The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio 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 Portfolio combines a US bond market strategy and a US stock market strategy. 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 the Bonds Strategy (40% to 100%) and the Stocks Strategy (0% to 60%).

The portfolio seeks to minimize losses through market downturns. It experienced a lower drawdown (-10.5%) compared to 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

Global Market Breadth Indicator

Strategy allocation

Bonds Strategy40% to 100%

Stocks Strategy0% to 60%

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  +13.68%

Max Drawdown-10.47%

Asset Allocation

LQD20%
QQQ60%
JNK20%
This strategy trades monthly

Last refresh:
21/01/2020

Last trading day:
31/12/2019

Next trading day:
31/01/2020

Stop Orders
QQQ$203.22
LQD$124.10
JNK$105.64

Start Year:
2007

Benchmark:
SPY

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

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$53,54913.68%9.93%27.63%-1.34%-10.47%1.26
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
QQQ145$223.28$32,376
LQD80$129.61$10,369
JNK94$109.91$10,332
Cash$474
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +12.38%$11,238 +9.87% +5.31%
2008 +27.63%$14,343-9.28%-36.72%
2009 +19.78%$17,180 +3.17% +26.26%
2010 +15.77%$19,890 +15.30% +15.02%
2011 +22.31%$24,327 +14.96% +1.90%
2012 +8.60%$26,418 +9.93% +15.95%
2013 +18.73%$31,365 +12.23% +32.25%
2014 +8.90%$34,155 +18.84% +13.44%
2015-1.34%$33,697 +1.41% +1.24%
2016 +17.56%$39,614 +8.26% +11.98%
2017 +16.70%$46,229 +19.05% +21.68%
2018 +0.69%$46,547-3.68%-4.56%
2019 +11.36%$51,835 +26.99% +31.19%
2020 +3.31%$53,549 +3.28% +2.93%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.62% +1.67%
February +1.44%$10,124 +0.83%-1.96%
March +0.50%$10,175-0.09% +1.15%
April +2.00%$10,379 +2.88% +4.42%
May +2.44%$10,632 +1.47% +3.38%
June-1.47%$10,476-1.04%-1.45%
July +0.75%$10,555-0.42%-3.13%
August +2.43%$10,812 +1.76% +1.29%
September +3.38%$11,177 +2.46% +3.86%
October +4.63%$11,695 +2.99% +1.36%
November-3.65%$11,268-1.26%-3.87%
December-0.27%$11,238-0.64%-1.13%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.00%$11,463-3.98%-6.03%
February-0.39%$11,418-1.81%-2.58%
March +1.23%$11,559 +0.75%-0.90%
April-1.64%$11,370 +2.77% +4.76%
May +3.43%$11,760 +1.42% +1.51%
June-0.43%$11,710-3.94%-8.35%
July-0.81%$11,615-0.54%-0.89%
August +2.24%$11,875 +2.00% +1.54%
September +0.60%$11,946-6.17%-9.39%
October-2.43%$11,656-10.33%-16.49%
November +11.62%$13,011 +2.71%-6.94%
December +10.24%$14,343 +8.79% +0.98%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-8.55%$13,117-9.98%-8.19%
February-2.10%$12,842-4.41%-10.71%
March +2.23%$13,128 +6.03% +8.31%
April +6.55%$13,988 +1.28% +9.90%
May +3.45%$14,470-0.14% +5.81%
June +0.30%$14,514 +1.04%-0.06%
July +7.29%$15,572 +4.21% +7.45%
August +0.88%$15,709 +2.63% +3.67%
September +4.97%$16,489 +3.73% +3.54%
October-2.87%$16,016-2.90%-1.90%
November +3.72%$16,611 +3.42% +6.13%
December +3.43%$17,180-0.67% +1.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.67%$16,550-1.29%-3.61%
February +2.54%$16,971 +2.12% +3.11%
March +5.00%$17,819 +2.87% +6.08%
April +3.25%$18,399 +2.94% +1.54%
May-5.57%$17,375-1.95%-7.94%
June +1.88%$17,702-0.45%-5.16%
