| Transaction Start Date | Transaction End Date | Transaction Type | Entry Price | Exit Price | [+]=Profit / [-]=Loss | Volume at Entry Date |
|---|---|---|---|---|---|---|
2023-12-29 |
2024-01-11 |
Short |
96.35 |
95.6 |
0.75 |
78204 |
2024-01-12 |
2024-01-16 |
Long |
96.23 |
95.84 |
-0.39 |
84695 |
2024-01-17 |
2024-01-22 |
Short |
95.17 |
95.28 |
-0.11 |
91707 |
2024-01-23 |
2024-01-23 |
Short |
95 |
95 |
0.01 |
64285 |
2024-01-24 |
2024-01-25 |
Short |
95.34 |
95.05 |
0.29 |
97182 |
2024-01-26 |
2024-01-26 |
Short |
95.05 |
95.05 |
0.09 |
91346 |
2024-01-29 |
2024-01-29 |
Long |
95.25 |
95.25 |
0.28 |
69474 |
2024-01-30 |
2024-02-02 |
Long |
95.69 |
95.74 |
0.05 |
72657 |
2024-02-05 |
2024-02-14 |
Short |
94.9 |
93.64 |
1.26 |
121478 |
2024-02-15 |
2024-02-16 |
Long |
94.3 |
93.6 |
-0.7 |
67882 |
2024-02-20 |
2024-02-20 |
Long |
93.93 |
93.93 |
-0.03 |
82863 |
2024-02-21 |
2024-02-21 |
Short |
93.97 |
93.97 |
0.37 |
64487 |
2024-02-22 |
2024-02-23 |
Short |
93.57 |
93.64 |
-0.07 |
86884 |
2024-02-26 |
2024-02-27 |
Long |
94.05 |
93.76 |
-0.29 |
64171 |
2024-02-28 |
2024-02-28 |
Long |
93.8 |
93.8 |
0.23 |
52936 |
2024-02-29 |
2024-03-04 |
Long |
94.1 |
94.08 |
-0.02 |
119191 |
2024-03-05 |
2024-03-05 |
Long |
94.67 |
94.67 |
0.1 |
76731 |
2024-03-06 |
2024-03-12 |
Long |
94.94 |
94.84 |
-0.1 |
94991 |
2024-03-13 |
2024-03-19 |
Short |
94.58 |
93.73 |
0.85 |
97084 |
2024-03-20 |
2024-04-01 |
Long |
93.91 |
93.99 |
0.08 |
101907 |
2024-04-02 |
2024-04-04 |
Short |
93.11 |
93.64 |
-0.53 |
72149 |
2024-04-05 |
2024-04-05 |
Short |
93.25 |
93.25 |
0.11 |
63345 |
2024-04-08 |
2024-04-09 |
Short |
92.91 |
93.2 |
-0.29 |
71151 |
2024-04-10 |
2024-04-10 |
Short |
92.51 |
92.51 |
0.45 |
149937 |
2024-04-11 |
2024-04-12 |
Short |
92.23 |
92.41 |
-0.18 |
93713 |
2024-04-15 |
2024-04-15 |
Short |
91.68 |
91.68 |
-0.04 |
123153 |
2024-04-16 |
2024-04-17 |
Short |
91.32 |
91.69 |
-0.37 |
120272 |
2024-04-18 |
2024-04-18 |
Short |
91.85 |
91.85 |
0.23 |
69645 |
2024-04-19 |
2024-04-19 |
Long |
91.84 |
91.84 |
-0.1 |
61257 |
2024-04-22 |
2024-04-24 |
Long |
91.57 |
91.66 |
0.09 |
40028 |
2024-04-25 |
2024-04-29 |
Short |
91.09 |
91.7 |
-0.61 |
57843 |
2024-04-30 |
2024-04-30 |
Short |
91.51 |
91.51 |
0.08 |
75166 |
2024-05-01 |
2024-05-01 |
Long |
91.43 |
91.43 |
0.09 |
123925 |
2024-05-02 |
2024-05-08 |
Long |
91.52 |
92.58 |
1.06 |
86616 |
2024-05-09 |
2024-05-09 |
Long |
92.5 |
92.5 |
0.3 |
96252 |
2024-05-10 |
2024-05-10 |
Short |
92.6 |
92.6 |
0.1 |
32049 |
2024-05-13 |
2024-05-14 |
Short |
92.74 |
92.79 |
-0.05 |
32287 |
2024-05-15 |
2024-05-16 |
Long |
93.42 |
93.61 |
0.19 |
