02-01 | 2019-02-04 | XLV | Buy | $90.49 | allocation |
| 2019-02-05 | 2019-02-06 | XLE | Buy | $64.66 | exit |
| 2019-02-05 | 2019-02-06 | XLF | Sell | $26.06 | entry |
| 2019-02-06 | 2019-02-07 | XLF | Buy | $25.80 | exit |
| 2019-02-06 | 2019-02-07 | XLE | Sell | $63.23 | entry |
| 2019-02-08 | 2019-02-11 | XLE | Buy | $63.24 | exit |
| 2019-02-08 | 2019-02-11 | XLF | Sell | $25.75 | entry |
| 2019-02-11 | 2019-02-12 | XLF | Buy | $26.13 | exit |
| 2019-02-11 | 2019-02-12 | XLE | Sell | $64.04 | entry |
| 2019-02-12 | 2019-02-13 | XLE | Buy | $64.84 | exit |
| 2019-02-12 | 2019-02-13 | XLF | Sell | $26.20 | entry |
| 2019-03-01 | 2019-03-04 | XLU | Sell | $57.23 | allocation |
| 2019-03-01 | 2019-03-04 | XLV | Buy | $91.69 | allocation |
| 2019-04-01 | 2019-04-02 | XLU | Sell | $57.85 | allocation |
| 2019-04-01 | 2019-04-02 | XLV | Sell | $91.68 | allocation |
| 2019-04-01 | 2019-04-02 | XLK | Buy | $75.27 | allocation |
| 2019-04-02 | 2019-04-03 | XLB | Buy | $57.26 | exit |
| 2019-04-02 | 2019-04-03 | XLE | Sell | $65.89 | entry |
| 2019-04-16 | 2019-04-17 | XLF | Buy | $27.42 | exit |
| 2019-04-16 | 2019-04-17 | XLB | Sell | $57.75 | entry |
| 2019-05-01 | 2019-05-02 | XLK | Sell | $78.10 | allocation |
| 2019-05-01 | 2019-05-02 | XLU | Sell | $57.98 | allocation |
| 2019-05-01 | 2019-05-02 | XLY | Buy | $118.70 | allocation |
| 2019-06-03 | 2019-06-04 | XLK | Sell | $72.99 | allocation |
| 2019-06-03 | 2019-06-04 | XLY | Sell | $112.99 | allocation |
| 2019-06-03 | 2019-06-04 | XLP | Buy | $56.82 | allocation |
| 2019-06-03 | 2019-06-04 | XLU | Buy | $58.88 | allocation |
| 2019-06-24 | 2019-06-25 | XLB | Buy | $57.92 | exit |
| 2019-06-24 | 2019-06-25 | XLF | Sell | $27.02 | entry |
| 2019-06-25 | 2019-06-26 | XLF | Buy | $26.97 | exit |
| 2019-06-25 | 2019-06-26 | XLB | Sell | $57.82 | entry |
| 2019-07-01 | 2019-07-02 | XLP | Sell | $58.93 | allocation |
| 2019-07-01 | 2019-07-02 | XLK | Buy | $79.49 | allocation |
| 2019-07-01 | 2019-07-02 | XLU | Buy | $60.29 | allocation |
| 2019-07-19 | 2019-07-22 | XLB | Buy | $58.26 | exit |
| 2019-07-19 | 2019-07-22 | XLF | Sell | $28.00 | entry |
| 2019-07-22 | 2019-07-23 | XLF | Buy | $28.29 | exit |
| 2019-07-22 | 2019-07-23 | XLB | Sell | $59.46 | entry |
| 2019-07-24 | 2019-07-25 | XLB | Buy | $58.99 | exit |
| 2019-07-24 | 2019-07-25 | XLF | Sell | $28.38 | entry |
| 2019-07-25 | 2019-07-26 | XLF | Buy | $28.69 | exit |
| 2019-07-25 | 2019-07-26 | XLB | Sell | $59.06 | entry |
| 2019-08-01 | 2019-08-02 | XLU | Sell | $60.15 | allocation |
| 2019-08-01 | 2019-08-02 | XLK | Buy | $79.05 | allocation |
| 2019-08-05 | 2019-08-06 | XLB | Buy | $56.32 | exit |
| 2019-08-05 | 2019-08-06 | XLF | Sell | $27.11 | entry |
| 2019-08-06 | 2019-08-07 | XLF | Buy | $26.75 | exit |
| 2019-08-06 | 2019-08-07 | XLB | Sell | $57.10 | entry |
| 2019-08-07 | 2019-08-08 | XLB | Buy | $58.19 | exit |
| 2019-08-07 | 2019-08-08 | XLF | Sell | $27.26 | entry |
| 2019-09-03 | 2019-09-04 | XLK | Sell | $79.90 | allocation |
| 2019-09-03 | 2019-09-04 | XLU | Sell | $63.75 | allocation |
| 2019-09-03 | 2019-09-04 | XLP | Buy | $61.62 | allocation |
| 2019-09-09 | 2019-09-10 | XLF | Buy | $27.96 | exit |
| 2019-09-09 | 2019-09-10 | XLB | Sell | $57.50 | entry |
| 2019-09-13 | 2019-09-16 | XLB | Buy | $58.17 | exit |
| 2019-09-13 | 2019-09-16 | XLV | Sell | $91.31 | entry |
| 2019-09-20 | 2019-09-23 | XLV | Buy | $91.51 | exit |
| 2019-09-20 | 2019-09-23 | XLB | Sell | $58.20 | entry |
