Methodology
The Algorithmic Trading Strategy combines Trend Following and Position Sizing models to take positions in ETFs.
The Strategy seeks to provide a balanced exposure across US stock market and US bond market, with attractive returns and less drawdown during times of market stress.
The Strategy combines a US bond market strategy (30%) and a US stock market strategy (70%).
The strategy seeks to minimize losses through market downturns. It experienced a lower drawdown (-11.45%) compared to 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
Strategy allocation
Bonds Strategy30%
Stocks Strategy70%
Bonds Strategy
The strategy aims to provide exposure to the US bond market only during bond market rising trends.
If the US bond market is observed to be in a positive trend, the Portfolio is allocated to one to two best-performing ETFs from : JNK (High Yield Bonds), BND (Total Bond Market) and LQD (Corporate Bonds). ETFs that are bought have the best momentum (performance). If in a falling US bond market trend, the Portfolio is allocated to an Intermediate-term US Treasuries ETF (IEF).
Bonds trend detection
Assets rising trend
Buy/Hold 1 to 2 best-performing ETFs from: BND LQD JNK
No Assets rising trend
Buy/Hold ETFIEF
Stocks Strategy
The strategy aims to provide exposure to the US stock market only during rising trends.
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)
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.
United States ETFs
Asset Allocation
| JNK | 15% |
| LQD | 15% |
| MDY | 70% |
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 14%, SPY 14%, MDY 14%, TLT 30%, LQD 14%, IEF 14%
| Year | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return |
|---|---|---|---|---|
| 2007 | +9.54% | $10,953 | +8.95% | +5.33% |
| 2008 | +35.84% | $14,879 | -2.55% | -36.76% |
| 2009 | +25.23% | $18,632 | +1.24% | +26.31% |
| 2010 | +21.56% | $22,649 | +12.96% | +15.04% |
| 2011 | +25.94% | $28,525 | +14.66% | +1.89% |
| 2012 | +8.61% | $30,981 | +8.74% | +15.97% |
| 2013 | +24.75% | $38,649 | +6.59% | +32.28% |
| 2014 | +11.87% | $43,236 | +16.30% | +13.45% |
| 2015 | +1.82% | $44,024 | +1.07% | +1.23% |
| 2016 | +20.33% | $52,975 | +6.77% | +11.99% |
| 2017 | +19.77% | $63,445 | +15.45% | +21.69% |
| 2018 | +9.79% | $69,654 | -3.05% | -4.57% |
| 2019 | +13.70% | $79,198 | +23.50% | +31.21% |
| 2020 | +25.88% | $99,694 | +24.19% | +18.32% |
| 2021 | +23.12% | $122,748 | +14.35% | +28.72% |
| 2022 | -12.63% | $107,240 | -24.95% | -18.17% |
| 2023 | +13.72% | $121,951 | +26.31% | +26.17% |
| 2024 | +8.84% | $132,725 | +16.01% | +25.54% |
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | 0.00% | $10,000 | +0.31% | +1.68% | February | 0.00% | $10,000 | +1.19% | -1.96% | March | 0.00% | $10,000 | -0.22% | +1.16% | April | 0.00% | $10,000 | +2.19% | +4.42% | May | +3.17% | $10,317 | +0.57% | +3.39% | June | -1.64% | $10,148 | -0.90% | -1.46% | July | +0.57% | $10,206 | +0.03% | -3.13% | August | +2.65% | $10,476 | +1.88% | +1.28% | September | +3.80% | $10,874 | +1.82% | +3.87% | October | +5.29% | $11,449 | +2.40% | +1.36% | November | -4.18% | $10,971 | -0.06% | -3.87% | December | -0.16% | $10,953 | -0.55% | -1.12% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +2.34% | $11,210 | -1.89% | -6.04% | February | -0.41% | $11,164 | -1.15% | -2.58% | March | +1.46% | $11,327 | +0.71% | -0.89% | April | -1.61% | $11,145 | +1.56% | +4.76% | May | +3.74% | $11,562 | +0.32% | +1.51% | June | +2.20% | $11,816 | -2.61% | -8.35% | July | -0.04% | $11,810 | -0.20% | -0.90% | August | +2.37% | $12,090 | +1.67% | +1.54% | September | +0.87% | $12,196 | -5.55% | -9.41% | October | -2.18% | $11,930 | -7.27% | -16.50% | November | +12.32% | $13,400 | +4.00% | -6.95% | December | +11.04% | $14,879 | +8.81% | +0.98% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -9.69% | $13,438 | -7.74% | -8.20% | February | -1.95% | $13,175 | -3.66% | -10.73% | March | +3.47% | $13,632 | +4.54% | +8.31% | April | +8.30% | $14,764 | +0.41% | +9.92% | May | +3.39% | $15,264 | -0.26% | +5.84% | June | +1.30% | $15,463 | +1.01% | -0.07% | July | +7.56% | $16,632 | +3.49% | +7.45% | August | +1.21% | $16,833 | +2.05% | +3.69% | September | +5.12% | $17,694 | +2.90% | +3.54% | October | -3.27% | $17,115 | -2.04% | -1.92% | November | +4.79% | $17,936 | +2.85% | +6.15% | December | +3.88% | $18,632 | -1.64% | +1.91% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -4.38% | $17,817 | -0.21% | -3.63% | February | +3.70% | $18,477 | +1.47% | +3.12% | March | +5.47% | $19,487 | +1.72% | +6.08% | April | +3.48% | $20,165 | +2.54% | +1.55% | May | -5.93% | $18,970 | -0.86% | -7.94% | June | +4.76% | $19,873 | +0.83% | -5.17% | July | -0.24% | $19,826 | +2.35% | +6.82% | August | +6.54% | $21,123 | +2.16% | -4.49% | September | -1.16% | $20,878 | +2.68% | +8.94% | October | +4.83% | $21,887 | +0.01% | +3.82% | November | -0.63% | $21,748 | -0.61% | 0.00% | December | +4.14% | $22,649 | +0.27% | +6.68% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.93% | $23,086 | -0.05% | +2.33% | February | +3.57% | $23,911 | +2.04% | +3.47% | March | +1.72% | $24,323 | +0.18% | +0.01% | April | +2.45% | $24,919 | +2.42% | +2.89% | May | -0.38% | $24,824 | +1.13% | -1.12% | June | -1.94% | $24,343 | -1.71% | -1.69% | July | +3.70% | $25,242 | +1.73% | -2.00% | August | +7.10% | $27,035 | +1.55% | -5.49% | September | +9.67% | $29,649 | +2.35% | -6.93% | October | -2.52% | $28,902 | +2.36% | +10.90% | November | -2.36% | $28,220 | -0.10% | -0.41% | December | +1.08% | $28,525 | +1.93% | +1.04% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +5.32% | $30,043 | +2.55% | +4.63% | February | +3.74% | $31,166 | +0.96% | +4.34% | March | +3.14% | $32,145 | -0.58% | +3.21% | April | -0.46% | $31,997 | +1.80% | -0.67% | May | -5.37% | $30,278 | +1.14% | -6.00% | June | -1.03% | $29,965 | +0.53% | +4.05% | July | +3.36% | $30,971 | +2.28% | +1.18% | August | -0.90% | $30,692 | +0.85% | +2.50% | September | +0.89% | $30,966 | -0.23% | +2.53% | October | -3.36% | $29,927 | -1.11% | -1.82% | November | +1.71% | $30,440 | +1.06% | +0.57% | December | +1.78% | $30,981 | -0.77% | +0.89% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +4.86% | $32,487 | +0.26% | +5.11% | February | +0.79% | $32,743 | +1.00% | +1.27% | March | +3.69% | $33,950 | +1.33% | +3.79% | April | +1.03% | $34,299 | +2.68% | +1.92% | May | +0.83% | $34,582 | -2.03% | +2.36% | June | -2.33% | $33,776 | -2.64% | -1.33% | July | +4.31% | $35,233 | +1.84% | +5.16% | August | -3.13% | $34,131 | -1.67% | -3.00% | September | +3.93% | $35,472 | +2.43% | +3.16% | October | +3.95% | $36,875 | +2.64% | +4.63% | November | +2.58% | $37,827 | +0.22% | +2.96% | December | +2.17% | $38,649 | +0.51% | +2.59% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -1.02% | $38,256 | +1.27% | -3.52% | February | +4.14% | $39,840 | +2.48% | +4.55% | March | -1.95% | $39,061 | -0.22% | +0.83% | April | -0.75% | $38,768 | +0.68% | +0.69% | May | +1.98% | $39,536 | +2.59% | +2.32% | June | +1.59% | $40,163 | +1.29% | +2.06% | July | +0.42% | $40,333 | -0.45% | -1.34% | August | +3.96% | $41,932 | +3.96% | +3.94% | September | -0.86% | $41,570 | -1.89% | -1.38% | October | +2.15% | $42,464 | +2.43% | +2.35% | November | +3.47% | $43,939 | +2.59% | +2.75% | December | -1.60% | $43,236 | +0.62% | -0.25% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +0.15% | $43,299 | +3.03% | -2.96% | February | +3.06% | $44,623 | +0.14% | +5.62% | March | +1.05% | $45,091 | 0.00% | -1.57% | April | -1.05% | $44,619 | -0.99% | +0.98% | May | +1.70% | $45,376 | -0.07% | +1.28% | June | -2.21% | $44,373 | -2.52% | -2.03% | July | +3.63% | $45,986 | +2.77% | +2.26% | August | -4.78% | $43,787 | -3.18% | -6.09% | September | +1.85% | $44,597 | -0.24% | -2.55% | October | -0.38% | $44,429 | +3.72% | +8.50% | November | +0.30% | $44,564 | +0.02% | +0.37% | December | -1.21% | $44,024 | -1.37% | -1.73% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +4.89% | $46,179 | -0.68% | -4.98% | February | +2.41% | $47,292 | +1.12% | -0.08% | March | +0.61% | $47,580 | +3.49% | +6.72% | April | +1.12% | $48,114 | -0.47% | +0.39% | May | +1.54% | $48,854 | +1.49% | +1.70% | June | +1.05% | $49,369 | +2.51% | +0.35% | July | +3.39% | $51,043 | +3.14% | +3.64% | August | +1.04% | $51,573 | -0.14% | +0.12% | September | +1.65% | $52,424 | -0.13% | +0.01% | October | -1.36% | $51,712 | -2.54% | -1.73% | November | +0.34% | $51,890 | -1.77% | +3.68% | December | +2.09% | $52,975 | +0.75% | +2.03% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.53% | $53,782 | +1.79% | +1.79% | February | +2.20% | $54,968 | +2.47% | +3.93% | March | +1.38% | $55,729 | +0.18% | +0.12% | April | +2.24% | $56,975 | +1.52% | +0.99% | May | +3.09% | $58,737 | +1.73% | +1.41% | June | -1.54% | $57,831 | -0.01% | +0.64% | July | +3.10% | $59,623 | +1.24% | +2.05% | August | +1.57% | $60,559 | +1.43% | +0.29% | September | -0.28% | $60,387 | -0.06% | +2.01% | October | +3.28% | $62,369 | +1.68% | +2.36% | November | +1.33% | $63,197 | +1.56% | +3.06% | December | +0.39% | $63,445 | +0.96% | +1.21% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +5.74% | $67,090 | +2.02% | +5.63% | February | -1.18% | $66,296 | -2.57% | -3.63% | March | -2.50% | $64,639 | -0.38% | -2.74% | April | -0.05% | $64,607 | -0.69% | +0.52% | May | +1.70% | $65,702 | +3.01% | +2.43% | June | +0.35% | $65,932 | +0.56% | +0.57% | July | +1.79% | $67,115 | +1.19% | +3.70% | August | +4.29% | $69,994 | +2.84% | +3.19% | September | -0.29% | $69,794 | -0.97% | +0.59% | October | -6.44% | $65,302 | -5.66% | -6.91% | November | +1.65% | $66,378 | +1.18% | +1.85% | December | +4.94% | $69,654 | -3.23% | -8.80% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +0.60% | $70,071 | +5.16% | +8.00% | February | +2.98% | $72,158 | +1.38% | +3.24% | March | +3.37% | $74,591 | +3.11% | +1.81% | April | +4.12% | $77,668 | +2.02% | +4.08% | May | -5.91% | $73,079 | -2.10% | -6.37% | June | +1.34% | $74,055 | +4.59% | +6.96% | July | +1.12% | $74,884 | +1.03% | +1.51% | August | -0.19% | $74,739 | +2.30% | -1.67% | September | +0.44% | $75,070 | -0.05% | +1.94% | October | -0.67% | $74,571 | +1.30% | +2.21% | November | +3.00% | $76,808 | +1.81% | +3.62% | December | +3.11% | $79,198 | +0.95% | +2.90% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +2.44% | $81,132 | +2.92% | -0.04% | February | -4.38% | $77,576 | -1.86% | -7.91% | March | +3.30% | $80,138 | -4.44% | -12.48% | April | +1.68% | $81,484 | +8.65% | +14.95% | May | +3.32% | $84,185 | +1.90% | +2.71% | June | +4.84% | $88,264 | +2.43% | +1.77% | July | +5.73% | $93,318 | +4.98% | +5.89% | August | +7.40% | $100,224 | +2.87% | +6.98% | September | -4.27% | $95,943 | -2.48% | -3.74% | October | -2.14% | $93,892 | -2.08% | -2.49% | November | +1.26% | $95,080 | +7.29% | +10.87% | December | +4.85% | $99,694 | +2.53% | +3.70% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +0.69% | $100,378 | -0.97% | -1.02% | February | +4.55% | $104,945 | -0.50% | +2.78% | March | +3.67% | $108,791 | +0.41% | +4.54% | April | +3.25% | $112,326 | +4.04% | +5.29% | May | +0.19% | $112,540 | -0.20% | +0.66% | June | +1.92% | $114,699 | +3.44% | +2.24% | July | +2.24% | $117,267 | +2.41% | +2.44% | August | +2.86% | $120,623 | +2.05% | +2.98% | September | -4.00% | $115,800 | -3.72% | -4.00% | October | +4.27% | $120,742 | +4.70% | +6.28% | November | +1.01% | $121,956 | +0.80% | -0.80% | December | +0.65% | $122,748 | +1.33% | +4.62% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -10.02% | $110,446 | -6.16% | -5.27% | February | -0.54% | $109,851 | -2.39% | -2.95% | March | 0.00% | $109,851 | +0.73% | +3.76% | April | 0.00% | $109,851 | -9.85% | -8.77% | May | 0.00% | $109,851 | -0.64% | +0.23% | June | 0.00% | $109,851 | -6.37% | -8.24% | July | 0.00% | $109,851 | +8.25% | +9.21% | August | 0.00% | $109,851 | -4.38% | -4.08% | September | 0.00% | $109,851 | -8.80% | -9.24% | October | 0.00% | $109,851 | +2.86% | +8.12% | November | 0.00% | $109,851 | +5.31% | +5.56% | December | -2.38% | $107,240 | -5.14% | -5.76% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | 0.00% | $107,240 | +8.06% | +6.29% | February | -2.32% | $104,753 | -2.28% | -2.51% | March | +7.50% | $112,614 | +4.74% | +3.71% | April | +0.47% | $113,139 | +0.48% | +1.60% | May | +5.14% | $118,951 | +1.64% | +0.46% | June | +4.49% | $124,292 | +4.71% | +6.48% | July | +3.09% | $128,138 | +2.16% | +3.27% | August | -1.18% | $126,624 | -1.90% | -1.62% | September | -4.18% | $121,328 | -5.20% | -4.74% | October | -4.40% | $115,991 | -3.05% | -2.17% | November | 0.00% | $115,991 | +9.30% | +9.13% | December | +5.14% | $121,951 | +6.08% | +4.56% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +1.23% | $123,454 | +0.38% | +1.59% | February | +3.49% | $127,764 | +3.26% | +5.22% | March | +1.30% | $129,420 | +2.15% | +3.27% | April | -3.22% | $125,259 | -4.67% | -4.03% | May | +3.59% | $129,756 | +4.71% | +5.06% | June | +2.63% | $133,164 | +3.40% | +3.53% | July | -0.48% | $132,524 | +1.11% | +1.21% | August | +1.27% | $134,206 | +1.32% | +2.34% | September | +1.96% | $136,837 | +2.09% | +2.10% | October | -1.34% | $135,000 | -1.74% | -0.89% | November | +4.24% | $140,721 | +5.04% | +5.96% | December | -5.68% | $132,725 | -1.65% | -1.89% |
|---|
| Period | Portfolio Return | Buy & Hold Return | Benchmark Return |
|---|---|---|---|
| 1 year | +8.83% | +16.01% | +25.54% |
| 2 years | +23.76% | +46.54% | +58.39% |
| 3 years | +8.13% | +9.98% | +29.61% |
| 5 years | +67.59% | +56.19% | +97.40% |
| 7 years | +109.20% | +87.02% | +147.19% |
| 10 years | +206.98% | +133.00% | +241.03% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/07 | 4/30/07 | 3 | 100% CASH | CASH : 0.00% | 0.00% | +3.19% | +3.57% |
| 4/30/07 | 5/31/07 | 1 | 30% LQD 70% MDY | LQD : -1.23% MDY : +5.13% | +3.22% | +0.57% | +3.39% |
| 5/31/07 | 6/29/07 | 1 | 70% MDY 30% IEF | MDY : -2.17% IEF : -0.47% | -1.66% | -0.90% | -1.46% |
| 6/29/07 | 8/31/07 | 2 | 30% IEF 70% QQQ | IEF : +4.57% QQQ : +2.67% | +3.24% | +1.91% | -1.89% |
| 8/31/07 | 12/31/07 | 4 | 15% IEF 70% QQQ 15% LQD | IEF : +5.32% QQQ : +4.97% LQD : +1.92% | +4.57% | +3.64% | +0.06% |
| 12/31/07 | 1/31/08 | 1 | 15% IEF 15% LQD 70% TLT | IEF : +3.36% LQD : +2.57% TLT : +2.09% | +2.35% | -1.89% | -6.05% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/08 | 4/30/08 | 3 | 15% LQD 70% TLT 15% BND | LQD : -0.07% TLT : -0.85% BND : +0.14% | -0.58% | +1.10% | +1.15% |