113845 |
2024-05-17 |
2024-05-21 |
Short |
93.25 |
93.25 |
0 |
38839 |
2024-05-22 |
2024-05-22 |
Short |
92.98 |
92.98 |
-0.11 |
36163 |
2024-05-23 |
2024-05-24 |
Short |
93.13 |
92.67 |
0.46 |
60056 |
2024-05-28 |
2024-05-28 |
Short |
92.96 |
92.96 |
0.6 |
87614 |
2024-05-29 |
2024-05-30 |
Short |
92.13 |
92.22 |
-0.09 |
101268 |
2024-05-31 |
2024-06-07 |
Long |
92.65 |
93.14 |
0.49 |
48074 |
2024-06-10 |
2024-06-11 |
Short |
92.78 |
92.91 |
-0.13 |
39388 |
2024-06-12 |
2024-06-20 |
Long |
94.08 |
94.1 |
0.02 |
92432 |
2024-06-21 |
2024-06-24 |
Short |
94.51 |
94.37 |
0.14 |
70419 |
2024-06-25 |
2024-06-26 |
Long |
94.37 |
94.02 |
-0.35 |
37915 |
2024-06-27 |
2024-06-27 |
Long |
94.12 |
94.12 |
0.03 |
49465 |
2024-06-28 |
2024-06-28 |
Short |
94.36 |
94.36 |
0.71 |
60324 |
2024-07-01 |
2024-07-02 |
Short |
92.84 |
93.06 |
-0.22 |
136627 |
2024-07-03 |
2024-07-15 |
Long |
93.25 |
94.71 |
1.46 |
38609 |
2024-07-16 |
2024-07-16 |
Long |
94.82 |
94.82 |
0.25 |
47057 |
2024-07-17 |
2024-07-18 |
Long |
94.93 |
94.94 |
0.01 |
51119.7 |
2024-07-19 |
2024-07-25 |
Short |
94.63 |
94.54 |
0.09 |
52743 |
2024-07-26 |
2024-08-06 |
Long |
94.96 |
97.54 |
2.58 |
52175 |
2024-08-07 |
2024-08-09 |
Short |
96.63 |
96.78 |
-0.15 |
84197 |
2024-08-12 |
2024-08-15 |
Long |
96.54 |
96.7 |
0.16 |
41664 |
2024-08-16 |
2024-08-19 |
Short |
97.08 |
97.04 |
0.04 |
44370 |
2024-08-20 |
2024-08-22 |
Long |
97.44 |
97.55 |
0.11 |
48839.9 |
2024-08-23 |
2024-08-23 |
Long |
97.54 |
97.54 |
0.25 |
54754 |
2024-08-26 |
2024-08-26 |
Short |
97.96 |
97.96 |
0.29 |
30625 |
2024-08-27 |
2024-09-03 |
Short |
97.4 |
97.31 |
0.09 |
43969.1 |
2024-09-04 |
2024-09-17 |
Long |
97.53 |
99.08 |
1.55 |
99148 |
2024-09-18 |
2024-09-24 |
Short |
98.73 |
98.09 |
0.64 |
85844 |
2024-09-25 |
2024-09-25 |
Short |
98.27 |
98.27 |
0.2 |
104551 |
2024-09-26 |
2024-09-27 |
Short |
98.15 |
98.23 |
-0.08 |
80267 |
2024-09-30 |
2024-09-30 |
Short |
98.32 |
98.32 |
0.2 |
89027 |
2024-10-01 |
2024-10-01 |
Long |
98.17 |
98.17 |
0.02 |
116657 |
2024-10-02 |
2024-10-02 |
Short |
97.75 |
97.75 |
-0.16 |
77420 |
2024-10-03 |
2024-10-15 |
Short |
97.65 |
96.06 |
1.59 |
115561 |
2024-10-16 |
2024-10-17 |
Long |
96.36 |
95.91 |
-0.45 |
50411 |
2024-10-18 |
2024-10-24 |
Short |
95.99 |
94.98 |
1.01 |
51748 |
2024-10-25 |
2024-10-25 |
Short |
95.31 |
95.31 |
0.42 |
64553 |
2024-10-28 |
2024-11-04 |
Short |
94.91 |
94.32 |
0.59 |
54475 |
2024-11-05 |
2024-11-06 |
Long |
94.05 |
93.04 |
-1.01 |
80617.1 |
2024-11-07 |
2024-11-07 |
Long |
93.63 |
93.63 |
0.37 |
156741 |
2024-11-08 |
2024-11-11 |
Long |
94.2 |
93.92 |
-0.28 |
123352 |
2024-11-12 |
