The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio seeks to provide exposure to the US stock market, with attractive returns and less drawdown during times of market stress.
The objective of the Portfolio 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 portfolio 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. Each month, sell Stop-Orders are placed to secure profits or minimize losses in the event of a market drop. 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.

  United States ETFs

Risk  5

Return  +18.50%

Max Drawdown-14.40%

Asset Allocation

QQQ100%
This strategy trades monthly

Last refresh:
21/01/2020

Last trading day:
31/10/2019

Next trading day:
31/01/2020

Stop Orders
QQQ$203.22

Start Year:
2007

Benchmark:
SPY

Buy & Hold Portfolio:
QQQ 20%, SPY 20%, MDY 20%, TLT 40%

List of ETFs traded:

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$92,16518.50%14.57%42.27%-1.90%-14.40%1.18
Buy & Hold$10,000$32,9939.55%9.20%26.99%-9.28%-23.42%0.94
Benchmark$10,000$30,5008.90%14.50%32.25%-36.72%-50.69%0.60

Holdings

SymbolAmountPriceTotal Price
QQQ412$223.28$91,991
Cash$174
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +15.81%$11,581 +9.87% +5.31%
2008 +42.27%$16,476-9.28%-36.72%
2009 +25.54%$20,684 +3.17% +26.26%
2010 +19.07%$24,629 +15.30% +15.02%
2011 +31.13%$32,295 +14.96% +1.90%
2012 +9.61%$35,399 +9.93% +15.95%
2013 +33.19%$47,148 +12.23% +32.25%
2014 +12.32%$52,958 +18.84% +13.44%
2015-1.90%$51,952 +1.41% +1.24%
2016 +20.60%$62,652 +8.26% +11.98%
2017 +24.57%$78,045 +19.05% +21.68%
2018 +0.54%$78,463-3.68%-4.56%
2019 +11.86%$87,769 +26.99% +31.19%
2020 +5.01%$92,165 +3.28% +2.93%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.62% +1.67%
February +1.09%$10,089 +0.83%-1.96%
March +1.30%$10,220-0.09% +1.15%
April +2.76%$10,502 +2.88% +4.42%
May +5.09%$11,037 +1.47% +3.38%
June-2.17%$10,798-1.04%-1.45%
July-0.22%$10,774-0.42%-3.13%
August +2.82%$11,078 +1.76% +1.29%
September +5.24%$11,658 +2.46% +3.86%
October +7.03%$12,478 +2.99% +1.36%
November-6.76%$11,635-1.26%-3.87%
December-0.46%$11,581-0.64%-1.13%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.08%$11,822-3.98%-6.03%
February-0.45%$11,769-1.81%-2.58%
March +2.12%$12,019 +0.75%-0.90%
April-2.85%$11,676 +2.77% +4.76%
May +5.91%$12,366 +1.42% +1.51%
June +0.58%$12,438-3.94%-8.35%
July-0.37%$12,392-0.54%-0.89%
August +2.74%$12,732 +2.00% +1.54%
September +1.48%$12,920-6.17%-9.39%
October-1.85%$12,681-10.33%-16.49%
November +14.32%$14,497 +2.71%-6.94%
December +13.65%$16,476 +8.79% +0.98%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-13.07%$14,323-9.98%-8.19%
February-1.53%$14,104-4.41%-10.71%
March +3.63%$14,616 +6.03% +8.31%
April +13.05%$16,523 +1.28% +9.90%
May +3.21%$17,054-0.14% +5.81%
June-0.75%$16,926 +1.04%-0.06%
July +8.43%$18,353 +4.21% +7.45%
August +1.06%$18,548 +2.63% +3.67%
September +5.64%$19,594 +3.73% +3.54%
October-4.50%$18,712-2.90%-1.90%
November +5.09%$19,665 +3.42% +6.13%
December +5.18%$20,684-0.67% +1.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-6.45%$19,349-1.29%-3.61%
February +4.23%$20,167 +2.12% +3.11%
March +7.17%$21,612 +2.87% +6.08%
April +4.16%$22,511 +2.94% +1.54%
