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

Risk  4

Return  +17.69%

Max Drawdown-11.48%

Asset Allocation

JNK15%
LQD15%
QQQ70%
This strategy trades monthly

Last refresh:
9/23/20

Last trading day:
8/31/20

Next trading day:
9/30/20

Start Year:
2007

Benchmark:
SPY

Buy & Hold Portfolio:
QQQ 14%, SPY 14%, MDY 14%, TLT 30%, LQD 14%, IEF 14%

List of ETFs traded:

BND
US Total Bond Market

LQD
US Corporate Bonds

JNK
High Yield Bonds

IEF
Intermediate-term US Treasuries

QQQ
Nasdaq 100

SPY
S&P 500

MDY
Midcap 400

TLT
Long-Term US Treasuries

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$93,91317.69%11.25%35.81%0.00%-11.48%1.43
Buy & Hold$10,000$31,6748.75%8.07%23.70%-3.22%-14.91%0.97
Benchmark$10,000$30,0618.33%15.41%32.15%-36.60%-50.53%0.54
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +9.53%$10,953 +8.94% +5.30%
2008 +35.81%$14,876-3.22%-36.60%
2009 +25.20%$18,624 +1.62% +26.13%
2010 +21.55%$22,637 +13.16% +14.96%
2011 +25.87%$28,493 +14.48% +1.88%
2012 +8.54%$30,928 +8.89% +15.90%
2013 +24.77%$38,589 +7.05% +32.15%
2014 +11.87%$43,171 +16.28% +13.41%
2015 +1.81%$43,952 +1.06% +1.23%
2016 +20.33%$52,888 +6.95% +11.96%
2017 +19.78%$63,348 +15.60% +21.64%
2018 +9.82%$69,567-3.14%-4.56%
2019 +13.69%$79,094 +23.70% +31.15%
2020 +18.74%$93,913 +12.48% +1.68%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January0.00%$10,000 +0.35% +1.67%
February0.00%$10,000 +1.16%-1.95%
March0.00%$10,000-0.19% +1.15%
April0.00%$10,000 +2.23% +4.41%
May +3.21%$10,320 +0.64% +3.37%
June-1.65%$10,150-0.91%-1.45%
July +0.57%$10,208-0.05%-3.11%
August +2.64%$10,478 +1.88% +1.28%
September +3.79%$10,875 +1.86% +3.85%
October +5.28%$11,449 +2.41% +1.35%
November-4.18%$10,970-0.15%-3.85%
December-0.16%$10,953-0.56%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.32%$11,207-1.99%-6.01%
February-0.41%$11,161-1.18%-2.57%
March +1.46%$11,324 +0.68%-0.89%
April-1.61%$11,142 +1.66% +4.74%
May +3.72%$11,556 +0.38% +1.50%
June +2.19%$11,810-2.72%-8.31%
July-0.05%$11,804-0.22%-0.89%
August +2.37%$12,083 +1.67% +1.54%
September +0.87%$12,189-5.65%-9.36%
October-2.17%$11,925-7.49%-16.41%
November +12.32%$13,393 +3.83%-6.91%
December +11.07%$14,876 +8.77% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-9.70%$13,432-7.78%-8.14%
February-1.96%$13,168-3.75%-10.65%
March +3.48%$13,626 +4.60% +8.25%
April +8.31%$14,759 +0.56% +9.84%
May +3.38%$15,258-0.20% +5.80%
June +1.29%$15,456 +1.01%-0.06%
July +7.55%$16,623 +3.57% +7.40%
August +1.21%$16,825 +2.09% +3.67%
September +5.10%$17,682 +2.94% +3.52%
October-3.26%$17,105-2.07%-1.91%
November +4.81%$17,928 +2.89% +6.12%
December +3.89%$18,624-1.56% +1.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-4.38%$17,808-0.27%-3.61%
February +3.69%$18,465 +1.52% +3.10%
March +5.48%$19,478 +1.80% +6.05%
April +3.46%$20,153 +2.56% +1.54%