2024-11-15 |
Short |
93.57 |
93.1 |
0.47 |
80379 |
2024-11-18 |
2024-11-20 |
Long |
93.28 |
93.47 |
0.19 |
47881 |
2024-11-21 |
2024-11-21 |
Long |
93.66 |
93.66 |
-0.12 |
50982 |
2024-11-22 |
2024-12-03 |
Long |
93.67 |
94.99 |
1.32 |
53702 |
2024-12-04 |
2024-12-04 |
Long |
94.38 |
94.38 |
0.6 |
59087 |
2024-12-05 |
2024-12-09 |
Long |
94.7 |
95.14 |
0.44 |
52103 |
2024-12-10 |
2024-12-20 |
Short |
94.74 |
92.75 |
1.99 |
34872.7 |
2024-12-23 |
2024-12-23 |
Short |
92.54 |
92.54 |
0.34 |
59494.5 |
2024-12-24 |
2024-12-26 |
Short |
92.01 |
91.96 |
0.05 |
30760.3 |
2024-12-30 |
2024-12-31 |
Long |
92.53 |
92.75 |
0.22 |
45834.7 |
2025-01-02 |
2025-01-02 |
Long |
92.65 |
92.65 |
-0.15 |
50347.1 |
2025-01-03 |
2025-01-03 |
Short |
92.6 |
92.6 |
0.25 |
27949.7 |
2025-01-06 |
2025-01-08 |
Short |
92.24 |
91.71 |
0.53 |
38948 |
2025-01-10 |
2025-01-10 |
Short |
91.46 |
91.46 |
0.13 |
82101 |
2025-01-13 |
2025-01-15 |
Short |
91.28 |
92.13 |
-0.85 |
50943 |
2025-01-16 |
2025-01-23 |
Long |
92.08 |
92.13 |
0.05 |
75508 |
2025-02-20 |
2025-02-20 |
Long |
93.12 |
93.12 |
0.04 |
75454 |
2025-02-24 |
2025-03-04 |
Long |
93.62 |
95.54 |
1.92 |
41096 |
2025-03-05 |
2025-03-13 |
Short |
95.11 |
94.29 |
0.82 |
155412 |
2025-03-17 |
2025-03-17 |
Short |
94.64 |
94.64 |
0.08 |
67339 |
2025-03-18 |
2025-03-18 |
Long |
94.42 |
94.42 |
0.25 |
89935 |
2025-03-19 |
2025-03-24 |
Long |
94.59 |
94.75 |
0.16 |
58544 |
2025-03-25 |
2025-03-25 |
Long |
94.47 |
94.47 |
0.16 |
68258 |
2025-03-26 |
2025-03-26 |
Short |
94.47 |
94.47 |
0.06 |
82817 |
2025-03-27 |
2025-03-31 |
Short |
94.3 |
95.49 |
-1.19 |
50854 |
2025-04-01 |
2025-04-02 |
Long |
95.27 |
95.8 |
0.53 |
181287 |
2025-04-03 |
2025-04-03 |
Long |
96.41 |
96.41 |
-0.12 |
181880 |
2025-04-07 |
2025-04-07 |
Short |
96.49 |
96.49 |
1.08 |
686638 |
2025-04-08 |
2025-04-15 |
Short |
94.905 |
94.25 |
0.655 |
195080 |
2025-04-16 |
2025-04-22 |
Long |
94.66 |
94.42 |
-0.24 |
87045.2 |
2025-04-23 |
2025-04-28 |
Short |
95.04 |
95.1 |
-0.06 |
0 |
2025-04-29 |
2025-05-01 |
Long |
95.54 |
95.88 |
0.34 |
53503 |
2025-05-05 |
2025-05-07 |
Short |
94.67 |
94.87 |
-0.2 |
100895 |
2025-05-08 |
2025-05-08 |
Short |
94.96 |
94.96 |
0.68 |
64089 |
2025-05-12 |
2025-05-15 |
Short |
93.73 |
93.72 |
0.01 |
94838 |
2025-05-19 |
2025-05-20 |
Long |
93.43 |
93.67 |
0.24 |
117050 |
2025-05-21 |
2025-05-27 |
Short |
93.43 |
93.97 |
-0.54 |
113835 |
2025-05-28 |
2025-06-02 |
Long |
93.96 |
94 |
0.04 |
85907 |
2025-06-03 |
2025-06-04 |
Short |
94.07 |
94.21 |
-0.14 |
85089 |
2025-06-05 |
2025-06-09 |
Long |
94.54 |
93.51 |
-1.03 |
87659 |
2025-06-10 |
2025-06-11 |
Short |
