BACKTEST · FACTOR
Low-volatility factor, long/short
Nine sectors: long the 2 calmest, short the 2 most volatile by 60 day volatility.
From 2015-01-02 to 2024-12-31, this rule made 224 trades and returned +1.5%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 19.6%.
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SCORE
Portfolio equity vs benchmark
The rule
Nine sectors: long the 2 calmest, short the 2 most volatile by 60 day volatility. Orders fill at the next close.
ENTER WHEN
Monthly: long the 2 calmest sectors, short the 2 most volatile
EXIT WHEN
Next monthly rebalance
FIRST TRADE, FROM THE REPORT
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Did it beat SPY?
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How it did over time
Strategy in orange-red. SPY buy and hold in light.
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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
224 trades and 629 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 |
|---|---|---|---|---|---|
| 2015-03-31 | 2015-04-01 | XLE | Sell | $77.56 | entry |
| 2015-03-31 | 2015-04-01 | XLU | Sell | $44.47 | entry |
| 2015-04-01 | 2015-04-02 | XLP | Buy | $49.13 | allocation |
| 2015-04-01 | 2015-04-02 | XLY | Buy | $75.69 | allocation |
| 2015-05-01 | 2015-05-04 | XLY | Sell | $76.51 | allocation |
| 2015-05-01 | 2015-05-04 | XLF | Buy | $24.58 | allocation |
| 2015-05-01 | 2015-05-04 | XLP | Buy | $48.88 | allocation |
| 2015-06-01 | 2015-06-02 | XLF | Sell | $24.66 | allocation |
| 2015-06-01 | 2015-06-02 | XLP | Buy | $48.66 | allocation |
| 2015-06-01 | 2015-06-02 | XLY | Buy | $76.69 | allocation |
| 2015-06-12 | 2015-06-15 | XLU | Buy | $42.47 | exit |
| 2015-06-12 | 2015-06-15 | XLK | Sell | $42.41 | entry |
| 2015-06-19 | 2015-06-22 | XLK | Buy | $42.89 | exit |
| 2015-06-19 | 2015-06-22 | XLU | Sell | $42.73 | entry |
| 2015-06-29 | 2015-06-30 | XLU | Buy | $41.46 | exit |
| 2015-06-29 | 2015-06-30 | XLK | Sell | $41.40 | entry |
| 2015-07-01 | 2015-07-02 | XLY | Sell | $77.20 | allocation |
| 2015-07-01 | 2015-07-02 | XLI | Buy | $54.23 | allocation |
| 2015-07-01 | 2015-07-02 | XLP | Buy | $48.17 | allocation |
| 2015-07-07 | 2015-07-08 | XLK | Buy | $40.95 | exit |
| 2015-07-07 | 2015-07-08 | XLU | Sell | $43.22 | entry |
| 2015-07-10 | 2015-07-13 | XLE | Buy | $74.01 | exit |
| 2015-07-10 | 2015-07-13 | XLK | Sell | $42.07 | entry |
| 2015-07-15 | 2015-07-16 | XLK | Buy | $42.78 | exit |
| 2015-07-15 | 2015-07-16 | XLE | Sell | $73.33 | entry |
| 2015-07-16 | 2015-07-17 | XLE | Buy | $72.44 | exit |
| 2015-07-16 | 2015-07-17 | XLK | Sell | $43.44 | entry |
| 2015-07-21 | 2015-07-22 | XLU | Buy | $42.93 | exit |
| 2015-07-21 | 2015-07-22 | XLE | Sell | $70.93 | entry |
| 2015-07-23 | 2015-07-24 | XLE | Buy | $69.51 | exit |
| 2015-07-23 | 2015-07-24 | XLU | Sell | $42.33 | entry |
| 2015-07-24 | 2015-07-27 | XLU | Buy | $42.87 | exit |
| 2015-07-24 | 2015-07-27 | XLE | Sell | $68.51 | entry |
| 2015-07-31 | 2015-08-03 | XLK | Buy | $42.35 | exit |
| 2015-07-31 | 2015-08-03 | XLB | Sell | $45.59 | entry |
| 2015-08-03 | 2015-08-04 | XLI | Sell | $53.93 | allocation |
| 2015-08-03 | 2015-08-04 | XLP | Sell | $50.38 | allocation |
| 2015-08-03 | 2015-08-04 | XLY | Buy | $80.29 | allocation |
| 2015-08-04 | 2015-08-05 | XLB | Buy | $46.02 | exit |
| 2015-08-04 | 2015-08-05 | XLU | Sell | $43.62 | entry |
Show all 629 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2015-08-10 | 2015-08-11 | XLU | Buy | $44.43 | exit |
| 2015-08-10 | 2015-08-11 | XLB | Sell | $45.47 | entry |
| 2015-08-21 | 2015-08-24 | XLB | Buy | $41.38 | exit |
| 2015-08-21 | 2015-08-24 | XLK | Sell | $38.14 | entry |
| 2015-08-24 | 2015-08-25 | XLK | Buy | $37.70 | exit |
| 2015-08-24 | 2015-08-25 | XLV | Sell | $67.96 | entry |
| 2015-08-25 | 2015-08-26 | XLV | Buy | $70.86 | exit |
| 2015-08-25 | 2015-08-26 | XLB | Sell | $41.87 | entry |
| 2015-08-26 | 2015-08-27 | XLB | Buy | $43.35 | exit |
| 2015-08-26 | 2015-08-27 | XLK | Sell | $40.52 | entry |
| 2015-09-01 | 2015-09-02 | XLP | Sell | $46.97 | allocation |
| 2015-09-01 | 2015-09-02 | XLY | Sell | $74.62 | allocation |
| 2015-09-01 | 2015-09-02 | XLU | Buy | $41.34 | allocation |
| 2015-09-28 | 2015-09-29 | XLK | Buy | $38.73 | exit |
| 2015-09-28 | 2015-09-29 | XLV | Sell | $64.88 | entry |
| 2015-10-01 | 2015-10-02 | XLU | Sell | $43.35 | allocation |
| 2015-10-01 | 2015-10-02 | XLP | Buy | $47.84 | allocation |
| 2015-10-05 | 2015-10-06 | XLV | Buy | $66.86 | exit |
| 2015-10-05 | 2015-10-06 | XLB | Sell | $42.99 | entry |
| 2015-10-15 | 2015-10-16 | XLB | Buy | $44.09 | exit |
| 2015-10-15 | 2015-10-16 | XLV | Sell | $69.76 | entry |
| 2015-11-02 | 2015-11-03 | XLP | Sell | $49.94 | allocation |
| 2015-11-02 | 2015-11-03 | XLU | Buy | $43.93 | allocation |
| 2015-12-01 | 2015-12-02 | XLP | Sell | $49.59 | allocation |