May-5.90%$18,964-0.98%-7.90%
June +4.76%$19,866 +0.75%-5.14%
July-0.23%$19,820 +2.43% +6.78%
August +6.54%$21,116 +2.06%-4.47%
September-1.17%$20,870 +2.80% +8.89%
October +4.82%$21,875 +0.06% +3.80%
November-0.63%$21,737-0.58%0.00%
December +4.14%$22,637 +0.37% +6.64%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.92%$23,073-0.01% +2.32%
February +3.56%$23,893 +2.09% +3.45%
March +1.71%$24,303 +0.20% +0.01%
April +2.44%$24,896 +2.43% +2.88%
May-0.37%$24,803 +1.09%-1.12%
June-1.95%$24,320-1.72%-1.68%
July +3.69%$25,216 +1.66%-1.99%
August +7.10%$27,007 +1.42%-5.47%
September +9.66%$29,616 +2.20%-6.90%
October-2.52%$28,869 +2.51% +10.85%
November-2.36%$28,188-0.10%-0.40%
December +1.08%$28,493 +1.92% +1.04%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.29%$30,001 +2.61% +4.61%
February +3.72%$31,116 +1.02% +4.32%
March +3.14%$32,093-0.52% +3.20%
April-0.46%$31,945 +1.77%-0.66%
May-5.37%$30,229 +1.02%-5.98%
June-1.03%$29,917 +0.57% +4.04%
July +3.36%$30,921 +2.26% +1.17%
August-0.90%$30,643 +0.89% +2.49%
September +0.90%$30,917-0.20% +2.52%
October-3.36%$29,879-1.12%-1.81%
November +1.71%$30,390 +1.07% +0.57%
December +1.77%$30,928-0.73% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.85%$32,429 +0.35% +5.09%
February +0.79%$32,685 +1.00% +1.27%
March +3.70%$33,894 +1.39% +3.78%
April +1.02%$34,241 +2.67% +1.91%
May +0.83%$34,524-1.96% +2.35%
June-2.33%$33,719-2.63%-1.33%
July +4.31%$35,172 +1.92% +5.15%
August-3.11%$34,077-1.70%-2.99%
September +3.93%$35,417 +2.47% +3.15%
October +3.95%$36,817 +2.68% +4.61%
November +2.58%$37,768 +0.26% +2.95%
December +2.17%$38,589 +0.56% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.02%$38,196 +1.19%-3.51%
February +4.14%$39,777 +2.53% +4.53%
March-1.95%$39,000-0.21% +0.83%
April-0.75%$38,706 +0.66% +0.69%
May +1.98%$39,473 +2.59% +2.31%
June +1.59%$40,099 +1.33% +2.06%
July +0.42%$40,269-0.49%-1.34%
August +3.97%$41,868 +3.99% +3.93%
September-0.86%$41,507-1.91%-1.38%
October +2.15%$42,399 +2.45% +2.35%
November +3.48%$43,874 +2.60% +2.74%
December-1.60%$43,171 +0.61%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.15%$43,238 +2.94%-2.95%
February +3.04%$44,552 +0.24% +5.60%
March +1.04%$45,016-0.01%-1.57%
April-1.05%$44,544-0.98% +0.98%
May +1.70%$45,301-0.04% +1.28%
June-2.21%$44,302-2.51%-2.02%
July +3.64%$45,912 +2.76% +2.25%
August-4.78%$43,716-3.25%-6.08%
September +1.85%$44,523-0.29%-2.54%
October-0.38%$44,356 +3.81% +8.48%
November +0.30%$44,491 +0.04% +0.36%
December-1.21%$43,952-1.40%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.89%$46,101-0.78%-4.96%
February +2.41%$47,212 +1.11%-0.08%
March +0.60%$47,497 +3.57% +6.70%
April +1.12%$48,031-0.46% +0.39%
May +1.54%$48,769 +1.51% +1.70%
June +1.05%$49,283 +2.47% +0.34%
July +3.39%$50,954 +3.18% +3.64%
August +1.04%$51,484-0.13% +0.12%
September +1.65%$52,336-0.13% +0.01%
