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 Multi-market protective investment strategy, with attractive returns and low drawdown during times of market stress.
The Strategy combines a multi-market protective asset allocation strategy (Stable Strategy 70%) and a US stock market strategy (Stocks Strategy 30%).

The strategy seeks to minimize losses through market downturns. It experienced a lower drawdown (-7.8%) 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

Stable Strategy70%

Stocks Strategy30%

Stable Strategy

The strategy aims to provide exposure to multi-market ETFs with a protective asset allocation model.
The model determines a Global Market Breadth Indicator, by analyzing a diversified universe of multi-market ETFs, and detect trends that emerge. The Global Market Breadth Indicator is used to determine the percentage of the Portfolio to allocate to Risk-On assets and Risk-Off assets. The model moves to 100% Risk-Off assets in bad times (crash protection). Risk-On assets are composed of 6 best-performing ETFs from a diversified multi-market universe of 12 ETFs (Stocks, Bonds, Gold, Real Estate, International and emerging markets ...). ETFs that are bought have the best momentum (performance). An Intermediate-term US Treasuries ETF (IEF) is used as a Risk-Off Asset. The strategy experienced very low drawdowns relative to return.

Adjust Risk-On/Risk-Off asset allocation

% Risk-On Assets

Buy/Hold the 6 best-performing ETFs from: SPY QQQ IWM VGK EWJ EEMVNQ EFA GLD JNK LQD TLT

% Risk-Off Assets

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.

Global Conservative Strategy

Global Conservative Strategy

  United States ETFs

Risk  3

Return  +12.20%

Max Drawdown-7.85%

Asset Allocation

IEF70%
QQQ30%
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:
SPY 9%, QQQ 9%, IWM 3%, VGK 3%, EWJ 3%, EEM 3%, VNQ 3%, EFA 3%, GLD 3%, LQD 3%, TLT 18%, IEF 34%, MDY 6%

List of ETFs traded:

