| group | |
|---|---|
| Start | 2019-04-24 00:00:00 |
| End | 2020-03-10 00:00:00 |
| Period | 222 days 00:00:00 |
| Start Value | 1000.0 |
| End Value | 1026.492 |
| Total Return [%] | 2.6492 |
| Benchmark Return [%] | 3.0264 |
| Max Gross Exposure [%] | 22073.4273 |
| Total Fees Paid | 0.0 |
| Max Drawdown [%] | 7.7393 |
| Max Drawdown Duration | 132 days 00:00:00 |
| Win Rate [%] | 52.0701 |
| Profit Factor | 1.062 |
| Expectancy | 0.0483 |
| Sharpe Ratio | 0.389 |
| Calmar Ratio | 0.5676 |
| Omega Ratio | 1.0722 |
| Sortino Ratio | 0.5925 |
| Skew | 0.97 |
| Kurtosis | 11.9927 |
| Tail Ratio | 1.0059 |
| Common Sense Ratio | 1.05 |
| Value at Risk | -0.0093 |
| Alpha | 0.0629 |
| Beta | -0.3185 |
| Entry Timestamp | Exit Timestamp | Stock | Direction | Return | Status |
|---|---|---|---|---|---|
| 2019-05-24 | 2019-05-31 | (AMZN, AMZN) | Long | -0.0036 | Closed |
| 2019-05-24 | 2019-06-04 | (WFC, WFC) | Short | 0.0027 | Closed |
| 2019-05-24 | 2019-05-28 | (RTX, RTX) | Long | -0.0113 | Closed |
| 2019-05-24 | 2019-05-31 | (WMT, WMT) | Short | 0.0085 | Closed |
| 2019-05-24 | 2019-05-28 | (LRCX, LRCX) | Long | -0.0164 | Closed |
| 2019-05-24 | 2019-05-28 | (XOM, XOM) | Short | 0.0201 | Closed |
| 2019-05-28 | 2019-05-29 | (MSFT, MSFT) | Short | 0.0097 | Closed |
| 2019-05-28 | 2019-05-29 | (CAT, CAT) | Short | 0.0009 | Closed |
| 2019-05-28 | 2019-05-29 | (XOM, XOM) | Long | -0.0062 | Closed |
| 2019-05-29 | 2019-05-30 | (AAPL, AAPL) | Long | 0.0052 | Closed |
| 2019-05-29 | 2019-05-30 | (XOM, XOM) | Short | 0.0026 | Closed |
| 2019-05-29 | 2019-05-31 | (RTX, RTX) | Short | 0.0245 | Closed |
| 2019-05-30 | 2019-06-03 | (CAT, CAT) | Short | 0.0098 | Closed |
| 2019-05-30 | 2019-05-31 | (MSFT, MSFT) | Long | -0.0163 | Closed |
| 2019-05-31 | 2019-06-03 | (MSFT, MSFT) | Short | 0.031 | Closed |
| 2019-05-31 | 2019-06-06 | (LRCX, LRCX) | Long | 0.0299 | Closed |
| 2019-06-03 | 2019-06-04 | (AAPL, AAPL) | Short | -0.0366 | Closed |
| 2019-06-03 | 2019-06-05 | (PEP, PEP) | Long | 0.0187 | Closed |
| 2019-06-03 | 2019-06-04 | (CAT, CAT) | Long | 0.0119 | Closed |
| 2019-06-03 | 2019-06-05 | (XOM, XOM) | Short | -0.0195 | Closed |
| 2019-06-03 | 2019-06-04 | (WMT, WMT) | Short | -0.0059 | Closed |
| 2019-06-04 | 2019-06-05 | (AAPL, AAPL) | Long | 0.0161 | Closed |
| 2019-06-04 | 2019-06-05 | (WFC, WFC) | Long | 0.0039 | Closed |
| 2019-06-04 | 2019-06-05 | (MSFT, MSFT) | Short | -0.0217 | Closed |
| 2019-06-05 | 2019-06-06 | (WMT, WMT) | Short | -0.0066 | Closed |
| 2019-06-05 | 2019-06-12 | (WFC, WFC) | Short | 0.0091 | Closed |
| 2019-06-05 | 2019-06-06 | (XOM, XOM) | Long | 0.0182 | Closed |
| 2019-06-06 | 2019-06-12 | (WMT, WMT) | Long | 0.0272 | Closed |
| 2019-06-06 | 2019-06-07 | (LRCX, LRCX) | Short | -0.011 | Closed |
| 2019-06-06 | 2019-06-10 | (RTX, RTX) | Long | -0.0121 | Closed |
| 2019-06-07 | 2019-06-12 | (AMZN, AMZN) | Short | -0.0247 | Closed |
| 2019-06-10 | 2019-06-12 | (RTX, RTX) | Short | 0.0112 | Closed |
| 2019-06-10 | 2019-06-11 | (XOM, XOM) | Short | 0.0009 | Closed |
| 2019-06-12 | 2019-06-13 | (WMT, WMT) | Short | 0.0016 | Closed |
| 2019-06-12 | 2019-06-13 | (LRCX, LRCX) | Short | -0.0017 | Closed |
| 2019-06-12 | 2019-06-13 | (XOM, XOM) | Short | -0.0088 | Closed |
| 2019-06-12 | 2019-06-14 | (RTX, RTX) | Long | 0.0075 | Closed |
| 2019-06-13 | 2019-06-21 | (CAT, CAT) | Short | -0.0201 | Closed |
| 2019-06-13 | 2019-06-14 | (AAPL, AAPL) | Long | -0.0073 | Closed |
| 2019-06-13 | 2019-06-14 | (MSFT, MSFT) | Short | -0.001 | Closed |
| 2019-06-13 | 2019-06-18 | (WMT, WMT) | Long | 0.0062 | Closed |
| 2019-06-13 | 2019-06-14 | (WFC, WFC) | Short | -0.0066 | Closed |
| 2019-06-14 | 2019-06-18 | (LRCX, LRCX) | Long | 0.0094 | Closed |