October-1.36%$51,625-2.54%-1.73%
November +0.34%$51,802-1.64% +3.67%
December +2.10%$52,888 +0.78% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.53%$53,697 +1.80% +1.78%
February +2.21%$54,885 +2.50% +3.92%
March +1.38%$55,643 +0.18% +0.12%
April +2.23%$56,885 +1.52% +0.99%
May +3.09%$58,644 +1.71% +1.41%
June-1.54%$57,7400.00% +0.64%
July +3.10%$59,530 +1.25% +2.05%
August +1.57%$60,466 +1.40% +0.29%
September-0.28%$60,294-0.01% +2.01%
October +3.28%$62,273 +1.70% +2.35%
November +1.33%$63,100 +1.60% +3.05%
December +0.39%$63,348 +0.96% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.76%$66,998 +2.08% +5.62%
February-1.18%$66,207-2.60%-3.63%
March-2.50%$64,554-0.41%-2.73%
April-0.05%$64,522-0.67% +0.52%
May +1.70%$65,617 +3.03% +2.43%
June +0.35%$65,846 +0.56% +0.57%
July +1.80%$67,028 +1.23% +3.70%
August +4.28%$69,896 +2.86% +3.18%
September-0.28%$69,698-0.96% +0.59%
October-6.42%$65,223-5.74%-6.90%
November +1.65%$66,297 +1.21% +1.85%
December +4.93%$69,567-3.39%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.60%$69,983 +5.25% +7.99%
February +2.97%$72,064 +1.43% +3.23%
March +3.37%$74,493 +3.08% +1.81%
April +4.12%$77,565 +2.07% +4.08%
May-5.91%$72,982-2.23%-6.36%
June +1.34%$73,957 +4.66% +6.94%
July +1.11%$74,780 +1.04% +1.51%
August-0.19%$74,639 +2.20%-1.67%
September +0.44%$74,9710.00% +1.94%
October-0.67%$74,472 +1.32% +2.21%
November +3.00%$76,707 +1.85% +3.61%
December +3.11%$79,094 +0.99% +2.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.44%$81,024 +2.85%-0.04%
February-4.39%$77,471-2.00%-7.90%
March +3.30%$80,031-4.65%-12.46%
April +1.68%$81,375 +7.72% +12.67%
May +5.09%$85,514 +2.96% +4.75%
June +4.87%$89,677 +2.44% +1.77%
July +5.71%$94,801 +5.01% +5.88%
August +7.41%$101,826 +2.94% +6.97%
September-7.77%$93,913-4.69%-7.25%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +25.27% +17.22% +10.80%
2 years +34.74% +28.23% +15.34%
3 years +55.76% +40.58% +35.86%
5 years +110.93% +70.59% +85.46%
7 years +165.16% +102.66% +119.86%
10 years +349.99% +160.88% +243.75%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/074/30/073100% CASH
CASH : 0.00%
0.00% +3.22% +3.57%
4/30/075/31/07130% LQD
70% MDY
LQD : -1.23%
MDY : +5.13%
+3.22% +0.64% +3.39%
5/31/076/29/07170% MDY
30% IEF
MDY : -2.17%
IEF : -0.47%
-1.66%-0.91%-1.46%
6/29/078/31/07230% IEF
70% QQQ
IEF : +4.57%
QQQ : +2.67%
+3.24% +1.83%-1.89%
8/31/0712/31/07415% IEF
70% QQQ
15% LQD
IEF : +5.32%
QQQ : +4.97%
LQD : +1.92%
+4.57% +3.58% +0.06%
12/31/071/31/08115% IEF
15% LQD
70% TLT
IEF : +3.36%
LQD : +2.57%
TLT : +2.09%
+2.35%-1.99%-6.05%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/084/30/08315% LQD
70% TLT
15% BND
LQD : -0.07%
TLT : -0.85%
BND : +0.14%
-0.58% +1.14% +1.15%
4/30/085/30/08115% BND
15% IEF
70% QQQ
BND : -0.99%
IEF : -1.78%
QQQ : +5.93%
+3.74% +0.38% +1.51%