| 2015-12-01 | 2015-12-02 | XLU | Buy | $42.20 | allocation |
| 2015-12-22 | 2015-12-23 | XLV | Buy | $72.38 | exit |
| 2015-12-22 | 2015-12-23 | XLB | Sell | $44.21 | entry |
| 2016-01-04 | 2016-01-05 | XLU | Sell | $43.50 | allocation |
| 2016-01-04 | 2016-01-05 | XLI | Buy | $52.44 | allocation |
| 2016-01-04 | 2016-01-05 | XLP | Buy | $50.17 | allocation |
| 2016-01-05 | 2016-01-06 | XLB | Buy | $41.60 | exit |
| 2016-01-05 | 2016-01-06 | XLF | Sell | $23.10 | entry |
| 2016-01-06 | 2016-01-07 | XLF | Buy | $22.45 | exit |
| 2016-01-06 | 2016-01-07 | XLB | Sell | $40.47 | entry |
| 2016-01-20 | 2016-01-21 | XLB | Buy | $37.83 | exit |
| 2016-01-20 | 2016-01-21 | XLF | Sell | $20.90 | entry |
| 2016-01-21 | 2016-01-22 | XLF | Buy | $21.28 | exit |
| 2016-01-21 | 2016-01-22 | XLB | Sell | $38.51 | entry |
| 2016-01-22 | 2016-01-25 | XLB | Buy | $37.28 | exit |
| 2016-01-22 | 2016-01-25 | XLF | Sell | $20.85 | entry |
| 2016-01-25 | 2016-01-26 | XLF | Buy | $21.20 | exit |
| 2016-01-25 | 2016-01-26 | XLB | Sell | $37.92 | entry |
| 2016-02-01 | 2016-02-02 | XLP | Sell | $50.28 | allocation |
| 2016-02-01 | 2016-02-02 | XLI | Buy | $48.87 | allocation |
| 2016-03-01 | 2016-03-02 | XLI | Sell | $53.18 | allocation |
| 2016-03-01 | 2016-03-02 | XLP | Buy | $51.56 | allocation |
| 2016-03-01 | 2016-03-02 | XLU | Buy | $46.31 | allocation |
| 2016-04-01 | 2016-04-04 | XLU | Sell | $49.60 | allocation |
| 2016-04-01 | 2016-04-04 | XLP | Buy | $53.64 | allocation |
| 2016-04-22 | 2016-04-25 | XLB | Buy | $47.05 | exit |
| 2016-04-22 | 2016-04-25 | XLF | Sell | $23.50 | entry |
| 2016-04-25 | 2016-04-26 | XLF | Buy | $23.65 | exit |
| 2016-04-25 | 2016-04-26 | XLB | Sell | $47.43 | entry |
| 2016-05-02 | 2016-05-03 | XLP | Sell | $52.80 | allocation |
| 2016-05-02 | 2016-05-03 | XLU | Sell | $48.77 | allocation |
| 2016-05-02 | 2016-05-03 | XLI | Buy | $55.99 | allocation |
| 2016-05-02 | 2016-05-03 | XLB | Buy | $46.49 | exit |
| 2016-05-02 | 2016-05-03 | XLF | Sell | $23.22 | entry |
| 2016-05-09 | 2016-05-10 | XLF | Buy | $23.40 | exit |
| 2016-05-09 | 2016-05-10 | XLB | Sell | $46.36 | entry |
| 2016-06-01 | 2016-06-02 | XLI | Sell | $56.04 | allocation |
| 2016-06-01 | 2016-06-02 | XLP | Sell | $53.22 | allocation |
| 2016-06-01 | 2016-06-02 | XLY | Buy | $79.63 | allocation |
| 2016-06-17 | 2016-06-20 | XLB | Buy | $47.47 | exit |
| 2016-06-17 | 2016-06-20 | XLF | Sell | $22.74 | entry |
| 2016-06-20 | 2016-06-21 | XLF | Buy | $22.87 | exit |
| 2016-06-20 | 2016-06-21 | XLB | Sell | $47.34 | entry |
| 2016-06-21 | 2016-06-22 | XLB | Buy | $47.39 | exit |
| 2016-06-21 | 2016-06-22 | XLF | Sell | $22.85 | entry |
| 2016-07-01 | 2016-07-05 | XLP | Sell | $55.20 | allocation |
| 2016-07-01 | 2016-07-05 | XLY | Sell | $78.23 | allocation |
| 2016-07-01 | 2016-07-05 | XLU | Buy | $52.87 | allocation |
| 2016-08-01 | 2016-08-02 | XLP | Sell | $54.68 | allocation |
| 2016-08-01 | 2016-08-02 | XLU | Buy | $51.81 | allocation |
| 2016-09-01 | 2016-09-02 | XLP | Sell | $54.82 | allocation |
| 2016-09-01 | 2016-09-02 | XLU | Sell | $49.63 | allocation |
| 2016-09-01 | 2016-09-02 | XLV | Buy | $72.65 | allocation |
| 2016-10-03 | 2016-10-04 | XLP | Sell | $52.42 | allocation |
| 2016-10-03 | 2016-10-04 | XLV | Sell | $71.91 | allocation |
| 2016-10-03 | 2016-10-04 | XLY | Buy | $79.71 | allocation |
| 2016-11-01 | 2016-11-02 | XLV | Sell | $66.65 | allocation |
| 2016-11-01 | 2016-11-02 | XLY | Sell | $77.08 | allocation |
| 2016-11-01 | 2016-11-02 | XLK | Buy | $46.71 | allocation |
| 2016-11-01 | 2016-11-02 | XLP | Buy | $52.44 | allocation |
| 2016-12-01 | 2016-12-02 | XLK | Sell | $46.69 | allocation |
| 2016-12-01 | 2016-12-02 | XLP | Buy | $50.57 | allocation |
| 2016-12-01 | 2016-12-02 | XLY | Buy | $81.44 | allocation |
| 2016-12-13 | 2016-12-14 | XLF | Buy | $23.47 | exit |
| 2016-12-13 | 2016-12-14 | XLU | Sell | $47.95 | entry |
| 2017-01-03 | 2017-01-04 | XLP | Sell | $51.90 | allocation |
| 2017-01-03 | 2017-01-04 | XLY | Buy | $82.97 | allocation |
| 2017-01-17 | 2017-01-18 | XLE | Buy | $74.67 | exit |
| 2017-01-17 | 2017-01-18 | XLF | Sell | $23.14 | entry |
| 2017-01-27 | 2017-01-30 | XLU | Buy | $48.43 | exit |
| 2017-01-27 | 2017-01-30 | XLE | Sell | $72.87 | entry |
| 2017-02-01 | 2017-02-02 | XLY | Sell | $84.60 | allocation |
| 2017-02-01 | 2017-02-02 | XLP | Buy | $52.66 | allocation |
| 2017-02-10 | 2017-02-13 | XLF | Buy | $24.05 | exit |
| 2017-02-10 | 2017-02-13 | XLU | Sell | $49.53 | entry |
| 2017-02-13 | 2017-02-14 | XLU | Buy | $49.17 | exit |
| 2017-02-13 | 2017-02-14 | XLF | Sell | $24.33 | entry |
| 2017-02-14 | 2017-02-15 | XLF | Buy | $24.52 | exit |
| 2017-02-14 | 2017-02-15 | XLU | Sell | $49.05 | entry |
| 2017-02-23 | 2017-02-24 | XLU | Buy | $51.59 | exit |
| 2017-02-23 | 2017-02-24 | XLF | Sell | $24.42 | entry |