| 4/30/08 | 5/30/08 | 1 | 15% BND 15% IEF 70% QQQ | BND : -0.99% IEF : -1.78% QQQ : +5.93% | +3.74% | +0.32% | +1.51% |
| 5/30/08 | 8/29/08 | 3 | 30% IEF 70% TLT | IEF : +3.43% TLT : +5.08% | +4.59% | -1.19% | -7.78% |
| 8/29/08 | 10/31/08 | 2 | 70% TLT 30% BND | TLT : -0.41% BND : -3.45% | -1.32% | -12.41% | -24.38% |
| 10/31/08 | 11/28/08 | 1 | 70% TLT 30% IEF | TLT : +14.34% IEF : +7.75% | +12.36% | +4.00% | -6.96% |
| 11/28/08 | 12/31/08 | 1 | 70% TLT 30% BND | TLT : +13.65% BND : +5.14% | +11.10% | +8.81% | +0.98% |
| 12/31/08 | 2/27/09 | 2 | 70% TLT 15% BND 15% LQD | TLT : -14.40% BND : -2.65% LQD : -6.91% | -11.51% | -11.12% | -18.07% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/27/09 | 3/31/09 | 1 | 70% TLT 15% BND 15% IEF | TLT : +4.05% BND : +1.09% IEF : +3.31% | +3.50% | +4.54% | +8.33% |
| 3/31/09 | 4/30/09 | 1 | 30% IEF 70% QQQ | IEF : -2.74% QQQ : +13.06% | +8.32% | +0.41% | +9.93% |
| 4/30/09 | 5/29/09 | 1 | 70% QQQ 15% JNK 15% BND | QQQ : +3.21% JNK : +7.04% BND : +0.67% | +3.40% | -0.26% | +5.85% |
| 5/29/09 | 6/30/09 | 1 | 15% JNK 15% LQD 70% MDY | JNK : +1.73% LQD : +2.89% MDY : +0.89% | +1.32% | +1.01% | -0.07% |
| 6/30/09 | 8/31/09 | 2 | 15% JNK 15% LQD 70% QQQ | JNK : +6.49% LQD : +6.00% QQQ : +10.03% | +8.89% | +5.62% | +11.43% |
| 8/31/09 | 10/30/09 | 2 | 15% JNK 15% LQD 70% MDY | JNK : +5.87% LQD : +1.25% MDY : +0.89% | +1.69% | +0.81% | +1.56% |
| 10/30/09 | 11/30/09 | 1 | 15% JNK 15% LQD 70% SPY | JNK : +1.40% LQD : +1.95% SPY : +6.16% | +4.81% | +2.85% | +6.16% |
| 11/30/09 | 1/29/10 | 2 | 15% JNK 15% LQD 70% QQQ | JNK : +3.85% LQD : -0.84% QQQ : -1.59% | -0.66% | -1.86% | -1.79% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/29/10 | 2/26/10 | 1 | 15% JNK 15% LQD 70% MDY | JNK : +0.66% LQD : +0.51% MDY : +5.06% | +3.72% | +1.47% | +3.12% |
| 2/26/10 | 3/31/10 | 1 | 15% JNK 70% MDY 15% BND | JNK : +3.46% MDY : +7.17% BND : -0.22% | +5.51% | +1.72% | +6.09% |
| 3/31/10 | 5/28/10 | 2 | 15% JNK 70% MDY 15% LQD | JNK : -3.44% MDY : -3.18% LQD : +0.57% | -2.66% | +1.66% | -6.52% |
| 5/28/10 | 8/31/10 | 3 | 15% LQD 15% BND 70% TLT | LQD : +8.47% BND : +3.92% TLT : +13.59% | +11.37% | +5.43% | -3.25% |
| 8/31/10 | 9/30/10 | 1 | 15% LQD 70% TLT 15% JNK | LQD : +0.46% TLT : -2.52% JNK : +3.55% | -1.16% | +2.68% | +8.96% |
| 9/30/10 | 11/30/10 | 2 | 15% LQD 15% JNK 70% QQQ | LQD : -1.87% JNK : +0.95% QQQ : +6.14% | +4.16% | -0.60% | +3.82% |
| 11/30/10 | 12/31/10 | 1 | 30% JNK 70% QQQ | JNK : +2.74% QQQ : +4.77% | +4.16% | +0.27% | +6.69% |
| 12/31/10 | 2/28/11 | 2 | 30% JNK 70% MDY | JNK : +3.34% MDY : +6.55% | +5.59% | +2.00% | +5.88% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/28/11 | 5/31/11 | 3 | 15% JNK 70% MDY 15% LQD | JNK : +2.15% MDY : +4.32% LQD : +3.24% | +3.83% | +3.77% | +1.75% |
| 5/31/11 | 6/30/11 | 1 | 70% MDY 15% LQD 15% BND | MDY : -2.54% LQD : -0.80% BND : -0.38% | -1.96% | -1.71% | -1.69% |
| 6/30/11 | 10/31/11 | 4 | 15% LQD 15% BND 70% TLT | LQD : +5.73% BND : +4.12% TLT : +24.67% | +18.75% | +8.24% | -4.41% |
| 10/31/11 | 11/30/11 | 1 | 15% LQD 15% BND 70% QQQ | LQD : -3.16% BND : -0.06% QQQ : -2.69% | -2.37% | -0.10% | -0.41% |
| 11/30/11 | 12/30/11 | 1 | 30% BND 70% SPY | BND : +1.18% SPY : +1.04% | +1.08% | +1.93% | +1.04% |
| 12/30/11 | 2/29/12 | 2 | 15% JNK 15% LQD 70% MDY | JNK : +4.84% LQD : +3.81% MDY : +11.40% | +9.28% | +3.53% | +9.18% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/29/12 | 5/31/12 | 3 | 15% JNK 15% LQD 70% QQQ | JNK : -3.19% LQD : +0.40% QQQ : -3.49% | -2.86% | +2.37% | -3.63% |
| 5/31/12 | 8/31/12 | 3 | 15% LQD 15% BND 70% TLT | LQD : +4.33% BND : +1.46% TLT : +0.73% | +1.38% | +3.69% | +7.93% |