May-7.05%$20,925-1.95%-7.94%
June +1.98%$21,340-0.45%-5.16%
July-0.94%$21,140 +3.02% +6.83%
August +8.36%$22,907 +1.44%-4.50%
September-2.90%$22,243 +4.22% +8.94%
October +6.33%$23,650 +0.28% +3.81%
November-0.17%$23,610-0.25%0.00%
December +4.32%$24,629 +1.59% +6.67%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.92%$25,102 +0.06% +2.32%
February +4.53%$26,239 +2.85% +3.47%
March +2.59%$26,919 +0.45% +0.01%
April +2.62%$27,625 +2.59% +2.89%
May-0.91%$27,373 +0.73%-1.12%
June-2.93%$26,572-2.18%-1.68%
July +4.40%$27,740 +1.13%-2.00%
August +9.65%$30,417 +0.74%-5.49%
September +13.18%$34,427 +2.28%-6.92%
October-4.21%$32,978 +3.62% +10.89%
November-3.08%$31,961 +0.30%-0.41%
December +1.05%$32,295 +1.59% +1.06%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.64%$34,439 +3.22% +4.62%
February +4.09%$35,848 +1.47% +4.33%
March +5.04%$37,654-0.05% +3.20%
April-1.16%$37,218 +1.70%-0.67%
May-7.41%$34,462 +0.49%-5.99%
June-1.67%$33,886 +0.79% +4.04%
July +3.81%$35,176 +2.19% +1.19%
August-1.71%$34,576 +1.36% +2.51%
September +0.89%$34,884-0.35% +2.53%
October-3.01%$33,835-1.78%-1.82%
November +2.29%$34,611 +1.29% +0.57%
December +2.28%$35,399-0.72% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.07%$37,900 +1.14% +5.11%
February +0.83%$38,214 +0.97% +1.28%
March +4.83%$40,061 +1.96% +3.78%
April +0.19%$40,137 +2.96% +1.92%
May +1.95%$40,920-1.39% +2.36%
June-2.39%$39,942-2.55%-1.34%
July +5.89%$42,293 +2.65% +5.16%
August-3.86%$40,661-1.92%-2.99%
September +3.66%$42,149 +2.99% +3.16%
October +4.95%$44,236 +3.24% +4.62%
November +3.56%$45,809 +0.60% +2.96%
December +2.92%$47,148 +1.15% +2.59%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.92%$46,242 +0.65%-3.52%
February +5.15%$48,625 +3.24% +4.55%
March-3.12%$47,108-0.20% +0.83%
April-1.87%$46,225 +0.49% +0.69%
May +2.31%$47,293 +2.92% +2.32%
June +1.66%$48,076 +1.89% +2.07%
July +1.18%$48,642-0.62%-1.34%
August +5.00%$51,073 +4.71% +3.94%
September-0.75%$50,691-2.13%-1.37%
October +2.64%$52,027 +2.82% +2.35%
November +4.54%$54,388 +3.09% +2.74%
December-2.63%$52,958 +0.74%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.10%$52,378 +2.48%-2.96%
February +5.02%$55,008 +1.10% +5.62%
March +1.33%$55,740-0.19%-1.57%
April-1.87%$54,699-0.96% +0.98%
May +2.25%$55,931 +0.24% +1.29%
June-2.49%$54,540-2.73%-2.03%
July +4.56%$57,025 +3.23% +2.26%
August-7.20%$52,921-4.22%-6.09%
September +1.97%$53,961-0.88%-2.55%
October-0.41%$53,742 +5.19% +8.50%
November-1.37%$53,006 +0.16% +0.36%
December-1.99%$51,952-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.56%$54,840-1.72%-4.97%
February +3.08%$56,531 +1.03%-0.08%
March-0.49%$56,254 +4.31% +6.72%
April +1.19%$56,924-0.81% +0.40%
May +2.25%$58,202 +2.12% +1.70%
June +0.46%$58,472 +2.20% +0.35%
July +4.24%$60,952 +3.99% +3.64%
August-0.15%$60,860-0.03% +0.12%
September +2.21%$62,207-0.13% +0.01%
October-1.45%$61,302-2.84%-1.73%
November +0.03%$61,321-0.85% +3.68%
December +2.17%$62,652 +0.95% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.64%$63,679 +2.32% +1.79%
February +2.17%$65,064 +2.96% +3.92%
March +2.03%$66,382 +0.28% +0.13%
April +2.73%$68,193 +1.63% +0.99%
May +3.89%$70,845 +1.89% +1.41%