| 2017-03-01 | 2017-03-02 | XLP | Sell | $55.35 | allocation |
| 2017-03-01 | 2017-03-02 | XLY | Sell | $87.13 | allocation |
| 2017-03-01 | 2017-03-02 | XLK | Buy | $52.74 | allocation |
| 2017-04-03 | 2017-04-04 | XLK | Sell | $53.30 | allocation |
| 2017-04-03 | 2017-04-04 | XLP | Sell | $54.65 | allocation |
| 2017-04-03 | 2017-04-04 | XLY | Buy | $87.46 | allocation |
| 2017-05-01 | 2017-05-02 | XLY | Sell | $90.28 | allocation |
| 2017-05-01 | 2017-05-02 | XLK | Buy | $54.91 | allocation |
| 2017-05-01 | 2017-05-02 | XLP | Buy | $54.60 | allocation |
| 2017-06-01 | 2017-06-02 | XLK | Sell | $57.19 | allocation |
| 2017-06-01 | 2017-06-02 | XLP | Sell | $57.27 | allocation |
| 2017-06-01 | 2017-06-02 | XLV | Buy | $77.42 | allocation |
| 2017-07-03 | 2017-07-05 | XLV | Sell | $79.85 | allocation |
| 2017-07-03 | 2017-07-05 | XLP | Buy | $54.85 | allocation |
| 2017-07-03 | 2017-07-05 | XLU | Buy | $51.47 | allocation |
| 2017-07-19 | 2017-07-20 | XLF | Buy | $24.80 | exit |
| 2017-07-19 | 2017-07-20 | XLK | Sell | $57.54 | entry |
| 2017-08-01 | 2017-08-02 | XLU | Sell | $53.75 | allocation |
| 2017-08-01 | 2017-08-02 | XLP | Buy | $55.22 | allocation |
| 2017-09-01 | 2017-09-05 | XLU | Sell | $54.94 | allocation |
| 2017-09-01 | 2017-09-05 | XLP | Buy | $55.05 | allocation |
| 2017-09-11 | 2017-09-12 | XLK | Buy | $58.99 | exit |
| 2017-09-11 | 2017-09-12 | XLF | Sell | $24.81 | entry |
| 2017-10-02 | 2017-10-03 | XLP | Sell | $53.94 | allocation |
| 2017-10-02 | 2017-10-03 | XLU | Sell | $52.99 | allocation |
| 2017-10-02 | 2017-10-03 | XLI | Buy | $71.80 | allocation |
| 2017-10-20 | 2017-10-23 | XLE | Buy | $67.42 | exit |
| 2017-10-20 | 2017-10-23 | XLK | Sell | $60.81 | entry |
| 2017-11-01 | 2017-11-02 | XLI | Sell | $71.90 | allocation |
| 2017-11-01 | 2017-11-02 | XLP | Buy | $53.13 | allocation |
| 2017-11-07 | 2017-11-08 | XLK | Buy | $64.01 | exit |
| 2017-11-07 | 2017-11-08 | XLE | Sell | $69.82 | entry |
| 2017-11-09 | 2017-11-10 | XLE | Buy | $69.66 | exit |
| 2017-11-09 | 2017-11-10 | XLK | Sell | $63.50 | entry |
| 2017-11-10 | 2017-11-13 | XLK | Buy | $63.48 | exit |
| 2017-11-10 | 2017-11-13 | XLE | Sell | $69.26 | entry |
| 2017-11-30 | 2017-12-01 | XLE | Buy | $69.68 | exit |
| 2017-11-30 | 2017-12-01 | XLK | Sell | $63.51 | entry |
| 2017-12-01 | 2017-12-04 | XLI | Sell | $74.21 | allocation |
| 2017-12-01 | 2017-12-04 | XLP | Sell | $56.72 | allocation |
| 2017-12-01 | 2017-12-04 | XLV | Buy | $82.28 | allocation |
| 2017-12-01 | 2017-12-04 | XLY | Buy | $97.73 | allocation |
| 2017-12-01 | 2017-12-04 | XLF | Buy | $28.00 | exit |
| 2017-12-01 | 2017-12-04 | XLE | Sell | $69.65 | entry |
| 2017-12-04 | 2017-12-05 | XLE | Buy | $69.35 | exit |
| 2017-12-04 | 2017-12-05 | XLF | Sell | $27.85 | entry |
| 2017-12-05 | 2017-12-06 | XLF | Buy | $27.75 | exit |
| 2017-12-05 | 2017-12-06 | XLE | Sell | $68.45 | entry |
| 2017-12-13 | 2017-12-14 | XLE | Buy | $69.24 | exit |
| 2017-12-13 | 2017-12-14 | XLF | Sell | $27.69 | entry |
| 2017-12-21 | 2017-12-22 | XLK | Buy | $64.54 | exit |
| 2017-12-21 | 2017-12-22 | XLE | Sell | $71.97 | entry |
| 2017-12-26 | 2017-12-27 | XLF | Buy | $28.00 | exit |
| 2017-12-26 | 2017-12-27 | XLK | Sell | $64.18 | entry |
| 2018-01-02 | 2018-01-03 | XLY | Sell | $100.65 | allocation |
| 2018-01-02 | 2018-01-03 | XLV | Buy | $84.41 | allocation |
| 2018-01-25 | 2018-01-26 | XLK | Buy | $69.19 | exit |
| 2018-01-25 | 2018-01-26 | XLU | Sell | $51.04 | entry |
| 2018-02-01 | 2018-02-02 | XLV | Sell | $86.89 | allocation |
| 2018-02-01 | 2018-02-02 | XLY | Sell | $105.59 | allocation |
| 2018-02-01 | 2018-02-02 | XLP | Buy | $56.47 | allocation |
| 2018-02-02 | 2018-02-05 | XLU | Buy | $49.06 | exit |
| 2018-02-02 | 2018-02-05 | XLK | Sell | $63.70 | entry |
| 2018-02-05 | 2018-02-06 | XLK | Buy | $65.53 | exit |
| 2018-02-05 | 2018-02-06 | XLF | Sell | $28.39 | entry |
| 2018-02-06 | 2018-02-07 | XLF | Buy | $28.41 | exit |
| 2018-02-06 | 2018-02-07 | XLK | Sell | $64.69 | entry |
| 2018-03-01 | 2018-03-02 | XLY | Sell | $103.05 | allocation |
| 2018-03-01 | 2018-03-02 | XLP | Buy | $53.74 | allocation |
| 2018-03-01 | 2018-03-02 | XLU | Buy | $48.94 | allocation |
| 2018-03-23 | 2018-03-26 | XLE | Buy | $67.97 | exit |
| 2018-03-23 | 2018-03-26 | XLF | Sell | $27.69 | entry |
| 2018-04-02 | 2018-04-03 | XLU | Sell | $50.31 | allocation |
| 2018-04-02 | 2018-04-03 | XLP | Buy | $52.02 | allocation |
| 2018-05-01 | 2018-05-02 | XLU | Sell | $51.35 | allocation |
| 2018-05-01 | 2018-05-02 | XLP | Buy | $49.03 | allocation |
| 2018-05-25 | 2018-05-29 | XLF | Buy | $26.92 | exit |
| 2018-05-25 | 2018-05-29 | XLE | Sell | $74.35 | entry |
| 2018-05-29 | 2018-05-30 | XLE | Buy | $76.60 | exit |
| 2018-05-29 | 2018-05-30 | XLF | Sell | $27.41 | entry |
| 2018-06-01 | 2018-06-04 | XLP | Sell | $50.07 | allocation |
