Methodology
The Algorithmic Trading Strategy combines Trend Following and Position Sizing models to take positions in ETFs.
The Strategy seeks to provide exposure to the US stock market, with attractive returns and less drawdown during times of market stress.
The objective of the Strategy is to capture the US stock market growth when the S&P 500 index is in a rising trend, and avoid losses by investing in a Long-Term US Treasuries ETF, when the index is in a falling trend.
If the S&P 500 is observed to be in a positive trend, we assume a Risk-On market regime and the Portfolio is allocated to one of three US stock ETFs : S&P 500 (SPY), Nasdaq (QQQ) or MidCap (MDY). The ETF that is bought has the best momentum (performance).
If in a falling trend, we assume a Risk-Off market environment and the Portfolio is allocated to a 20+ Year US Treasury Bond ETF (TLT)
The strategy seeks to minimize losses through market downturns. It experienced a lower drawdown (-14.4%) compared to its benchmark (-50%) or a buy-and-hold approach (-23%) during the market sell-off in 2008-2009.
The portfolio is rebalanced monthly. The portfolio holds only long positions.
Start Here Each Month
S&P 500 Index trend detection
Risk-On Market Regime
Buy/Hold the best-performing ETF from: QQQ SPY MDY
Risk-Off Market Regime
Buy/Hold ETFTLT
Natevia does not guarantee the accuracy, adequacy, completeness or availability of any information and is not responsible for any errors or omissions, regardless of the cause or for the results obtained from the use of such information.
Rebalancing of the portfolio composition is done by Natevia based on publicly available data and may be delayed. Past performance is not an indication of future results. This is not an investment advice.
All prices are indicative and for information purposes only. Back-tested results.
US Growth Strategy
United States ETFs
Asset Allocation
| MDY | 100% |
This strategy trades monthly
Last refresh:
12/20/24
Last trading day:
11/29/24
Next trading day:
12/31/24
Start Year:
2007
Benchmark:
SPY
Buy & Hold Portfolio:
QQQ 25%, SPY 25%, MDY 25%, TLT 25%
| Year | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return |
|---|---|---|---|---|
| 2007 | +16.62% | $11,661 | +9.95% | +5.33% |
| 2008 | +45.70% | $16,990 | -20.04% | -36.76% |
| 2009 | +29.98% | $22,083 | +13.62% | +26.31% |
| 2010 | +25.51% | $27,717 | +16.97% | +15.04% |
| 2011 | +32.72% | $36,787 | +9.78% | +1.89% |
| 2012 | +8.29% | $39,837 | +12.42% | +15.97% |
| 2013 | +36.33% | $54,309 | +19.79% | +32.28% |
| 2014 | +14.15% | $61,993 | +17.00% | +13.45% |
| 2015 | +1.28% | $62,788 | +2.18% | +1.23% |
| 2016 | +23.05% | $77,260 | +9.80% | +11.99% |
| 2017 | +25.59% | $97,030 | +21.09% | +21.69% |
| 2018 | +13.19% | $109,830 | -4.04% | -4.57% |
| 2019 | +14.53% | $125,784 | +29.44% | +31.21% |
| 2020 | +36.48% | $171,671 | +29.25% | +18.32% |
| 2021 | +35.31% | $232,294 | +22.11% | +28.72% |
| 2022 | -18.74% | $188,761 | -25.63% | -18.17% |
| 2023 | +27.29% | $240,268 | +33.63% | +26.17% |
| 2024 | +10.79% | $266,187 | +21.12% | +25.54% |