June-2.32%$69,2040.00% +0.64%
July +4.06%$72,015 +1.48% +2.05%
August +2.07%$73,508 +1.46% +0.29%
September-0.30%$73,287 +0.25% +2.01%
October +4.61%$76,663 +2.21% +2.36%
November +1.56%$77,860 +2.12% +3.05%
December +0.24%$78,045 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.46%$83,867 +3.17% +5.63%
February-1.29%$82,781-2.87%-3.63%
March-4.07%$79,411-0.76%-2.74%
April-5.48%$75,059-0.46% +0.52%
May +1.60%$76,261 +3.66% +2.42%
June +0.41%$76,575 +0.74% +0.58%
July +1.72%$77,892 +1.47% +3.70%
August +5.77%$82,389 +3.48% +3.19%
September-0.28%$82,161-1.01% +0.60%
October-11.36%$72,827-6.91%-6.90%
November +1.79%$74,127 +1.40% +1.85%
December +5.85%$78,463-5.02%-8.80%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.02%$78,446 +6.27% +8.00%
February +3.90%$81,507 +1.96% +3.24%
March +3.92%$84,706 +3.11% +1.81%
April +5.49%$89,356 +2.68% +4.08%
May-7.49%$82,664-3.52%-6.37%
June +0.95%$83,452 +5.39% +6.95%
July-0.04%$83,418 +1.28% +1.51%
August-1.67%$82,023 +1.62%-1.67%
September +0.50%$82,435 +0.31% +1.95%
October-1.51%$81,193 +1.62% +2.21%
November +4.06%$84,493 +2.38% +3.62%
December +3.88%$87,769 +1.35% +2.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.01%$92,165 +3.28% +2.93%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +17.49% +23.42% +25.04%
2 years +9.89% +22.45% +22.01%
3 years +44.73% +46.99% +54.06%
5 years +75.96% +61.12% +83.21%
7 years +143.18% +117.73% +153.76%
10 years +376.33% +225.04% +276.08%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/01/200702/07/20075100% MDY
MDY : +9.16%
+9.16% +4.94% +6.47%
02/07/200731/12/20076100% QQQ
QQQ : +6.37%
+6.37% +4.05%-2.71%
31/12/200730/04/20084100% TLT
TLT : +0.82%
+0.82%-2.38%-4.97%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
30/04/200802/06/20081100% QQQ
QQQ : +4.21%
+4.21% +0.92% +0.47%
02/06/200831/03/200910100% TLT
TLT : +20.16%
+20.16%-16.00%-41.24%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/03/200901/06/20092100% QQQ
QQQ : +19.56%
+19.56% +1.08% +19.18%
01/06/200930/06/20091100% MDY
MDY : -3.14%
-3.14% +1.09%-2.42%
30/06/200931/08/20092100% QQQ
QQQ : +9.60%
+9.60% +6.95% +11.42%
31/08/200902/11/20092100% MDY
MDY : +1.02%
+1.02% +0.79% +2.30%
02/11/200930/11/20091100% SPY
SPY : +4.97%
+4.97% +3.36% +5.39%
30/11/200901/02/20102100% QQQ
QQQ : -0.93%
-0.93%-1.66%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
01/02/201001/06/20104100% MDY
MDY : +4.28%
+4.28% +5.12%-1.00%
01/06/201030/09/20104100% TLT
TLT : +9.52%
+9.52% +9.04% +7.22%
30/09/201031/12/20103100% QQQ
QQQ : +10.74%
+10.74% +1.61% +10.76%
31/12/201030/06/20116100% MDY
MDY : +7.90%
+7.90% +4.49% +5.92%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
30/06/201131/10/20114100% TLT
TLT : +24.17%
+24.17% +7.97%-4.42%
31/10/201130/11/20111100% QQQ
QQQ : -3.09%
-3.09% +0.30%-0.40%
30/11/201103/01/20121100% SPY
SPY : +2.24%
+2.24% +1.63% +2.65%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
03/01/201229/02/20122100% MDY
MDY : +9.72%
+9.72% +4.69% +7.47%
29/02/201231/05/20123100% QQQ
QQQ : -3.87%
-3.87% +2.15%-3.63%
31/05/201231/08/20123100% TLT
TLT : +0.33%
+0.33% +4.40% +7.93%
31/08/201201/10/20121100% QQQ
QQQ : +0.33%
