זנב הדרקון
תשואה חודשית
אלוקציה עדכנית
| SPXL | TMF | TVIX | |
|---|---|---|---|
| 2023-04-28 | 0.5 | 0.4 | 0.1 |
גרף ביצועים מתחילת השנה
גרף התשואה מתחילת השנה מול אינדקס ההשוואה
ביצועי תעודות הסל
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רשימת ה- Trades
| symbol | weight | entry.date | exit.date | entry.price | exit.price | return | |
|---|---|---|---|---|---|---|---|
| 1 | SPXL | 50 | 2010-11-30 | 2010-12-31 | 4.59000e+00 | 5.5700e+00 | 10.64 |
| 2 | TMF | 40 | 2010-11-30 | 2010-12-31 | 8.97000e+00 | 7.9300e+00 | -4.65 |
| 3 | TVIX | 10 | 2010-11-30 | 2010-12-31 | 2.80875e+09 | 1.6180e+09 | -4.24 |
| 4 | SPXL | 50 | 2010-12-31 | 2011-12-30 | 5.57000e+00 | 4.7400e+00 | -7.45 |
| 5 | TMF | 40 | 2010-12-31 | 2011-12-30 | 7.93000e+00 | 1.6580e+01 | 43.65 |
| 6 | TVIX | 10 | 2010-12-31 | 2011-12-30 | 1.61800e+09 | 7.9875e+08 | -5.06 |
| 7 | SPXL | 50 | 2011-12-30 | 2012-12-31 | 4.74000e+00 | 6.8200e+00 | 22.03 |
| 8 | TMF | 40 | 2011-12-30 | 2012-12-31 | 1.65800e+01 | 1.6680e+01 | 0.24 |
| 9 | TVIX | 10 | 2011-12-30 | 2012-12-31 | 7.98750e+08 | 2.3350e+07 | -9.71 |
| 10 | SPXL | 50 | 2012-12-31 | 2013-12-31 | 6.82000e+00 | 1.4900e+01 | 59.18 |
| 11 | TMF | 40 | 2012-12-31 | 2013-12-31 | 1.66800e+01 | 1.0170e+01 | -15.60 |
| 12 | TVIX | 10 | 2012-12-31 | 2013-12-31 | 2.33500e+07 | 1.8750e+06 | -9.20 |
| 13 | SPXL | 50 | 2013-12-31 | 2014-12-31 | 1.49000e+01 | 2.0480e+01 | 18.75 |
| 14 | TMF | 40 | 2013-12-31 | 2014-12-31 | 1.01700e+01 | 2.0080e+01 | 38.94 |
| 15 | TVIX | 10 | 2013-12-31 | 2014-12-31 | 1.87500e+06 | 6.9000e+05 | -6.32 |
| 16 | SPXL | 50 | 2014-12-31 | 2015-12-31 | 2.04800e+01 | 1.9350e+01 | -2.76 |
| 17 | TMF | 40 | 2014-12-31 | 2015-12-31 | 2.00800e+01 | 1.7320e+01 | -5.49 |
| 18 | TVIX | 10 | 2014-12-31 | 2015-12-31 | 6.90000e+05 | 1.5650e+05 | -7.73 |
| 19 | SPXL | 50 | 2015-12-31 | 2016-12-30 | 1.93500e+01 | 2.5160e+01 | 15.00 |
| 20 | TMF | 40 | 2015-12-31 | 2016-12-30 | 1.73200e+01 | 1.6880e+01 | -1.01 |
| 21 | TVIX | 10 | 2015-12-31 | 2016-12-30 | 1.56500e+05 | 9.5200e+03 | -9.39 |
| 22 | SPXL | 50 | 2016-12-30 | 2017-12-29 | 2.51600e+01 | 4.3030e+01 | 35.52 |
| 23 | TMF | 40 | 2016-12-30 | 2017-12-29 | 1.68800e+01 | 2.0720e+01 | 9.09 |
| 24 | TVIX | 10 | 2016-12-30 | 2017-12-29 | 9.52000e+03 | 5.5400e+02 | -9.42 |
| 25 | SPXL | 50 | 2017-12-29 | 2018-12-31 | 4.30300e+01 | 3.2220e+01 | -12.56 |
| 26 | TMF | 40 | 2017-12-29 | 2018-12-31 | 2.07200e+01 | 1.8440e+01 | -4.41 |
| 27 | TVIX | 10 | 2017-12-29 | 2018-12-31 | 5.54000e+02 | 7.0910e+02 | 2.80 |
| 28 | SPXL | 50 | 2018-12-31 | 2019-12-31 | 3.22200e+01 | 6.5350e+01 | 51.42 |
| 29 | TMF | 40 | 2018-12-31 | 2019-12-31 | 1.84400e+01 | 2.4850e+01 | 13.90 |
| 30 | TVIX | 10 | 2018-12-31 | 2019-12-31 | 7.09100e+02 | 5.1320e+01 | -9.28 |
| 31 | SPXL | 50 | 2019-12-31 | 2020-12-31 | 6.53500e+01 | 7.1650e+01 | 4.82 |
| 32 | TMF | 40 | 2019-12-31 | 2020-12-31 | 2.48500e+01 | 3.4530e+01 | 15.58 |
| 33 | TVIX | 10 | 2019-12-31 | 2020-12-31 | 5.13200e+01 | 2.5130e+01 | -5.10 |
| 34 | SPXL | 50 | 2020-12-31 | 2021-12-31 | 7.16500e+01 | 1.4240e+02 | 49.37 |
| 35 | TMF | 40 | 2020-12-31 | 2021-12-31 | 3.45300e+01 | 2.7690e+01 | -7.92 |
| 36 | TVIX | 10 | 2020-12-31 | 2021-12-31 | 2.51300e+01 | 1.4000e+00 | -9.44 |
| 37 | SPXL | 50 | 2021-12-31 | 2022-12-30 | 1.42400e+02 | 6.1870e+01 | -28.28 |
| 38 | TMF | 40 | 2021-12-31 | 2022-12-30 | 2.76900e+01 | 7.5900e+00 | -29.04 |
| 39 | TVIX | 10 | 2021-12-31 | 2022-12-30 | 1.40000e+00 | 3.2000e-01 | -7.71 |
| 40 | SPXL | 50 | 2022-12-30 | 2023-04-28 | 6.18700e+01 | 7.5870e+01 | 11.31 |
| 41 | TMF | 40 | 2022-12-30 | 2023-04-28 | 7.59000e+00 | 8.8500e+00 | 6.64 |
| 42 | TVIX | 10 | 2022-12-30 | 2023-04-28 | 3.20000e-01 | 3.0000e-01 | -0.62 |
תיאור האסטרטגיה
להשלים
תעודות סל
SPXL – Direxion Large Cap Bull 3X Shares (ETF)
TMF – Direxion Daily 20+ Year Trsry Bll 3X Shr
TVIX – Credit Suisse AG – VelocityShares Daily 2x VIX Short Term ETN
סטטיסטיקת ביצועים
פירוט סטטיסטי של ה- Trades
גרף השוואתי
גרף מפורט
החזקות לאורך זמן
Categories: מתקדם