| 8/31/12 | 10/31/12 | 2 | 15% LQD 15% JNK 70% QQQ | LQD : +2.46% JNK : +1.62% QQQ : -4.44% | -2.50% | -1.34% | +0.67% |
| 10/31/12 | 1/31/13 | 3 | 15% LQD 15% JNK 70% MDY | LQD : -2.03% JNK : +2.86% MDY : +12.05% | +8.56% | +0.55% | +6.66% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/13 | 4/30/13 | 3 | 30% JNK 70% MDY | JNK : +3.88% MDY : +6.34% | +5.60% | +5.09% | +7.14% |
| 4/30/13 | 5/31/13 | 1 | 15% JNK 15% LQD 70% SPY | JNK : -2.31% LQD : -3.22% SPY : +2.36% | +0.82% | -2.03% | +2.36% |
| 5/31/13 | 6/28/13 | 1 | 30% JNK 70% QQQ | JNK : -2.20% QQQ : -2.40% | -2.34% | -2.64% | -1.33% |
| 6/28/13 | 7/31/13 | 1 | 70% QQQ 30% IEF | QQQ : +6.31% IEF : -0.35% | +4.31% | +1.84% | +5.17% |
| 7/31/13 | 8/30/13 | 1 | 30% IEF 70% MDY | IEF : -1.42% MDY : -3.86% | -3.13% | -1.67% | -3.00% |
| 8/30/13 | 9/30/13 | 1 | 30% IEF 70% QQQ | IEF : +1.85% QQQ : +4.83% | +3.94% | +2.43% | +3.16% |
| 9/30/13 | 10/31/13 | 1 | 15% IEF 70% QQQ 15% JNK | IEF : +0.78% QQQ : +4.96% JNK : +2.49% | +3.96% | +2.64% | +4.63% |
| 10/31/13 | 3/31/14 | 5 | 70% QQQ 15% JNK 15% LQD | QQQ : +6.91% JNK : +4.21% LQD : +3.10% | +5.93% | +4.30% | +7.43% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/31/14 | 4/30/14 | 1 | 15% JNK 15% LQD 70% MDY | JNK : +0.55% LQD : +1.33% MDY : -1.49% | -0.76% | +0.68% | +0.70% |
| 4/30/14 | 6/30/14 | 2 | 15% JNK 15% LQD 70% SPY | JNK : +1.88% LQD : +1.52% SPY : +4.43% | +3.61% | +3.91% | +4.43% |
| 6/30/14 | 7/31/14 | 1 | 15% JNK 15% LQD 70% QQQ | JNK : -2.38% LQD : -0.32% QQQ : +1.18% | +0.42% | -0.45% | -1.34% |
| 7/31/14 | 12/31/14 | 5 | 15% LQD 70% QQQ 15% BND | LQD : +2.44% QQQ : +9.32% BND : +2.19% | +7.22% | +7.85% | +7.54% |
| 12/31/14 | 3/31/15 | 3 | 15% LQD 15% BND 70% MDY | LQD : +2.48% BND : +1.62% MDY : +5.26% | +4.30% | +3.17% | +0.88% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/31/15 | 4/30/15 | 1 | 15% LQD 70% MDY 15% JNK | LQD : -1.19% MDY : -1.48% JNK : +1.05% | -1.06% | -0.99% | +0.98% |
| 4/30/15 | 5/29/15 | 1 | 30% JNK 70% QQQ | JNK : +0.43% QQQ : +2.25% | +1.70% | -0.07% | +1.29% |
| 5/29/15 | 6/30/15 | 1 | 15% JNK 70% QQQ 15% BND | JNK : -2.05% QQQ : -2.48% BND : -1.11% | -2.21% | -2.52% | -2.03% |
| 6/30/15 | 8/31/15 | 2 | 70% QQQ 30% IEF | QQQ : -2.58% IEF : +1.60% | -1.33% | -0.50% | -3.97% |
| 8/31/15 | 9/30/15 | 1 | 30% IEF 70% TLT | IEF : +1.58% TLT : +1.97% | +1.85% | -0.24% | -2.55% |
| 9/30/15 | 10/30/15 | 1 | 15% IEF 70% TLT 15% BND | IEF : -0.64% TLT : -0.41% BND : +0.03% | -0.38% | +3.72% | +8.51% |
| 10/30/15 | 12/31/15 | 2 | 15% IEF 15% BND 70% QQQ | IEF : -0.88% BND : -0.57% QQQ : -1.00% | -0.92% | -1.35% | -1.37% |
| 12/31/15 | 1/29/16 | 1 | 30% IEF 70% TLT | IEF : +3.33% TLT : +5.57% | +4.90% | -0.68% | -4.98% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/29/16 | 2/29/16 | 1 | 70% TLT 30% BND | TLT : +3.09% BND : +0.85% | +2.42% | +1.12% | -0.08% |
| 2/29/16 | 3/31/16 | 1 | 70% TLT 15% BND 15% LQD | TLT : -0.09% BND : +0.88% LQD : +3.61% | +0.61% | +3.49% | +6.73% |
| 3/31/16 | 4/29/16 | 1 | 15% BND 15% LQD 70% MDY | BND : +0.41% LQD : +1.55% MDY : +1.19% | +1.13% | -0.47% | +0.39% |
| 4/29/16 | 7/29/16 | 3 | 15% LQD 70% MDY 15% JNK | LQD : +3.89% MDY : +7.08% JNK : +3.77% | +6.11% | +7.31% | +5.78% |
| 7/29/16 | 10/31/16 | 3 | 15% LQD 15% JNK 70% QQQ | LQD : -1.66% JNK : +2.12% QQQ : +1.78% | +1.32% | -2.81% | -1.61% |
| 10/31/16 | 11/30/16 | 1 | 30% JNK 70% QQQ | JNK : +0.13% QQQ : +0.44% | +0.35% | -1.77% | +3.68% |
| 11/30/16 | 2/28/17 | 3 | 30% JNK 70% MDY | JNK : +4.57% MDY : +6.56% | +5.96% | +5.10% | +7.93% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/28/17 | 4/28/17 | 2 | 15% JNK 15% IEF 70% QQQ | JNK : +0.73% IEF : +1.19% QQQ : +4.81% | +3.66% | +1.71% | +1.12% |