SPY
S&P 500

QQQ
Nasdaq 100

IWM
US Small Cap Equities

VGK
Europe Equities

EWJ
Japan Equities

EEM
Emerging Market Equities

VNQ
US Real Estate

EFA
Europe, Australia and Far East Equities

GLD
Gold

JNK
High Yield Bonds

LQD
US Corporate Bonds

TLT
Long-Term US Treasuries

IEF
Intermediate-term US Treasuries

MDY
Midcap 400

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$48,67712.20%7.76%25.98%0.00%-7.85%1.41
Buy & Hold$10,000$26,3807.31%7.03%20.11%-2.95%-13.34%0.91
Benchmark$10,000$30,0618.33%15.41%32.15%-36.60%-50.53%0.54
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +15.48%$11,547 +9.37% +5.30%
2008 +25.98%$14,547-2.87%-36.60%
2009 +11.39%$16,204 +1.85% +26.13%
2010 +18.05%$19,129 +12.71% +14.96%
2011 +13.59%$21,729 +11.80% +1.88%
2012 +6.90%$23,228 +7.75% +15.90%
2013 +9.35%$25,400 +2.73% +32.15%
2014 +8.73%$27,616 +12.49% +13.41%
2015 +1.83%$28,120 +0.73% +1.23%
2016 +9.01%$30,653 +5.11% +11.96%
2017 +16.43%$35,690 +13.32% +21.64%
2018 +8.80%$38,832-2.95%-4.56%
2019 +12.76%$43,786 +20.11% +31.15%
2020 +11.17%$48,676 +11.12% +1.68%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January0.00%$10,000 +0.39% +1.67%
February +1.02%$10,101 +0.96%-1.95%
March +1.50%$10,253 +0.10% +1.15%
April +2.69%$10,528 +1.82% +4.41%
May +2.78%$10,821 +0.33% +3.37%
June-0.68%$10,747-0.82%-1.45%
July +1.06%$10,861 +0.24%-3.11%
August +2.42%$11,124 +1.77% +1.28%
September +1.64%$11,306 +2.21% +3.85%
October +4.20%$11,781 +2.65% +1.35%
November-1.99%$11,547-0.06%-3.85%
December0.00%$11,547-0.53%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.96%$11,889-1.10%-6.01%
February +0.73%$11,976-0.29%-2.57%
March +1.56%$12,163 +0.67%-0.89%
April-2.42%$11,869 +0.87% +4.74%
May +0.52%$11,931 +0.06% +1.50%
June +1.59%$12,121-2.38%-8.31%
July +0.39%$12,168-0.23%-0.89%
August +1.88%$12,397 +0.68% +1.54%
September +0.35%$12,440-3.82%-9.36%
October-1.16%$12,295-7.75%-16.41%
November +9.73%$13,491 +3.89%-6.91%
December +7.83%$14,547 +7.25% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-6.94%$13,538-6.78%-8.14%
February-0.98%$13,405-3.04%-10.65%
March +3.53%$13,878 +4.36% +8.25%
April +1.99%$14,154 +0.24% +9.84%
May-0.32%$14,109 +0.48% +5.80%
June-0.13%$14,091-0.06%-0.06%
July +3.11%$14,530 +3.11% +7.40%
August +1.01%$14,677 +1.81% +3.67%
September +5.14%$15,431 +2.69% +3.52%
October-2.83%$14,994-1.49%-1.91%
November +4.85%$15,721 +3.20% +6.12%
December +3.07%$16,204-2.12% +1.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-4.34%$15,501-0.19%-3.61%
February +2.65%$15,911 +1.24% +3.10%
March +5.84%$16,840 +1.50% +6.05%
April +3.13%$17,367 +2.13% +1.54%
May-4.73%$16,545-0.56%-7.90%
June +3.85%$17,182 +1.00%-5.14%
July +0.34%$17,241 +2.37% +6.78%
August +4.37%$17,995 +1.94%-4.47%
September-0.75%$17,859 +2.72% +8.89%
October +2.52%$18,309 +0.60% +3.80%
November-0.16%$18,279-0.78%0.00%
December +4.65%$19,129 +0.14% +6.64%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.35%$19,195-0.29% +2.32%
February +3.19%$19,808 +1.74% +3.45%
March +0.48%$19,903 +0.03% +0.01%
April +3.53%$20,606 +2.79% +2.88%
May-0.93%$20,414 +0.95%-1.12%
June-1.81%$20,044-1.37%-1.68%
July +1.92%$20,429 +2.08%-1.99%
August +1.67%$20,771 +1.85%-5.47%
September +5.49%$21,911 +0.22%-6.90%
October-2.09%$21,453 +2.22% +10.85%
November-0.40%$21,367 +0.15%-0.40%
December +1.70%$21,729 +0.92% +1.04%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.55%$22,282 +2.87% +4.61%
February +0.63%$22,422 +0.38% +4.32%