July +0.01%$17,703 +3.02% +6.83%
August +5.81%$18,731 +1.44%-4.50%
September-0.94%$18,554 +4.22% +8.94%
October +4.31%$19,353 +0.28% +3.81%
November-0.86%$19,187-0.25%0.00%
December +3.66%$19,890 +1.59% +6.67%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.92%$20,272 +0.06% +2.32%
February +3.14%$20,908 +2.85% +3.47%
March +1.43%$21,206 +0.45% +0.01%
April +2.37%$21,709 +2.59% +2.89%
May-0.27%$21,651 +0.73%-1.12%
June-1.99%$21,221-2.18%-1.68%
July +3.44%$21,951 +1.13%-2.00%
August +6.21%$23,314 +0.74%-5.49%
September +8.40%$25,273 +2.28%-6.92%
October-2.28%$24,696 +3.62% +10.89%
November-2.57%$24,062 +0.30%-0.41%
December +1.10%$24,327 +1.59% +1.06%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.52%$25,427 +3.22% +4.62%
February +3.21%$26,242 +1.47% +4.33%
March +2.50%$26,897-0.05% +3.20%
April-0.21%$26,841 +1.70%-0.67%
May-5.12%$25,466 +0.49%-5.99%
June-0.81%$25,260 +0.79% +4.04%
July +3.19%$26,067 +2.19% +1.19%
August-1.07%$25,787 +1.36% +2.51%
September +0.90%$26,018-0.35% +2.53%
October-1.37%$25,662-1.78%-1.82%
November +1.33%$26,004 +1.29% +0.57%
December +1.59%$26,418-0.72% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.00%$27,474 +1.14% +5.11%
February +0.78%$27,689 +0.97% +1.28%
March +3.30%$28,603 +1.96% +3.78%
April +0.84%$28,844 +2.96% +1.92%
May-0.01%$28,842-1.39% +2.36%
June-2.31%$28,177-2.55%-1.34%
July +3.36%$29,123 +2.65% +5.16%
August-2.86%$28,289-1.92%-2.99%
September +2.76%$29,069 +2.99% +3.16%
October +3.54%$30,097 +3.24% +4.62%
November +2.26%$30,776 +0.60% +2.96%
December +1.91%$31,365 +1.15% +2.59%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.71%$31,143 +0.65%-3.52%
February +3.79%$32,323 +3.24% +4.55%
March-1.92%$31,703-0.20% +0.83%
April-0.75%$31,466 +0.49% +0.69%
May +1.87%$32,054 +2.92% +2.32%
June +0.88%$32,337 +1.89% +2.07%
July +0.09%$32,365-0.62%-1.34%
August +3.61%$33,533 +4.71% +3.94%
September-1.51%$33,026-2.13%-1.37%
October +1.97%$33,675 +2.82% +2.35%
November +3.07%$34,709 +3.09% +2.74%
December-1.60%$34,155 +0.74%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.57%$34,351 +2.48%-2.96%
February +2.38%$35,168 +1.10% +5.62%
March +0.51%$35,346-0.19%-1.57%
April-1.22%$34,914-0.96% +0.98%
May +1.52%$35,443 +0.24% +1.29%
June-2.46%$34,571-2.73%-2.03%
July +3.33%$35,721 +3.23% +2.26%
August-4.48%$34,121-4.22%-6.09%
September +1.42%$34,607-0.88%-2.55%
October-0.12%$34,565 +5.19% +8.50%
November-0.93%$34,244 +0.16% +0.36%
December-1.60%$33,697-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.67%$35,271-1.72%-4.97%
February +1.92%$35,948 +1.03%-0.08%
March +0.60%$36,164 +4.31% +6.72%
April +1.10%$36,562-0.81% +0.40%
May +1.27%$37,025 +2.12% +1.70%
June +1.26%$37,490 +2.20% +0.35%
July +3.10%$38,651 +3.99% +3.64%
August +0.32%$38,773-0.03% +0.12%
September +1.45%$39,337-0.13% +0.01%
October-1.39%$38,789-2.84%-1.73%
November +0.07%$38,817-0.85% +3.68%
December +2.05%$39,614 +0.95% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.48%$40,199 +2.32% +1.79%
February +1.74%$40,900 +2.96% +3.92%
March +1.09%$41,347 +0.28% +0.13%
April +2.08%$42,209 +1.63% +0.99%
May +2.76%$43,373 +1.89% +1.41%
June-1.35%$42,7860.00% +0.64%
July +2.77%$43,971 +1.48% +2.05%
August +1.31%$44,548 +1.46% +0.29%
September-0.28%$44,422 +0.25% +2.01%
October +2.73%$45,634 +2.21% +2.36%