| 2019-06-17 | 2019-06-18 | (XOM, XOM) | Short | -0.0087 | Closed |
| 2019-06-17 | 2019-06-19 | (AAPL, AAPL) | Long | 0.0205 | Closed |
| 2019-06-18 | 2019-06-19 | (MSFT, MSFT) | Short | -0.0039 | Closed |
| 2019-06-18 | 2019-06-20 | (LRCX, LRCX) | Short | -0.0181 | Closed |
| 2019-06-18 | 2019-06-20 | (RTX, RTX) | Long | 0.014 | Closed |
| 2019-06-19 | 2019-06-21 | (AAPL, AAPL) | Short | -0.0006 | Closed |
| 2019-06-19 | 2019-06-20 | (WMT, WMT) | Long | 0.0064 | Closed |
| 2019-06-19 | 2019-06-20 | (WFC, WFC) | Short | -0.0046 | Closed |
| 2019-06-20 | 2019-06-21 | (XOM, XOM) | Short | -0.0141 | Closed |
| 2019-06-20 | 2019-07-01 | (LRCX, LRCX) | Long | 0.0205 | Closed |
| 2019-06-20 | 2019-07-16 | (WFC, WFC) | Long | 0.0008 | Closed |
| 2019-06-20 | 2019-06-26 | (WMT, WMT) | Short | 0.0039 | Closed |
| 2019-06-21 | 2019-06-25 | (AMZN, AMZN) | Short | 0.0173 | Closed |
| 2019-06-21 | 2019-06-24 | (XOM, XOM) | Long | -0.0095 | Closed |
| 2019-06-24 | 2019-06-27 | (RTX, RTX) | Long | -0.0091 | Closed |
| 2019-06-24 | 2019-06-26 | (AAPL, AAPL) | Short | -0.0061 | Closed |
| 2019-06-25 | 2019-06-26 | (XOM, XOM) | Short | -0.0043 | Closed |
| 2019-06-26 | 2019-06-28 | (AMZN, AMZN) | Short | 0.0022 | Closed |
| 2019-06-26 | 2019-06-28 | (XOM, XOM) | Long | 0.0004 | Closed |
| 2019-06-27 | 2019-07-01 | (AAPL, AAPL) | Short | 0.0 | Closed |
| 2019-06-27 | 2019-07-03 | (WMT, WMT) | Short | -0.0104 | Closed |
| 2019-06-28 | 2019-07-01 | (XOM, XOM) | Short | 0.0009 | Closed |
| 2019-07-01 | 2019-07-02 | (PEP, PEP) | Short | -0.0042 | Closed |
| 2019-07-01 | 2019-07-05 | (CAT, CAT) | Short | 0.0081 | Closed |
| 2019-07-01 | 2019-07-05 | (LRCX, LRCX) | Short | 0.0149 | Closed |
| 2019-07-01 | 2019-07-02 | (AMZN, AMZN) | Long | 0.0063 | Closed |
| 2019-07-01 | 2019-07-02 | (AAPL, AAPL) | Long | 0.0059 | Closed |
| 2019-07-02 | 2019-07-03 | (AAPL, AAPL) | Short | -0.0083 | Closed |
| 2019-07-02 | 2019-07-05 | (ADI, ADI) | Short | 0.0037 | Closed |
| 2019-07-02 | 2019-07-03 | (RTX, RTX) | Long | 0.0079 | Closed |
| 2019-07-05 | 2019-07-17 | (WMT, WMT) | Short | -0.0119 | Closed |
| 2019-07-05 | 2019-07-08 | (PEP, PEP) | Short | 0.0035 | Closed |
| 2019-07-05 | 2019-07-11 | (LRCX, LRCX) | Long | 0.0013 | Closed |
| 2019-07-05 | 2019-07-12 | (AAPL, AAPL) | Short | -0.002 | Closed |
| 2019-07-08 | 2019-07-11 | (CAT, CAT) | Short | 0.0065 | Closed |
| 2019-07-08 | 2019-07-10 | (RTX, RTX) | Short | 0.0032 | Closed |
| 2019-07-10 | 2019-07-11 | (RTX, RTX) | Long | 0.0068 | Closed |
| 2019-07-11 | 2019-07-15 | (PEP, PEP) | Short | 0.0015 | Closed |
| 2019-07-11 | 2019-07-15 | (LRCX, LRCX) | Short | -0.0405 | Closed |
| 2019-07-12 | 2019-07-16 | (CAT, CAT) | Short | -0.0053 | Closed |
| 2019-07-12 | 2019-07-15 | (AAPL, AAPL) | Long | 0.0094 | Closed |
| 2019-07-15 | 2019-07-16 | (RTX, RTX) | Long | -0.0003 | Closed |
| 2019-07-15 | 2019-07-22 | (LRCX, LRCX) | Long | 0.0154 | Closed |
| 2019-07-15 | 2019-07-16 | (AAPL, AAPL) | Short | 0.0035 | Closed |
| 2019-07-16 | 2019-07-19 | (ADI, ADI) | Short | -0.0043 | Closed |
| 2019-07-16 | 2019-07-17 | (RTX, RTX) | Short | 0.0232 | Closed |
| 2019-07-16 | 2019-07-17 | (XOM, XOM) | Short | 0.0059 | Closed |
| 2019-07-17 | 2019-07-18 | (WFC, WFC) | Long | 0.0135 | Closed |
| 2019-07-17 | 2019-07-19 | (CAT, CAT) | Long | 0.0114 | Closed |
| 2019-07-17 | 2019-07-18 | (RTX, RTX) | Long | 0.0092 | Closed |
| 2019-07-18 | 2019-07-22 | (AAPL, AAPL) | Short | -0.0076 | Closed |
| 2019-07-18 | 2019-07-23 | (WMT, WMT) | Short | 0.0164 | Closed |
| 2019-07-18 | 2019-07-23 | (XOM, XOM) | Short | -0.0048 | Closed |
| 2019-07-19 | 2019-07-22 | (PEP, PEP) | Short | -0.0015 | Closed |
| 2019-07-19 | 2019-07-22 | (WFC, WFC) | Long | 0.0098 | Closed |
| 2019-07-19 | 2019-07-22 | (RTX, RTX) | Short | -0.0042 | Closed |