March +1.27%$22,707-0.67% +3.20%
April +1.40%$23,025 +1.57%-0.66%
May-0.03%$23,019 +0.24%-5.98%
June-0.79%$22,838 +0.90% +4.04%
July +2.03%$23,302 +1.61% +1.17%
August-0.48%$23,191 +0.88% +2.49%
September +0.55%$23,319 +0.12% +2.52%
October-2.29%$22,784-1.08%-1.81%
November +1.23%$23,064 +1.06% +0.57%
December +0.71%$23,228-0.34% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.41%$23,787 +0.10% +5.09%
February +0.22%$23,839 +0.57% +1.27%
March +2.51%$24,437 +1.12% +3.78%
April +1.95%$24,913 +2.15% +1.91%
May-0.71%$24,736-2.55% +2.35%
June-1.96%$24,251-2.78%-1.33%
July +1.63%$24,647 +1.59% +5.15%
August-1.84%$24,192-1.52%-2.99%
September +2.74%$24,854 +2.55% +3.15%
October +2.05%$25,363 +2.12% +4.61%
November +0.74%$25,550-0.24% +2.95%
December-0.59%$25,400-0.24% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.52%$25,785 +1.11%-3.51%
February +1.78%$26,244 +2.36% +4.53%
March-1.18%$25,935-0.39% +0.83%
April-0.16%$25,893 +0.68% +0.69%
May +1.86%$26,373 +2.21% +2.31%
June +1.19%$26,688 +1.18% +2.06%
July-0.84%$26,464-0.58%-1.34%
August +3.25%$27,324 +3.10% +3.93%
September-2.38%$26,673-2.11%-1.38%
October +1.86%$27,169 +2.18% +2.35%
November +2.26%$27,782 +1.95% +2.74%
December-0.60%$27,616 +0.26%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.68%$28,356 +3.23%-2.95%
February-0.34%$28,260-0.22% +5.60%
March +0.99%$28,540 +0.08%-1.57%
April-0.88%$28,290-0.58% +0.98%
May +0.75%$28,501-0.11% +1.28%
June-1.88%$27,965-2.30%-2.02%
July +2.41%$28,640 +2.12% +2.25%
August-2.01%$28,065-2.75%-6.08%
September +1.69%$28,540-0.15%-2.54%
October-0.57%$28,378 +3.03% +8.48%
November-0.12%$28,345-0.30% +0.36%
December-0.79%$28,120-1.12%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.00%$29,245-0.09%-4.96%
February +1.97%$29,821 +1.07%-0.08%
March-0.07%$29,799 +2.85% +6.70%
April +0.25%$29,873-0.30% +0.39%
May +0.61%$30,054 +0.88% +1.70%
June +2.27%$30,738 +2.61% +0.34%
July +2.30%$31,444 +2.63% +3.64%
August-0.34%$31,337-0.45% +0.12%
September +0.74%$31,570 +0.13% +0.01%
October-2.52%$30,774-2.38%-1.73%
November-0.95%$30,482-2.44% +3.67%
December +0.56%$30,653 +0.65% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.49%$31,109 +1.67% +1.78%
February +1.11%$31,453 +2.06% +3.92%
March +0.93%$31,747 +0.32% +0.12%
April +1.44%$32,203 +1.47% +0.99%
May +1.70%$32,750 +1.53% +1.41%
June-1.03%$32,412-0.10% +0.64%
July +2.55%$33,237 +1.27% +2.05%
August +1.21%$33,638 +1.46% +0.29%
September +0.89%$33,938-0.28% +2.01%
October +2.63%$34,830 +1.24% +2.35%
November +1.39%$35,314 +1.12% +3.05%
December +1.06%$35,690 +0.83% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.81%$38,121 +1.53% +5.62%
February-2.30%$37,244-2.49%-3.63%
March-0.78%$36,954-0.03%-2.73%
April-0.47%$36,779-0.62% +0.52%
May +1.08%$37,175 +2.26% +2.43%
June +0.26%$37,272 +0.31% +0.57%
July +0.47%$37,446 +0.86% +3.70%
August +2.47%$38,369 +2.13% +3.18%
September-0.91%$38,020-0.97% +0.59%
October-2.93%$36,905-4.71%-6.90%
November +1.46%$37,444 +1.30% +1.85%
December +3.71%$38,832-2.30%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.57%$39,052 +4.52% +7.99%
February +0.89%$39,401 +0.97% +3.23%
March +3.03%$40,595 +2.74% +1.81%
April +1.30%$41,122 +1.48% +4.08%
May-1.21%$40,625-1.35%-6.36%
June +1.13%$41,085 +3.95% +6.94%
July +0.47%$41,279 +0.65% +1.51%
August +1.99%$42,100 +2.38%-1.67%
September-0.25%$41,996-0.12% +1.94%
October +0.54%$42,222 +1.37% +2.21%
November +1.56%$42,881 +1.13% +3.61%