November +0.85%$46,024 +2.12% +3.05%
December +0.45%$46,229 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.80%$47,984 +3.17% +5.63%
February-1.14%$47,435-2.87%-3.63%
March-1.97%$46,500-0.76%-2.74%
April-3.76%$44,753-0.46% +0.52%
May +1.19%$45,285 +3.66% +2.42%
June +0.32%$45,430 +0.74% +0.58%
July +1.20%$45,977 +1.47% +3.70%
August +3.56%$47,615 +3.48% +3.19%
September-0.08%$47,578-1.01% +0.60%
October-7.82%$43,857-6.91%-6.90%
November +1.60%$44,559 +1.40% +1.85%
December +4.46%$46,547-5.02%-8.80%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.35%$46,711 +6.27% +8.00%
February +2.20%$47,739 +1.96% +3.24%
March +3.18%$49,258 +3.11% +1.81%
April +3.59%$51,025 +2.68% +4.08%
May-4.79%$48,580-3.52%-6.37%
June +1.47%$49,292 +5.39% +6.95%
July +0.06%$49,321 +1.28% +1.51%
August +0.32%$49,477 +1.62%-1.67%
September +0.05%$49,502 +0.31% +1.95%
October-0.83%$49,091 +1.62% +2.21%
November +2.64%$50,388 +2.38% +3.62%
December +2.87%$51,835 +1.35% +2.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.31%$53,549 +3.28% +2.93%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +14.64% +23.42% +25.04%
2 years +11.60% +22.45% +22.01%
3 years +33.21% +46.99% +54.06%
5 years +55.89% +61.12% +83.21%
7 years +94.91% +117.73% +153.76%
10 years +223.56% +225.04% +276.08%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/01/200731/05/2007440% LQD
60% MDY
LQD : +0.56%
MDY : +10.22%
+6.36% +5.17% +7.08%
31/05/200702/07/2007160% MDY
40% IEF
MDY : -1.36%
IEF : -0.72%
-1.10%-0.22%-0.57%
02/07/200731/08/2007240% IEF
60% QQQ
IEF : +4.00%
QQQ : +1.35%
+2.41% +0.50%-2.77%
31/08/200731/12/2007460% QQQ
20% LQD
20% BND
QQQ : +4.54%
LQD : +1.51%
BND : +3.97%
+3.82% +3.53% +0.06%
31/12/200730/04/2008420% LQD
20% BND
60% TLT
LQD : +2.09%
BND : +0.99%
TLT : +0.82%
+1.11%-2.38%-4.97%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
30/04/200802/06/2008120% BND
60% QQQ
20% JNK
BND : -0.90%
QQQ : +4.21%
JNK : -0.17%
+2.31% +0.92% +0.47%
02/06/200830/06/2008120% BND
20% JNK
60% TLT
BND : -0.85%
JNK : -3.69%
TLT : +1.84%
+0.20%-3.46%-7.41%
30/06/200831/07/2008140% JNK
60% TLT
JNK : -1.50%
TLT : -0.77%
-1.06%-0.54%-0.89%
31/07/200802/09/2008160% TLT
40% IEF
TLT : +3.29%
IEF : +1.67%
+2.64% +1.87% +0.91%
02/09/200831/10/2008260% TLT
40% BND
TLT : -1.72%
BND : -4.15%
-2.69%-15.75%-23.91%
31/10/200801/12/2008160% TLT
40% IEF
TLT : +18.24%
IEF : +8.76%
+14.45% +1.05%-15.20%
01/12/200831/12/2008160% TLT
40% BND
TLT : +9.02%
BND : +4.10%
+7.05% +10.58% +10.79%
31/12/200831/03/2009360% TLT
20% BND
20% LQD
TLT : -11.29%
BND : -1.98%
LQD : -6.84%
-8.54%-8.76%-11.24%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/03/200930/04/2009160% QQQ
40% IEF
QQQ : +12.60%
IEF : -3.14%
+6.30% +1.28% +9.94%
30/04/200901/06/2009160% QQQ
20% BND
20% JNK
QQQ : +5.75%
BND : -0.40%
JNK : +8.92%
+5.15%-0.20% +8.40%
01/06/200930/06/2009120% JNK
20% LQD
60% MDY
JNK : -0.81%
LQD : +2.52%
MDY : -3.14%
-1.54% +1.09%-2.42%
30/06/200931/08/2009220% JNK
20% LQD
60% QQQ
JNK : +6.06%
LQD : +5.58%
QQQ : +9.60%
+8.09% +6.95% +11.42%
31/08/200902/11/2009220% JNK
20% LQD
60% MDY
JNK : +5.83%
LQD : +0.69%
MDY : +1.02%
+1.92% +0.79% +2.30%
02/11/200930/11/2009120% JNK
20% LQD
60% SPY
JNK : +0.62%
LQD : +1.70%
SPY : +4.97%
+3.45% +3.36% +5.39%
30/11/200901/02/2010220% JNK
20% LQD
60% QQQ