| 2019-09-25 | 2019-09-26 | XLB | Buy | $57.87 | exit |
| 2019-09-25 | 2019-09-26 | XLV | Sell | $89.73 | entry |
| 2019-10-01 | 2019-10-02 | XLU | Sell | $63.73 | allocation |
| 2019-10-01 | 2019-10-02 | XLP | Buy | $60.03 | allocation |
| 2019-10-07 | 2019-10-08 | XLV | Buy | $88.12 | exit |
| 2019-10-07 | 2019-10-08 | XLI | Sell | $74.07 | entry |
| 2019-10-08 | 2019-10-09 | XLI | Buy | $74.70 | exit |
| 2019-10-08 | 2019-10-09 | XLV | Sell | $88.76 | entry |
| 2019-11-01 | 2019-11-04 | XLP | Sell | $60.56 | allocation |
| 2019-11-01 | 2019-11-04 | XLK | Buy | $85.11 | allocation |
| 2019-11-01 | 2019-11-04 | XLU | Buy | $63.27 | allocation |
| 2019-12-02 | 2019-12-03 | XLK | Sell | $86.13 | allocation |
| 2019-12-02 | 2019-12-03 | XLU | Buy | $62.81 | allocation |
| 2019-12-16 | 2019-12-17 | XLV | Buy | $101.86 | exit |
| 2019-12-16 | 2019-12-17 | XLU | Sell | $64.37 | entry |
| 2019-12-17 | 2019-12-18 | XLU | Buy | $64.63 | exit |
| 2019-12-17 | 2019-12-18 | XLV | Sell | $102.00 | entry |
| 2019-12-19 | 2019-12-20 | XLV | Buy | $102.70 | exit |
| 2019-12-19 | 2019-12-20 | XLU | Sell | $64.59 | entry |
| 2019-12-26 | 2019-12-27 | XLU | Buy | $64.38 | exit |
| 2019-12-26 | 2019-12-27 | XLV | Sell | $102.94 | entry |
| 2020-01-02 | 2020-01-03 | XLK | Sell | $92.34 | allocation |
| 2020-01-02 | 2020-01-03 | XLU | Sell | $63.94 | allocation |
| 2020-01-02 | 2020-01-03 | XLF | Buy | $30.75 | allocation |
| 2020-01-02 | 2020-01-03 | XLV | Buy | $101.24 | exit |
| 2020-01-02 | 2020-01-03 | XLB | Sell | $59.72 | entry |
| 2020-02-03 | 2020-02-04 | XLF | Sell | $30.46 | allocation |
| 2020-02-03 | 2020-02-04 | XLK | Sell | $99.12 | allocation |
| 2020-02-03 | 2020-02-04 | XLU | Buy | $68.51 | allocation |
| 2020-02-28 | 2020-03-02 | XLB | Buy | $54.98 | exit |
| 2020-02-28 | 2020-03-02 | XLI | Sell | $75.65 | entry |
| 2020-03-02 | 2020-03-03 | XLU | Sell | $65.03 | allocation |
| 2020-03-02 | 2020-03-03 | XLK | Buy | $89.93 | allocation |
| 2020-03-09 | 2020-03-10 | XLI | Buy | $69.18 | exit |
| 2020-03-09 | 2020-03-10 | XLF | Sell | $24.15 | entry |
| 2020-03-10 | 2020-03-11 | XLF | Buy | $22.84 | exit |
| 2020-03-10 | 2020-03-11 | XLB | Sell | $48.09 | entry |
| 2020-03-12 | 2020-03-13 | XLB | Buy | $46.51 | exit |
| 2020-03-12 | 2020-03-13 | XLF | Sell | $23.05 | entry |
| 2020-03-13 | 2020-03-16 | XLF | Buy | $19.89 | exit |
| 2020-03-13 | 2020-03-16 | XLB | Sell | $41.39 | entry |
| 2020-03-16 | 2020-03-17 | XLB | Buy | $43.95 | exit |
| 2020-03-16 | 2020-03-17 | XLF | Sell | $20.97 | entry |
| 2020-03-19 | 2020-03-20 | XLF | Buy | $18.91 | exit |
| 2020-03-19 | 2020-03-20 | XLI | Sell | $51.40 | entry |
| 2020-04-01 | 2020-04-02 | XLK | Sell | $78.33 | allocation |
| 2020-04-01 | 2020-04-02 | XLU | Sell | $53.71 | allocation |
| 2020-04-01 | 2020-04-02 | XLP | Buy | $54.92 | allocation |
| 2020-04-16 | 2020-04-17 | XLI | Buy | $63.10 | exit |
| 2020-04-16 | 2020-04-17 | XLF | Sell | $22.39 | entry |
| 2020-04-17 | 2020-04-20 | XLF | Buy | $22.00 | exit |
| 2020-04-17 | 2020-04-20 | XLI | Sell | $61.42 | entry |
| 2020-04-24 | 2020-04-27 | XLI | Buy | $63.10 | exit |
| 2020-04-24 | 2020-04-27 | XLF | Sell | $22.48 | entry |
| 2020-05-01 | 2020-05-04 | XLK | Sell | $90.08 | allocation |
| 2020-05-01 | 2020-05-04 | XLP | Sell | $57.59 | allocation |
| 2020-05-01 | 2020-05-04 | XLV | Buy | $97.78 | allocation |
| 2020-06-01 | 2020-06-02 | XLK | Sell | $98.86 | allocation |
| 2020-06-01 | 2020-06-02 | XLV | Buy | $102.58 | allocation |
