| Symbol | Trade | Date | Price | Ex. date | Ex. Price | % chg | Profit | % Profit | Contracts | Position value | Cum. Profit | # bars | Profit/bar | MAE | MFE | Scale In/Out | SPREAD |
|---|
| BXP | Long | 22/02/2022 | 121.07 | 23/02/2022 | 122.19 | 0.93% | 349.60 | 0.88% | 330 | 39,953.10 | 349.60 | 2 | 174.80 | -1.77% | 0.93% | 0/0 | 0.00 |
| SLG | Short | 22/02/2022 | 82 | 23/02/2022 | 80.51 | -1.82% | 698.18 | 1.77% | 482 | 39,524.00 | 1,047.78 | 2 | 349.09 | -0.63% | 3.06% | 0/0 | 1,047.78 |
| FNB | Short | 22/02/2022 | 13.55 | 28/02/2022 | 12.99 | -4.13% | 1,624.16 | 4.08% | 2,936 | 39,782.80 | 2,671.94 | 5 | 324.83 | -1.03% | 7.75% | 0/0 | 0.00 |
| WBS | Long | 22/02/2022 | 59.55 | 28/02/2022 | 57.9 | -2.77% | -1,125.50 | -2.82% | 670 | 39,898.50 | 1,546.44 | 5 | -225.10 | -8.14% | 1.45% | 0/0 | 498.66 |
| CATY | Short | 03/03/2022 | 47.36 | 07/03/2022 | 44.25 | -6.57% | 2,682.59 | 6.52% | 869 | 41,155.84 | 4,229.03 | 3 | 894.20 | -0.44% | 7.14% | 0/0 | 0.00 |
| FITB | Long | 03/03/2022 | 46.18 | 07/03/2022 | 44.25 | -4.18% | -1,737.70 | -4.23% | 890 | 41,100.20 | 2,491.33 | 3 | -579.23 | -4.96% | 0.82% | 0/0 | 944.89 |
| CNO | Long | 02/03/2022 | 22.92 | 09/03/2022 | 23.53 | 2.66% | 1,074.34 | 2.61% | 1,794 | 41,118.48 | 3,565.67 | 6 | 179.06 | -1.35% | 5.28% | 0/0 | 0.00 |
| GL | Short | 02/03/2022 | 98.16 | 09/03/2022 | 97.72 | -0.45% | 163.92 | 0.40% | 418 | 41,030.88 | 3,729.59 | 6 | 27.32 | -2.59% | 4.57% | 0/0 | 1,238.26 |
| FNB | Short | 09/03/2022 | 12.77 | 15/03/2022 | 12.92 | 1.17% | -523.10 | -1.22% | 3,354 | 42,830.58 | 3,206.49 | 5 | -104.62 | -2.43% | 1.80% | 0/0 | 0.00 |
| WBS | Long | 09/03/2022 | 54.98 | 15/03/2022 | 57.8 | 5.13% | 2,210.62 | 5.08% | 791 | 43,489.18 | 5,417.11 | 5 | 442.12 | -2.49% | 5.97% | 0/0 | 1,687.52 |
| BXP | Short | 07/03/2022 | 122.8 | 18/03/2022 | 124.34 | 1.25% | -537.44 | -1.30% | 336 | 41,260.80 | 4,879.67 | 10 | -53.74 | -2.95% | 1.92% | 0/0 | 0.00 |
| SLG | Long | 07/03/2022 | 78.63 | 18/03/2022 | 81.18 | 3.24% | 1,318.75 | 3.19% | 525 | 41,280.75 | 6,198.42 | 10 | 131.88 | -2.79% | 4.58% | 0/0 | 781.31 |
| DRE | Long | 30/03/2022 | 58.39 | 07/04/2022 | 60.12 | 2.96% | 1,232.52 | 2.92% | 724 | 42,274.36 | 7,430.94 | 7 | 176.07 | -0.67% | 3.90% | 0/0 | 0.00 |