| 4/28/17 | 5/31/17 | 1 | 15% JNK 70% QQQ 15% LQD | JNK : +1.14% QQQ : +3.90% LQD : +1.33% | +3.10% | +1.73% | +1.41% |
| 5/31/17 | 6/30/17 | 1 | 70% QQQ 15% LQD 15% BND | QQQ : -2.32% LQD : +0.48% BND : +0.05% | -1.54% | -0.01% | +0.64% |
| 6/30/17 | 8/31/17 | 2 | 70% QQQ 15% LQD 15% JNK | QQQ : +6.22% LQD : +1.45% JNK : +1.06% | +4.73% | +2.69% | +2.35% |
| 8/31/17 | 9/29/17 | 1 | 70% QQQ 15% LQD 15% BND | QQQ : -0.30% LQD : -0.05% BND : -0.47% | -0.29% | -0.06% | +2.01% |
| 9/29/17 | 11/30/17 | 2 | 70% QQQ 15% LQD 15% JNK | QQQ : +6.67% LQD : +0.07% JNK : -0.14% | +4.66% | +3.26% | +5.49% |
| 11/30/17 | 12/29/17 | 1 | 15% LQD 15% JNK 70% MDY | LQD : +1.22% JNK : +0.30% MDY : +0.24% | +0.40% | +0.96% | +1.21% |
| 12/29/17 | 1/31/18 | 1 | 15% LQD 15% BND 70% QQQ | LQD : -1.23% BND : -1.24% QQQ : +8.76% | +5.76% | +2.02% | +5.64% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/18 | 4/30/18 | 3 | 70% QQQ 30% IEF | QQQ : -4.84% IEF : -1.07% | -3.71% | -3.61% | -5.79% |
| 4/30/18 | 5/31/18 | 1 | 30% IEF 70% TLT | IEF : +0.99% TLT : +2.00% | +1.70% | +3.01% | +2.43% |
| 5/31/18 | 6/29/18 | 1 | 30% IEF 70% MDY | IEF : +0.20% MDY : +0.41% | +0.35% | +0.56% | +0.57% |
| 6/29/18 | 7/31/18 | 1 | 30% IEF 70% QQQ | IEF : -0.53% QQQ : +2.80% | +1.80% | +1.19% | +3.70% |
| 7/31/18 | 10/31/18 | 3 | 15% IEF 70% QQQ 15% JNK | IEF : -0.50% QQQ : -3.58% JNK : -0.78% | -2.70% | -3.93% | -3.37% |
| 10/31/18 | 12/31/18 | 2 | 30% IEF 70% TLT | IEF : +4.17% TLT : +7.75% | +6.68% | -2.09% | -7.11% |
| 12/31/18 | 1/31/19 | 1 | 70% TLT 30% BND | TLT : +0.38% BND : +1.11% | +0.60% | +5.16% | +8.01% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/19 | 2/28/19 | 1 | 15% BND 15% LQD 70% MDY | BND : -0.09% LQD : -0.20% MDY : +4.32% | +2.98% | +1.38% | +3.24% |
| 2/28/19 | 5/31/19 | 3 | 15% LQD 15% JNK 70% QQQ | LQD : +5.08% JNK : +0.57% QQQ : +0.62% | +1.28% | +2.98% | -0.79% |
| 5/31/19 | 6/28/19 | 1 | 15% LQD 15% BND 70% TLT | LQD : +3.25% BND : +1.25% TLT : +0.95% | +1.34% | +4.59% | +6.96% |
| 6/28/19 | 8/30/19 | 2 | 15% LQD 15% BND 70% SPY | LQD : +4.15% BND : +2.92% SPY : -0.19% | +0.93% | +3.36% | -0.19% |
| 8/30/19 | 9/30/19 | 1 | 15% LQD 15% BND 70% QQQ | LQD : -0.75% BND : -0.57% QQQ : +0.92% | +0.45% | -0.05% | +1.95% |
| 9/30/19 | 10/31/19 | 1 | 15% LQD 15% BND 70% TLT | LQD : +0.45% BND : +0.31% TLT : -1.11% | -0.66% | +1.30% | +2.21% |
| 10/31/19 | 2/28/20 | 4 | 15% LQD 15% JNK 70% QQQ | LQD : +4.60% JNK : +0.63% QQQ : +4.65% | +4.04% | +3.81% | -1.85% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/28/20 | 3/31/20 | 1 | 15% LQD 15% BND 70% TLT | LQD : -6.31% BND : -1.43% TLT : +6.38% | +3.31% | -4.44% | -12.49% |
| 3/31/20 | 4/30/20 | 1 | 30% BND 70% TLT | BND : +2.76% TLT : +1.22% | +1.68% | +8.65% | +14.95% |
| 4/30/20 | 6/30/20 | 2 | 15% BND 15% LQD 70% QQQ | BND : +1.34% LQD : +2.59% QQQ : +11.08% | +8.35% | +4.38% | +4.53% |
| 6/30/20 | 7/31/20 | 1 | 15% LQD 70% QQQ 15% IEF | LQD : +3.10% QQQ : +7.35% IEF : +0.85% | +5.74% | +4.98% | +5.89% |
| 7/31/20 | 9/30/20 | 2 | 15% LQD 70% QQQ 15% JNK | LQD : -2.21% QQQ : +4.69% JNK : -0.89% | +2.82% | +0.32% | +2.97% |
| 9/30/20 | 10/30/20 | 1 | 70% QQQ 15% JNK 15% BND | QQQ : -3.04% JNK : +0.47% BND : -0.56% | -2.14% | -2.08% | -2.49% |
| 10/30/20 | 11/30/20 | 1 | 30% IEF 70% TLT | IEF : +0.34% TLT : +1.66% | +1.26% | +7.29% | +10.88% |
| 11/30/20 | 2/26/21 | 3 | 15% JNK 15% LQD 70% MDY | JNK : +1.78% LQD : -3.91% MDY : +15.32% | +10.40% | +1.03% | +5.50% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/26/21 | 5/28/21 | 3 | 30% JNK 70% MDY | JNK : +1.78% MDY : +9.63% | +7.28% | +4.27% | +10.79% |