| 2020-07-01 | 2020-07-02 | XLK | Sell | $105.27 | allocation |
| 2020-07-01 | 2020-07-02 | XLV | Buy | $101.60 | allocation |
| 2020-08-03 | 2020-08-04 | XLK | Sell | $113.44 | allocation |
| 2020-08-03 | 2020-08-04 | XLV | Buy | $106.15 | allocation |
| 2020-08-26 | 2020-08-27 | XLF | Buy | $25.26 | exit |
| 2020-08-26 | 2020-08-27 | XLU | Sell | $58.90 | entry |
| 2020-08-31 | 2020-09-01 | XLU | Buy | $58.57 | exit |
| 2020-08-31 | 2020-09-01 | XLF | Sell | $25.13 | entry |
| 2020-09-01 | 2020-09-02 | XLK | Sell | $127.03 | allocation |
| 2020-09-01 | 2020-09-02 | XLV | Sell | $109.44 | allocation |
| 2020-09-01 | 2020-09-02 | XLY | Buy | $153.76 | allocation |
| 2020-09-01 | 2020-09-02 | XLF | Buy | $25.49 | exit |
| 2020-09-01 | 2020-09-02 | XLU | Sell | $60.39 | entry |
| 2020-09-03 | 2020-09-04 | XLU | Buy | $59.37 | exit |
| 2020-09-03 | 2020-09-04 | XLF | Sell | $25.29 | entry |
| 2020-10-01 | 2020-10-02 | XLY | Sell | $148.27 | allocation |
| 2020-10-01 | 2020-10-02 | XLK | Buy | $114.94 | allocation |
| 2020-11-02 | 2020-11-03 | XLY | Sell | $147.16 | allocation |
| 2020-11-02 | 2020-11-03 | XLK | Buy | $113.10 | allocation |
| 2020-12-01 | 2020-12-02 | XLK | Sell | $124.87 | allocation |
| 2020-12-01 | 2020-12-02 | XLY | Buy | $157.44 | allocation |
| 2021-01-04 | 2021-01-05 | XLK | Sell | $128.73 | allocation |
| 2021-01-04 | 2021-01-05 | XLY | Buy | $160.61 | allocation |
| 2021-01-06 | 2021-01-07 | XLF | Buy | $30.94 | exit |
| 2021-01-06 | 2021-01-07 | XLU | Sell | $61.81 | entry |
| 2021-02-01 | 2021-02-02 | XLY | Sell | $169.75 | allocation |
| 2021-02-01 | 2021-02-02 | XLK | Buy | $133.95 | allocation |
| 2021-03-01 | 2021-03-02 | XLK | Sell | $132.76 | allocation |
| 2021-03-01 | 2021-03-02 | XLY | Sell | $163.03 | allocation |
| 2021-03-01 | 2021-03-02 | XLB | Buy | $75.83 | allocation |
| 2021-03-03 | 2021-03-04 | XLE | Buy | $51.04 | exit |
| 2021-03-03 | 2021-03-04 | XLP | Sell | $63.30 | entry |
| 2021-04-01 | 2021-04-05 | XLB | Sell | $80.47 | allocation |
| 2021-04-01 | 2021-04-05 | XLK | Sell | $138.28 | allocation |
| 2021-04-01 | 2021-04-05 | XLE | Buy | $49.11 | allocation |
| 2021-05-03 | 2021-05-04 | XLB | Sell | $85.20 | allocation |
| 2021-05-03 | 2021-05-04 | XLE | Sell | $50.78 | allocation |
| 2021-05-03 | 2021-05-04 | XLI | Buy | $103.43 | allocation |
| 2021-05-11 | 2021-05-12 | XLP | Buy | $69.62 | exit |
| 2021-05-11 | 2021-05-12 | XLV | Sell | $121.73 | entry |
| 2021-05-12 | 2021-05-13 | XLV | Buy | $122.83 | exit |
| 2021-05-12 | 2021-05-13 | XLP | Sell | $70.60 | entry |
| 2021-05-14 | 2021-05-17 | XLP | Buy | $70.81 | exit |
| 2021-05-14 | 2021-05-17 | XLV | Sell | $123.22 | entry |
| 2021-05-18 | 2021-05-19 | XLV | Buy | $123.05 | exit |
| 2021-05-18 | 2021-05-19 | XLP | Sell | $70.36 | entry |
| 2021-06-01 | 2021-06-02 | XLB | Sell | $87.74 | allocation |
| 2021-06-01 | 2021-06-02 | XLI | Sell | $105.23 | allocation |
| 2021-06-01 | 2021-06-02 | XLF | Buy | $38.28 | allocation |
| 2021-06-02 | 2021-06-03 | XLP | Buy | $71.27 | exit |
| 2021-06-02 | 2021-06-03 | XLV | Sell | $121.70 | entry |
| 2021-06-04 | 2021-06-07 | XLV | Buy | $122.53 | exit |
| 2021-06-04 | 2021-06-07 | XLP | Sell | $71.40 | entry |
| 2021-07-01 | 2021-07-02 | XLB | Sell | $82.88 | allocation |
| 2021-07-01 | 2021-07-02 | XLF | Sell | $36.94 | allocation |
| 2021-07-01 | 2021-07-02 | XLI | Buy | $103.29 | allocation |
| 2021-08-02 | 2021-08-03 | XLI | Sell | $103.99 | allocation |
| 2021-08-02 | 2021-08-03 | XLF | Buy | $36.94 | allocation |