| FR | Short | 30/03/2022 | 62.55 | 07/04/2022 | 62.86 | 0.50% | -228.94 | -0.54% | 674 | 42,158.70 | 7,202.00 | 7 | -32.71 | -1.60% | 1.18% | 0/0 | 1,003.58 |
| FNB | Long | 24/03/2022 | 12.82 | 11/04/2022 | 11.93 | -6.94% | -3,017.52 | -6.99% | 3,368 | 43,177.76 | 4,184.48 | 13 | -232.12 | -8.35% | 2.42% | 0/0 | 0.00 |
| WBS | Short | 24/03/2022 | 57.85 | 11/04/2022 | 49.95 | -13.66% | 5,857.60 | 13.61% | 744 | 43,040.40 | 10,042.08 | 13 | 450.58 | -4.55% | 13.79% | 0/0 | 2,840.08 |
| CNO | Short | 18/03/2022 | 24.53 | 22/04/2022 | 25.6 | 4.36% | -1,870.03 | -4.41% | 1,729 | 42,412.37 | 8,172.05 | 25 | -74.80 | -6.89% | 2.20% | 0/0 | 0.00 |
| GL | Long | 18/03/2022 | 98.49 | 22/04/2022 | 105.17 | 6.78% | 2,865.76 | 6.74% | 432 | 42,547.68 | 11,037.81 | 25 | 114.63 | -1.60% | 8.31% | 0/0 | 995.73 |
| BXP | Short | 28/03/2022 | 129.54 | 02/05/2022 | 117.99 | -8.92% | 3,687.55 | 8.87% | 321 | 41,582.34 | 14,725.36 | 25 | 147.50 | -2.76% | 9.49% | 0/0 | 0.00 |
| SLG | Long | 28/03/2022 | 81.25 | 02/05/2022 | 69.76 | -14.14% | -5,845.43 | -14.19% | 507 | 41,193.75 | 8,879.93 | 25 | -233.82 | -14.87% | 3.34% | 0/0 | -2,157.88 |
| RF | Short | 20/04/2022 | 21.92 | 10/05/2022 | 20.75 | -5.34% | 2,304.79 | 5.29% | 1,987 | 43,555.04 | 11,184.72 | 15 | 153.65 | -3.24% | 6.61% | 0/0 | 0.00 |
| TFC | Long | 20/04/2022 | 52.2 | 10/05/2022 | 49 | -6.13% | -2,669.60 | -6.18% | 828 | 43,221.60 | 8,515.12 | 15 | -177.97 | -8.08% | 2.74% | 0/0 | -364.81 |
| VLY | Short (max loss) | 22/04/2022 | 12.67 | 24/05/2022 | 12.21 | -3.63% | 1,558.26 | 3.58% | 3,431 | 43,470.77 | 10,073.38 | 24 | 64.93 | -0.87% | 9.98% | 0/0 | 0.00 |
| ZION | Long (max loss) | 22/04/2022 | 62.19 | 24/05/2022 | 54.08 | -13.04% | -5,729.44 | -13.09% | 704 | 43,781.76 | 4,343.94 | 24 | -238.73 | -18.60% | 0.53% | 0/0 | -4,171.18 |
| DRE | Short | 02/05/2022 | 55.2 | 25/05/2022 | 50.28 | -8.91% | 3,748.72 | 8.87% | 766 | 42,283.20 | 8,092.66 | 18 | 208.26 | -2.14% | 14.64% | 0/0 | 0.00 |
| FR | Long | 02/05/2022 | 58.46 | 25/05/2022 | 51.76 | -11.46% | -4,864.10 | -11.51% | 723 | 42,266.58 | 3,228.56 | 18 | -270.23 | -13.86% | 0.00% | 0/0 | -1,115.38 |
| CATY | Long | 27/04/2022 | 41.58 | 31/05/2022 | 40.93 | -1.56% | -701.20 | -1.61% | 1,048 | 43,575.84 | 2,527.36 | 24 | -29.22 | -9.87% | 1.08% | 0/0 | 0.00 |