| 2018-06-01 | 2018-06-04 | XLU | Buy | $49.81 | allocation |
| 2018-06-18 | 2018-06-19 | XLF | Buy | $27.35 | exit |
| 2018-06-18 | 2018-06-19 | XLE | Sell | $74.74 | entry |
| 2018-06-21 | 2018-06-22 | XLK | Buy | $70.80 | exit |
| 2018-06-21 | 2018-06-22 | XLB | Sell | $58.52 | entry |
| 2018-07-02 | 2018-07-03 | XLP | Sell | $51.35 | allocation |
| 2018-07-02 | 2018-07-03 | XLU | Sell | $52.48 | allocation |
| 2018-07-02 | 2018-07-03 | XLV | Buy | $83.92 | allocation |
| 2018-07-02 | 2018-07-03 | XLY | Buy | $108.90 | allocation |
| 2018-07-09 | 2018-07-10 | XLB | Buy | $59.47 | exit |
| 2018-07-09 | 2018-07-10 | XLU | Sell | $52.02 | entry |
| 2018-07-11 | 2018-07-12 | XLU | Buy | $52.53 | exit |
| 2018-07-11 | 2018-07-12 | XLB | Sell | $58.61 | entry |
| 2018-07-19 | 2018-07-20 | XLB | Buy | $58.29 | exit |
| 2018-07-19 | 2018-07-20 | XLF | Sell | $27.56 | entry |
| 2018-08-01 | 2018-08-02 | XLV | Sell | $89.28 | allocation |
| 2018-08-01 | 2018-08-02 | XLP | Buy | $53.66 | allocation |
| 2018-08-01 | 2018-08-02 | XLY | Buy | $111.48 | allocation |
| 2018-08-22 | 2018-08-23 | XLF | Buy | $28.14 | exit |
| 2018-08-22 | 2018-08-23 | XLB | Sell | $58.37 | entry |
| 2018-09-04 | 2018-09-05 | XLY | Sell | $115.91 | allocation |
| 2018-09-04 | 2018-09-05 | XLP | Buy | $54.33 | allocation |
| 2018-09-04 | 2018-09-05 | XLV | Buy | $92.41 | allocation |
| 2018-09-13 | 2018-09-14 | XLB | Buy | $59.41 | exit |
| 2018-09-13 | 2018-09-14 | XLK | Sell | $74.94 | entry |
| 2018-09-24 | 2018-09-25 | XLK | Buy | $74.89 | exit |
| 2018-09-24 | 2018-09-25 | XLB | Sell | $59.40 | entry |
| 2018-09-25 | 2018-09-26 | XLB | Buy | $58.81 | exit |
| 2018-09-25 | 2018-09-26 | XLU | Sell | $51.36 | entry |
| 2018-10-01 | 2018-10-02 | XLP | Sell | $54.20 | allocation |
| 2018-10-01 | 2018-10-02 | XLV | Sell | $95.51 | allocation |
| 2018-10-01 | 2018-10-02 | XLY | Buy | $115.28 | allocation |
| 2018-10-02 | 2018-10-03 | XLU | Buy | $52.54 | exit |
| 2018-10-02 | 2018-10-03 | XLB | Sell | $58.34 | entry |
| 2018-10-10 | 2018-10-11 | XLB | Buy | $53.61 | exit |
| 2018-10-10 | 2018-10-11 | XLK | Sell | $68.63 | entry |
| 2018-11-01 | 2018-11-02 | XLY | Sell | $107.97 | allocation |
| 2018-11-01 | 2018-11-02 | XLP | Buy | $55.11 | allocation |
| 2018-11-01 | 2018-11-02 | XLV | Buy | $89.26 | allocation |
| 2018-11-09 | 2018-11-12 | XLE | Buy | $67.08 | exit |
| 2018-11-09 | 2018-11-12 | XLY | Sell | $107.81 | entry |
| 2018-11-13 | 2018-11-14 | XLY | Buy | $106.95 | exit |
| 2018-11-13 | 2018-11-14 | XLE | Sell | $65.43 | entry |
| 2018-12-03 | 2018-12-04 | XLV | Sell | $93.28 | allocation |
| 2018-12-03 | 2018-12-04 | XLP | Buy | $55.36 | allocation |
| 2018-12-03 | 2018-12-04 | XLU | Buy | $56.19 | allocation |
| 2018-12-07 | 2018-12-10 | XLE | Buy | $63.07 | exit |
| 2018-12-07 | 2018-12-10 | XLY | Sell | $103.45 | entry |
| 2018-12-14 | 2018-12-17 | XLY | Buy | $99.73 | exit |
| 2018-12-14 | 2018-12-17 | XLE | Sell | $60.96 | entry |
| 2018-12-17 | 2018-12-18 | XLE | Buy | $59.52 | exit |
| 2018-12-17 | 2018-12-18 | XLY | Sell | $100.51 | entry |
| 2018-12-18 | 2018-12-19 | XLY | Buy | $98.52 | exit |
| 2018-12-18 | 2018-12-19 | XLE | Sell | $58.82 | entry |
| 2018-12-19 | 2018-12-20 | XLE | Buy | $57.19 | exit |
| 2018-12-19 | 2018-12-20 | XLY | Sell | $96.31 | entry |
| 2018-12-24 | 2018-12-26 | XLY | Buy | $97.43 | exit |
| 2018-12-24 | 2018-12-26 | XLE | Sell | $57.19 | entry |
| 2019-01-02 | 2019-01-03 | XLU | Sell | $52.00 | allocation |
| 2019-01-02 | 2019-01-03 | XLP | Buy | $50.19 | allocation |
| 2019-02-01 | 2019-02-04 | XLP | Sell | $53.56 | allocation |
| 2019-02-01 | 2019-02-04 | XLU | Buy | $54.64 | allocation |
| 2019-03-01 | 2019-03-04 | XLU | Sell | $57.23 | allocation |
| 2019-03-01 | 2019-03-04 | XLP | Buy | $54.15 | allocation |
| 2019-04-01 | 2019-04-02 | XLP | Sell | $55.46 | allocation |
| 2019-04-01 | 2019-04-02 | XLU | Buy | $57.85 | allocation |
| 2019-04-05 | 2019-04-08 | XLK | Buy | $76.21 | exit |
| 2019-04-05 | 2019-04-08 | XLB | Sell | $57.84 | entry |
| 2019-04-16 | 2019-04-17 | XLB | Buy | $57.75 | exit |
| 2019-04-16 | 2019-04-17 | XLK | Sell | $77.60 | entry |
| 2019-04-17 | 2019-04-18 | XLK | Buy | $77.82 | exit |
| 2019-04-17 | 2019-04-18 | XLB | Sell | $57.82 | entry |
| 2019-04-23 | 2019-04-24 | XLB | Buy | $57.33 | exit |
| 2019-04-23 | 2019-04-24 | XLV | Sell | $87.23 | entry |
| 2019-04-29 | 2019-04-30 | XLV | Buy | $89.26 | exit |
| 2019-04-29 | 2019-04-30 | XLF | Sell | $28.02 | entry |
| 2019-05-01 | 2019-05-02 | XLP | Sell | $56.98 | allocation |
| 2019-05-01 | 2019-05-02 | XLU | Buy | $57.98 | allocation |
| 2019-05-01 | 2019-05-02 | XLF | Buy | $27.82 | exit |
| 2019-05-01 | 2019-05-02 | XLB | Sell | $56.12 | entry |
| 2019-05-09 | 2019-05-10 | XLB | Buy | $55.14 | exit |