5/30/088/29/08330% IEF
70% TLT
IEF : +3.43%
TLT : +5.08%
+4.59%-1.32%-7.78%
8/29/0810/31/08270% TLT
30% BND
TLT : -0.41%
BND : -3.45%
-1.32%-12.72%-24.38%
10/31/0811/28/08170% TLT
30% IEF
TLT : +14.34%
IEF : +7.75%
+12.36% +3.83%-6.96%
11/28/0812/31/08170% TLT
30% BND
TLT : +13.65%
BND : +5.14%
+11.10% +8.77% +0.98%
12/31/082/27/09270% TLT
15% BND
15% LQD
TLT : -14.40%
BND : -2.65%
LQD : -6.91%
-11.51%-11.24%-18.07%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/27/093/31/09170% TLT
15% BND
15% IEF
TLT : +4.05%
BND : +1.10%
IEF : +3.31%
+3.50% +4.60% +8.33%
3/31/094/30/09130% IEF
70% QQQ
IEF : -2.74%
QQQ : +13.06%
+8.32% +0.56% +9.93%
4/30/095/29/09170% QQQ
15% JNK
15% BND
QQQ : +3.21%
JNK : +7.04%
BND : +0.67%
+3.40%-0.20% +5.85%
5/29/096/30/09115% JNK
15% LQD
70% MDY
JNK : +1.73%
LQD : +2.89%
MDY : +0.89%
+1.32% +1.01%-0.07%
6/30/098/31/09215% JNK
15% LQD
70% QQQ
JNK : +6.49%
LQD : +6.00%
QQQ : +10.03%
+8.89% +5.74% +11.43%
8/31/0910/30/09215% JNK
15% LQD
70% MDY
JNK : +5.87%
LQD : +1.25%
MDY : +0.89%
+1.69% +0.81% +1.56%
10/30/0911/30/09115% JNK
15% LQD
70% SPY
JNK : +1.40%
LQD : +1.95%
SPY : +6.16%
+4.81% +2.89% +6.16%
11/30/091/29/10215% JNK
15% LQD
70% QQQ
JNK : +3.85%
LQD : -0.84%
QQQ : -1.59%
-0.66%-1.83%-1.79%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/29/102/26/10115% JNK
15% LQD
70% MDY
JNK : +0.66%
LQD : +0.51%
MDY : +5.06%
+3.72% +1.52% +3.12%
2/26/103/31/10115% JNK
70% MDY
15% BND
JNK : +3.46%
MDY : +7.17%
BND : -0.22%
+5.51% +1.80% +6.09%
3/31/105/28/10215% JNK
70% MDY
15% LQD
JNK : -3.44%
MDY : -3.18%
LQD : +0.57%
-2.66% +1.55%-6.52%
5/28/108/31/10315% LQD
15% BND
70% TLT
LQD : +8.47%
BND : +3.92%
TLT : +13.59%
+11.37% +5.32%-3.25%
8/31/109/30/10115% LQD
70% TLT
15% JNK
LQD : +0.46%
TLT : -2.52%
JNK : +3.55%
-1.16% +2.80% +8.96%
9/30/1011/30/10215% LQD
15% JNK
70% QQQ
LQD : -1.87%
JNK : +0.95%
QQQ : +6.14%
+4.16%-0.52% +3.82%
11/30/1012/31/10130% JNK
70% QQQ
JNK : +2.74%
QQQ : +4.77%
+4.16% +0.37% +6.68%
12/31/102/28/11230% JNK
70% MDY
JNK : +3.34%
MDY : +6.55%
+5.59% +2.08% +5.88%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/115/31/11315% JNK
70% MDY
15% LQD
JNK : +2.15%
MDY : +4.32%
LQD : +3.24%
+3.83% +3.76% +1.75%
5/31/116/30/11170% MDY
15% LQD
15% BND
MDY : -2.54%
LQD : -0.80%
BND : -0.38%
-1.96%-1.72%-1.69%
6/30/1110/31/11415% LQD
15% BND
70% TLT
LQD : +5.73%
BND : +4.12%
TLT : +24.67%
+18.75% +8.02%-4.41%
10/31/1111/30/11115% LQD
15% BND
70% QQQ
LQD : -3.16%
BND : -0.06%
QQQ : -2.69%
-2.37%-0.10%-0.41%
11/30/1112/30/11130% BND
70% SPY
BND : +1.18%
SPY : +1.05%
+1.09% +1.92% +1.05%
12/30/112/29/12215% JNK
15% LQD
70% MDY
JNK : +4.84%
LQD : +3.81%
MDY : +11.40%
+9.28% +3.66% +9.18%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/29/125/31/12315% JNK
15% LQD
70% QQQ
JNK : -3.19%
LQD : +0.40%
QQQ : -3.49%
-2.86% +2.27%-3.63%
5/31/128/31/12315% LQD