| 2021-09-01 | 2021-09-02 | XLF | Sell | $38.31 | allocation |
| 2021-09-01 | 2021-09-02 | XLI | Sell | $105.23 | allocation |
| 2021-09-01 | 2021-09-02 | XLE | Buy | $48.90 | allocation |
| 2021-10-01 | 2021-10-04 | XLE | Sell | $54.72 | allocation |
| 2021-10-01 | 2021-10-04 | XLF | Buy | $37.82 | allocation |
| 2021-11-01 | 2021-11-02 | XLF | Sell | $40.38 | allocation |
| 2021-11-01 | 2021-11-02 | XLE | Buy | $57.91 | allocation |
| 2021-12-01 | 2021-12-02 | XLE | Sell | $55.58 | allocation |
| 2021-12-01 | 2021-12-02 | XLF | Sell | $38.66 | allocation |
| 2021-12-01 | 2021-12-02 | XLK | Buy | $167.94 | allocation |
| 2022-01-03 | 2022-01-04 | XLE | Sell | $59.20 | allocation |
| 2022-01-03 | 2022-01-04 | XLK | Buy | $173.66 | allocation |
| 2022-01-06 | 2022-01-07 | XLP | Buy | $77.42 | exit |
| 2022-01-06 | 2022-01-07 | XLV | Sell | $134.35 | entry |
| 2022-01-11 | 2022-01-12 | XLV | Buy | $136.42 | exit |
| 2022-01-11 | 2022-01-12 | XLB | Sell | $90.26 | entry |
| 2022-01-12 | 2022-01-13 | XLB | Buy | $89.56 | exit |
| 2022-01-12 | 2022-01-13 | XLP | Sell | $76.89 | entry |
| 2022-01-13 | 2022-01-14 | XLP | Buy | $77.03 | exit |
| 2022-01-13 | 2022-01-14 | XLV | Sell | $134.07 | entry |
| 2022-01-20 | 2022-01-21 | XLV | Buy | $129.47 | exit |
| 2022-01-20 | 2022-01-21 | XLY | Sell | $180.42 | entry |
| 2022-02-01 | 2022-02-02 | XLE | Sell | $68.49 | allocation |
| 2022-02-01 | 2022-02-02 | XLK | Sell | $163.71 | allocation |
| 2022-02-01 | 2022-02-02 | XLF | Buy | $39.87 | allocation |
| 2022-02-18 | 2022-02-22 | XLU | Buy | $66.15 | exit |
| 2022-02-18 | 2022-02-22 | XLI | Sell | $97.39 | entry |
| 2022-03-01 | 2022-03-02 | XLE | Sell | $72.92 | allocation |
| 2022-03-01 | 2022-03-02 | XLF | Sell | $38.06 | allocation |
| 2022-03-01 | 2022-03-02 | XLP | Buy | $75.25 | allocation |
| 2022-03-02 | 2022-03-03 | XLY | Buy | $174.37 | exit |
| 2022-03-02 | 2022-03-03 | XLB | Sell | $83.35 | entry |
| 2022-03-03 | 2022-03-04 | XLB | Buy | $83.06 | exit |
| 2022-03-03 | 2022-03-04 | XLY | Sell | $171.60 | entry |
| 2022-03-22 | 2022-03-23 | XLY | Buy | $182.26 | exit |
| 2022-03-22 | 2022-03-23 | XLP | Sell | $73.90 | entry |
| 2022-03-31 | 2022-04-01 | XLP | Buy | $76.65 | exit |
| 2022-03-31 | 2022-04-01 | XLY | Sell | $185.23 | entry |
| 2022-04-01 | 2022-04-04 | XLE | Sell | $77.16 | allocation |
| 2022-04-01 | 2022-04-04 | XLP | Sell | $76.41 | allocation |
| 2022-04-01 | 2022-04-04 | XLV | Buy | $136.92 | allocation |
| 2022-05-02 | 2022-05-03 | XLE | Sell | $78.49 | allocation |
| 2022-05-02 | 2022-05-03 | XLV | Sell | $129.89 | allocation |
| 2022-05-02 | 2022-05-03 | XLP | Buy | $76.40 | allocation |
| 2022-05-12 | 2022-05-13 | XLI | Buy | $93.10 | exit |
| 2022-05-12 | 2022-05-13 | XLF | Sell | $33.53 | entry |
| 2022-05-13 | 2022-05-16 | XLY | Buy | $149.03 | exit |
| 2022-05-13 | 2022-05-16 | XLI | Sell | $92.97 | entry |
| 2022-05-16 | 2022-05-17 | XLI | Buy | $95.08 | exit |
| 2022-05-16 | 2022-05-17 | XLY | Sell | $152.79 | entry |
| 2022-05-19 | 2022-05-20 | XLF | Buy | $32.92 | exit |
| 2022-05-19 | 2022-05-20 | XLI | Sell | $89.74 | entry |
| 2022-06-01 | 2022-06-02 | XLE | Sell | $88.34 | allocation |
| 2022-06-01 | 2022-06-02 | XLP | Sell | $74.57 | allocation |
| 2022-06-01 | 2022-06-02 | XLU | Buy | $74.71 | allocation |
| 2022-06-02 | 2022-06-03 | XLY | Buy | $153.00 | exit |
| 2022-06-02 | 2022-06-03 | XLF | Sell | $34.87 | entry |
| 2022-06-03 | 2022-06-06 | XLI | Buy | $95.95 | exit |