| 2019-05-09 | 2019-05-10 | XLF | Sell | $27.48 | entry |
| 2019-05-10 | 2019-05-13 | XLF | Buy | $26.68 | exit |
| 2019-05-10 | 2019-05-13 | XLB | Sell | $53.90 | entry |
| 2019-05-13 | 2019-05-14 | XLB | Buy | $54.36 | exit |
| 2019-05-13 | 2019-05-14 | XLF | Sell | $26.89 | entry |
| 2019-05-14 | 2019-05-15 | XLF | Buy | $26.79 | exit |
| 2019-05-14 | 2019-05-15 | XLK | Sell | $75.30 | entry |
| 2019-06-03 | 2019-06-04 | XLU | Sell | $58.88 | allocation |
| 2019-06-03 | 2019-06-04 | XLP | Buy | $56.82 | allocation |
| 2019-07-01 | 2019-07-02 | XLP | Sell | $58.93 | allocation |
| 2019-07-01 | 2019-07-02 | XLU | Buy | $60.29 | allocation |
| 2019-08-01 | 2019-08-02 | XLP | Sell | $59.23 | allocation |
| 2019-08-01 | 2019-08-02 | XLU | Sell | $60.15 | allocation |
| 2019-08-01 | 2019-08-02 | XLV | Buy | $91.05 | allocation |
| 2019-09-03 | 2019-09-04 | XLP | Sell | $61.62 | allocation |
| 2019-09-03 | 2019-09-04 | XLV | Sell | $90.13 | allocation |
| 2019-09-03 | 2019-09-04 | XLU | Buy | $63.75 | allocation |
| 2019-10-01 | 2019-10-02 | XLU | Sell | $63.73 | allocation |
| 2019-10-01 | 2019-10-02 | XLP | Buy | $60.03 | allocation |
| 2019-11-01 | 2019-11-04 | XLP | Sell | $60.56 | allocation |
| 2019-11-01 | 2019-11-04 | XLU | Buy | $63.27 | allocation |
| 2019-12-02 | 2019-12-03 | XLP | Sell | $62.04 | allocation |
| 2019-12-02 | 2019-12-03 | XLU | Buy | $62.81 | allocation |
| 2020-01-02 | 2020-01-03 | XLU | Sell | $63.94 | allocation |
| 2020-01-02 | 2020-01-03 | XLP | Buy | $62.38 | allocation |
| 2020-01-02 | 2020-01-03 | XLY | Buy | $125.83 | allocation |
| 2020-01-23 | 2020-01-24 | XLK | Buy | $97.43 | exit |
| 2020-01-23 | 2020-01-24 | XLI | Sell | $83.55 | entry |
| 2020-01-27 | 2020-01-28 | XLI | Buy | $82.50 | exit |
| 2020-01-27 | 2020-01-28 | XLK | Sell | $96.93 | entry |
| 2020-02-03 | 2020-02-04 | XLY | Sell | $128.51 | allocation |
| 2020-02-03 | 2020-02-04 | XLP | Buy | $63.56 | allocation |
| 2020-02-03 | 2020-02-04 | XLU | Buy | $68.51 | allocation |
| 2020-03-02 | 2020-03-03 | XLU | Sell | $65.03 | allocation |
| 2020-03-02 | 2020-03-03 | XLP | Buy | $60.26 | allocation |
| 2020-03-02 | 2020-03-03 | XLY | Buy | $116.91 | allocation |
| 2020-03-09 | 2020-03-10 | XLK | Buy | $87.64 | exit |
| 2020-03-09 | 2020-03-10 | XLF | Sell | $24.15 | entry |
| 2020-04-01 | 2020-04-02 | XLP | Sell | $54.92 | allocation |
| 2020-04-01 | 2020-04-02 | XLY | Sell | $94.05 | allocation |
| 2020-04-01 | 2020-04-02 | XLV | Buy | $87.57 | allocation |
| 2020-05-01 | 2020-05-04 | XLV | Sell | $97.78 | allocation |
| 2020-05-01 | 2020-05-04 | XLP | Buy | $57.59 | allocation |
| 2020-06-01 | 2020-06-02 | XLV | Sell | $102.58 | allocation |
| 2020-06-01 | 2020-06-02 | XLP | Buy | $59.80 | allocation |
| 2020-06-10 | 2020-06-11 | XLF | Buy | $23.13 | exit |
| 2020-06-10 | 2020-06-11 | XLU | Sell | $58.82 | entry |
| 2020-06-11 | 2020-06-12 | XLU | Buy | $58.67 | exit |
| 2020-06-11 | 2020-06-12 | XLF | Sell | $23.83 | entry |
| 2020-07-01 | 2020-07-02 | XLV | Sell | $101.60 | allocation |
| 2020-07-01 | 2020-07-02 | XLP | Buy | $58.99 | allocation |
| 2020-08-03 | 2020-08-04 | XLP | Sell | $63.31 | allocation |
| 2020-08-03 | 2020-08-04 | XLV | Buy | $106.15 | allocation |
| 2020-09-01 | 2020-09-02 | XLP | Sell | $66.84 | allocation |
| 2020-09-01 | 2020-09-02 | XLV | Buy | $109.44 | allocation |
| 2020-09-04 | 2020-09-08 | XLF | Buy | $24.64 | exit |
| 2020-09-04 | 2020-09-08 | XLK | Sell | $112.78 | entry |
| 2020-10-01 | 2020-10-02 | XLP | Sell | $64.10 | allocation |
| 2020-10-01 | 2020-10-02 | XLV | Buy | $104.16 | allocation |
| 2020-11-02 | 2020-11-03 | XLV | Sell | $105.00 | allocation |
| 2020-11-02 | 2020-11-03 | XLP | Buy | $64.29 | allocation |
| 2020-11-02 | 2020-11-03 | XLU | Buy | $64.67 | allocation |
| 2020-11-30 | 2020-12-01 | XLK | Buy | $125.06 | exit |
| 2020-11-30 | 2020-12-01 | XLF | Sell | $28.31 | entry |
| 2020-12-01 | 2020-12-02 | XLP | Sell | $66.94 | allocation |
| 2020-12-01 | 2020-12-02 | XLU | Buy | $63.70 | allocation |
| 2021-01-04 | 2021-01-05 | XLP | Sell | $66.72 | allocation |
| 2021-01-04 | 2021-01-05 | XLU | Sell | $61.11 | allocation |
| 2021-01-04 | 2021-01-05 | XLY | Buy | $160.61 | allocation |
| 2021-02-01 | 2021-02-02 | XLY | Sell | $169.75 | allocation |
| 2021-02-01 | 2021-02-02 | XLP | Buy | $64.58 | allocation |
| 2021-02-01 | 2021-02-02 | XLV | Buy | $115.80 | allocation |
| 2021-03-01 | 2021-03-02 | XLP | Sell | $63.83 | allocation |
| 2021-03-01 | 2021-03-02 | XLV | Buy | $113.75 | allocation |
| 2021-03-03 | 2021-03-04 | XLF | Buy | $33.08 | exit |
| 2021-03-03 | 2021-03-04 | XLK | Sell | $126.56 | entry |
| 2021-04-01 | 2021-04-05 | XLP | Sell | $68.85 | allocation |
| 2021-04-01 | 2021-04-05 | XLV | Buy | $117.20 | allocation |
| 2021-05-03 | 2021-05-04 | XLV | Sell | $122.84 | allocation |