15% BND
70% TLT
LQD : +4.33%
BND : +1.46%
TLT : +0.73%
+1.38% +3.75% +7.93%
8/31/1210/31/12215% LQD
15% JNK
70% QQQ
LQD : +2.46%
JNK : +1.62%
QQQ : -4.44%
-2.50%-1.32% +0.67%
10/31/121/31/13315% LQD
15% JNK
70% MDY
LQD : -2.03%
JNK : +2.86%
MDY : +12.05%
+8.56% +0.68% +6.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/134/30/13330% JNK
70% MDY
JNK : +3.88%
MDY : +6.34%
+5.60% +5.14% +7.14%
4/30/135/31/13115% JNK
15% LQD
70% SPY
JNK : -2.31%
LQD : -3.22%
SPY : +2.36%
+0.82%-1.96% +2.36%
5/31/136/28/13130% JNK
70% QQQ
JNK : -2.20%
QQQ : -2.40%
-2.34%-2.63%-1.33%
6/28/137/31/13170% QQQ
30% IEF
QQQ : +6.31%
IEF : -0.35%
+4.31% +1.92% +5.17%
7/31/138/30/13130% IEF
70% MDY
IEF : -1.42%
MDY : -3.86%
-3.13%-1.70%-3.00%
8/30/139/30/13130% IEF
70% QQQ
IEF : +1.85%
QQQ : +4.83%
+3.94% +2.47% +3.16%
9/30/1310/31/13115% IEF
70% QQQ
15% JNK
IEF : +0.78%
QQQ : +4.96%
JNK : +2.49%
+3.96% +2.68% +4.63%
10/31/133/31/14570% QQQ
15% JNK
15% LQD
QQQ : +6.91%
JNK : +4.21%
LQD : +3.10%
+5.93% +4.38% +7.43%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/144/30/14115% JNK
15% LQD
70% MDY
JNK : +0.55%
LQD : +1.33%
MDY : -1.49%
-0.76% +0.66% +0.70%
4/30/146/30/14215% JNK
15% LQD
70% SPY
JNK : +1.88%
LQD : +1.52%
SPY : +4.43%
+3.61% +3.96% +4.43%
6/30/147/31/14115% JNK
15% LQD
70% QQQ
JNK : -2.38%
LQD : -0.32%
QQQ : +1.18%
+0.42%-0.49%-1.34%
7/31/1412/31/14515% LQD
70% QQQ
15% BND
LQD : +2.44%
QQQ : +9.33%
BND : +2.19%
+7.23% +7.86% +7.54%
12/31/143/31/15315% LQD
15% BND
70% MDY
LQD : +2.48%
BND : +1.62%
MDY : +5.26%
+4.30% +3.18% +0.88%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/154/30/15115% LQD
70% MDY
15% JNK
LQD : -1.19%
MDY : -1.48%
JNK : +1.05%
-1.06%-0.98% +0.98%
4/30/155/29/15130% JNK
70% QQQ
JNK : +0.43%
QQQ : +2.25%
+1.70%-0.04% +1.29%
5/29/156/30/15115% JNK
70% QQQ
15% BND
JNK : -2.05%
QQQ : -2.48%
BND : -1.11%
-2.21%-2.51%-2.03%
6/30/158/31/15270% QQQ
30% IEF
QQQ : -2.58%
IEF : +1.60%
-1.33%-0.58%-3.97%
8/31/159/30/15130% IEF
70% TLT
IEF : +1.58%
TLT : +1.97%
+1.85%-0.29%-2.55%
9/30/1510/30/15115% IEF
70% TLT
15% BND
IEF : -0.64%
TLT : -0.41%
BND : +0.03%
-0.38% +3.81% +8.51%
10/30/1512/31/15215% IEF
15% BND
70% QQQ
IEF : -0.88%
BND : -0.57%
QQQ : -1.00%
-0.92%-1.36%-1.37%
12/31/151/29/16130% IEF
70% TLT
IEF : +3.33%
TLT : +5.57%
+4.90%-0.78%-4.98%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/29/162/29/16170% TLT
30% BND
TLT : +3.09%
BND : +0.85%
+2.42% +1.11%-0.08%
2/29/163/31/16170% TLT
15% BND
15% LQD
TLT : -0.09%
BND : +0.88%
LQD : +3.61%
+0.61% +3.57% +6.73%
3/31/164/29/16115% BND
15% LQD
70% MDY
BND : +0.41%
LQD : +1.55%
MDY : +1.19%
+1.13%-0.46% +0.39%
4/29/167/29/16315% LQD
70% MDY
15% JNK
LQD : +3.89%
MDY : +7.08%
JNK : +3.77%
+6.11% +7.32% +5.78%
7/29/1610/31/16315% LQD
15% JNK
70% QQQ
LQD : -1.66%
JNK : +2.12%
QQQ : +1.78%
+1.32%-2.80%-1.61%
10/31/1611/30/16130% JNK