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | 0.00% | $10,000 | +1.20% | +1.68% | February | +1.07% | $10,106 | +0.19% | -1.96% | March | +1.33% | $10,241 | +0.32% | +1.16% | April | +2.75% | $10,523 | +3.36% | +4.42% | May | +5.10% | $11,060 | +2.37% | +3.39% | June | -2.16% | $10,821 | -1.04% | -1.46% | July | -0.15% | $10,805 | -1.26% | -3.13% | August | +2.82% | $11,109 | +1.74% | +1.28% | September | +5.25% | $11,692 | +3.01% | +3.87% | October | +7.04% | $12,515 | +3.26% | +1.36% | November | -6.75% | $11,670 | -2.78% | -3.87% | December | -0.07% | $11,661 | -0.64% | -1.12% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +2.09% | $11,905 | -5.50% | -6.04% | February | -0.45% | $11,851 | -2.17% | -2.58% | March | +2.14% | $12,104 | +0.38% | -0.89% | April | -2.48% | $11,804 | +4.23% | +4.76% | May | +5.92% | $12,502 | +2.49% | +1.51% | June | +2.65% | $12,833 | -5.55% | -8.35% | July | -0.37% | $12,786 | -0.58% | -0.90% | August | +2.73% | $13,135 | +1.79% | +1.54% | September | +1.47% | $13,329 | -8.24% | -9.41% | October | -1.86% | $13,081 | -12.82% | -16.50% | November | +14.31% | $14,953 | -1.24% | -6.95% | December | +13.62% | $16,990 | +6.82% | +0.98% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -13.05% | $14,773 | -8.62% | -8.20% | February | -1.53% | $14,548 | -5.52% | -10.73% | March | +4.04% | $15,135 | +6.81% | +8.31% | April | +13.04% | $17,109 | +4.59% | +9.92% | May | +3.20% | $17,657 | +1.13% | +5.84% | June | +0.88% | $17,813 | +1.13% | -0.07% | July | +8.43% | $19,315 | +5.42% | +7.45% | August | +1.47% | $19,599 | +2.75% | +3.69% | September | +5.65% | $20,707 | +4.12% | +3.54% | October | -4.51% | $19,773 | -2.97% | -1.92% | November | +6.16% | $20,991 | +4.11% | +6.15% | December | +5.20% | $22,083 | +1.11% | +1.91% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -6.46% | $20,657 | -2.43% | -3.63% | February | +5.05% | $21,700 | +2.85% | +3.12% | March | +7.16% | $23,253 | +4.30% | +6.08% | April | +4.16% | $24,221 | +2.82% | +1.55% | May | -7.04% | $22,515 | -3.89% | -7.94% | June | +5.79% | $23,819 | -2.39% | -5.17% | July | -0.95% | $23,594 | +4.30% | +6.82% | August | +8.38% | $25,571 | -0.72% | -4.49% | September | -2.52% | $24,928 | +6.49% | +8.94% | October | +6.33% | $26,506 | +1.76% | +3.82% | November | -0.18% | $26,457 | +0.16% | 0.00% | December | +4.76% | $27,717 | +3.10% | +6.68% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.92% | $28,249 | +0.90% | +2.33% | February | +4.52% | $29,525 | +3.14% | +3.47% | March | +2.58% | $30,287 | +0.55% | +0.01% | April | +2.62% | $31,080 | +2.64% | +2.89% | May | -0.91% | $30,797 | +0.05% | -1.12% | June | -2.53% | $30,017 | -2.14% | -1.69% | July | +4.41% | $31,341 | +0.29% | -2.00% | August | +9.66% | $34,368 | -1.67% | -5.49% | September | +13.19% | $38,902 | -1.02% | -6.93% | October | -3.83% | $37,414 | +6.17% | +10.90% | November | -2.69% | $36,407 | -0.23% | -0.41% | December | +1.04% | $36,787 | +0.96% | +1.04% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +6.59% | $39,210 | +4.37% | +4.63% | February | +4.51% | $40,979 | +2.73% | +4.34% | March | +5.05% | $43,047 | +1.20% | +3.21% | April | -1.17% | $42,544 | +0.81% | -0.67% | May | -7.03% | $39,552 | -2.00% | -6.00% | June | -1.68% | $38,889 | +1.59% | +4.05% | July | +3.81% | $40,372 | +1.67% | +1.18% | August | -1.32% | $39,840 | +2.21% | +2.50% | September | +0.89% | $40,194 | +0.31% | +2.53% | October | -5.28% | $38,072 | -2.17% | -1.82% | November | +2.30% | $38,947 | +1.40% | +0.57% | December | +2.28% | $39,837 | -0.19% | +0.89% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +7.08% | $42,656 | +2.41% | +5.11% | February | +0.83% | $43,010 | +0.89% | +1.27% | March | +4.84% | $45,092 | +2.62% | +3.79% | April | +0.60% | $45,361 | +2.49% | +1.92% | May | +2.35% | $46,429 | +0.11% | +2.36% | June | -2.39% | $45,317 | -2.36% | -1.33% | July | +6.31% | $48,175 | +3.90% | +5.16% | August | -3.86% | $46,315 | -2.05% | -3.00% | September | +4.83% | $48,551 | +3.56% | +3.16% | October | +4.95% | $50,957 | +3.67% | +4.63% | November | +3.55% | $52,766 | +1.36% | +2.96% | December | +2.92% | $54,309 | +1.83% | +2.59% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -1.92% | $53,266 | -0.56% | -3.52% | February | +5.15% | $56,010 | +3.85% | +4.55% | March | -2.73% | $54,479 | -0.41% | +0.83% | April | -1.48% | $53,671 | +0.13% | +0.69% | May | +2.32% | $54,916 | +2.91% | +2.32% | June | +2.06% | $56,049 | +2.37% | +2.06% | July | +1.18% | $56,711 | -0.90% | -1.34% | August | +5.00% | $59,548 | +4.69% | +3.94% | September | -0.76% | $59,098 | -2.12% | -1.38% | October | +2.64% | $60,658 | +2.81% | +2.35% | November | +4.54% | $63,413 | +3.12% | +2.75% | December | -2.24% | $61,993 | +0.16% | -0.25% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -1.10% | $61,313 | +0.76% | -2.96% | February | +5.02% | $64,393 | +2.94% | +5.62% | March | +1.33% | $65,250 | -0.49% | -1.57% | April | -1.47% | $64,288 | -0.37% | +0.98% | May | +2.25% | $65,732 | +0.84% | +1.28% | June | -2.48% | $64,101 | -2.43% | -2.03% | July | +4.55% | $67,019 | +2.94% | +2.26% | August | -6.82% | $62,451 | -4.99% | -6.09% | September | +1.97% | $63,679 | -1.54% | -2.55% | October | -0.41% | $63,419 | +6.53% | +8.50% | November | +0.61% | $63,805 | +0.40% | +0.37% | December | -1.59% | $62,788 | -1.94% | -1.73% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +5.57% | $66,286 | -3.36% | -4.98% | February | +3.09% | $68,332 | +0.51% | -0.08% | March | -0.09% | $68,268 | +5.40% | +6.72% | April | +1.19% | $69,081 | -0.84% | +0.39% | May | +2.25% | $70,632 | +2.44% | +1.70% | June | +0.47% | $70,962 | +1.08% | +0.35% | July | +4.24% | $73,973 | +4.46% | +3.64% | August | +1.05% | $74,749 | +0.22% | +0.12% | September | +2.21% | $76,401 | +0.21% | +0.01% | October | -1.46% | $75,289 | -2.47% | -1.73% | November | +0.44% | $75,617 | +0.84% | +3.68% | December | +2.17% | $77,260 | +1.24% | +2.03% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.64% | $78,530 | +2.63% | +1.79% | February | +2.59% | $80,564 | +3.24% | +3.93% | March | +2.03% | $82,196 | +0.47% | +0.12% | April | +2.73% | $84,436 | +1.64% | +0.99% | May | +3.90% | $87,725 | +1.90% | +1.41% | June | -2.32% | $85,692 | -0.17% | +0.64% | July | +4.06% | $89,171 | +1.92% | +2.05% | August | +2.07% | $91,019 | +1.08% | +0.29% | September | -0.29% | $90,750 | +0.76% | +2.01% | October | +4.60% | $94,929 | +2.65% | +2.36% | November | +1.97% | $96,799 | +2.37% | +3.06% | December | +0.24% | $97,030 | +0.86% | +1.21% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +8.74% | $105,514 | +4.37% | +5.63% | February | -1.29% | $104,152 | -2.83% | -3.63% | March | -4.07% | $99,909 | -1.40% | -2.74% | April | +0.51% | $100,414 | -0.17% | +0.52% | May | +2.00% | $102,425 | +3.95% | +2.43% | June | +0.41% | $102,849 | +0.76% | +0.57% | July | +2.79% | $105,722 | +1.98% | +3.70% | August | +5.77% | $111,827 | +3.84% | +3.19% | September | -0.28% | $111,512 | -0.70% | +0.59% | October | -8.59% | $101,936 | -7.54% | -6.91% | November | +1.79% | $103,757 | +1.32% | +1.85% | December | +5.85% | $109,830 | -6.84% | -8.80% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +0.38% | $110,245 | +7.39% | +8.00% | February | +4.32% | $115,003 | +2.56% | +3.24% | March | +3.92% | $119,515 | +2.69% | +1.81% | April | +5.50% | $126,086 | +3.51% | +4.08% | May | -8.22% | $115,718 | -5.25% | -6.37% | June | +0.95% | $116,817 | +6.22% | +6.96% | July | +1.51% | $118,581 | +1.47% | +1.51% | August | -1.67% | $116,598 | -0.06% | -1.67% | September | +0.92% | $117,667 | +0.89% | +1.94% | October | -1.11% | $116,359 | +2.15% | +2.21% | November | +4.06% | $121,086 | +2.89% | +3.62% | December | +3.88% | $125,784 | +2.17% | +2.90% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +3.03% | $129,601 | +1.92% | -0.04% | February | -6.05% | $121,761 | -4.86% | -7.91% | March | +6.37% | $129,523 | -8.14% | -12.48% | April | +1.22% | $131,101 | +12.49% | +14.95% | May | +4.50% | $137,005 | +3.32% | +2.71% | June | +6.28% | $145,604 | +3.31% | +1.77% | July | +7.34% | $156,285 | +6.00% | +5.89% | August | +10.93% | $173,367 | +5.82% | +6.98% | September | -5.63% | $163,599 | -3.77% | -3.74% | October | -3.04% | $158,624 | -2.08% | -2.49% | November | +1.66% | $161,261 | +9.99% | +10.87% | December | +6.45% | $171,671 | +3.95% | +3.70% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.44% | $174,135 | -0.36% | -1.02% | February | +6.77% | $185,926 | +0.94% | +2.78% | March | +4.84% | $194,930 | +1.94% | +4.54% | April | +4.31% | $203,324 | +4.99% | +5.29% | May | +0.24% | $203,806 | -0.37% | +0.66% | June | +2.24% | $208,374 | +3.64% | +2.24% | July | +2.86% | $214,332 | +2.36% | +2.44% | August | +4.22% | $223,370 | +2.93% | +2.98% | September | -5.15% | $211,870 | -4.28% | -4.00% | October | +6.27% | $225,161 | +6.02% | +6.28% | November | +1.99% | $229,651 | +0.54% | -0.80% | December | +1.15% | $232,294 | +2.20% | +4.62% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -13.47% | $201,008 | -7.15% | -5.27% | February | -0.49% | $200,025 | -2.70% | -2.95% | March | -0.82% | $198,393 | +2.51% | +3.76% | April | -1.35% | $195,722 | -10.75% | -8.77% | May | -0.14% | $195,445 | -0.79% | +0.23% | June | -0.08% | $195,292 | -8.01% | -8.24% | July | +0.15% | $195,580 | +10.19% | +9.21% | August | -0.28% | $195,027 | -4.41% | -4.08% | September | -0.49% | $194,072 | -9.67% | -9.24% | October | -0.33% | $193,437 | +5.09% | +8.12% | November | +0.36% | $194,127 | +5.13% | +5.56% | December | -2.76% | $188,761 | -6.20% | -5.76% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +0.38% | $189,481 | +8.98% | +6.29% | February | -1.86% | $185,958 | -1.66% | -2.51% | March | +9.48% | $203,594 | +4.83% | +3.71% | April | +0.51% | $204,627 | +0.45% | +1.60% | May | +7.88% | $220,746 | +2.79% | +0.46% | June | +6.30% | $234,651 | +6.27% | +6.48% | July | +3.86% | $243,702 | +3.16% | +3.27% | August | -1.48% | $240,091 | -1.96% | -1.62% | September | -5.26% | $227,471 | -5.28% | -4.74% | October | -0.05% | $227,347 | -3.02% | -2.17% | November | +0.09% | $227,560 | +9.87% | +9.13% | December | +5.58% | $240,268 | +6.20% | +4.56% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.82% | $244,638 | +0.72% | +1.59% | February | +5.28% | $257,557 | +4.75% | +5.22% | March | +1.27% | $260,840 | +2.50% | +3.27% | April | -4.03% | $250,340 | -4.78% | -4.03% | May | +4.48% | $261,554 | +5.32% | +5.06% | June | +3.53% | $270,780 | +3.88% | +3.53% | July | -1.68% | $266,244 | +0.72% | +1.21% | August | +1.10% | $269,178 | +1.20% | +2.34% | September | +2.10% | $274,832 | +2.15% | +2.10% | October | -0.71% | $272,875 | -1.18% | -0.89% | November | +5.34% | $287,451 | +5.91% | +5.96% | December | -7.40% | $266,187 | -1.34% | -1.89% |
|---|
| Period | Portfolio Return | Buy & Hold Return | Benchmark Return |
|---|---|---|---|
| 1 year | +10.79% | +21.12% | +25.54% |
| 2 years | +41.02% | +61.85% | +58.39% |
| 3 years | +14.59% | +20.37% | +29.61% |
| 5 years | +111.62% | +89.98% | +97.40% |
| 7 years | +174.33% | +135.98% | +147.19% |
| 10 years | +329.38% | +220.59% | +241.03% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/07 | 6/29/07 | 5 | 100% MDY | MDY : +8.26% | +8.26% | +5.25% | +5.51% |
| 6/29/07 | 12/31/07 | 6 | 100% QQQ | QQQ : +7.77% | +7.77% | +3.22% | -1.83% |
| 12/31/07 | 4/30/08 | 4 | 100% TLT | TLT : +1.22% | +1.22% | -3.28% | -4.97% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 4/30/08 | 5/30/08 | 1 | 100% QQQ | QQQ : +5.93% | +5.93% | +2.49% | +1.51% |
| 5/30/08 | 3/31/09 | 10 | 100% TLT | TLT : +21.11% | +21.11% | -25.61% | -41.85% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/31/09 | 5/29/09 | 2 | 100% QQQ | QQQ : +16.69% | +16.69% | +5.77% | +16.36% |
| 5/29/09 | 6/30/09 | 1 | 100% MDY | MDY : +0.89% | +0.89% | +1.13% | -0.07% |
| 6/30/09 | 8/31/09 | 2 | 100% QQQ | QQQ : +10.03% | +10.03% | +8.32% | +11.43% |
| 8/31/09 | 10/30/09 | 2 | 100% MDY | MDY : +0.89% | +0.89% | +1.03% | +1.56% |
| 10/30/09 | 11/30/09 | 1 | 100% SPY | SPY : +6.16% | +6.16% | +4.11% | +6.16% |
| 11/30/09 | 1/29/10 | 2 | 100% QQQ | QQQ : -1.59% | -1.59% | -1.35% | -1.79% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/29/10 | 5/28/10 | 4 | 100% MDY | MDY : +9.01% | +9.01% | +6.01% | +2.26% |