| 2021-05-03 | 2021-05-04 | XLP | Buy | $69.79 | allocation |
| 2021-06-01 | 2021-06-02 | XLP | Sell | $70.83 | allocation |
| 2021-06-01 | 2021-06-02 | XLV | Buy | $121.33 | allocation |
| 2021-07-01 | 2021-07-02 | XLV | Sell | $128.29 | allocation |
| 2021-07-01 | 2021-07-02 | XLP | Buy | $69.93 | allocation |
| 2021-07-06 | 2021-07-07 | XLK | Buy | $151.25 | exit |
| 2021-07-06 | 2021-07-07 | XLF | Sell | $36.41 | entry |
| 2021-08-02 | 2021-08-03 | XLV | Sell | $134.17 | allocation |
| 2021-08-02 | 2021-08-03 | XLP | Buy | $71.53 | allocation |
| 2021-09-01 | 2021-09-02 | XLP | Sell | $72.92 | allocation |
| 2021-09-01 | 2021-09-02 | XLV | Buy | $136.70 | allocation |
| 2021-10-01 | 2021-10-04 | XLP | Sell | $68.80 | allocation |
| 2021-10-01 | 2021-10-04 | XLV | Buy | $125.39 | allocation |
| 2021-11-01 | 2021-11-02 | XLV | Sell | $134.50 | allocation |
| 2021-11-01 | 2021-11-02 | XLP | Buy | $71.84 | allocation |
| 2021-12-01 | 2021-12-02 | XLP | Sell | $70.69 | allocation |
| 2021-12-01 | 2021-12-02 | XLV | Buy | $130.13 | allocation |
| 2021-12-13 | 2021-12-14 | XLF | Buy | $38.86 | exit |
| 2021-12-13 | 2021-12-14 | XLY | Sell | $198.55 | entry |
| 2021-12-14 | 2021-12-15 | XLY | Buy | $201.07 | exit |
| 2021-12-14 | 2021-12-15 | XLK | Sell | $173.94 | entry |
| 2021-12-22 | 2021-12-23 | XLK | Buy | $172.94 | exit |
| 2021-12-22 | 2021-12-23 | XLY | Sell | $203.19 | entry |
| 2021-12-27 | 2021-12-28 | XLY | Buy | $205.26 | exit |
| 2021-12-27 | 2021-12-28 | XLK | Sell | $175.73 | entry |
| 2021-12-29 | 2021-12-30 | XLK | Buy | $174.72 | exit |
| 2021-12-29 | 2021-12-30 | XLY | Sell | $204.93 | entry |
| 2022-01-03 | 2022-01-04 | XLP | Sell | $77.62 | allocation |
| 2022-01-03 | 2022-01-04 | XLV | Buy | $137.60 | allocation |
| 2022-01-20 | 2022-01-21 | XLY | Buy | $180.42 | exit |
| 2022-01-20 | 2022-01-21 | XLK | Sell | $154.33 | entry |
| 2022-01-21 | 2022-01-24 | XLK | Buy | $155.13 | exit |
| 2022-01-21 | 2022-01-24 | XLY | Sell | $182.59 | entry |
| 2022-01-28 | 2022-01-31 | XLY | Buy | $184.95 | exit |
| 2022-01-28 | 2022-01-31 | XLK | Sell | $161.97 | entry |
| 2022-02-01 | 2022-02-02 | XLP | Sell | $76.81 | allocation |
| 2022-02-01 | 2022-02-02 | XLV | Buy | $133.35 | allocation |
| 2022-02-07 | 2022-02-08 | XLK | Buy | $160.50 | exit |
| 2022-02-18 | 2022-02-22 | XLE | Buy | $66.95 | exit |
| 2022-02-18 | 2022-02-22 | XLK | Sell | $151.03 | entry |
| 2022-02-18 | 2022-02-22 | XLY | Sell | $174.75 | entry |
| 2022-03-01 | 2022-03-02 | XLV | Sell | $131.19 | allocation |
| 2022-03-01 | 2022-03-02 | XLP | Buy | $75.25 | allocation |
| 2022-04-01 | 2022-04-04 | XLV | Sell | $136.92 | allocation |
| 2022-04-01 | 2022-04-04 | XLP | Buy | $76.41 | allocation |
| 2022-04-01 | 2022-04-04 | XLU | Buy | $74.92 | allocation |
| 2022-05-02 | 2022-05-03 | XLP | Sell | $76.40 | allocation |
| 2022-05-02 | 2022-05-03 | XLU | Buy | $70.80 | allocation |
| 2022-05-09 | 2022-05-10 | XLK | Buy | $137.19 | exit |
| 2022-05-09 | 2022-05-10 | XLE | Sell | $76.75 | entry |
| 2022-06-01 | 2022-06-02 | XLP | Sell | $74.57 | allocation |
| 2022-06-01 | 2022-06-02 | XLU | Sell | $74.71 | allocation |
| 2022-06-01 | 2022-06-02 | XLI | Buy | $95.92 | allocation |
| 2022-06-09 | 2022-06-10 | XLE | Buy | $88.71 | exit |
| 2022-06-09 | 2022-06-10 | XLK | Sell | $131.09 | entry |
| 2022-06-13 | 2022-06-14 | XLK | Buy | $126.07 | exit |
| 2022-06-13 | 2022-06-14 | XLE | Sell | $84.24 | entry |
| 2022-06-15 | 2022-06-16 | XLE | Buy | $77.74 | exit |
| 2022-06-15 | 2022-06-16 | XLK | Sell | $123.49 | entry |
| 2022-06-16 | 2022-06-17 | XLK | Buy | $124.62 | exit |
| 2022-06-16 | 2022-06-17 | XLE | Sell | $73.49 | entry |
| 2022-07-01 | 2022-07-05 | XLI | Sell | $86.78 | allocation |
| 2022-07-01 | 2022-07-05 | XLU | Sell | $69.40 | allocation |
| 2022-07-01 | 2022-07-05 | XLV | Buy | $128.93 | allocation |
| 2022-08-01 | 2022-08-02 | XLU | Sell | $73.88 | allocation |
| 2022-08-01 | 2022-08-02 | XLP | Buy | $74.82 | allocation |
| 2022-08-01 | 2022-08-02 | XLV | Buy | $130.95 | allocation |
| 2022-09-01 | 2022-09-02 | XLP | Sell | $72.56 | allocation |
| 2022-09-01 | 2022-09-02 | XLV | Buy | $124.99 | allocation |
| 2022-10-03 | 2022-10-04 | XLV | Sell | $126.47 | allocation |
| 2022-10-03 | 2022-10-04 | XLP | Buy | $68.91 | allocation |
| 2022-10-28 | 2022-10-31 | XLY | Buy | $144.03 | exit |
| 2022-10-28 | 2022-10-31 | XLK | Sell | $127.87 | entry |
| 2022-11-01 | 2022-11-02 | XLP | Sell | $71.25 | allocation |
| 2022-11-01 | 2022-11-02 | XLV | Buy | $130.57 | allocation |
| 2022-12-01 | 2022-12-02 | XLP | Sell | $77.19 | allocation |
| 2022-12-01 | 2022-12-02 | XLV | Buy | $139.78 | allocation |
| 2022-12-29 | 2022-12-30 | XLE | Buy | $87.47 | exit |
| 2022-12-29 | 2022-12-30 | XLY | Sell | $129.16 | entry |
| 2023-01-03 | 2023-01-04 | XLV | Sell | $135.82 | allocation |