December +2.11%$43,786 +0.88% +2.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.53%$44,894 +2.58%-0.04%
February-3.30%$43,412-1.46%-7.90%
March +4.50%$45,364-3.40%-12.46%
April +0.56%$45,618 +6.00% +12.67%
May +2.19%$46,615 +2.45% +4.75%
June +1.97%$47,536 +2.09% +1.77%
July +2.94%$48,935 +4.21% +5.88%
August +3.04%$50,423 +2.43% +6.97%
September-3.46%$48,676-3.84%-7.25%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +15.91% +14.91% +10.80%
2 years +28.03% +25.88% +15.34%
3 years +43.43% +33.71% +35.86%
5 years +70.55% +56.71% +85.46%
7 years +95.85% +77.68% +119.86%
10 years +172.56% +116.25% +243.75%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/072/28/0715% VNQ
5% VGK
5% SPY
5% EFA
5% TLT
5% LQD
36% IEF
30% MDY
4% CASH
VNQ : -2.82%
VGK : -1.24%
SPY : -1.96%
EFA : -0.08%
TLT : +3.39%
LQD : +1.98%
IEF : +2.06%
MDY : +1.08%
CASH : 0.00%
+1.03% +0.96%-1.96%
2/28/073/30/0719% VNQ
9% VGK
9% SPY
9% EFA
15% IEF
30% MDY
9% EEM
9% IWM
VNQ : -1.95%
VGK : +3.73%
SPY : +1.16%
EFA : +2.80%
IEF : -0.14%
MDY : +1.34%
EEM : +6.15%
IWM : +0.98%
+1.54% +0.10% +1.16%
3/30/075/31/0729% VNQ
9% VGK
9% EFA
15% IEF
30% MDY
9% EEM
9% IWM
9% QQQ
VNQ : -0.50%
VGK : +8.01%
EFA : +6.26%
IEF : -0.79%
MDY : +8.04%
EEM : +8.84%
IWM : +5.98%
QQQ : +8.91%
+5.67% +2.16% +7.97%
5/31/076/29/0717% VGK
7% EFA
23% IEF
30% MDY
7% EEM
7% IWM
7% QQQ
7% SPY
5% CASH
VGK : -0.35%
EFA : -0.32%
IEF : -0.47%
MDY : -2.17%
EEM : +3.82%
IWM : -1.28%
QQQ : +0.48%
SPY : -1.46%
CASH : 0.00%
-0.70%-0.82%-1.46%
6/29/077/31/07149% IEF
33% QQQ
18% CASH
IEF : +2.26%
QQQ : -0.15%
CASH : 0.00%
+1.06% +0.24%-3.13%
7/31/079/28/07270% IEF
30% QQQ
IEF : +2.35%
QQQ : +8.22%
+4.11% +4.02% +5.20%
9/28/0711/30/07236% IEF
35% QQQ
5% EEM
5% GLD
5% VGK
5% EFA
5% SPY
4% CASH
IEF : +5.17%
QQQ : -0.19%
EEM : +3.31%
GLD : +5.18%
VGK : +0.81%
EFA : +0.47%
SPY : -2.57%
CASH : 0.00%
+2.15% +2.59%-2.57%
11/30/0712/31/07149% IEF
33% QQQ
18% CASH
IEF : +0.05%
QQQ : -0.07%
CASH : 0.00%
0.00%-0.53%-1.13%
12/31/074/30/08470% IEF
30% TLT
IEF : +3.47%
TLT : +1.22%
+2.80% +0.14%-4.97%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/085/30/08170% IEF
30% QQQ
IEF : -1.78%
QQQ : +5.93%
+0.53% +0.06% +1.51%
5/30/083/31/091070% IEF
30% TLT
IEF : +14.36%
TLT : +21.11%
+16.39%-8.56%-41.85%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/095/29/09270% IEF
30% QQQ
IEF : -4.76%
QQQ : +16.69%
+1.68% +0.72% +16.36%
5/29/096/30/09170% IEF
30% MDY
IEF : -0.56%
MDY : +0.89%
-0.13%-0.06%-0.07%
6/30/097/31/09170% IEF
30% QQQ
IEF : +0.83%
QQQ : +8.44%
+3.11% +3.11% +7.46%
7/31/098/31/09123% IEF
37% QQQ
7% EEM
7% GLD
7% JNK
7% LQD
7% EFA
5% CASH
IEF : +0.76%
QQQ : +1.47%
EEM : -1.31%
GLD : +0.05%
JNK : -0.09%
LQD : +1.31%
EFA : +4.50%
CASH : 0.00%
+1.03% +1.81% +3.69%
8/31/0910/30/09215% IEF
9% QQQ
9% EEM
9% JNK
9% EFA
9% VNQ
9% VGK
30% MDY
IEF : +0.99%
QQQ : +2.42%
EEM : +6.40%
JNK : +5.87%
EFA : +1.18%
VNQ : +1.84%
VGK : +2.11%
MDY : +0.89%
+2.20% +1.16% +1.56%
10/30/0911/30/09115% IEF
9% QQQ
9% EEM
9% JNK
9% EFA
9% VNQ
9% VGK
30% SPY
IEF : +2.02%
QQQ : +6.35%
EEM : +7.85%
JNK : +1.40%
EFA : +3.92%
VNQ : +6.57%
VGK : +4.53%
SPY : +6.16%
+4.91% +3.20% +6.16%
11/30/0912/31/09115% IEF
39% QQQ
9% EEM
9% EFA
9% VNQ
9% VGK
9% IWM
IEF : -4.40%
QQQ : +5.21%
EEM : +3.27%
EFA : +0.71%
VNQ : +7.39%
VGK : -0.24%
IWM : +7.92%
+3.09%-2.12% +1.91%
12/31/091/29/10115% IEF
39% QQQ
9% EEM
9% EFA
9% VNQ
9% VGK
9% JNK
IEF : +2.37%
QQQ : -6.47%
EEM : -7.76%
EFA : -5.06%
VNQ : -5.52%