| 2019-07-22 | 2019-07-23 | (ADI, ADI) | Long | 0.0188 | Closed |
| 2019-07-23 | 2019-07-24 | (AAPL, AAPL) | Long | -0.0008 | Closed |
| 2019-07-23 | 2019-07-25 | (RTX, RTX) | Long | 0.0027 | Closed |
| 2019-07-23 | 2019-07-26 | (CAT, CAT) | Long | -0.0399 | Closed |
| 2019-07-23 | 2019-07-24 | (AMZN, AMZN) | Long | 0.0032 | Closed |
| 2019-07-23 | 2019-07-24 | (LRCX, LRCX) | Short | -0.0344 | Closed |
| 2019-07-24 | 2019-07-26 | (AAPL, AAPL) | Short | 0.0045 | Closed |
| 2019-07-24 | 2019-07-25 | (PEP, PEP) | Long | -0.0017 | Closed |
| 2019-07-24 | 2019-08-02 | (WMT, WMT) | Short | 0.0106 | Closed |
| 2019-07-25 | 2019-07-31 | (WFC, WFC) | Long | 0.0047 | Closed |
| 2019-07-26 | 2019-07-29 | (RTX, RTX) | Long | 0.0007 | Closed |
| 2019-07-26 | 2019-07-29 | (LRCX, LRCX) | Long | 0.0003 | Closed |
| 2019-07-29 | 2019-07-31 | (LRCX, LRCX) | Short | -0.0011 | Closed |
| 2019-07-29 | 2019-07-30 | (AAPL, AAPL) | Long | -0.0043 | Closed |
| 2019-07-30 | 2019-08-01 | (PEP, PEP) | Short | 0.0256 | Closed |
| 2019-07-30 | 2019-07-31 | (MSFT, MSFT) | Short | 0.0291 | Closed |
| 2019-07-30 | 2019-08-05 | (RTX, RTX) | Long | -0.0418 | Closed |
| 2019-07-30 | 2019-08-01 | (CAT, CAT) | Long | -0.0463 | Closed |
| 2019-07-31 | 2019-08-01 | (XOM, XOM) | Short | 0.0256 | Closed |
| 2019-07-31 | 2019-08-02 | (AAPL, AAPL) | Long | -0.0283 | Closed |
| 2019-08-02 | 2019-08-05 | (ADI, ADI) | Long | -0.0448 | Closed |
| 2019-08-02 | 2019-08-05 | (WFC, WFC) | Long | -0.0274 | Closed |
| 2019-08-02 | 2019-08-06 | (XOM, XOM) | Short | -0.0044 | Closed |
| 2019-08-02 | 2019-08-19 | (WMT, WMT) | Long | 0.0051 | Closed |
| 2019-08-02 | 2019-08-05 | (PEP, PEP) | Short | 0.0275 | Closed |
| 2019-08-05 | 2019-08-08 | (WFC, WFC) | Short | -0.0194 | Closed |
| 2019-08-05 | 2019-08-07 | (AMZN, AMZN) | Long | 0.015 | Closed |
| 2019-08-06 | 2019-08-08 | (LRCX, LRCX) | Short | -0.0329 | Closed |
| 2019-08-07 | 2019-08-09 | (RTX, RTX) | Long | 0.0173 | Closed |
| 2019-08-07 | 2019-08-09 | (CAT, CAT) | Long | -0.0116 | Closed |
| 2019-08-08 | 2019-08-09 | (WFC, WFC) | Long | -0.0022 | Closed |
| 2019-08-08 | 2019-08-09 | (PEP, PEP) | Short | 0.0067 | Closed |
| 2019-08-08 | 2019-08-19 | (LRCX, LRCX) | Long | 0.0292 | Closed |
| 2019-08-08 | 2019-08-13 | (AAPL, AAPL) | Long | 0.0377 | Closed |
| 2019-08-09 | 2019-08-12 | (AMZN, AMZN) | Short | 0.0125 | Closed |
| 2019-08-09 | 2019-08-12 | (WFC, WFC) | Short | 0.0188 | Closed |
| 2019-08-12 | 2019-08-16 | (RTX, RTX) | Long | -0.0174 | Closed |
| 2019-08-12 | 2019-08-21 | (XOM, XOM) | Short | 0.0019 | Closed |
| 2019-08-13 | 2019-08-14 | (AMZN, AMZN) | Short | 0.0336 | Closed |
| 2019-08-13 | 2019-08-14 | (WFC, WFC) | Long | -0.0433 | Closed |
| 2019-08-14 | 2019-08-16 | (WFC, WFC) | Short | 0.0058 | Closed |
| 2019-08-14 | 2019-08-15 | (AAPL, AAPL) | Short | 0.005 | Closed |
| 2019-08-15 | 2019-08-16 | (PEP, PEP) | Short | -0.008 | Closed |
| 2019-08-15 | 2019-08-16 | (AAPL, AAPL) | Long | 0.0236 | Closed |
| 2019-08-16 | 2019-08-28 | (CAT, CAT) | Short | -0.0053 | Closed |
| 2019-08-16 | 2019-08-20 | (RTX, RTX) | Short | -0.0045 | Closed |
| 2019-08-16 | 2019-08-19 | (AMZN, AMZN) | Short | -0.0131 | Closed |
| 2019-08-16 | 2019-08-19 | (WFC, WFC) | Long | 0.0194 | Closed |
| 2019-08-19 | 2019-08-27 | (WFC, WFC) | Short | 0.0099 | Closed |
| 2019-08-19 | 2019-08-20 | (AAPL, AAPL) | Long | 0.0 | Closed |
| 2019-08-20 | 2019-08-21 | (LRCX, LRCX) | Short | -0.0059 | Closed |
| 2019-08-20 | 2019-08-21 | (RTX, RTX) | Long | 0.0051 | Closed |
| 2019-08-20 | 2019-08-21 | (WMT, WMT) | Short | 0.0003 | Closed |
| 2019-08-20 | 2019-08-21 | (AAPL, AAPL) | Short | -0.0108 | Closed |
| 2019-08-21 | 2019-09-06 | (WMT, WMT) | Long | 0.0074 | Closed |
| 2019-08-21 | 2019-08-22 | (LRCX, LRCX) | Long | 0.0119 | Closed |