| 2023-01-03 | 2023-01-04 | XLP | Buy | $74.56 | allocation |
| 2023-01-03 | 2023-01-04 | XLY | Buy | $130.25 | exit |
| 2023-01-03 | 2023-01-04 | XLE | Sell | $84.39 | entry |
| 2023-01-10 | 2023-01-11 | XLE | Buy | $88.14 | exit |
| 2023-01-10 | 2023-01-11 | XLY | Sell | $138.17 | entry |
| 2023-01-12 | 2023-01-13 | XLY | Buy | $139.70 | exit |
| 2023-01-12 | 2023-01-13 | XLE | Sell | $89.95 | entry |
| 2023-01-17 | 2023-01-18 | XLE | Buy | $88.49 | exit |
| 2023-01-17 | 2023-01-18 | XLY | Sell | $137.98 | entry |
| 2023-01-18 | 2023-01-19 | XLY | Buy | $135.69 | exit |
| 2023-01-18 | 2023-01-19 | XLE | Sell | $89.59 | entry |
| 2023-01-20 | 2023-01-23 | XLE | Buy | $90.60 | exit |
| 2023-01-20 | 2023-01-23 | XLY | Sell | $141.15 | entry |
| 2023-01-26 | 2023-01-27 | XLY | Buy | $147.89 | exit |
| 2023-01-26 | 2023-01-27 | XLE | Sell | $91.23 | entry |
| 2023-02-01 | 2023-02-02 | XLP | Sell | $73.69 | allocation |
| 2023-02-01 | 2023-02-02 | XLV | Buy | $133.08 | allocation |
| 2023-02-03 | 2023-02-06 | XLE | Buy | $85.57 | exit |
| 2023-02-03 | 2023-02-06 | XLY | Sell | $151.13 | entry |
| 2023-02-08 | 2023-02-09 | XLY | Buy | $149.91 | exit |
| 2023-02-08 | 2023-02-09 | XLE | Sell | $86.81 | entry |
| 2023-02-28 | 2023-03-01 | XLK | Buy | $135.52 | exit |
| 2023-02-28 | 2023-03-01 | XLY | Sell | $143.71 | entry |
| 2023-03-01 | 2023-03-02 | XLP | Sell | $72.48 | allocation |
| 2023-03-01 | 2023-03-02 | XLV | Buy | $127.74 | allocation |
| 2023-03-03 | 2023-03-06 | XLY | Buy | $145.24 | exit |
| 2023-03-03 | 2023-03-06 | XLK | Sell | $140.81 | entry |
| 2023-03-08 | 2023-03-09 | XLK | Buy | $138.20 | exit |
| 2023-03-08 | 2023-03-09 | XLY | Sell | $139.59 | entry |
| 2023-04-03 | 2023-04-04 | XLP | Sell | $74.95 | allocation |
| 2023-04-03 | 2023-04-04 | XLV | Buy | $130.93 | allocation |
| 2023-05-01 | 2023-05-02 | XLP | Sell | $77.29 | allocation |
| 2023-05-01 | 2023-05-02 | XLV | Buy | $133.64 | allocation |
| 2023-05-01 | 2023-05-02 | XLY | Buy | $146.55 | exit |
| 2023-05-01 | 2023-05-02 | XLF | Sell | $32.33 | entry |
| 2023-06-01 | 2023-06-02 | XLV | Sell | $130.32 | allocation |
| 2023-06-01 | 2023-06-02 | XLP | Buy | $73.61 | allocation |
| 2023-06-08 | 2023-06-09 | XLF | Buy | $33.15 | exit |
| 2023-06-08 | 2023-06-09 | XLY | Sell | $161.20 | entry |
| 2023-06-15 | 2023-06-16 | XLY | Buy | $166.38 | exit |
| 2023-06-15 | 2023-06-16 | XLK | Sell | $173.19 | entry |
| 2023-07-03 | 2023-07-05 | XLP | Sell | $74.62 | allocation |
| 2023-07-03 | 2023-07-05 | XLV | Buy | $131.57 | allocation |
| 2023-08-01 | 2023-08-02 | XLV | Sell | $133.54 | allocation |
| 2023-08-01 | 2023-08-02 | XLP | Buy | $75.61 | allocation |
| 2023-08-22 | 2023-08-23 | XLK | Buy | $170.95 | exit |
| 2023-08-22 | 2023-08-23 | XLY | Sell | $166.09 | entry |
| 2023-08-29 | 2023-08-30 | XLY | Buy | $170.18 | exit |
| 2023-08-29 | 2023-08-30 | XLK | Sell | $174.81 | entry |
| 2023-09-01 | 2023-09-05 | XLV | Sell | $132.19 | allocation |
| 2023-09-01 | 2023-09-05 | XLP | Buy | $71.52 | allocation |
| 2023-09-01 | 2023-09-05 | XLK | Buy | $176.83 | exit |
| 2023-09-01 | 2023-09-05 | XLY | Sell | $169.79 | entry |
| 2023-09-07 | 2023-09-08 | XLY | Buy | $168.75 | exit |
| 2023-09-07 | 2023-09-08 | XLK | Sell | $172.79 | entry |
| 2023-09-11 | 2023-09-12 | XLK | Buy | $170.54 | exit |
| 2023-09-11 | 2023-09-12 | XLY | Sell | $171.72 | entry |
| 2023-09-18 | 2023-09-19 | XLE | Buy | $91.25 | exit |
| 2023-09-18 | 2023-09-19 | XLK | Sell | $169.26 | entry |
| 2023-09-19 | 2023-09-20 | XLK | Buy | $166.60 | exit |
| 2023-09-19 | 2023-09-20 | XLE | Sell | $90.40 | entry |
| 2023-09-20 | 2023-09-21 | XLE | Buy | $89.16 | exit |
| 2023-09-20 | 2023-09-21 | XLK | Sell | $164.06 | entry |
| 2023-09-21 | 2023-09-22 | XLK | Buy | $164.41 | exit |
| 2023-09-21 | 2023-09-22 | XLE | Sell | $89.31 | entry |
| 2023-10-02 | 2023-10-03 | XLV | Sell | $127.42 | allocation |
| 2023-10-02 | 2023-10-03 | XLP | Buy | $67.85 | allocation |
| 2023-10-02 | 2023-10-03 | XLE | Buy | $88.53 | exit |
| 2023-10-02 | 2023-10-03 | XLU | Sell | $56.84 | entry |
| 2023-10-04 | 2023-10-05 | XLU | Buy | $56.45 | exit |
| 2023-10-04 | 2023-10-05 | XLE | Sell | $85.22 | entry |
| 2023-10-12 | 2023-10-13 | XLE | Buy | $89.59 | exit |
| 2023-10-12 | 2023-10-13 | XLU | Sell | $59.30 | entry |
| 2023-10-13 | 2023-10-16 | XLY | Buy | $161.54 | exit |
| 2023-10-13 | 2023-10-16 | XLE | Sell | $90.19 | entry |
| 2023-10-16 | 2023-10-17 | XLU | Buy | $59.75 | exit |
| 2023-10-16 | 2023-10-17 | XLY | Sell | $161.92 | entry |
| 2023-10-17 | 2023-10-18 | XLY | Buy | $158.12 | exit |
| 2023-10-17 | 2023-10-18 | XLU | Sell | $59.23 | entry |
| 2023-10-18 | 2023-10-19 | XLU | Buy | $58.64 | exit |
| 2023-10-18 | 2023-10-19 | XLY | Sell | $154.08 | entry |
| 2023-11-01 | 2023-11-02 | XLP | Sell | $68.67 | allocation |