| 5/28/10 | 9/30/10 | 4 | 100% TLT | TLT : +10.73% | +10.73% | +7.62% | +5.41% |
| 9/30/10 | 12/31/10 | 3 | 100% QQQ | QQQ : +11.20% | +11.20% | +5.08% | +10.76% |
| 12/31/10 | 6/30/11 | 6 | 100% MDY | MDY : +8.34% | +8.34% | +5.16% | +5.92% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 6/30/11 | 10/31/11 | 4 | 100% TLT | TLT : +24.67% | +24.67% | +3.64% | -4.41% |
| 10/31/11 | 11/30/11 | 1 | 100% QQQ | QQQ : -2.69% | -2.69% | -0.23% | -0.41% |
| 11/30/11 | 12/30/11 | 1 | 100% SPY | SPY : +1.04% | +1.04% | +0.96% | +1.04% |
| 12/30/11 | 2/29/12 | 2 | 100% MDY | MDY : +11.40% | +11.40% | +7.23% | +9.18% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/29/12 | 5/31/12 | 3 | 100% QQQ | QQQ : -3.49% | -3.49% | -0.01% | -3.63% |
| 5/31/12 | 8/31/12 | 3 | 100% TLT | TLT : +0.73% | +0.73% | +5.57% | +7.93% |
| 8/31/12 | 10/31/12 | 2 | 100% QQQ | QQQ : -4.44% | -4.44% | -1.86% | +0.67% |
| 10/31/12 | 4/30/13 | 6 | 100% MDY | MDY : +19.16% | +19.16% | +9.98% | +14.27% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 4/30/13 | 5/31/13 | 1 | 100% SPY | SPY : +2.36% | +2.36% | +0.11% | +2.36% |
| 5/31/13 | 7/31/13 | 2 | 100% QQQ | QQQ : +3.77% | +3.77% | +1.46% | +3.76% |
| 7/31/13 | 8/30/13 | 1 | 100% MDY | MDY : -3.86% | -3.86% | -2.05% | -3.00% |
| 8/30/13 | 3/31/14 | 7 | 100% QQQ | QQQ : +17.63% | +17.63% | +13.94% | +15.96% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/31/14 | 4/30/14 | 1 | 100% MDY | MDY : -1.49% | -1.49% | +0.13% | +0.70% |
| 4/30/14 | 6/30/14 | 2 | 100% SPY | SPY : +4.43% | +4.43% | +5.35% | +4.43% |
| 6/30/14 | 12/31/14 | 6 | 100% QQQ | QQQ : +10.62% | +10.62% | +7.85% | +6.09% |
| 12/31/14 | 4/30/15 | 4 | 100% MDY | MDY : +3.71% | +3.71% | +2.83% | +1.87% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 4/30/15 | 8/31/15 | 4 | 100% QQQ | QQQ : -2.86% | -2.86% | -3.77% | -4.71% |
| 8/31/15 | 10/30/15 | 2 | 100% TLT | TLT : +1.55% | +1.55% | +4.89% | +5.74% |
| 10/30/15 | 12/31/15 | 2 | 100% QQQ | QQQ : -1.00% | -1.00% | -1.55% | -1.37% |
| 12/31/15 | 3/31/16 | 3 | 100% TLT | TLT : +8.73% | +8.73% | +2.39% | +1.33% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/31/16 | 7/29/16 | 4 | 100% MDY | MDY : +8.36% | +8.36% | +7.25% | +6.19% |
| 7/29/16 | 11/30/16 | 4 | 100% QQQ | QQQ : +2.23% | +2.23% | -1.23% | +2.01% |
| 11/30/16 | 2/28/17 | 3 | 100% MDY | MDY : +6.56% | +6.56% | +7.27% | +7.93% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/28/17 | 11/30/17 | 9 | 100% QQQ | QQQ : +20.16% | +20.16% | +13.30% | +13.67% |
| 11/30/17 | 12/29/17 | 1 | 100% MDY | MDY : +0.24% | +0.24% | +0.86% | +1.21% |
| 12/29/17 | 4/30/18 | 4 | 100% QQQ | QQQ : +3.49% | +3.49% | -0.16% | -0.48% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 4/30/18 | 5/31/18 | 1 | 100% TLT | TLT : +2.00% | +2.00% | +3.95% | +2.43% |
| 5/31/18 | 6/29/18 | 1 | 100% MDY | MDY : +0.41% | +0.41% | +0.76% | +0.57% |
| 6/29/18 | 10/31/18 | 4 | 100% QQQ | QQQ : -0.89% | -0.89% | -2.78% | +0.21% |
| 10/31/18 | 1/31/19 | 3 | 100% TLT | TLT : +8.15% | +8.15% | +1.37% | +0.32% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/19 | 2/28/19 | 1 | 100% MDY | MDY : +4.32% | +4.32% | +2.56% | +3.24% |