VGK : -6.27%
JNK : +0.18%
-4.37%-0.19%-3.63%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/29/102/26/10115% IEF
9% QQQ
9% EEM
9% EFA
9% VNQ
9% VGK
9% JNK
30% MDY
IEF : +0.33%
QQQ : +4.60%
EEM : +1.78%
EFA : +0.27%
VNQ : +5.58%
VGK : -0.55%
JNK : +0.66%
MDY : +5.06%
+2.68% +1.24% +3.12%
2/26/104/30/10215% IEF
9% QQQ
9% EEM
9% VNQ
9% JNK
30% MDY
9% IWM
9% SPY
IEF : +0.58%
QQQ : +10.12%
EEM : +7.93%
VNQ : +18.07%
JNK : +5.39%
MDY : +11.64%
IWM : +14.38%
SPY : +7.73%
+9.30% +3.66% +7.73%
4/30/105/28/10115% IEF
9% QQQ
9% EEM
9% VNQ
30% MDY
9% IWM
9% SPY
9% GLD
IEF : +2.93%
QQQ : -7.39%
EEM : -9.39%
VNQ : -5.33%
MDY : -7.05%
IWM : -7.54%
SPY : -7.95%
GLD : +3.05%
-4.79%-0.56%-7.95%
5/28/107/30/10270% IEF
30% TLT
IEF : +3.99%
TLT : +4.79%
+4.23% +3.40% +1.30%
7/30/108/31/10149% IEF
33% TLT
18% CASH
IEF : +3.36%
TLT : +8.39%
CASH : 0.00%
+4.42% +1.94%-4.50%
8/31/109/30/10170% IEF
30% TLT
IEF : 0.00%
TLT : -2.52%
-0.76% +2.72% +8.96%
9/30/1010/29/10136% IEF
5% TLT
5% VNQ
5% GLD
5% LQD
5% JNK
35% QQQ
4% CASH
IEF : -0.01%
TLT : -4.47%
VNQ : +4.74%
GLD : +3.68%
LQD : -0.26%
JNK : +2.90%
QQQ : +6.34%
CASH : 0.00%
+2.54% +0.60% +3.82%
10/29/1011/30/10111% TLT
11% VNQ
11% GLD
41% QQQ
11% EEM
11% IWM
4% CASH
TLT : -1.69%
VNQ : -1.85%
GLD : +2.11%
QQQ : -0.18%
EEM : -2.91%
IWM : +3.48%
CASH : 0.00%
-0.17%-0.78%0.00%
11/30/1012/31/10111% VNQ
11% GLD
41% QQQ
11% EEM
11% IWM
11% JNK
4% CASH
VNQ : +4.55%
GLD : +2.44%
QQQ : +4.77%
EEM : +7.28%
IWM : +8.03%
JNK : +2.74%
CASH : 0.00%
+4.71% +0.14% +6.68%
12/31/101/31/1119% VNQ
9% GLD
9% QQQ
9% EEM
9% IWM
9% JNK
15% IEF
30% MDY
VNQ : +3.25%
GLD : -6.38%
QQQ : +2.83%
EEM : -3.84%
IWM : -0.37%
JNK : +1.96%
IEF : -0.02%
MDY : +1.93%
+0.35%-0.29% +2.33%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/112/28/1119% GLD
9% QQQ
9% EEM
9% IWM
15% IEF
30% MDY
9% VGK
9% EFA
GLD : +6.00%
QQQ : +3.16%
EEM : -0.04%
IWM : +5.54%
IEF : -0.21%
MDY : +4.54%
VGK : +3.12%
EFA : +3.55%
+3.25% +1.74% +3.47%
2/28/114/29/1129% QQQ
9% IWM
15% IEF
30% MDY
9% VGK
9% EFA
9% VNQ
9% SPY
QQQ : +2.41%
IWM : +5.23%
IEF : +1.68%
MDY : +5.29%
VGK : +7.20%
EFA : +3.10%
VNQ : +4.04%
SPY : +2.91%
+4.08% +2.82% +2.91%
4/29/115/31/1119% QQQ
9% IWM
15% IEF
30% MDY
9% VGK
9% SPY
9% GLD
9% EEM
QQQ : -1.22%
IWM : -1.79%
IEF : +2.51%
MDY : -0.92%
VGK : -2.84%
SPY : -1.12%
GLD : -1.79%
EEM : -2.94%
-0.95% +0.95%-1.12%
5/31/116/30/1117% QQQ
7% IWM
23% IEF
30% MDY
7% VGK
7% SPY
7% GLD
7% VNQ
5% CASH
QQQ : -2.03%
IWM : -2.40%
IEF : -0.50%
MDY : -2.54%
VGK : -2.09%
SPY : -1.69%
GLD : -2.43%
VNQ : -3.30%
CASH : 0.00%
-1.85%-1.37%-1.69%
6/30/117/29/1119% QQQ
9% IWM
15% IEF
9% VGK
9% SPY
9% GLD
9% VNQ
30% TLT
QQQ : +1.66%
IWM : -3.41%
IEF : +3.17%
VGK : -4.60%
SPY : -2.00%
GLD : +8.42%
VNQ : +1.56%
TLT : +4.41%
+1.95% +2.08%-2.00%
7/29/118/31/1119% QQQ
9% IWM
15% IEF
9% SPY
9% GLD
9% VNQ
30% TLT
9% EWJ
QQQ : -5.07%
IWM : -8.89%
IEF : +4.65%
SPY : -5.50%
GLD : +12.27%
VNQ : -5.62%
TLT : +9.67%
EWJ : -8.03%
+1.72% +1.85%-5.50%
8/31/1110/31/11270% IEF
30% TLT
IEF : +0.92%
TLT : +8.87%
+3.31% +2.45% +3.21%
10/31/1111/30/11170% IEF
30% QQQ
IEF : +0.58%
QQQ : -2.69%
-0.40% +0.15%-0.41%
11/30/1112/30/11170% IEF
30% SPY
IEF : +1.99%
SPY : +1.05%
+1.71% +0.92% +1.05%
12/30/112/29/12270% IEF
30% MDY
IEF : -0.25%
MDY : +11.40%
+3.25% +3.26% +9.18%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/29/123/30/12136% IEF
5% TLT
5% GLD
35% QQQ
5% LQD
5% VNQ
5% SPY
4% CASH
IEF : -1.59%
TLT : -4.24%