70% QQQ
JNK : +0.13%
QQQ : +0.44%
+0.35%-1.64% +3.68%
11/30/162/28/17330% JNK
70% MDY
JNK : +4.57%
MDY : +6.56%
+5.96% +5.16% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/174/28/17215% JNK
15% IEF
70% QQQ
JNK : +0.73%
IEF : +1.19%
QQQ : +4.81%
+3.66% +1.70% +1.12%
4/28/175/31/17115% JNK
70% QQQ
15% LQD
JNK : +1.14%
QQQ : +3.90%
LQD : +1.33%
+3.10% +1.71% +1.41%
5/31/176/30/17170% QQQ
15% LQD
15% BND
QQQ : -2.32%
LQD : +0.48%
BND : +0.05%
-1.54%0.00% +0.64%
6/30/178/31/17270% QQQ
15% LQD
15% JNK
QQQ : +6.22%
LQD : +1.45%
JNK : +1.06%
+4.73% +2.67% +2.35%
8/31/179/29/17170% QQQ
15% LQD
15% BND
QQQ : -0.29%
LQD : -0.05%
BND : -0.47%
-0.28%-0.01% +2.01%
9/29/1711/30/17270% QQQ
15% LQD
15% JNK
QQQ : +6.67%
LQD : +0.07%
JNK : -0.15%
+4.66% +3.33% +5.49%
11/30/1712/29/17115% LQD
15% JNK
70% MDY
LQD : +1.22%
JNK : +0.30%
MDY : +0.24%
+0.40% +0.96% +1.21%
12/29/171/31/18115% LQD
15% BND
70% QQQ
LQD : -1.23%
BND : -1.24%
QQQ : +8.76%
+5.76% +2.08% +5.64%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/184/30/18370% QQQ
30% IEF
QQQ : -4.84%
IEF : -1.07%
-3.71%-3.65%-5.79%
4/30/185/31/18130% IEF
70% TLT
IEF : +0.99%
TLT : +2.00%
+1.70% +3.03% +2.43%
5/31/186/29/18130% IEF
70% MDY
IEF : +0.20%
MDY : +0.41%
+0.35% +0.56% +0.58%
6/29/187/31/18130% IEF
70% QQQ
IEF : -0.53%
QQQ : +2.80%
+1.80% +1.23% +3.70%
7/31/1810/31/18315% IEF
70% QQQ
15% JNK
IEF : -0.50%
QQQ : -3.58%
JNK : -0.78%
-2.70%-3.97%-3.37%
10/31/1812/31/18230% IEF
70% TLT
IEF : +4.17%
TLT : +7.74%
+6.67%-2.23%-7.11%
12/31/181/31/19170% TLT
30% BND
TLT : +0.38%
BND : +1.11%
+0.60% +5.25% +8.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/19115% BND
15% LQD
70% MDY
BND : -0.09%
LQD : -0.20%
MDY : +4.32%
+2.98% +1.43% +3.24%
2/28/195/31/19315% LQD
15% JNK
70% QQQ
LQD : +5.08%
JNK : +0.57%
QQQ : +0.62%
+1.28% +2.87%-0.79%
5/31/196/28/19115% LQD
15% BND
70% TLT
LQD : +3.25%
BND : +1.25%
TLT : +0.95%
+1.34% +4.66% +6.96%
6/28/198/30/19215% LQD
15% BND
70% SPY
LQD : +4.15%
BND : +2.92%
SPY : -0.19%
+0.93% +3.26%-0.19%
8/30/199/30/19115% LQD
15% BND
70% QQQ
LQD : -0.75%
BND : -0.57%
QQQ : +0.92%
+0.45%0.00% +1.95%
9/30/1910/31/19115% LQD
15% BND
70% TLT
LQD : +0.44%
BND : +0.31%
TLT : -1.11%
-0.66% +1.32% +2.21%
10/31/192/28/20415% LQD
15% JNK
70% QQQ
LQD : +4.60%
JNK : +0.63%
QQQ : +4.65%
+4.04% +3.67%-1.85%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/203/31/20115% LQD
15% BND
70% TLT
LQD : -6.31%
BND : -1.43%
TLT : +6.38%
+3.31%-4.65%-12.49%
3/31/204/30/20130% BND
70% TLT
BND : +2.76%
TLT : +1.22%
+1.68% +7.72% +12.70%
4/30/206/30/20215% BND
15% LQD
70% QQQ
BND : +1.34%
LQD : +4.64%
QQQ : +13.30%
+10.21% +5.47% +6.62%
6/30/207/31/20115% LQD
70% QQQ
15% IEF
LQD : +3.10%
QQQ : +7.35%
IEF : +0.85%
+5.74% +5.01% +5.89%
7/31/209/23/20215% LQD
70% QQQ
15% JNK
LQD : -2.22%
QQQ : -0.47%
JNK : -1.85%
-0.94%-1.89%-0.79%