| 2022-06-03 | 2022-06-06 | XLY | Sell | $154.53 | entry |
| 2022-06-16 | 2022-06-17 | XLF | Buy | $30.93 | exit |
| 2022-06-16 | 2022-06-17 | XLI | Sell | $85.56 | entry |
| 2022-07-01 | 2022-07-05 | XLU | Sell | $69.40 | allocation |
| 2022-07-01 | 2022-07-05 | XLE | Buy | $69.70 | allocation |
| 2022-07-26 | 2022-07-27 | XLI | Buy | $91.79 | exit |
| 2022-07-26 | 2022-07-27 | XLK | Sell | $139.91 | entry |
| 2022-07-27 | 2022-07-28 | XLK | Buy | $142.04 | exit |
| 2022-07-27 | 2022-07-28 | XLI | Sell | $93.71 | entry |
| 2022-07-29 | 2022-08-01 | XLI | Buy | $95.74 | exit |
| 2022-07-29 | 2022-08-01 | XLF | Sell | $33.43 | entry |
| 2022-08-01 | 2022-08-02 | XLE | Sell | $76.62 | allocation |
| 2022-08-01 | 2022-08-02 | XLU | Buy | $73.88 | allocation |
| 2022-08-04 | 2022-08-05 | XLY | Buy | $164.31 | exit |
| 2022-08-04 | 2022-08-05 | XLB | Sell | $77.11 | entry |
| 2022-08-05 | 2022-08-08 | XLB | Buy | $77.54 | exit |
| 2022-08-05 | 2022-08-08 | XLY | Sell | $165.05 | entry |
| 2022-08-15 | 2022-08-16 | XLY | Buy | $172.97 | exit |
| 2022-08-15 | 2022-08-16 | XLB | Sell | $81.52 | entry |
| 2022-08-22 | 2022-08-23 | XLB | Buy | $78.68 | exit |
| 2022-08-22 | 2022-08-23 | XLY | Sell | $163.34 | entry |
| 2022-08-30 | 2022-08-31 | XLF | Buy | $33.05 | exit |
| 2022-08-30 | 2022-08-31 | XLK | Sell | $135.26 | entry |
| 2022-09-01 | 2022-09-02 | XLE | Sell | $79.96 | allocation |
| 2022-09-01 | 2022-09-02 | XLU | Buy | $74.60 | allocation |
| 2022-09-27 | 2022-09-28 | XLK | Buy | $124.34 | exit |
| 2022-09-27 | 2022-09-28 | XLF | Sell | $31.03 | entry |
| 2022-09-30 | 2022-10-03 | XLF | Buy | $31.18 | exit |
| 2022-09-30 | 2022-10-03 | XLK | Sell | $122.46 | entry |
| 2022-10-03 | 2022-10-04 | XLE | Sell | $79.36 | allocation |
| 2022-10-03 | 2022-10-04 | XLU | Buy | $68.86 | allocation |
| 2022-10-05 | 2022-10-06 | XLK | Buy | $125.95 | exit |
| 2022-10-05 | 2022-10-06 | XLF | Sell | $31.64 | entry |
| 2022-10-07 | 2022-10-10 | XLF | Buy | $30.75 | exit |
| 2022-10-07 | 2022-10-10 | XLK | Sell | $118.74 | entry |
| 2022-11-01 | 2022-11-02 | XLE | Sell | $88.68 | allocation |
| 2022-11-01 | 2022-11-02 | XLU | Sell | $66.39 | allocation |
| 2022-11-01 | 2022-11-02 | XLP | Buy | $71.25 | allocation |
| 2022-12-01 | 2022-12-02 | XLP | Sell | $77.19 | allocation |
| 2022-12-01 | 2022-12-02 | XLE | Buy | $90.31 | allocation |
| 2023-01-03 | 2023-01-04 | XLP | Sell | $74.56 | allocation |
| 2023-01-03 | 2023-01-04 | XLE | Buy | $84.39 | allocation |
| 2023-01-03 | 2023-01-04 | XLU | Buy | $71.14 | allocation |
| 2023-02-01 | 2023-02-02 | XLE | Sell | $86.15 | allocation |
| 2023-02-01 | 2023-02-02 | XLU | Sell | $69.36 | allocation |
| 2023-02-01 | 2023-02-02 | XLV | Buy | $133.08 | allocation |
| 2023-02-14 | 2023-02-15 | XLK | Buy | $144.09 | exit |
| 2023-02-14 | 2023-02-15 | XLF | Sell | $36.75 | entry |
| 2023-02-16 | 2023-02-17 | XLF | Buy | $36.39 | exit |
| 2023-02-16 | 2023-02-17 | XLK | Sell | $139.82 | entry |
| 2023-02-23 | 2023-02-24 | XLK | Buy | $136.09 | exit |
| 2023-02-23 | 2023-02-24 | XLF | Sell | $35.66 | entry |
| 2023-02-24 | 2023-02-27 | XLF | Buy | $35.65 | exit |
| 2023-02-24 | 2023-02-27 | XLK | Sell | $136.82 | entry |
| 2023-03-01 | 2023-03-02 | XLE | Sell | $86.09 | allocation |
| 2023-03-01 | 2023-03-02 | XLV | Sell | $127.74 | allocation |
| 2023-03-01 | 2023-03-02 | XLI | Buy | $102.56 | allocation |
| 2023-03-07 | 2023-03-08 | XLK | Buy | $140.21 | exit |