| 2019-08-21 | 2019-08-22 | (AAPL, AAPL) | Long | -0.0008 | Closed |
| 2019-08-22 | 2019-08-23 | (LRCX, LRCX) | Short | 0.0478 | Closed |
| 2019-08-22 | 2019-08-23 | (XOM, XOM) | Short | 0.0299 | Closed |
| 2019-08-22 | 2019-08-23 | (RTX, RTX) | Short | 0.0355 | Closed |
| 2019-08-23 | 2019-08-26 | (AAPL, AAPL) | Long | 0.019 | Closed |
| 2019-08-23 | 2019-08-28 | (LRCX, LRCX) | Long | 0.0036 | Closed |
| 2019-08-26 | 2019-08-27 | (RTX, RTX) | Short | 0.0073 | Closed |
| 2019-08-26 | 2019-08-27 | (XOM, XOM) | Short | 0.0097 | Closed |
| 2019-08-27 | 2019-08-28 | (MSFT, MSFT) | Short | 0.0013 | Closed |
| 2019-08-27 | 2019-09-04 | (ADI, ADI) | Long | 0.0073 | Closed |
| 2019-08-27 | 2019-08-28 | (AMZN, AMZN) | Short | -0.0014 | Closed |
| 2019-08-28 | 2019-09-06 | (WFC, WFC) | Short | -0.0248 | Closed |
| 2019-08-28 | 2019-08-30 | (AAPL, AAPL) | Long | 0.0156 | Closed |
| 2019-08-28 | 2019-08-29 | (XOM, XOM) | Short | -0.0111 | Closed |
| 2019-08-29 | 2019-08-30 | (LRCX, LRCX) | Long | 0.0137 | Closed |
| 2019-08-29 | 2019-09-03 | (CAT, CAT) | Short | 0.0063 | Closed |
| 2019-09-03 | 2019-09-04 | (LRCX, LRCX) | Short | -0.0407 | Closed |
| 2019-09-03 | 2019-09-06 | (AAPL, AAPL) | Long | 0.0302 | Closed |
| 2019-09-03 | 2019-09-04 | (MSFT, MSFT) | Short | -0.0117 | Closed |
| 2019-09-04 | 2019-09-12 | (RTX, RTX) | Short | -0.029 | Closed |
| 2019-09-04 | 2019-09-13 | (LRCX, LRCX) | Long | 0.044 | Closed |
| 2019-09-05 | 2019-09-11 | (CAT, CAT) | Short | -0.0821 | Closed |
| 2019-09-06 | 2019-09-13 | (WMT, WMT) | Short | -0.0153 | Closed |
| 2019-09-06 | 2019-09-13 | (AAPL, AAPL) | Short | -0.0106 | Closed |
| 2019-09-09 | 2019-09-12 | (WFC, WFC) | Long | 0.006 | Closed |
| 2019-09-12 | 2019-09-13 | (AMZN, AMZN) | Short | 0.0023 | Closed |
| 2019-09-13 | 2019-09-25 | (AAPL, AAPL) | Long | 0.0013 | Closed |
| 2019-09-13 | 2019-10-10 | (WMT, WMT) | Long | 0.0064 | Closed |
| 2019-09-13 | 2019-09-18 | (LRCX, LRCX) | Short | -0.005 | Closed |
| 2019-09-13 | 2019-10-02 | (WFC, WFC) | Short | -0.0065 | Closed |
| 2019-09-13 | 2019-09-17 | (CAT, CAT) | Short | 0.012 | Closed |
| 2019-09-17 | 2019-09-18 | (RTX, RTX) | Long | 0.0033 | Closed |
| 2019-09-18 | 2019-09-19 | (PEP, PEP) | Long | -0.0001 | Closed |
| 2019-09-19 | 2019-09-20 | (MSFT, MSFT) | Long | -0.0116 | Closed |
| 2019-09-19 | 2019-09-20 | (AMZN, AMZN) | Short | 0.015 | Closed |
| 2019-09-19 | 2019-09-20 | (LRCX, LRCX) | Short | 0.0065 | Closed |
| 2019-09-23 | 2019-09-24 | (AMZN, AMZN) | Short | 0.0245 | Closed |
| 2019-09-23 | 2019-09-24 | (LRCX, LRCX) | Short | 0.01 | Closed |
| 2019-09-23 | 2019-09-26 | (RTX, RTX) | Short | -0.0118 | Closed |
| 2019-09-25 | 2019-09-27 | (LRCX, LRCX) | Short | 0.0477 | Closed |
| 2019-09-25 | 2019-09-26 | (PEP, PEP) | Long | 0.0047 | Closed |
| 2019-09-26 | 2019-09-27 | (PEP, PEP) | Short | 0.0009 | Closed |
| 2019-09-26 | 2019-09-27 | (AAPL, AAPL) | Long | -0.0049 | Closed |
| 2019-09-27 | 2019-10-03 | (LRCX, LRCX) | Long | 0.0049 | Closed |
| 2019-09-27 | 2019-10-03 | (XOM, XOM) | Long | -0.049 | Closed |
| 2019-09-30 | 2019-10-02 | (AMZN, AMZN) | Short | 0.0066 | Closed |
| 2019-09-30 | 2019-10-01 | (AAPL, AAPL) | Long | 0.0028 | Closed |
| 2019-10-01 | 2019-10-02 | (RTX, RTX) | Short | 0.0248 | Closed |
| 2019-10-02 | 2019-10-03 | (CAT, CAT) | Long | 0.0007 | Closed |
| 2019-10-03 | 2019-10-08 | (WFC, WFC) | Short | -0.0022 | Closed |
| 2019-10-03 | 2019-10-04 | (RTX, RTX) | Short | -0.0152 | Closed |
| 2019-10-03 | 2019-10-04 | (PEP, PEP) | Short | -0.017 | Closed |
| 2019-10-03 | 2019-10-10 | (AMZN, AMZN) | Long | -0.003 | Closed |
| 2019-10-04 | 2019-10-07 | (RTX, RTX) | Long | -0.0039 | Closed |
| 2019-10-04 | 2019-10-08 | (LRCX, LRCX) | Long | -0.0227 | Closed |