+0.33%-0.27% +2.81%
01/10/201231/10/20121100% SPY
SPY : -2.47%
-2.47%-1.86%-2.08%
31/10/201230/04/20136100% MDY
MDY : +18.68%
+18.68% +7.81% +14.28%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
30/04/201331/05/20131100% SPY
SPY : +1.95%
+1.95%-1.39% +2.36%
31/05/201331/07/20132100% QQQ
QQQ : +3.35%
+3.35% +0.03% +3.76%
31/07/201303/09/20131100% MDY
MDY : -4.40%
-4.40%-2.29%-2.56%
03/09/201331/03/20147100% QQQ
QQQ : +16.52%
+16.52% +12.63% +15.44%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/03/201430/04/20141100% MDY
MDY : -1.88%
-1.88% +0.49% +0.69%
30/04/201430/06/20142100% SPY
SPY : +4.02%
+4.02% +4.86% +4.44%
30/06/201431/12/20146100% QQQ
QQQ : +10.17%
+10.17% +8.75% +6.09%
31/12/201430/04/20154100% MDY
MDY : +3.29%
+3.29% +2.41% +1.87%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
30/04/201531/08/20154100% QQQ
QQQ : -3.25%
-3.25%-3.60%-4.72%
31/08/201502/11/20152100% TLT
TLT : +0.68%
+0.68% +4.92% +6.99%
02/11/201531/12/20152100% QQQ
QQQ : -2.50%
-2.50%-2.10%-2.52%
31/12/201531/03/20163100% TLT
TLT : +8.29%
+8.29% +3.57% +1.33%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/03/201601/08/20164100% MDY
MDY : +7.64%
+7.64% +7.27% +6.11%
01/08/201630/11/20164100% QQQ
QQQ : +1.28%
+1.28%-3.47% +2.10%
30/11/201628/02/20173100% MDY
MDY : +6.13%
+6.13% +6.35% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
28/02/201730/11/20179100% QQQ
QQQ : +19.68%
+19.68% +11.87% +13.67%
30/11/201702/01/20181100% MDY
MDY : +0.79%
+0.79% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
02/01/201802/04/20183100% QQQ
QQQ : -2.12%
-2.12%-2.75%-3.82%
02/04/201831/05/20182100% TLT
TLT : -0.72%
-0.72% +4.97% +5.23%
31/05/201802/07/20181100% MDY
MDY : +0.02%
+0.02% +0.97% +0.79%
02/07/201831/10/20184100% QQQ
QQQ : -4.53%
-4.53%-3.47%0.00%
31/10/201831/01/20193100% TLT
TLT : +7.73%
+7.73% +2.36% +0.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/01/201928/02/20191100% MDY
MDY : +3.91%
+3.91% +1.96% +3.24%
28/02/201931/05/20193100% QQQ
QQQ : +1.42%
+1.42% +2.15%-0.79%
31/05/201901/07/20191100% TLT
TLT : +0.31%
+0.31% +5.99% +7.93%
01/07/201903/09/20192100% SPY
SPY : -2.06%
-2.06% +1.75%-1.66%
03/09/201930/09/20191100% QQQ
QQQ : +1.50%
+1.50% +0.89% +2.55%
30/09/201931/10/20191100% TLT
TLT : -1.51%
-1.51% +1.62% +2.21%
31/10/201921/01/20203100% QQQ
QQQ : +13.09%
+13.09% +7.17% +9.76%
DateSymbolAmountTypePriceFeesTotal Price
31/01/2007MDY77Buy$128.73$20$9,932
02/07/2007MDY77Sell$141.09$22$10,842
QQQ254Buy$42.80$22$10,893
31/12/2007QQQ254Sell$45.71$23$11,587
TLT179Buy$64.37$23$11,545
DateSymbolAmountTypePriceFeesTotal Price
30/04/2008TLT179Sell$65.16$23$11,640
QQQ276Buy$42.17$23$11,662
02/06/2008TLT191Buy$63.66$24$12,183
QQQ276Sell$44.12$24$12,153
DateSymbolAmountTypePriceFeesTotal Price
31/03/2009TLT191Sell$76.80$29$14,639
QQQ537Buy$27.20$29$14,636
01/06/2009MDY183Buy$95.08$35$17,434
QQQ537Sell$32.65$35$17,498
30/06/2009QQQ517Buy$32.68$34$16,929
MDY183Sell$92.46$34$16,886
31/08/2009QQQ517Sell$35.96$37$18,554
MDY177Buy$104.52$37$18,537
02/11/2009MDY177Sell$106.01$38$18,726
SPY220Buy$84.95$37$18,726
30/11/2009SPY220Sell$89.53$39$19,657
QQQ502Buy$39.17$39$19,703
DateSymbolAmountTypePriceFeesTotal Price