| 5/28/21 | 6/30/21 | 1 | 15% JNK 15% IEF 70% SPY | JNK : +1.32% IEF : +1.02% SPY : +2.24% | +1.92% | +3.44% | +2.24% |
| 6/30/21 | 7/30/21 | 1 | 15% JNK 15% LQD 70% QQQ | JNK : +0.18% LQD : +1.42% QQQ : +2.86% | +2.24% | +2.41% | +2.44% |
| 7/30/21 | 9/30/21 | 2 | 15% LQD 70% QQQ 15% BND | LQD : -1.78% QQQ : -1.15% BND : -1.23% | -1.26% | -1.75% | -1.14% |
| 9/30/21 | 10/29/21 | 1 | 30% JNK 70% SPY | JNK : -0.42% SPY : +6.28% | +4.27% | +4.70% | +6.28% |
| 10/29/21 | 11/30/21 | 1 | 30% JNK 70% QQQ | JNK : -1.30% QQQ : +2.00% | +1.01% | +0.80% | -0.80% |
| 11/30/21 | 12/31/21 | 1 | 70% QQQ 30% IEF | QQQ : +1.15% IEF : -0.52% | +0.65% | +1.33% | +4.63% |
| 12/31/21 | 1/24/22 | 1 | 70% QQQ 30% JNK | QQQ : -13.47% JNK : -1.93% | -10.01% | -8.10% | -7.39% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/24/22 | 2/28/22 | 1 | 33% TLT 67% CASH | TLT : -1.67% CASH : 0.00% | -0.55% | -0.34% | -0.73% |
| 2/28/22 | 11/30/22 | 9 | 100% CASH | CASH : 0.00% | 0.00% | -13.62% | -5.55% |
| 11/30/22 | 12/30/22 | 1 | 30% IEF 70% MDY | IEF : -1.49% MDY : -2.77% | -2.39% | -5.14% | -5.76% |
| 12/30/22 | 1/31/23 | 1 | 100% CASH | CASH : 0.00% | 0.00% | +8.06% | +6.29% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/23 | 2/28/23 | 1 | 15% LQD 15% BND 70% MDY | LQD : -4.17% BND : -2.67% MDY : -1.86% | -2.33% | -2.28% | -2.51% |
| 2/28/23 | 3/31/23 | 1 | 15% JNK 15% IEF 70% QQQ | JNK : +2.13% IEF : +3.72% QQQ : +9.49% | +7.52% | +4.74% | +3.71% |
| 3/31/23 | 4/28/23 | 1 | 15% JNK 70% QQQ 15% LQD | JNK : +0.13% QQQ : +0.51% LQD : +0.60% | +0.47% | +0.48% | +1.60% |
| 4/28/23 | 5/31/23 | 1 | 15% JNK 70% QQQ 15% BND | JNK : -1.25% QQQ : +7.88% BND : -1.16% | +5.15% | +1.64% | +0.46% |
| 5/31/23 | 6/30/23 | 1 | 70% QQQ 15% BND 15% LQD | QQQ : +6.30% BND : -0.22% LQD : +0.81% | +4.50% | +4.71% | +6.48% |
| 6/30/23 | 7/31/23 | 1 | 70% QQQ 30% JNK | QQQ : +3.86% JNK : +1.33% | +3.10% | +2.16% | +3.27% |
| 7/31/23 | 8/31/23 | 1 | 70% QQQ 15% JNK 15% LQD | QQQ : -1.48% JNK : +0.25% LQD : -1.23% | -1.18% | -1.90% | -1.63% |
| 8/31/23 | 9/29/23 | 1 | 30% JNK 70% MDY | JNK : -1.68% MDY : -5.26% | -4.19% | -5.20% | -4.74% |
| 9/29/23 | 10/31/23 | 1 | 30% IEF 70% TLT | IEF : -1.93% TLT : -5.46% | -4.40% | -3.05% | -2.17% |
| 10/31/23 | 11/30/23 | 1 | 100% CASH | CASH : 0.00% | 0.00% | +9.30% | +9.13% |
| 11/30/23 | 3/28/24 | 4 | 15% LQD 15% JNK 70% QQQ | LQD : +3.97% JNK : +5.04% QQQ : +14.63% | +11.59% | +12.32% | +15.43% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/28/24 | 4/30/24 | 1 | 30% JNK 70% SPY | JNK : -1.33% SPY : -4.03% | -3.22% | -4.67% | -4.03% |
| 4/30/24 | 5/31/24 | 1 | 30% JNK 70% MDY | JNK : +1.57% MDY : +4.48% | +3.61% | +4.71% | +5.06% |
| 5/31/24 | 6/28/24 | 1 | 15% JNK 15% LQD 70% SPY | JNK : +0.48% LQD : +0.60% SPY : +3.53% | +2.63% | +3.40% | +3.53% |
| 6/28/24 | 7/31/24 | 1 | 15% JNK 15% BND 70% QQQ | JNK : +2.24% BND : +2.35% QQQ : -1.68% | -0.49% | +1.11% | +1.21% |
| 7/31/24 | 8/30/24 | 1 | 15% BND 70% QQQ 15% LQD | BND : +1.45% QQQ : +1.10% LQD : +1.87% | +1.27% | +1.32% | +2.34% |
| 8/30/24 | 9/30/24 | 1 | 15% BND 15% LQD 70% SPY | BND : +1.32% LQD : +1.96% SPY : +2.10% | +1.96% | +2.09% | +2.10% |
| 9/30/24 | 10/31/24 | 1 | 15% BND 15% LQD 70% MDY | BND : -2.46% LQD : -3.18% MDY : -0.71% | -1.34% | -1.74% | -0.89% |
| 10/31/24 | 11/29/24 | 1 | 30% JNK 70% QQQ | JNK : +1.66% QQQ : +5.35% | +4.24% | +5.04% | +5.96% |
| 11/29/24 | 12/20/24 | 1 | 15% JNK 15% LQD 70% MDY | JNK : -0.96% LQD : -2.55% MDY : -7.41% | -5.71% | -1.65% | -1.89% |