| 2019-10-04 | 2019-10-07 | (XOM, XOM) | Short | 0.0138 | Closed |
| 2019-10-04 | 2019-10-07 | (ADI, ADI) | Short | 0.0194 | Closed |
| 2019-10-07 | 2019-10-08 | (AAPL, AAPL) | Long | -0.0117 | Closed |
| 2019-10-07 | 2019-10-09 | (XOM, XOM) | Long | -0.0112 | Closed |
| 2019-10-08 | 2019-10-09 | (AAPL, AAPL) | Short | -0.0117 | Closed |
| 2019-10-08 | 2019-10-09 | (MSFT, MSFT) | Long | 0.0189 | Closed |
| 2019-10-08 | 2019-10-09 | (WFC, WFC) | Long | 0.0069 | Closed |
| 2019-10-08 | 2019-10-10 | (LRCX, LRCX) | Short | -0.0304 | Closed |
| 2019-10-09 | 2019-10-10 | (XOM, XOM) | Short | -0.012 | Closed |
| 2019-10-10 | 2019-10-23 | (AMZN, AMZN) | Short | -0.0109 | Closed |
| 2019-10-10 | 2019-10-14 | (WFC, WFC) | Short | -0.0089 | Closed |
| 2019-10-10 | 2019-10-11 | (LRCX, LRCX) | Long | 0.0105 | Closed |
| 2019-10-10 | 2019-10-11 | (AAPL, AAPL) | Long | 0.0266 | Closed |
| 2019-10-10 | 2019-10-21 | (XOM, XOM) | Long | 0.0082 | Closed |
| 2019-10-11 | 2019-10-17 | (WMT, WMT) | Long | -0.0044 | Closed |
| 2019-10-14 | 2019-10-15 | (WFC, WFC) | Long | 0.017 | Closed |
| 2019-10-14 | 2019-10-25 | (LRCX, LRCX) | Short | -0.0569 | Closed |
| 2019-10-15 | 2019-10-16 | (WFC, WFC) | Short | 0.0104 | Closed |
| 2019-10-15 | 2019-10-16 | (AAPL, AAPL) | Long | -0.004 | Closed |
| 2019-10-16 | 2019-10-18 | (RTX, RTX) | Short | -0.0057 | Closed |
| 2019-10-17 | 2019-10-18 | (AAPL, AAPL) | Long | 0.0048 | Closed |
| 2019-10-17 | 2019-10-18 | (MSFT, MSFT) | Long | -0.0163 | Closed |
| 2019-10-18 | 2019-10-21 | (WFC, WFC) | Long | 0.0098 | Closed |
| 2019-10-18 | 2019-11-18 | (WMT, WMT) | Long | 0.0023 | Closed |
| 2019-10-21 | 2019-10-23 | (AAPL, AAPL) | Long | 0.0111 | Closed |
| 2019-10-21 | 2019-10-23 | (CAT, CAT) | Long | 0.0235 | Closed |
| 2019-10-22 | 2019-10-28 | (WFC, WFC) | Long | 0.0082 | Closed |
| 2019-10-22 | 2019-10-23 | (XOM, XOM) | Long | 0.0096 | Closed |
| 2019-10-22 | 2019-10-25 | (RTX, RTX) | Long | 0.011 | Closed |
| 2019-10-23 | 2019-10-25 | (ADI, ADI) | Long | 0.0119 | Closed |
| 2019-10-25 | 2019-10-28 | (LRCX, LRCX) | Long | 0.0415 | Closed |
| 2019-10-25 | 2019-10-28 | (RTX, RTX) | Short | -0.0006 | Closed |
| 2019-10-25 | 2019-10-30 | (AMZN, AMZN) | Short | -0.0096 | Closed |
| 2019-10-25 | 2019-10-28 | (XOM, XOM) | Long | -0.0088 | Closed |
| 2019-10-28 | 2019-10-29 | (CAT, CAT) | Long | 0.0091 | Closed |
| 2019-10-28 | 2019-10-30 | (XOM, XOM) | Short | 0.0134 | Closed |
| 2019-10-28 | 2019-10-29 | (MSFT, MSFT) | Long | -0.0094 | Closed |
| 2019-10-28 | 2019-10-29 | (RTX, RTX) | Long | -0.0073 | Closed |
| 2019-10-29 | 2019-11-04 | (WFC, WFC) | Short | -0.0035 | Closed |
| 2019-10-30 | 2019-10-31 | (LRCX, LRCX) | Short | 0.0235 | Closed |
| 2019-10-31 | 2019-11-01 | (XOM, XOM) | Long | 0.03 | Closed |
| 2019-10-31 | 2019-11-19 | (AMZN, AMZN) | Short | 0.0061 | Closed |
| 2019-11-01 | 2019-11-04 | (PEP, PEP) | Long | -0.0129 | Closed |
| 2019-11-01 | 2019-11-05 | (XOM, XOM) | Short | -0.0501 | Closed |
| 2019-11-05 | 2019-11-12 | (WFC, WFC) | Short | -0.0162 | Closed |
| 2019-11-05 | 2019-11-06 | (XOM, XOM) | Long | -0.0219 | Closed |
| 2019-11-07 | 2019-11-08 | (RTX, RTX) | Short | -0.001 | Closed |
| 2019-11-07 | 2019-11-13 | (AAPL, AAPL) | Short | -0.0194 | Closed |
| 2019-11-08 | 2019-11-13 | (PEP, PEP) | Long | -0.0009 | Closed |
| 2019-11-08 | 2019-11-11 | (RTX, RTX) | Long | -0.0044 | Closed |
| 2019-11-11 | 2019-11-12 | (RTX, RTX) | Short | -0.0011 | Closed |
| 2019-11-12 | 2019-11-13 | (RTX, RTX) | Long | -0.0005 | Closed |
| 2019-11-13 | 2019-11-14 | (RTX, RTX) | Short | -0.0036 | Closed |
| 2019-11-13 | 2019-11-19 | (WFC, WFC) | Short | -0.0136 | Closed |
| 2019-11-14 | 2019-11-15 | (AAPL, AAPL) | Long | 0.0119 | Closed |
| 2019-11-14 | 2019-11-19 | (PEP, PEP) | Long | 0.0093 | Closed |