| 2023-03-07 | 2023-03-08 | XLU | Sell | $65.98 | entry |
| 2023-03-10 | 2023-03-13 | XLU | Buy | $65.41 | exit |
| 2023-03-10 | 2023-03-13 | XLF | Sell | $31.63 | entry |
| 2023-04-03 | 2023-04-04 | XLE | Sell | $85.01 | allocation |
| 2023-04-03 | 2023-04-04 | XLI | Sell | $99.09 | allocation |
| 2023-04-03 | 2023-04-04 | XLP | Buy | $74.95 | allocation |
| 2023-05-01 | 2023-05-02 | XLP | Sell | $77.29 | allocation |
| 2023-05-01 | 2023-05-02 | XLE | Buy | $80.51 | allocation |
| 2023-05-01 | 2023-05-02 | XLI | Buy | $99.49 | allocation |
| 2023-05-09 | 2023-05-10 | XLY | Buy | $148.40 | exit |
| 2023-05-09 | 2023-05-10 | XLB | Sell | $78.73 | entry |
| 2023-05-15 | 2023-05-16 | XLF | Buy | $31.86 | exit |
| 2023-05-15 | 2023-05-16 | XLU | Sell | $66.65 | entry |
| 2023-05-17 | 2023-05-18 | XLB | Buy | $78.43 | exit |
| 2023-05-17 | 2023-05-18 | XLE | Sell | $79.03 | entry |
| 2023-05-18 | 2023-05-19 | XLE | Buy | $79.64 | exit |
| 2023-05-18 | 2023-05-19 | XLB | Sell | $78.63 | entry |
| 2023-06-01 | 2023-06-02 | XLE | Sell | $79.90 | allocation |
| 2023-06-01 | 2023-06-02 | XLI | Sell | $100.94 | allocation |
| 2023-06-01 | 2023-06-02 | XLK | Buy | $166.90 | allocation |
| 2023-06-02 | 2023-06-05 | XLB | Buy | $78.51 | exit |
| 2023-06-02 | 2023-06-05 | XLE | Sell | $79.37 | entry |
| 2023-06-05 | 2023-06-06 | XLE | Buy | $80.01 | exit |
| 2023-06-05 | 2023-06-06 | XLB | Sell | $79.01 | entry |
| 2023-06-06 | 2023-06-07 | XLB | Buy | $79.95 | exit |
| 2023-06-06 | 2023-06-07 | XLE | Sell | $82.13 | entry |
| 2023-06-07 | 2023-06-08 | XLE | Buy | $81.78 | exit |
| 2023-06-07 | 2023-06-08 | XLB | Sell | $79.66 | entry |
| 2023-06-08 | 2023-06-09 | XLB | Buy | $79.00 | exit |
| 2023-06-08 | 2023-06-09 | XLE | Sell | $81.33 | entry |
| 2023-06-21 | 2023-06-22 | XLE | Buy | $77.92 | exit |
| 2023-06-21 | 2023-06-22 | XLF | Sell | $32.88 | entry |
| 2023-06-22 | 2023-06-23 | XLF | Buy | $32.74 | exit |
| 2023-06-22 | 2023-06-23 | XLE | Sell | $77.36 | entry |
| 2023-06-23 | 2023-06-26 | XLE | Buy | $78.75 | exit |
| 2023-06-23 | 2023-06-26 | XLF | Sell | $32.67 | entry |
| 2023-06-26 | 2023-06-27 | XLF | Buy | $32.93 | exit |
| 2023-06-26 | 2023-06-27 | XLV | Sell | $130.95 | entry |
| 2023-06-29 | 2023-06-30 | XLV | Buy | $132.73 | exit |
| 2023-06-29 | 2023-06-30 | XLP | Sell | $74.17 | entry |
| 2023-07-03 | 2023-07-05 | XLI | Sell | $106.76 | allocation |
| 2023-07-03 | 2023-07-05 | XLK | Buy | $172.42 | allocation |
| 2023-07-03 | 2023-07-05 | XLY | Buy | $171.93 | allocation |
| 2023-07-03 | 2023-07-05 | XLP | Buy | $74.62 | exit |
| 2023-07-03 | 2023-07-05 | XLV | Sell | $131.57 | entry |
| 2023-07-14 | 2023-07-17 | XLV | Buy | $131.10 | exit |
| 2023-07-14 | 2023-07-17 | XLP | Sell | $74.06 | entry |
| 2023-07-24 | 2023-07-25 | XLP | Buy | $75.90 | exit |
| 2023-07-24 | 2023-07-25 | XLV | Sell | $135.88 | entry |
| 2023-07-25 | 2023-07-26 | XLV | Buy | $135.79 | exit |
| 2023-07-25 | 2023-07-26 | XLP | Sell | $75.99 | entry |
| 2023-07-28 | 2023-07-31 | XLP | Buy | $75.75 | exit |
| 2023-07-28 | 2023-07-31 | XLV | Sell | $134.15 | entry |
| 2023-07-31 | 2023-08-01 | XLV | Buy | $133.45 | exit |
| 2023-07-31 | 2023-08-01 | XLP | Sell | $75.34 | entry |
| 2023-08-01 | 2023-08-02 | XLK | Sell | $174.23 | allocation |
| 2023-08-01 | 2023-08-02 | XLY | Sell | $168.69 | allocation |
| 2023-08-01 | 2023-08-02 | XLI | Buy | $109.59 | allocation |
| 2023-08-01 | 2023-08-02 | XLP | Buy | $75.61 | exit |
| 2023-08-01 | 2023-08-02 | XLV | Sell | $133.54 | entry |