GLD : -1.32%
QQQ : +5.05%
LQD : -1.42%
VNQ : +5.20%
SPY : +3.22%
CASH : 0.00%
+1.27%-0.67% +3.22%
3/30/125/31/12270% IEF
30% QQQ
IEF : +5.45%
QQQ : -8.13%
+1.38% +1.82%-6.63%
5/31/126/29/12170% IEF
30% TLT
IEF : -0.42%
TLT : -1.68%
-0.80% +0.90% +4.06%
6/29/127/31/12136% IEF
35% TLT
5% VNQ
5% IWM
5% SPY
5% QQQ
5% JNK
4% CASH
IEF : +1.40%
TLT : +3.82%
VNQ : +2.00%
IWM : -1.52%
SPY : +1.18%
QQQ : +1.00%
JNK : +1.67%
CASH : 0.00%
+2.06% +1.61% +1.18%
7/31/128/31/12170% IEF
30% TLT
IEF : -0.12%
TLT : -1.32%
-0.48% +0.88% +2.51%
8/31/129/28/12136% IEF
5% VNQ
35% QQQ
5% SPY
5% IWM
5% JNK
5% VGK
4% CASH
IEF : -0.35%
VNQ : -1.86%
QQQ : +0.89%
SPY : +2.54%
IWM : +3.26%
JNK : +0.74%
VGK : +2.93%
CASH : 0.00%
+0.57% +0.12% +2.54%
9/28/1210/31/12115% IEF
9% VNQ
39% QQQ
9% SPY
9% IWM
9% VGK
9% EFA
IEF : -0.40%
VNQ : -0.91%
QQQ : -5.28%
SPY : -1.82%
IWM : -2.17%
VGK : +1.77%
EFA : +1.08%
-2.30%-1.08%-1.82%
10/31/1211/30/12123% IEF
7% VNQ
7% QQQ
7% SPY
7% VGK
7% LQD
7% JNK
30% MDY
5% CASH
IEF : +0.98%
VNQ : -0.26%
QQQ : +1.31%
SPY : +0.57%
VGK : +2.47%
LQD : -0.42%
JNK : +1.11%
MDY : +2.30%
CASH : 0.00%
+1.25% +1.06% +0.57%
11/30/1212/31/12136% IEF
5% VNQ
5% SPY
5% VGK
5% LQD
5% JNK
30% MDY
5% TLT
4% CASH
IEF : -0.94%
VNQ : +3.72%
SPY : +0.89%
VGK : +4.31%
LQD : -0.33%
JNK : +1.46%
MDY : +2.29%
TLT : -2.49%
CASH : 0.00%
+0.73%-0.34% +0.89%
12/31/121/31/13136% IEF
5% VNQ
5% SPY
5% VGK
5% LQD
5% JNK
30% MDY
5% EFA
4% CASH
IEF : -1.29%
VNQ : +3.74%
SPY : +5.12%
VGK : +4.28%
LQD : -1.30%
JNK : +0.27%
MDY : +7.08%
EFA : +3.73%
CASH : 0.00%
+2.45% +0.10% +5.12%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/132/28/13123% IEF
7% SPY
7% VGK
7% JNK
30% MDY
7% EFA
7% IWM
7% EEM
5% CASH
IEF : +1.13%
SPY : +1.28%
VGK : -3.40%
JNK : +0.71%
MDY : +0.83%
EFA : -1.30%
IWM : +1.00%
EEM : -2.28%
CASH : 0.00%
+0.23% +0.57% +1.28%
2/28/134/30/13223% IEF
7% SPY
7% VGK
30% MDY
7% EFA
7% IWM
7% EEM
7% EWJ
5% CASH
IEF : +1.82%
SPY : +5.79%
VGK : +4.90%
MDY : +5.47%
EFA : +6.40%
IWM : +4.29%
EEM : +0.20%
EWJ : +14.59%
CASH : 0.00%
+4.59% +3.29% +5.79%
4/30/135/31/13123% IEF
37% SPY
7% VGK
7% EFA
7% IWM
7% EWJ
7% VNQ
5% CASH
IEF : -3.10%
SPY : +2.36%
VGK : +0.01%
EFA : -3.02%
IWM : +3.93%
EWJ : -7.35%
VNQ : -5.98%
CASH : 0.00%
-0.71%-2.55% +2.36%
5/31/136/28/13149% IEF
30% QQQ
21% CASH
IEF : -2.55%
QQQ : -2.40%
CASH : 0.00%
-1.97%-2.78%-1.33%
6/28/137/31/13170% IEF
30% QQQ
IEF : -0.35%
QQQ : +6.31%
+1.65% +1.59% +5.17%
7/31/138/30/13149% IEF
30% MDY
21% CASH
IEF : -1.42%
MDY : -3.86%
CASH : 0.00%
-1.85%-1.52%-3.00%
8/30/1310/31/13270% IEF
30% QQQ
IEF : +2.64%
QQQ : +10.03%
+4.86% +4.73% +7.94%
10/31/1311/29/13149% IEF
33% QQQ
18% CASH
IEF : -0.88%
QQQ : +3.55%
CASH : 0.00%
+0.74%-0.24% +2.96%
11/29/132/28/14370% IEF
30% QQQ
IEF : +1.27%
QQQ : +6.15%
+2.73% +3.25% +3.48%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/143/31/14149% IEF
33% QQQ
18% CASH
IEF : -0.56%
QQQ : -2.73%
CASH : 0.00%
-1.18%-0.39% +0.83%
3/31/144/30/14123% IEF
7% QQQ
7% VGK
7% IWM
7% SPY
7% EFA
7% JNK
30% MDY
5% CASH
IEF : +0.76%
QQQ : -0.32%
VGK : +2.65%
IWM : -3.75%
SPY : +0.70%
EFA : +1.67%
JNK : +0.55%
MDY : -1.49%
CASH : 0.00%
-0.17% +0.68% +0.70%
4/30/145/30/14123% IEF
7% QQQ
7% VGK
7% IWM
37% SPY
7% EFA
7% JNK
5% CASH
IEF : +1.83%
QQQ : +4.49%
VGK : +0.78%
IWM : +0.79%
SPY : +2.32%
EFA : +1.60%
JNK : +0.92%
CASH : 0.00%
+1.88% +2.21% +2.32%
5/30/146/30/14115% IEF
9% QQQ
9% VGK
39% SPY
9% EFA
9% VNQ
9% TLT
IEF : -0.22%
QQQ : +3.12%