| 2019-11-15 | 2019-11-19 | (RTX, RTX) | Long | -0.0066 | Closed |
| 2019-11-18 | 2019-11-19 | (WMT, WMT) | Short | 0.003 | Closed |
| 2019-11-19 | 2019-11-20 | (LRCX, LRCX) | Short | 0.0095 | Closed |
| 2019-11-19 | 2019-11-20 | (PEP, PEP) | Short | 0.0062 | Closed |
| 2019-11-19 | 2019-11-22 | (RTX, RTX) | Short | 0.0045 | Closed |
| 2019-11-19 | 2019-11-20 | (XOM, XOM) | Short | -0.0031 | Closed |
| 2019-11-20 | 2019-11-21 | (LRCX, LRCX) | Long | -0.0373 | Closed |
| 2019-11-20 | 2019-11-21 | (WMT, WMT) | Long | 0.0061 | Closed |
| 2019-11-20 | 2019-11-21 | (AMZN, AMZN) | Short | 0.0062 | Closed |
| 2019-11-20 | 2019-11-21 | (PEP, PEP) | Long | 0.0013 | Closed |
| 2019-11-20 | 2019-11-25 | (WFC, WFC) | Short | -0.0128 | Closed |
| 2019-11-21 | 2019-11-22 | (AMZN, AMZN) | Long | 0.0063 | Closed |
| 2019-11-21 | 2019-11-22 | (AAPL, AAPL) | Long | -0.0009 | Closed |
| 2019-11-21 | 2019-11-25 | (WMT, WMT) | Short | 0.0058 | Closed |
| 2019-11-22 | 2019-12-02 | (LRCX, LRCX) | Long | 0.0009 | Closed |
| 2019-11-22 | 2019-11-25 | (MSFT, MSFT) | Long | 0.011 | Closed |
| 2019-11-22 | 2019-11-27 | (XOM, XOM) | Short | 0.0081 | Closed |
| 2019-11-25 | 2019-11-26 | (RTX, RTX) | Short | -0.0041 | Closed |
| 2019-11-25 | 2019-11-26 | (AAPL, AAPL) | Short | 0.0078 | Closed |
| 2019-11-25 | 2019-11-26 | (WMT, WMT) | Long | 0.0023 | Closed |
| 2019-11-26 | 2019-11-27 | (WFC, WFC) | Short | -0.0098 | Closed |
| 2019-11-26 | 2019-11-27 | (WMT, WMT) | Short | 0.0036 | Closed |
| 2019-11-26 | 2019-11-27 | (AAPL, AAPL) | Long | 0.0134 | Closed |
| 2019-11-27 | 2019-11-29 | (RTX, RTX) | Short | 0.0032 | Closed |
| 2019-11-27 | 2019-12-04 | (WMT, WMT) | Long | 0.0017 | Closed |
| 2019-11-27 | 2019-11-29 | (PEP, PEP) | Short | 0.0006 | Closed |
| 2019-11-29 | 2019-12-04 | (XOM, XOM) | Short | -0.0009 | Closed |
| 2019-11-29 | 2019-12-02 | (PEP, PEP) | Long | 0.0004 | Closed |
| 2019-12-02 | 2019-12-03 | (WFC, WFC) | Long | -0.0194 | Closed |
| 2019-12-02 | 2019-12-09 | (AMZN, AMZN) | Long | -0.0042 | Closed |
| 2019-12-04 | 2019-12-05 | (WFC, WFC) | Short | 0.0002 | Closed |
| 2019-12-04 | 2019-12-05 | (MSFT, MSFT) | Short | -0.0005 | Closed |
| 2019-12-04 | 2019-12-05 | (LRCX, LRCX) | Short | -0.0074 | Closed |
| 2019-12-04 | 2019-12-05 | (RTX, RTX) | Long | 0.0051 | Closed |
| 2019-12-05 | 2019-12-27 | (WMT, WMT) | Long | 0.0017 | Closed |
| 2019-12-05 | 2019-12-10 | (WFC, WFC) | Long | -0.002 | Closed |
| 2019-12-06 | 2019-12-09 | (PEP, PEP) | Long | -0.0015 | Closed |
| 2019-12-06 | 2019-12-09 | (MSFT, MSFT) | Short | 0.0026 | Closed |
| 2019-12-06 | 2019-12-09 | (RTX, RTX) | Long | -0.0052 | Closed |
| 2019-12-09 | 2019-12-10 | (LRCX, LRCX) | Short | -0.0079 | Closed |
| 2019-12-09 | 2019-12-10 | (PEP, PEP) | Short | 0.0065 | Closed |
| 2019-12-10 | 2019-12-11 | (CAT, CAT) | Long | 0.0079 | Closed |
| 2019-12-10 | 2019-12-11 | (WFC, WFC) | Short | 0.0097 | Closed |
| 2019-12-11 | 2019-12-13 | (AAPL, AAPL) | Short | -0.0162 | Closed |
| 2019-12-11 | 2019-12-13 | (AMZN, AMZN) | Long | 0.007 | Closed |
| 2019-12-11 | 2019-12-12 | (MSFT, MSFT) | Long | 0.0102 | Closed |
| 2019-12-11 | 2019-12-13 | (RTX, RTX) | Long | 0.0122 | Closed |
| 2019-12-11 | 2019-12-12 | (PEP, PEP) | Short | -0.0006 | Closed |
| 2019-12-12 | 2019-12-13 | (XOM, XOM) | Long | -0.0158 | Closed |
| 2019-12-12 | 2019-12-13 | (WFC, WFC) | Long | -0.0105 | Closed |
| 2019-12-13 | 2019-12-19 | (LRCX, LRCX) | Short | -0.0248 | Closed |
| 2019-12-13 | 2019-12-16 | (WFC, WFC) | Short | -0.008 | Closed |
| 2019-12-16 | 2019-12-17 | (WFC, WFC) | Long | 0.0022 | Closed |
| 2019-12-16 | 2019-12-17 | (XOM, XOM) | Short | 0.0046 | Closed |
| 2019-12-17 | 2019-12-19 | (AMZN, AMZN) | Long | -0.0002 | Closed |