| FITB | Short | 27/04/2022 | 37.75 | 31/05/2022 | 38.59 | 2.23% | -978.44 | -2.27% | 1,141 | 43,072.75 | 1,548.92 | 24 | -40.77 | -4.82% | 7.95% | 0/0 | -1,679.64 |
| APA | Long | 11/05/2022 | 38.39 | 03/06/2022 | 47.4 | 23.47% | 9,990.11 | 23.42% | 1,111 | 42,651.29 | 11,539.03 | 17 | 587.65 | -3.96% | 31.44% | 0/0 | 0.00 |
| OXY | Short | 11/05/2022 | 59.94 | 03/06/2022 | 69.44 | 15.85% | -6,660.50 | -15.90% | 699 | 41,898.06 | 4,878.53 | 17 | -391.79 | -23.52% | 4.80% | 0/0 | 3,329.61 |
| RF | Short | 27/05/2022 | 21.67 | 13/06/2022 | 19.59 | -9.60% | 3,932.00 | 9.55% | 1,900 | 41,173.00 | 8,810.53 | 11 | 357.45 | -2.58% | 9.60% | 0/0 | 0.00 |
| TFC | Long | 27/05/2022 | 48.44 | 13/06/2022 | 44.97 | -7.16% | -2,962.56 | -7.21% | 848 | 41,077.12 | 5,847.97 | 11 | -269.32 | -7.16% | 4.05% | 0/0 | 969.44 |
| BANR | Short | 13/06/2022 | 53.5 | 21/06/2022 | 55.25 | 3.27% | -1,371.00 | -3.32% | 772 | 41,302.00 | 4,476.97 | 6 | -228.50 | -3.27% | 2.15% | 0/0 | 0.00 |
| SBCF | Long | 13/06/2022 | 31.34 | 21/06/2022 | 32.96 | 5.17% | 2,124.88 | 5.12% | 1,324 | 41,494.16 | 6,601.85 | 6 | 354.15 | -1.66% | 5.17% | 0/0 | 753.88 |
| PCH | Long | 14/06/2022 | 45.81 | 21/06/2022 | 45.55 | -0.57% | -263.36 | -0.61% | 936 | 42,878.16 | 6,338.49 | 5 | -52.67 | -3.75% | 1.53% | 0/0 | 0.00 |
| WY | Short | 14/06/2022 | 34.36 | 21/06/2022 | 33.4 | -2.79% | 1,173.28 | 2.75% | 1,243 | 42,709.48 | 7,511.77 | 5 | 234.66 | -1.92% | 5.18% | 0/0 | 909.92 |
| CNO | Short | 13/06/2022 | 18.53 | 22/06/2022 | 17.5 | -5.56% | 2,277.93 | 5.51% | 2,231 | 41,340.43 | 9,789.70 | 7 | 325.42 | -0.86% | 7.88% | 0/0 | 0.00 |
| GL | Long | 13/06/2022 | 90.16 | 22/06/2022 | 92.97 | 3.12% | 1,272.60 | 3.07% | 460 | 41,473.60 | 11,062.30 | 7 | 181.80 | -2.54% | 5.32% | 0/0 | 3,550.53 |
| FNB | Long | 10/06/2022 | 11.26 | 28/06/2022 | 11.27 | 0.09% | 16.82 | 0.04% | 3,682 | 41,459.32 | 11,079.12 | 12 | 1.40 | -6.93% | 0.89% | 0/0 | 0.00 |
| WBS | Short | 10/06/2022 | 46.93 | 28/06/2022 | 44.78 | -4.58% | 1,856.95 | 4.53% | 873 | 40,969.89 | 12,936.07 | 12 | 154.75 | -1.34% | 10.76% | 0/0 | 1,873.77 |
| BANR | Short | 15/07/2022 | 56.41 | 21/07/2022 | 60.16 | 6.65% | -2,975.00 | -6.69% | 788 | 44,451.08 | 9,961.07 | 5 | -595.00 | -6.97% | 0.89% | 0/0 | 0.00 |
| SBCF | Long | 15/07/2022 | 32.15 | 21/07/2022 | 33.89 | 5.41% | 2,400.34 | 5.37% | 1,391 | 44,720.65 | 12,361.41 | 5 | 480.07 | -1.84% | 6.56% | 0/0 | -574.66 |