VGK : -0.09%
SPY : +2.06%
EFA : +0.92%
VNQ : +1.13%
TLT : -0.25%
+1.21% +1.18% +2.06%
6/30/147/31/14115% IEF
39% QQQ
9% VGK
9% SPY
9% EFA
9% VNQ
9% IWM
IEF : -0.22%
QQQ : +1.18%
VGK : -4.32%
SPY : -1.34%
EFA : -2.60%
VNQ : +0.08%
IWM : -6.05%
-0.85%-0.58%-1.34%
7/31/148/29/14123% IEF
37% QQQ
7% VGK
7% SPY
7% VNQ
7% TLT
7% LQD
5% CASH
IEF : +1.88%
QQQ : +5.01%
VGK : +0.73%
SPY : +3.95%
VNQ : +3.04%
TLT : +4.72%
LQD : +2.00%
CASH : 0.00%
+3.30% +3.10% +3.95%
8/29/149/30/14141% QQQ
11% SPY
11% VNQ
11% TLT
11% LQD
11% EEM
4% CASH
QQQ : -0.76%
SPY : -1.38%
VNQ : -6.04%
TLT : -2.11%
LQD : -1.68%
EEM : -7.77%
CASH : 0.00%
-2.40%-2.11%-1.38%
9/30/1412/31/14330% QQQ
70% IEF
QQQ : +4.90%
IEF : +2.98%
+3.56% +4.45% +4.90%
12/31/144/30/15470% IEF
30% MDY
IEF : +1.95%
MDY : +3.71%
+2.48% +2.48% +1.87%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/155/29/15136% IEF
5% TLT
35% QQQ
5% VNQ
5% IWM
5% EWJ
5% SPY
4% CASH
IEF : -0.42%
TLT : -2.37%
QQQ : +2.25%
VNQ : -0.30%
IWM : +2.24%
EWJ : +1.48%
SPY : +1.29%
CASH : 0.00%
+0.75%-0.11% +1.29%
5/29/158/31/15370% IEF
30% QQQ
IEF : -0.06%
QQQ : -5.00%
-1.54%-2.97%-5.92%
8/31/1510/30/15270% IEF
30% TLT
IEF : +0.93%
TLT : +1.55%
+1.12% +2.87% +5.74%
10/30/1512/31/15270% IEF
30% QQQ
IEF : -0.88%
QQQ : -1.00%
-0.92%-1.42%-1.37%
12/31/153/31/16370% IEF
30% TLT
IEF : +4.80%
TLT : +8.73%
+5.98% +3.86% +1.33%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/166/30/16370% IEF
30% MDY
IEF : +2.83%
MDY : +3.95%
+3.17% +3.21% +2.45%
6/30/167/29/16136% IEF
30% MDY
5% VNQ
5% GLD
5% TLT
5% SPY
5% LQD
5% QQQ
4% CASH
IEF : +0.24%
MDY : +4.24%
VNQ : +4.26%
GLD : +1.98%
TLT : +2.10%
SPY : +3.65%
LQD : +1.30%
QQQ : +7.15%
CASH : 0.00%
+2.38% +2.63% +3.65%
7/29/168/31/16136% IEF
5% VNQ
5% GLD
5% TLT
5% SPY
5% LQD
30% QQQ
5% JNK
4% CASH
IEF : -1.01%
VNQ : -3.76%
GLD : -3.26%
TLT : -1.01%
SPY : +0.12%
LQD : +0.18%
QQQ : +1.05%
JNK : +1.86%
CASH : 0.00%
-0.34%-0.45% +0.12%
8/31/169/30/16115% IEF
9% VNQ
9% GLD
9% TLT
9% LQD
30% QQQ
9% JNK
9% EEM
IEF : +0.24%
VNQ : -1.83%
GLD : +0.69%
TLT : -1.51%
LQD : -0.32%
QQQ : +2.21%
JNK : +1.01%
EEM : +2.52%
+0.75% +0.13% +0.01%
9/30/1610/31/16111% VNQ
11% GLD
11% TLT
30% QQQ
11% JNK
11% EEM
11% IWM
4% CASH
VNQ : -5.74%
GLD : -2.94%
TLT : -4.38%
QQQ : -1.46%
JNK : -0.75%
EEM : -0.83%
IWM : -4.60%
CASH : 0.00%
-2.55%-2.38%-1.73%
10/31/1611/30/16135% QQQ
5% JNK
5% EEM
5% IWM
5% SPY
5% EWJ
36% IEF
4% CASH
QQQ : +0.44%
JNK : +0.13%
EEM : -4.42%
IWM : +11.06%
SPY : +3.68%
EWJ : -1.25%
IEF : -4.23%
CASH : 0.00%
-0.91%-2.44% +3.68%
11/30/1612/30/16170% IEF
30% MDY
IEF : -0.12%
MDY : +2.18%
+0.57% +0.65% +2.03%
12/30/161/31/17136% IEF
30% MDY
5% IWM
5% EWJ
5% JNK
5% SPY
5% QQQ
5% EEM
4% CASH
IEF : +0.22%
MDY : +1.65%
IWM : +0.28%
EWJ : +3.50%
JNK : +1.26%
SPY : +1.79%
QQQ : +5.14%
EEM : +6.66%
CASH : 0.00%
+1.51% +1.67% +1.79%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/172/28/17149% IEF
30% MDY
21% CASH
IEF : +0.72%
MDY : +2.60%
CASH : 0.00%
+1.13% +2.06% +3.93%
2/28/173/31/17136% IEF
5% IWM
35% QQQ
5% EEM
5% SPY
5% EWJ
5% JNK
4% CASH
IEF : +0.08%
IWM : +0.03%
QQQ : +2.03%
EEM : +3.68%
SPY : +0.12%
EWJ : +0.53%
JNK : -0.31%
CASH : 0.00%
+0.94% +0.32% +0.12%
3/31/176/30/17349% IEF
33% QQQ
18% CASH
IEF : +1.42%
QQQ : +4.26%
CASH : 0.00%
+2.10% +2.92% +3.07%
6/30/178/31/17223% IEF
37% QQQ
7% VGK
7% IWM
7% SPY
7% EFA
7% EEM
5% CASH
IEF : +1.84%
QQQ : +6.22%
VGK : +2.90%
IWM : -0.42%
SPY : +2.35%
EFA : +2.61%
EEM : +8.31%