| 2019-12-17 | 2019-12-20 | (WFC, WFC) | Short | 0.0097 | Closed |
| 2019-12-19 | 2019-12-23 | (XOM, XOM) | Long | 0.013 | Closed |
| 2019-12-19 | 2019-12-20 | (LRCX, LRCX) | Long | 0.014 | Closed |
| 2019-12-20 | 2019-12-27 | (LRCX, LRCX) | Short | 0.0058 | Closed |
| 2019-12-20 | 2019-12-26 | (WFC, WFC) | Long | 0.0123 | Closed |
| 2019-12-20 | 2020-01-08 | (AMZN, AMZN) | Long | 0.0158 | Closed |
| 2019-12-20 | 2019-12-23 | (RTX, RTX) | Long | 0.0022 | Closed |
| 2019-12-23 | 2019-12-26 | (MSFT, MSFT) | Long | 0.008 | Closed |
| 2019-12-23 | 2019-12-24 | (ADI, ADI) | Long | 0.0046 | Closed |
| 2019-12-27 | 2019-12-30 | (WMT, WMT) | Short | 0.0016 | Closed |
| 2019-12-27 | 2019-12-31 | (MSFT, MSFT) | Long | -0.0079 | Closed |
| 2019-12-27 | 2019-12-31 | (RTX, RTX) | Long | -0.0031 | Closed |
| 2019-12-27 | 2019-12-30 | (LRCX, LRCX) | Long | -0.0039 | Closed |
| 2019-12-27 | 2019-12-30 | (WFC, WFC) | Short | 0.0059 | Closed |
| 2019-12-30 | 2019-12-31 | (WMT, WMT) | Long | -0.0047 | Closed |
| 2019-12-30 | 2020-01-03 | (WFC, WFC) | Long | -0.0012 | Closed |
| 2019-12-30 | 2020-01-02 | (LRCX, LRCX) | Short | -0.0089 | Closed |
| 2019-12-31 | 2020-01-02 | (WMT, WMT) | Short | -0.0008 | Closed |
| 2019-12-31 | 2020-01-03 | (AAPL, AAPL) | Long | 0.0129 | Closed |
| 2020-01-02 | 2020-01-03 | (WMT, WMT) | Long | -0.0088 | Closed |
| 2020-01-02 | 2020-01-06 | (CAT, CAT) | Long | -0.0077 | Closed |
| 2020-01-02 | 2020-01-07 | (RTX, RTX) | Long | 0.0003 | Closed |
| 2020-01-02 | 2020-01-03 | (XOM, XOM) | Short | 0.008 | Closed |
| 2020-01-03 | 2020-01-07 | (WMT, WMT) | Short | 0.0113 | Closed |
| 2020-01-06 | 2020-01-07 | (XOM, XOM) | Short | 0.0082 | Closed |
| 2020-01-06 | 2020-01-07 | (WFC, WFC) | Long | -0.0083 | Closed |
| 2020-01-06 | 2020-01-08 | (AAPL, AAPL) | Short | -0.0113 | Closed |
| 2020-01-07 | 2020-01-24 | (WMT, WMT) | Long | -0.0089 | Closed |
| 2020-01-07 | 2020-01-08 | (XOM, XOM) | Long | -0.0151 | Closed |
| 2020-01-07 | 2020-01-13 | (WFC, WFC) | Short | 0.0074 | Closed |
| 2020-01-08 | 2020-01-14 | (LRCX, LRCX) | Long | 0.0026 | Closed |
| 2020-01-08 | 2020-01-10 | (RTX, RTX) | Long | -0.0102 | Closed |
| 2020-01-08 | 2020-01-09 | (AAPL, AAPL) | Long | 0.0212 | Closed |
| 2020-01-09 | 2020-01-10 | (AAPL, AAPL) | Short | -0.0023 | Closed |
| 2020-01-13 | 2020-01-15 | (RTX, RTX) | Long | -0.0006 | Closed |
| 2020-01-13 | 2020-01-16 | (XOM, XOM) | Long | -0.0057 | Closed |
| 2020-01-14 | 2020-01-15 | (AAPL, AAPL) | Long | -0.0043 | Closed |
| 2020-01-14 | 2020-01-17 | (CAT, CAT) | Long | 0.0146 | Closed |
| 2020-01-15 | 2020-01-21 | (PEP, PEP) | Short | -0.0191 | Closed |
| 2020-01-15 | 2020-01-17 | (AAPL, AAPL) | Short | -0.0237 | Closed |
| 2020-01-15 | 2020-01-16 | (ADI, ADI) | Short | -0.0138 | Closed |
| 2020-01-16 | 2020-01-17 | (RTX, RTX) | Long | 0.0055 | Closed |
| 2020-01-16 | 2020-01-17 | (WFC, WFC) | Short | 0.0014 | Closed |
| 2020-01-17 | 2020-01-21 | (RTX, RTX) | Short | -0.0005 | Closed |
| 2020-01-17 | 2020-01-22 | (ADI, ADI) | Short | -0.0033 | Closed |
| 2020-01-17 | 2020-01-21 | (XOM, XOM) | Long | -0.0143 | Closed |
| 2020-01-21 | 2020-01-22 | (AAPL, AAPL) | Short | -0.0036 | Closed |
| 2020-01-21 | 2020-01-22 | (LRCX, LRCX) | Short | -0.0086 | Closed |
| 2020-01-21 | 2020-01-22 | (WFC, WFC) | Long | -0.0078 | Closed |
| 2020-01-21 | 2020-01-22 | (XOM, XOM) | Short | 0.0058 | Closed |
| 2020-01-22 | 2020-01-24 | (XOM, XOM) | Long | -0.0085 | Closed |
| 2020-01-22 | 2020-01-24 | (ADI, ADI) | Long | -0.01 | Closed |
| 2020-01-22 | 2020-01-24 | (RTX, RTX) | Long | -0.0039 | Closed |
| 2020-01-22 | 2020-01-24 | (WFC, WFC) | Short | 0.0204 | Closed |
| 2020-01-22 | 2020-01-23 | (CAT, CAT) | Long | 0.0008 | Closed |
| 2020-01-23 | 2020-01-24 | (AMZN, AMZN) | Short | 0.0122 | Closed |