| CNO | Long | 27/06/2022 | 18.47 | 29/07/2022 | 18.59 | 0.65% | 272.92 | 0.61% | 2,441 | 45,085.27 | 12,634.33 | 24 | 11.37 | -10.34% | 1.52% | 0/0 | 0.00 |
| GL | Short | 27/06/2022 | 99.25 | 29/07/2022 | 99.5 | 0.25% | -133.25 | -0.30% | 453 | 44,960.25 | 12,501.08 | 24 | -5.55 | -2.62% | 3.63% | 0/0 | 139.67 |
| BANR | Long | 02/08/2022 | 61.38 | 09/08/2022 | 61.06 | -0.52% | -254.56 | -0.57% | 733 | 44,991.54 | 12,246.52 | 6 | -42.43 | -2.49% | 0.41% | 0/0 | 0.00 |
| SBCF | Short | 02/08/2022 | 36.28 | 09/08/2022 | 34.89 | -3.83% | 1,693.87 | 3.79% | 1,233 | 44,733.24 | 13,940.39 | 6 | 282.31 | -1.76% | 5.49% | 0/0 | 1,439.31 |
| CBSH | Long | 28/07/2022 | 69.12 | 11/08/2022 | 72.38 | 4.72% | 2,082.70 | 4.67% | 645 | 44,582.40 | 16,023.09 | 11 | 189.34 | -0.98% | 5.14% | 0/0 | 0.00 |
| RNST | Short | 28/07/2022 | 32.87 | 11/08/2022 | 34.42 | 4.72% | -2,118.70 | -4.76% | 1,354 | 44,505.98 | 13,904.39 | 11 | -192.61 | -4.72% | 2.52% | 0/0 | -36.00 |
| CBSH | Long | 01/09/2022 | 68.97 | 08/09/2022 | 68.98 | 0.01% | -13.38 | -0.03% | 662 | 45,658.14 | 13,891.01 | 5 | -2.68 | -2.77% | 0.95% | 0/0 | 0.00 |
| RNST | Short | 01/09/2022 | 33.1 | 08/09/2022 | 32.32 | -2.36% | 1,045.48 | 2.31% | 1,366 | 45,214.60 | 14,936.49 | 5 | 209.10 | -2.31% | 3.35% | 0/0 | 1,032.10 |
| PCH | Short | 02/09/2022 | 47.07 | 21/09/2022 | 42.18 | -10.39% | 4,723.30 | 10.34% | 970 | 45,657.90 | 19,659.79 | 13 | 363.33 | -3.85% | 11.41% | 0/0 | 0.00 |
| WY | Long | 02/09/2022 | 34.5 | 21/09/2022 | 30.05 | -12.90% | -5,978.55 | -12.94% | 1,339 | 46,195.50 | 13,681.24 | 13 | -459.89 | -14.52% | 2.03% | 0/0 | -1,255.25 |
| APA | Open Short | 15/09/2022 | 41.38 | 30/09/2022 | 34.95 | -15.54% | 6,950.12 | 15.49% | 1,084 | 44,855.92 | 20,631.36 | 13 | 534.62 | -2.90% | 23.08% | 0/0 | 0.00 |
| OXY | Open Long | 15/09/2022 | 65.8 | 30/09/2022 | 62.11 | -5.61% | -2,503.37 | -5.65% | 673 | 44,283.40 | 18,127.99 | 13 | -192.57 | -12.72% | 0.52% | 0/0 | 4,446.75 |
| BXP | Open Short | 30/09/2022 | 74.68 | 30/09/2022 | 74.68 | 0.00% | -20.00 | -0.04% | 632 | 47,197.76 | 18,107.99 | 2 | -10.00 | -0.00% | -0.00% | 0/0 | 0.00 |
| SLG | Open Long | 30/09/2022 | 39.15 | 30/09/2022 | 39.15 | 0.00% | -20.00 | -0.04% | 1,206 | 47,214.90 | 18,087.99 | 2 | -10.00 | 0.00% | 0.00% | 0/0 | -40.00 |