| 2023-08-02 | 2023-08-03 | XLV | Buy | $132.87 | exit |
| 2023-08-02 | 2023-08-03 | XLP | Sell | $75.40 | entry |
| 2023-08-15 | 2023-08-16 | XLP | Buy | $73.46 | exit |
| 2023-08-15 | 2023-08-16 | XLF | Sell | $34.16 | entry |
| 2023-08-17 | 2023-08-18 | XLF | Buy | $33.98 | exit |
| 2023-08-17 | 2023-08-18 | XLY | Sell | $162.66 | entry |
| 2023-08-18 | 2023-08-21 | XLY | Buy | $164.53 | exit |
| 2023-08-18 | 2023-08-21 | XLP | Sell | $72.53 | entry |
| 2023-09-01 | 2023-09-05 | XLK | Sell | $176.83 | allocation |
| 2023-09-01 | 2023-09-05 | XLI | Buy | $106.97 | allocation |
| 2023-10-02 | 2023-10-03 | XLI | Sell | $99.69 | allocation |
| 2023-10-02 | 2023-10-03 | XLE | Buy | $88.53 | allocation |
| 2023-10-02 | 2023-10-03 | XLK | Buy | $162.88 | allocation |
| 2023-11-01 | 2023-11-02 | XLE | Sell | $87.56 | allocation |
| 2023-11-01 | 2023-11-02 | XLK | Sell | $170.01 | allocation |
| 2023-11-01 | 2023-11-02 | XLY | Buy | $158.00 | allocation |
| 2023-11-06 | 2023-11-07 | XLP | Buy | $69.03 | exit |
| 2023-11-06 | 2023-11-07 | XLE | Sell | $83.80 | entry |
| 2023-11-22 | 2023-11-24 | XLE | Buy | $84.93 | exit |
| 2023-11-22 | 2023-11-24 | XLP | Sell | $70.41 | entry |
| 2023-11-24 | 2023-11-27 | XLP | Buy | $70.21 | exit |
| 2023-11-24 | 2023-11-27 | XLE | Sell | $84.63 | entry |
| 2023-11-29 | 2023-11-30 | XLE | Buy | $84.58 | exit |
| 2023-11-29 | 2023-11-30 | XLP | Sell | $70.66 | entry |
| 2023-11-30 | 2023-12-01 | XLP | Buy | $70.95 | exit |
| 2023-11-30 | 2023-12-01 | XLE | Sell | $85.02 | entry |
| 2023-12-01 | 2023-12-04 | XLY | Sell | $170.44 | allocation |
| 2023-12-01 | 2023-12-04 | XLK | Buy | $183.32 | allocation |
| 2023-12-01 | 2023-12-04 | XLE | Buy | $84.63 | exit |
| 2023-12-01 | 2023-12-04 | XLP | Sell | $71.04 | entry |
| 2024-01-02 | 2024-01-03 | XLY | Sell | $173.57 | allocation |
| 2024-01-02 | 2024-01-03 | XLK | Buy | $185.53 | allocation |
| 2024-01-08 | 2024-01-09 | XLP | Buy | $72.73 | exit |
| 2024-01-08 | 2024-01-09 | XLE | Sell | $82.36 | entry |
| 2024-02-01 | 2024-02-02 | XLK | Sell | $202.24 | allocation |
| 2024-02-01 | 2024-02-02 | XLY | Buy | $177.32 | allocation |
| 2024-02-05 | 2024-02-06 | XLE | Buy | $83.58 | exit |
| 2024-02-05 | 2024-02-06 | XLB | Sell | $82.41 | entry |
| 2024-02-06 | 2024-02-07 | XLB | Buy | $83.07 | exit |
| 2024-02-06 | 2024-02-07 | XLE | Sell | $83.75 | entry |
| 2024-02-21 | 2024-02-22 | XLE | Buy | $86.53 | exit |
| 2024-02-21 | 2024-02-22 | XLP | Sell | $74.55 | entry |
| 2024-02-27 | 2024-02-28 | XLP | Buy | $74.57 | exit |
| 2024-02-27 | 2024-02-28 | XLE | Sell | $85.72 | entry |
| 2024-03-01 | 2024-03-04 | XLK | Sell | $210.76 | allocation |
| 2024-03-01 | 2024-03-04 | XLY | Buy | $182.52 | allocation |
| 2024-03-11 | 2024-03-12 | XLE | Buy | $88.94 | exit |
| 2024-03-11 | 2024-03-12 | XLP | Sell | $75.96 | entry |
| 2024-04-01 | 2024-04-02 | XLY | Sell | $179.83 | allocation |
| 2024-04-01 | 2024-04-02 | XLF | Buy | $41.67 | allocation |
| 2024-04-01 | 2024-04-02 | XLK | Buy | $206.84 | allocation |
| 2024-05-01 | 2024-05-02 | XLF | Sell | $40.46 | allocation |
| 2024-05-01 | 2024-05-02 | XLK | Buy | $197.06 | allocation |
| 2024-06-03 | 2024-06-04 | XLK | Sell | $211.13 | allocation |
| 2024-06-03 | 2024-06-04 | XLF | Buy | $41.19 | allocation |
| 2024-07-01 | 2024-07-02 | XLK | Sell | $229.08 | allocation |
| 2024-07-01 | 2024-07-02 | XLF | Buy | $41.68 | allocation |
| 2024-07-30 | 2024-07-31 | XLU | Buy | $72.79 | exit |