| 2020-01-23 | 2020-01-24 | (LRCX, LRCX) | Long | -0.0188 | Closed |
| 2020-01-24 | 2020-01-27 | (WFC, WFC) | Long | -0.0099 | Closed |
| 2020-01-24 | 2020-01-27 | (XOM, XOM) | Short | 0.0238 | Closed |
| 2020-01-24 | 2020-01-27 | (CAT, CAT) | Long | -0.0331 | Closed |
| 2020-01-24 | 2020-01-29 | (LRCX, LRCX) | Short | 0.0268 | Closed |
| 2020-01-27 | 2020-02-11 | (WMT, WMT) | Long | 0.0005 | Closed |
| 2020-01-27 | 2020-02-18 | (AMZN, AMZN) | Short | -0.045 | Closed |
| 2020-01-29 | 2020-01-30 | (WFC, WFC) | Short | -0.0135 | Closed |
| 2020-01-29 | 2020-01-30 | (CAT, CAT) | Long | -0.003 | Closed |
| 2020-01-30 | 2020-01-31 | (WFC, WFC) | Long | -0.0202 | Closed |
| 2020-01-30 | 2020-02-03 | (LRCX, LRCX) | Long | 0.0085 | Closed |
| 2020-02-03 | 2020-02-12 | (LRCX, LRCX) | Short | -0.0356 | Closed |
| 2020-02-04 | 2020-02-05 | (WFC, WFC) | Long | 0.0222 | Closed |
| 2020-02-05 | 2020-02-10 | (XOM, XOM) | Short | 0.0304 | Closed |
| 2020-02-10 | 2020-02-24 | (WFC, WFC) | Long | -0.0012 | Closed |
| 2020-02-11 | 2020-02-12 | (RTX, RTX) | Short | 0.0005 | Closed |
| 2020-02-11 | 2020-02-12 | (AAPL, AAPL) | Short | -0.0237 | Closed |
| 2020-02-11 | 2020-02-21 | (WMT, WMT) | Short | -0.0167 | Closed |
| 2020-02-12 | 2020-02-14 | (XOM, XOM) | Long | -0.0083 | Closed |
| 2020-02-13 | 2020-02-14 | (RTX, RTX) | Short | -0.0026 | Closed |
| 2020-02-18 | 2020-02-19 | (RTX, RTX) | Long | -0.004 | Closed |
| 2020-02-18 | 2020-02-24 | (LRCX, LRCX) | Short | 0.0528 | Closed |
| 2020-02-18 | 2020-02-19 | (PEP, PEP) | Short | 0.0005 | Closed |
| 2020-02-19 | 2020-02-20 | (AAPL, AAPL) | Short | 0.0103 | Closed |
| 2020-02-19 | 2020-02-20 | (PEP, PEP) | Long | -0.0025 | Closed |
| 2020-02-20 | 2020-02-21 | (RTX, RTX) | Long | 0.0108 | Closed |
| 2020-02-21 | 2020-02-25 | (XOM, XOM) | Long | -0.0614 | Closed |
| 2020-02-21 | 2020-02-27 | (RTX, RTX) | Short | 0.0763 | Closed |
| 2020-02-21 | 2020-02-24 | (PEP, PEP) | Short | 0.022 | Closed |
| 2020-02-24 | 2020-03-10 | (AMZN, AMZN) | Short | -0.0288 | Open |
| 2020-02-24 | 2020-02-28 | (WMT, WMT) | Short | 0.0646 | Closed |
| 2020-02-25 | 2020-02-27 | (WFC, WFC) | Short | 0.0587 | Closed |
| 2020-02-25 | 2020-02-27 | (XOM, XOM) | Short | 0.0808 | Closed |
| 2020-02-26 | 2020-02-28 | (LRCX, LRCX) | Short | 0.0107 | Closed |
| 2020-02-26 | 2020-02-27 | (CAT, CAT) | Long | -0.0388 | Closed |
| 2020-02-27 | 2020-02-28 | (WFC, WFC) | Long | -0.0381 | Closed |
| 2020-02-27 | 2020-02-28 | (RTX, RTX) | Long | -0.012 | Closed |
| 2020-02-28 | 2020-03-02 | (WFC, WFC) | Short | -0.0345 | Closed |
| 2020-02-28 | 2020-03-02 | (AAPL, AAPL) | Long | 0.0931 | Closed |
| 2020-03-02 | 2020-03-03 | (WMT, WMT) | Short | 0.0256 | Closed |
| 2020-03-02 | 2020-03-03 | (LRCX, LRCX) | Short | 0.0295 | Closed |
| 2020-03-03 | 2020-03-04 | (LRCX, LRCX) | Long | 0.0507 | Closed |
| 2020-03-03 | 2020-03-09 | (WFC, WFC) | Short | 0.1953 | Closed |
| 2020-03-04 | 2020-03-09 | (WMT, WMT) | Short | 0.0003 | Closed |
| 2020-03-04 | 2020-03-09 | (LRCX, LRCX) | Short | 0.1032 | Closed |
| 2020-03-05 | 2020-03-06 | (RTX, RTX) | Short | -0.0003 | Closed |
| 2020-03-06 | 2020-03-09 | (XOM, XOM) | Short | 0.1222 | Closed |
| 2020-03-06 | 2020-03-09 | (PEP, PEP) | Short | 0.0517 | Closed |
| 2020-03-09 | 2020-03-10 | (WFC, WFC) | Long | 0.08 | Closed |
| 2020-03-09 | 2020-03-10 | (LRCX, LRCX) | Long | 0.0746 | Closed |
| 2020-03-10 | 2020-03-10 | (LRCX, LRCX) | Short | 0.0 | Open |
| 2020-03-10 | 2020-03-10 | (WMT, WMT) | Short | 0.0 | Open |
| 2020-03-10 | 2020-03-10 | (RTX, RTX) | Short | 0.0 | Open |
| 2020-03-10 | 2020-03-10 | (XOM, XOM) | Long | 0.0 | Open |
| 2020-03-10 | 2020-03-10 | (WFC, WFC) | Short | 0.0 | Open |
| 2020-03-10 | 2020-03-10 | (AAPL, AAPL) | Short | 0.0 | Open |