| 2023-11-01 | 2023-11-02 | XLV | Buy | $126.78 | allocation |
| 2023-11-14 | 2023-11-15 | XLE | Buy | $84.60 | exit |
| 2023-11-14 | 2023-11-15 | XLU | Sell | $61.79 | entry |
| 2023-11-17 | 2023-11-20 | XLU | Buy | $62.10 | exit |
| 2023-11-17 | 2023-11-20 | XLE | Sell | $84.81 | entry |
| 2023-11-22 | 2023-11-24 | XLY | Buy | $168.24 | exit |
| 2023-11-22 | 2023-11-24 | XLU | Sell | $62.69 | entry |
| 2023-12-01 | 2023-12-04 | XLV | Sell | $132.08 | allocation |
| 2023-12-01 | 2023-12-04 | XLP | Buy | $71.04 | allocation |
| 2023-12-04 | 2023-12-05 | XLE | Buy | $83.15 | exit |
| 2023-12-04 | 2023-12-05 | XLY | Sell | $170.74 | entry |
| 2023-12-05 | 2023-12-06 | XLY | Buy | $170.99 | exit |
| 2023-12-05 | 2023-12-06 | XLE | Sell | $81.91 | entry |
| 2023-12-27 | 2023-12-28 | XLU | Buy | $63.41 | exit |
| 2023-12-27 | 2023-12-28 | XLY | Sell | $179.92 | entry |
| 2023-12-28 | 2023-12-29 | XLY | Buy | $178.81 | exit |
| 2023-12-28 | 2023-12-29 | XLU | Sell | $63.33 | entry |
| 2024-01-02 | 2024-01-03 | XLV | Sell | $138.55 | allocation |
| 2024-01-02 | 2024-01-03 | XLP | Buy | $72.27 | allocation |
| 2024-01-03 | 2024-01-04 | XLU | Buy | $64.29 | exit |
| 2024-01-03 | 2024-01-04 | XLY | Sell | $172.35 | entry |
| 2024-01-11 | 2024-01-12 | XLY | Buy | $173.96 | exit |
| 2024-01-11 | 2024-01-12 | XLU | Sell | $63.32 | entry |
| 2024-02-01 | 2024-02-02 | XLP | Sell | $74.17 | allocation |
| 2024-02-01 | 2024-02-02 | XLF | Buy | $38.98 | allocation |
| 2024-02-01 | 2024-02-02 | XLV | Buy | $141.99 | allocation |
| 2024-03-01 | 2024-03-04 | XLF | Sell | $40.39 | allocation |
| 2024-03-01 | 2024-03-04 | XLV | Buy | $146.12 | allocation |
| 2024-03-05 | 2024-03-06 | XLE | Buy | $87.12 | exit |
| 2024-03-05 | 2024-03-06 | XLK | Sell | $207.21 | entry |
| 2024-03-12 | 2024-03-13 | XLU | Buy | $63.88 | exit |
| 2024-03-12 | 2024-03-13 | XLE | Sell | $90.36 | entry |
| 2024-03-13 | 2024-03-14 | XLE | Buy | $91.29 | exit |
| 2024-03-13 | 2024-03-14 | XLU | Sell | $63.37 | entry |
| 2024-03-14 | 2024-03-15 | XLU | Buy | $63.46 | exit |
| 2024-03-14 | 2024-03-15 | XLE | Sell | $91.56 | entry |
| 2024-03-27 | 2024-03-28 | XLE | Buy | $94.41 | exit |
| 2024-03-27 | 2024-03-28 | XLU | Sell | $65.65 | entry |
| 2024-04-01 | 2024-04-02 | XLF | Sell | $41.67 | allocation |
| 2024-04-01 | 2024-04-02 | XLP | Buy | $75.36 | allocation |
| 2024-04-01 | 2024-04-02 | XLV | Buy | $144.19 | allocation |
| 2024-04-15 | 2024-04-16 | XLU | Buy | $62.77 | exit |
| 2024-04-15 | 2024-04-16 | XLY | Sell | $173.17 | entry |
| 2024-04-16 | 2024-04-17 | XLY | Buy | $172.33 | exit |
| 2024-04-16 | 2024-04-17 | XLU | Sell | $64.08 | entry |
| 2024-04-30 | 2024-05-01 | XLU | Buy | $67.51 | exit |
| 2024-04-30 | 2024-05-01 | XLY | Sell | $174.52 | entry |
| 2024-05-01 | 2024-05-02 | XLP | Sell | $75.65 | allocation |
| 2024-05-01 | 2024-05-02 | XLV | Buy | $140.48 | allocation |
| 2024-05-31 | 2024-06-03 | XLY | Buy | $175.89 | exit |
| 2024-05-31 | 2024-06-03 | XLE | Sell | $90.76 | entry |
| 2024-06-03 | 2024-06-04 | XLV | Sell | $145.13 | allocation |
| 2024-06-03 | 2024-06-04 | XLP | Buy | $77.98 | allocation |
| 2024-07-01 | 2024-07-02 | XLV | Sell | $144.40 | allocation |
| 2024-07-01 | 2024-07-02 | XLP | Buy | $76.57 | allocation |
| 2024-07-24 | 2024-07-25 | XLE | Buy | $91.90 | exit |
| 2024-07-24 | 2024-07-25 | XLY | Sell | $180.59 | entry |
| 2024-07-25 | 2024-07-26 | XLY | Buy | $182.61 | exit |
| 2024-07-25 | 2024-07-26 | XLE | Sell | $92.19 | entry |
| 2024-07-26 | 2024-07-29 | XLE | Buy | $91.40 | exit |
| 2024-07-26 | 2024-07-29 | XLY | Sell | $185.66 | entry |
| 2024-08-01 | 2024-08-02 | XLV | Sell | $150.86 | allocation |
| 2024-08-01 | 2024-08-02 | XLP | Buy | $79.26 | allocation |
| 2024-09-03 | 2024-09-04 | XLP | Sell | $83.48 | allocation |
| 2024-09-03 | 2024-09-04 | XLV | Buy | $156.63 | allocation |
| 2024-10-01 | 2024-10-02 | XLP | Sell | $82.02 | allocation |
| 2024-10-01 | 2024-10-02 | XLV | Buy | $152.90 | allocation |
| 2024-10-17 | 2024-10-18 | XLY | Buy | $199.51 | exit |
| 2024-10-17 | 2024-10-18 | XLE | Sell | $90.34 | entry |
| 2024-10-23 | 2024-10-24 | XLE | Buy | $89.80 | exit |
| 2024-10-23 | 2024-10-24 | XLY | Sell | $200.18 | entry |
| 2024-10-28 | 2024-10-29 | XLY | Buy | $200.23 | exit |
| 2024-10-28 | 2024-10-29 | XLE | Sell | $87.84 | entry |
| 2024-11-01 | 2024-11-04 | XLP | Sell | $80.37 | allocation |
| 2024-11-01 | 2024-11-04 | XLV | Buy | $146.77 | allocation |
| 2024-12-02 | 2024-12-03 | XLP | Sell | $82.69 | allocation |
| 2024-12-02 | 2024-12-03 | XLV | Buy | $146.82 | allocation |
| 2024-12-18 | 2024-12-19 | XLK | Buy | $232.49 | exit |
| 2024-12-18 | 2024-12-19 | XLY | Sell | $228.33 | entry |
| 2024-12-27 | 2024-12-30 | XLE | Buy | $84.55 | exit |
| 2024-12-27 | 2024-12-30 | XLK | Sell | $234.47 | 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.