| 2024-07-30 | 2024-07-31 | XLY | Sell | $187.49 | entry |
| 2024-07-31 | 2024-08-01 | XLY | Buy | $182.89 | exit |
| 2024-07-31 | 2024-08-01 | XLE | Sell | $90.74 | entry |
| 2024-08-01 | 2024-08-02 | XLF | Sell | $42.06 | allocation |
| 2024-08-01 | 2024-08-02 | XLK | Buy | $204.72 | allocation |
| 2024-08-02 | 2024-08-05 | XLP | Buy | $77.70 | exit |
| 2024-08-02 | 2024-08-05 | XLY | Sell | $171.18 | entry |
| 2024-08-16 | 2024-08-19 | XLY | Buy | $185.38 | exit |
| 2024-08-16 | 2024-08-19 | XLP | Sell | $80.78 | entry |
| 2024-08-22 | 2024-08-23 | XLP | Buy | $81.84 | exit |
| 2024-08-22 | 2024-08-23 | XLY | Sell | $187.87 | entry |
| 2024-08-23 | 2024-08-26 | XLY | Buy | $186.41 | exit |
| 2024-08-23 | 2024-08-26 | XLP | Sell | $82.42 | entry |
| 2024-08-27 | 2024-08-28 | XLP | Buy | $82.27 | exit |
| 2024-08-27 | 2024-08-28 | XLY | Sell | $184.12 | entry |
| 2024-09-03 | 2024-09-04 | XLF | Sell | $45.45 | allocation |
| 2024-09-03 | 2024-09-04 | XLK | Sell | $209.67 | allocation |
| 2024-09-03 | 2024-09-04 | XLU | Buy | $76.83 | allocation |
| 2024-09-19 | 2024-09-20 | XLY | Buy | $196.69 | exit |
| 2024-09-19 | 2024-09-20 | XLP | Sell | $83.05 | entry |
| 2024-09-25 | 2024-09-26 | XLP | Buy | $82.87 | exit |
| 2024-09-25 | 2024-09-26 | XLV | Sell | $153.10 | entry |
| 2024-10-01 | 2024-10-02 | XLU | Sell | $81.47 | allocation |
| 2024-10-01 | 2024-10-02 | XLF | Buy | $45.13 | allocation |
| 2024-10-30 | 2024-10-31 | XLV | Buy | $146.87 | exit |
| 2024-10-30 | 2024-10-31 | XLP | Sell | $80.12 | entry |
| 2024-10-31 | 2024-11-01 | XLP | Buy | $80.15 | exit |
| 2024-10-31 | 2024-11-01 | XLV | Sell | $147.74 | entry |
| 2024-11-01 | 2024-11-04 | XLF | Sell | $46.28 | allocation |
| 2024-11-01 | 2024-11-04 | XLU | Sell | $77.20 | allocation |
| 2024-11-01 | 2024-11-04 | XLI | Buy | $133.86 | allocation |
| 2024-11-01 | 2024-11-04 | XLV | Buy | $146.77 | exit |
| 2024-11-01 | 2024-11-04 | XLP | Sell | $80.37 | entry |
| 2024-11-04 | 2024-11-05 | XLP | Buy | $80.88 | exit |
| 2024-11-04 | 2024-11-05 | XLV | Sell | $147.85 | entry |
| 2024-11-07 | 2024-11-08 | XLV | Buy | $150.18 | exit |
| 2024-11-07 | 2024-11-08 | XLP | Sell | $80.82 | entry |
| 2024-11-08 | 2024-11-11 | XLP | Buy | $80.54 | exit |
| 2024-11-08 | 2024-11-11 | XLV | Sell | $149.30 | entry |
| 2024-11-11 | 2024-11-12 | XLV | Buy | $147.22 | exit |
| 2024-11-11 | 2024-11-12 | XLP | Sell | $80.63 | entry |
| 2024-11-12 | 2024-11-13 | XLP | Buy | $80.87 | exit |
| 2024-11-12 | 2024-11-13 | XLV | Sell | $146.83 | entry |
| 2024-11-18 | 2024-11-19 | XLE | Buy | $95.38 | exit |
| 2024-11-18 | 2024-11-19 | XLB | Sell | $91.69 | entry |
| 2024-11-19 | 2024-11-20 | XLB | Buy | $92.44 | exit |
| 2024-11-19 | 2024-11-20 | XLE | Sell | $96.34 | entry |
| 2024-12-02 | 2024-12-03 | XLF | Sell | $50.45 | allocation |
| 2024-12-02 | 2024-12-03 | XLI | Buy | $142.03 | allocation |
| 2024-12-12 | 2024-12-13 | XLE | Buy | $89.22 | exit |
| 2024-12-12 | 2024-12-13 | XLB | Sell | $89.23 | entry |
| 2024-12-16 | 2024-12-17 | XLB | Buy | $87.95 | exit |
| 2024-12-16 | 2024-12-17 | XLE | Sell | $86.61 | entry |
| 2024-12-17 | 2024-12-18 | XLV | Buy | $137.32 | exit |
| 2024-12-17 | 2024-12-18 | XLB | Sell | $85.45 | entry |
Want to change this rule?
Ask the chat to try another ticker, other dates, a stop, or different fees. It runs the same engine on real past prices.
Risk warning
Short selling can lose more than your starting capital. Past results do not predict future returns. Not investment advice.