| 2/28/19 | 5/31/19 | 3 | 100% QQQ | QQQ : +0.62% | +0.62% | +0.72% | -0.79% |
| 5/31/19 | 6/28/19 | 1 | 100% TLT | TLT : +0.95% | +0.95% | +6.22% | +6.96% |
| 6/28/19 | 8/30/19 | 2 | 100% SPY | SPY : -0.19% | -0.19% | +1.41% | -0.19% |
| 8/30/19 | 9/30/19 | 1 | 100% QQQ | QQQ : +0.92% | +0.92% | +0.89% | +1.95% |
| 9/30/19 | 10/31/19 | 1 | 100% TLT | TLT : -1.11% | -1.11% | +2.15% | +2.21% |
| 10/31/19 | 2/28/20 | 4 | 100% QQQ | QQQ : +4.65% | +4.65% | +1.93% | -1.85% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/28/20 | 4/30/20 | 2 | 100% TLT | TLT : +7.67% | +7.67% | +3.33% | +0.60% |
| 4/30/20 | 10/30/20 | 6 | 100% QQQ | QQQ : +21.03% | +21.03% | +12.82% | +11.14% |
| 10/30/20 | 11/30/20 | 1 | 100% TLT | TLT : +1.66% | +1.66% | +9.99% | +10.88% |
| 11/30/20 | 5/28/21 | 6 | 100% MDY | MDY : +26.43% | +26.43% | +11.49% | +16.89% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 5/28/21 | 6/30/21 | 1 | 100% SPY | SPY : +2.24% | +2.24% | +3.64% | +2.24% |
| 6/30/21 | 9/30/21 | 3 | 100% QQQ | QQQ : +1.68% | +1.68% | +0.85% | +1.27% |
| 9/30/21 | 10/29/21 | 1 | 100% SPY | SPY : +6.28% | +6.28% | +6.02% | +6.28% |
| 10/29/21 | 1/24/22 | 3 | 100% QQQ | QQQ : -10.73% | -10.73% | -7.31% | -3.89% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/24/22 | 2/28/22 | 1 | 30% TLT 70% CASH | TLT : -1.67% CASH : 0.00% | -0.50% | +0.15% | -0.73% |
| 2/28/22 | 4/29/22 | 2 | 15% TLT 85% CASH | TLT : -14.36% CASH : 0.00% | -2.15% | -8.51% | -5.35% |
| 4/29/22 | 10/31/22 | 6 | 6.3% TLT 93.7% CASH | TLT : -18.59% CASH : 0.00% | -1.17% | -8.75% | -5.47% |
| 10/31/22 | 11/30/22 | 1 | 5% TLT 95% CASH | TLT : +7.15% CASH : 0.00% | +0.36% | +5.13% | +5.56% |
| 11/30/22 | 12/30/22 | 1 | 100% MDY | MDY : -2.77% | -2.77% | -6.20% | -5.76% |
| 12/30/22 | 1/31/23 | 1 | 5% TLT 95% CASH | TLT : +7.64% CASH : 0.00% | +0.38% | +8.98% | +6.29% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/23 | 2/28/23 | 1 | 100% MDY | MDY : -1.86% | -1.86% | -1.66% | -2.51% |
| 2/28/23 | 8/31/23 | 6 | 100% QQQ | QQQ : +29.14% | +29.14% | +16.34% | +14.51% |
| 8/31/23 | 9/29/23 | 1 | 100% MDY | MDY : -5.26% | -5.26% | -5.28% | -4.74% |
| 9/29/23 | 11/30/23 | 2 | 1% TLT 99% CASH | TLT : +3.92% CASH : 0.00% | +0.04% | +6.56% | +6.77% |
| 11/30/23 | 3/28/24 | 4 | 100% QQQ | QQQ : +14.63% | +14.63% | +14.84% | +15.43% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/28/24 | 4/30/24 | 1 | 100% SPY | SPY : -4.03% | -4.03% | -4.78% | -4.03% |
| 4/30/24 | 5/31/24 | 1 | 100% MDY | MDY : +4.48% | +4.48% | +5.32% | +5.06% |
| 5/31/24 | 6/28/24 | 1 | 100% SPY | SPY : +3.53% | +3.53% | +3.88% | +3.53% |
| 6/28/24 | 8/30/24 | 2 | 100% QQQ | QQQ : -0.59% | -0.59% | +1.93% | +3.58% |
| 8/30/24 | 9/30/24 | 1 | 100% SPY | SPY : +2.10% | +2.10% | +2.15% | +2.10% |
| 9/30/24 | 10/31/24 | 1 | 100% MDY | MDY : -0.71% | -0.71% | -1.18% | -0.89% |
| 10/31/24 | 11/29/24 | 1 | 100% QQQ | QQQ : +5.35% | +5.35% | +5.91% | +5.96% |
| 11/29/24 | 12/20/24 | 1 | 100% MDY | MDY : -7.41% | -7.41% | -1.34% | -1.89% |