01/02/2010MDY170Buy$114.50$39$19,504
QQQ502Sell$38.96$39$19,519
01/06/2010TLT274Buy$73.91$41$20,292
MDY170Sell$119.88$41$20,339
30/09/2010QQQ499Buy$44.52$44$22,260
TLT274Sell$81.27$45$22,223
31/12/2010MDY167Buy$147.21$49$24,633
QQQ499Sell$49.50$49$24,651
DateSymbolAmountTypePriceFeesTotal Price
30/06/2011MDY167Sell$159.48$53$26,580
TLT354Buy$74.89$53$26,564
31/10/2011TLT354Sell$93.36$66$32,983
QQQ622Buy$52.97$66$33,013
30/11/2011SPY301Buy$105.86$64$31,928
QQQ622Sell$51.54$64$31,994
DateSymbolAmountTypePriceFeesTotal Price
03/01/2012SPY301Sell$108.67$65$32,644
MDY224Buy$145.70$65$32,702
29/02/2012QQQ606Buy$59.10$72$35,886
MDY224Sell$160.50$72$35,880
31/05/2012TLT329Buy$104.66$69$34,502
QQQ606Sell$57.04$69$34,497
31/08/2012QQQ550Buy$62.79$69$34,604
TLT329Sell$105.43$69$34,617
01/10/2012QQQ550Sell$63.25$70$34,718
SPY277Buy$124.88$69$34,661
31/10/2012SPY277Sell$122.28$68$33,804
MDY208Buy$162.23$67$33,811
DateSymbolAmountTypePriceFeesTotal Price
30/04/2013SPY287Buy$139.74$80$40,186
MDY208Sell$193.30$80$40,126
31/05/2013QQQ600Buy$68.20$82$41,002
SPY287Sell$143.04$82$40,970
31/07/2013QQQ600Sell$70.77$85$42,377
MDY205Buy$206.07$84$42,329
03/09/2013MDY205Sell$197.79$81$40,466
QQQ570Buy$70.89$81$40,488
DateSymbolAmountTypePriceFeesTotal Price
31/03/2014QQQ570Sell$82.93$95$47,176
MDY202Buy$232.40$94$47,039
30/04/2014MDY202Sell$228.94$92$46,153
SPY274Buy$168.11$92$46,154
30/06/2014SPY274Sell$175.57$96$48,010
QQQ539Buy$89.07$96$48,105
31/12/2014MDY214Buy$247.10$106$52,985
QQQ539Sell$98.52$106$52,996
DateSymbolAmountTypePriceFeesTotal Price
30/04/2015QQQ531Buy$102.94$109$54,770
MDY214Sell$256.26$110$54,730
31/08/2015QQQ531Sell$99.99$106$52,988
TLT486Buy$108.83$106$52,997
02/11/2015QQQ483Buy$110.14$106$53,304
TLT486Sell$110.01$107$53,358
31/12/2015TLT475Buy$109.24$104$51,993
QQQ483Sell$107.82$104$51,973
DateSymbolAmountTypePriceFeesTotal Price
31/03/2016TLT475Sell$118.77$113$56,303
MDY225Buy$249.91$112$56,342
01/08/2016MDY225Sell$270.07$122$60,644
QQQ539Buy$112.29$121$60,645
30/11/2016MDY215Buy$284.00$122$61,182
QQQ539Sell$114.18$123$61,420
DateSymbolAmountTypePriceFeesTotal Price
28/02/2017MDY215Sell$302.62$130$64,933
QQQ513Buy$126.72$130$65,137
30/11/2017MDY231Buy$335.62$155$77,683
QQQ513Sell$152.27$156$77,958
DateSymbolAmountTypePriceFeesTotal Price
02/01/2018MDY231Sell$339.62$157$78,295
QQQ503Buy$155.88$157$78,564
02/04/2018QQQ503Sell$153.19$154$76,900
TLT658Buy$116.65$154$76,909
31/05/2018MDY220Buy$346.16$152$76,308
TLT658Sell$116.28$153$76,359
02/07/2018QQQ447Buy$170.59$153$76,406
MDY220Sell$347.63$153$76,326
24/10/2018QQQ447Sell  (stop order)$163.52$146$72,947
31/10/2018TLT660Buy$110.18$145$72,864
DateSymbolAmountTypePriceFeesTotal Price
31/01/2019MDY238Buy$329.12$157$78,487
TLT660Sell$119.17$157$78,495
28/02/2019MDY238Sell$343.35$163$81,554
QQQ474Buy$171.77$163$81,582
29/05/2019QQQ474Sell  (stop order)$174.91$166$82,742
31/05/2019TLT636Buy$129.92$165$82,794
01/07/2019TLT636Sell$130.85$166$83,054
SPY283Buy$292.86$166$83,045
03/09/2019QQQ439Buy$184.88$162$81,325
SPY283Sell$287.99$163$81,338
30/09/2019TLT580Buy$142.11$165$82,589
QQQ439Sell$188.40$165$82,542
31/10/2019TLT580Sell$140.53$163$81,344
QQQ412Buy$196.65$162$81,182