CASH : 0.00%
+3.83% +2.75% +2.35%
8/31/179/29/17141% QQQ
11% VGK
11% SPY
11% EFA
11% EEM
11% EWJ
4% CASH
QQQ : -0.29%
VGK : +3.21%
SPY : +2.01%
EFA : +2.36%
EEM : -0.04%
EWJ : +1.83%
CASH : 0.00%
+0.91%-0.28% +2.01%
9/29/1710/31/17141% QQQ
11% VGK
11% SPY
11% EFA
11% EEM
11% GLD
4% CASH
QQQ : +4.61%
VGK : +0.46%
SPY : +2.36%
EFA : +1.68%
EEM : +3.28%
GLD : -0.75%
CASH : 0.00%
+2.66% +1.24% +2.36%
10/31/1711/30/17141% QQQ
11% VGK
11% SPY
11% EFA
11% EEM
11% EWJ
4% CASH
QQQ : +1.97%
VGK : -0.05%
SPY : +3.06%
EFA : +0.69%
EEM : -0.39%
EWJ : +2.15%
CASH : 0.00%
+1.41% +1.12% +3.06%
11/30/1712/29/17111% QQQ
11% VGK
11% SPY
11% EFA
11% EEM
11% EWJ
30% MDY
4% CASH
QQQ : +0.60%
VGK : +1.53%
SPY : +1.21%
EFA : +1.35%
EEM : +3.76%
EWJ : +0.70%
MDY : +0.24%
CASH : 0.00%
+1.08% +0.83% +1.21%
12/29/171/31/18141% QQQ
11% VGK
11% SPY
11% EFA
11% EEM
11% EWJ
4% CASH
QQQ : +8.76%
VGK : +5.63%
SPY : +5.64%
EFA : +5.02%
EEM : +8.30%
EWJ : +5.02%
CASH : 0.00%
+6.85% +1.53% +5.64%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/182/28/18137% QQQ
7% VGK
7% SPY
7% EFA
7% EEM
7% EWJ
23% IEF
5% CASH
QQQ : -1.29%
VGK : -6.15%
SPY : -3.64%
EFA : -4.83%
EEM : -5.90%
EWJ : -2.97%
IEF : -0.93%
CASH : 0.00%
-2.34%-2.49%-3.64%
2/28/184/30/18233% QQQ
49% IEF
18% CASH
QQQ : -3.59%
IEF : -0.14%
CASH : 0.00%
-1.25%-0.65%-2.24%
4/30/185/31/18149% IEF
30% TLT
21% CASH
IEF : +0.99%
TLT : +2.00%
CASH : 0.00%
+1.09% +2.26% +2.43%
5/31/186/29/18170% IEF
30% MDY
IEF : +0.20%
MDY : +0.41%
+0.26% +0.31% +0.58%
6/29/1810/31/18470% IEF
30% QQQ
IEF : -1.03%
QQQ : -0.89%
-0.99%-2.79% +0.21%
10/31/181/31/19370% IEF
30% TLT
IEF : +4.85%
TLT : +8.15%
+5.84% +3.45% +0.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/19170% IEF
30% MDY
IEF : -0.53%
MDY : +4.32%
+0.93% +0.97% +3.24%
2/28/194/30/19270% IEF
30% QQQ
IEF : +2.12%
QQQ : +9.64%
+4.38% +4.26% +5.97%
4/30/195/31/19149% IEF
33% QQQ
18% CASH
IEF : +3.05%
QQQ : -8.23%
CASH : 0.00%
-1.22%-1.35%-6.38%
5/31/196/28/19170% IEF
30% TLT
IEF : +1.22%
TLT : +0.95%
+1.14% +3.95% +6.96%
6/28/197/31/19149% IEF
30% SPY
21% CASH
IEF : +0.04%
SPY : +1.51%
CASH : 0.00%
+0.47% +0.65% +1.51%
7/31/198/30/19141% SPY
11% TLT
11% VNQ
11% GLD
11% QQQ
11% LQD
4% CASH
SPY : -1.67%
TLT : +11.05%
VNQ : +3.75%
GLD : +7.91%
QQQ : -1.90%
LQD : +3.89%
CASH : 0.00%
+2.03% +2.38%-1.67%
8/30/199/30/1915% SPY
5% TLT
5% VNQ
5% GLD
35% QQQ
5% LQD
36% IEF
4% CASH
SPY : +1.95%
TLT : -2.68%
VNQ : +1.93%
GLD : -3.39%
QQQ : +0.92%
LQD : -0.75%
IEF : -1.19%
CASH : 0.00%
-0.25%-0.12% +1.95%
9/30/1910/31/1919% SPY
39% TLT
9% VNQ
9% GLD
9% QQQ
9% LQD
15% IEF
SPY : +2.21%
TLT : -1.11%
VNQ : +1.13%
GLD : +2.56%
QQQ : +4.38%
LQD : +0.44%
IEF : +0.19%
+0.56% +1.37% +2.21%
10/31/1912/31/19211% SPY
11% TLT
11% VNQ
11% GLD
41% QQQ
11% LQD
4% CASH
SPY : +6.63%
TLT : -3.59%
VNQ : -0.55%
GLD : +0.33%
QQQ : +8.11%
LQD : +1.01%
CASH : 0.00%
+3.75% +2.02% +6.63%
12/31/191/31/20111% SPY
11% TLT
11% GLD
41% QQQ
11% LQD
11% EWJ
4% CASH
SPY : -0.04%
TLT : +7.69%
GLD : +4.50%
QQQ : +3.04%
LQD : +2.45%
EWJ : -2.52%
CASH : 0.00%
+2.58% +2.58%-0.04%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/202/28/20111% SPY
11% TLT
11% GLD
41% QQQ
11% LQD
11% VNQ
4% CASH
SPY : -7.92%
TLT : +6.63%
GLD : -0.64%
QQQ : -6.06%
LQD : +1.09%
VNQ : -7.03%
CASH : 0.00%
-3.35%-1.46%-7.92%
2/28/204/30/20230% TLT
70% IEF
TLT : +7.67%
IEF : +4.01%
+5.11% +2.40%-1.37%
4/30/209/23/20570% IEF
30% QQQ
IEF : +0.66%
QQQ : +21.06%
+6.78% +7.36% +12.01%