93.98 |
94.02 |
-0.04 |
55783 |
2025-06-12 |
2025-06-16 |
Long |
94.59 |
94.18 |
-0.41 |
77954 |
2025-06-17 |
2025-06-18 |
Short |
94.26 |
94.64 |
-0.38 |
52850 |
2025-06-23 |
2025-07-01 |
Long |
94.87 |
95.42 |
0.55 |
93102 |
2025-07-02 |
2025-07-09 |
Short |
94.99 |
94.46 |
0.53 |
60262 |
2025-07-10 |
2025-07-14 |
Long |
94.74 |
94.32 |
-0.42 |
44512 |
2025-07-15 |
2025-07-16 |
Short |
94.39 |
94.055 |
0.335 |
56194 |
2025-07-17 |
2025-07-17 |
Short |
94.22 |
94.22 |
0.08 |
47405.6 |
2025-07-21 |
2025-07-21 |
Long |
94.795 |
94.795 |
-0.065 |
52321 |
2025-07-22 |
2025-07-23 |
Long |
94.83 |
94.78 |
-0.05 |
60968.8 |
2025-07-24 |
2025-07-29 |
Short |
94.33 |
94.67 |
-0.34 |
58474 |
2025-07-30 |
2025-07-30 |
Short |
94.82 |
94.82 |
0 |
74260 |
2025-07-31 |
2025-08-04 |
Short |
94.97 |
95.77 |
-0.8 |
104117 |
2025-08-05 |
2025-08-11 |
Long |
95.64 |
95.45 |
-0.19 |
82186 |
-------------------------------------------- |
Symbol: IEF |
Country: USA |
Financial Market: XNAS |
ISIN: US4642874402 |
-------------------------------------------- |
HARP - Historical Annualized Return Percent: 0.724762 (per share traded over duration above) |
Average Transaction Price: $94.3557 |
-------------------------------------------- |
Total Transactions (Long): 60 (per share traded over duration above) |
Average Profit Per Transaction (Long): $0.1700 |
Total Transaction Profit (Long): $10.305 (per share traded over duration above) |
Theoretical Max Profits (Long): $0 |
Available % of Max Profit Captured (Long): inf% |
-------------------------------------------- |
Total Transactions (Short): 72 (per share traded over duration above) |
Average Profit Per Transaction (Short): $0.1700 |
Total Transaction Profit (Short): $12.02 (per share traded over duration above) |
Theoretical Max Profits (Short): $0 |
Available % of Max Profit Captured (Short): inf% |
-------------------------------------------- |
Total Profit (non-Transactions): 0 |
-------------------------------------------- |
Available % of Max Profit Captured (Avg): inf% |
Total transactions in Window (Long + Short): 132 (per share traded over duration above) |
Average Profit per trade (ALL Transactions): $0.170 (per share traded over duration above) |
Total Profit in Window (ALL Transactions): $22.325 (per share traded over duration above) |
-------------------------------------------- |
Average transition width (in milli-seconds): 239760000.00 |
Average transition width (in seconds): 239760.00 |
Average transition width (in minutes): 3996.00 |
Average transition width (in days): 10.25 |
-------------------------------------------- |