JNK : +3.65%
LQD : -1.69%
QQQ : -0.93%
-0.17%-1.66%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
01/02/201001/03/2010120% JNK
60% MDY
20% BND
JNK : +0.29%
MDY : +5.00%
BND : +0.09%
+3.08% +2.61% +2.60%
01/03/201001/06/2010320% JNK
60% MDY
20% LQD
JNK : -1.50%
MDY : -1.08%
LQD : +0.61%
-0.83% +2.45%-3.50%
01/06/201031/08/2010320% LQD
60% TLT
20% BND
LQD : +8.13%
TLT : +12.35%
BND : +3.43%
+9.72% +4.62%-1.60%
31/08/201030/09/2010120% LQD
60% TLT
20% JNK
LQD : +0.06%
TLT : -2.91%
JNK : +3.14%
-1.11% +4.22% +8.96%
30/09/201030/11/2010220% LQD
20% JNK
60% QQQ
LQD : -2.26%
JNK : +0.55%
QQQ : +5.73%
+3.10% +0.03% +3.82%
30/11/201031/12/2010140% JNK
60% QQQ
JNK : +2.33%
QQQ : +4.32%
+3.52% +1.59% +6.69%
31/12/201028/02/2011240% JNK
60% MDY
JNK : +2.92%
MDY : +6.12%
+4.84% +2.91% +5.89%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
28/02/201131/05/2011320% JNK
60% MDY
20% LQD
JNK : +1.75%
MDY : +3.91%
LQD : +2.83%
+3.26% +3.80% +1.75%
31/05/201130/06/2011160% MDY
20% LQD
20% BND
MDY : -2.93%
LQD : -1.19%
BND : -0.77%
-2.15%-2.18%-1.69%
30/06/201131/10/2011420% LQD
20% BND
60% TLT
LQD : +5.30%
BND : +3.70%
TLT : +24.17%
+16.30% +7.97%-4.42%
31/10/201130/11/2011120% LQD
20% BND
60% QQQ
LQD : -3.54%
BND : -0.46%
QQQ : -3.09%
-2.65% +0.30%-0.40%
30/11/201103/01/2012140% BND
60% SPY
BND : +0.47%
SPY : +2.24%
+1.53% +1.63% +2.65%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
03/01/201229/02/2012220% JNK
20% LQD
60% MDY
JNK : +3.84%
LQD : +3.48%
MDY : +9.72%
+7.30% +4.69% +7.47%
29/02/201231/05/2012320% JNK
20% LQD
60% QQQ
JNK : -3.57%
LQD : -0.01%
QQQ : -3.87%
-3.04% +2.15%-3.63%
31/05/201231/08/2012320% LQD
20% BND
60% TLT
LQD : +3.92%
BND : +1.05%
TLT : +0.33%
+1.19% +4.40% +7.93%
31/08/201201/10/2012120% LQD
20% JNK
60% QQQ
LQD : +0.97%
JNK : +0.31%
QQQ : +0.33%
+0.45%-0.27% +2.81%
01/10/201231/10/2012120% LQD
20% JNK
60% SPY
LQD : +0.67%
JNK : +0.49%
SPY : -2.47%
-1.25%-1.86%-2.08%
31/10/201231/01/2013320% LQD
20% JNK
60% MDY
LQD : -2.73%
JNK : +1.88%
MDY : +11.60%
+6.79% +1.71% +6.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/01/201330/04/2013340% JNK
60% MDY
JNK : +3.47%
MDY : +5.92%
+4.94% +6.00% +7.15%
30/04/201331/05/2013120% JNK
20% LQD
60% SPY
JNK : -2.70%
LQD : -3.60%
SPY : +1.95%
-0.09%-1.39% +2.36%
31/05/201301/07/2013140% JNK
60% QQQ
JNK : -2.18%
QQQ : -2.18%
-2.18%-1.96%-0.76%
01/07/201331/07/2013160% QQQ
40% IEF
QQQ : +5.24%
IEF : -0.79%
+2.83% +2.03% +4.56%
31/07/201303/09/2013140% IEF
60% MDY
IEF : -2.38%
MDY : -4.40%
-3.59%-2.29%-2.56%
03/09/201330/09/2013140% IEF
60% QQQ
IEF : +2.02%
QQQ : +3.83%
+3.11% +3.39% +2.70%
30/09/201331/10/2013160% QQQ
20% JNK
20% BND
QQQ : +4.53%
JNK : +2.08%
BND : +0.45%
+3.22% +3.24% +4.63%
31/10/201331/03/2014560% QQQ
20% JNK
20% LQD
QQQ : +6.50%
JNK : +3.80%
LQD : +2.69%
+5.20% +5.52% +7.43%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/03/201430/04/2014120% JNK
20% LQD
60% MDY
JNK : +0.15%
LQD : +0.93%
MDY : -1.88%
-0.91% +0.49% +0.69%
30/04/201402/06/2014120% JNK
20% LQD
60% SPY
JNK : +0.45%
LQD : +0.54%
SPY : +2.03%
+1.42% +2.70% +2.44%
02/06/201430/06/2014120% LQD
60% SPY
20% BND
LQD : +0.17%
SPY : +1.54%
BND : -0.07%
+0.94% +2.10% +1.95%
30/06/201431/07/2014120% LQD
60% QQQ
20% JNK
LQD : -0.72%
QQQ : +0.77%
JNK : -2.77%
-0.24%-0.62%-1.34%
31/07/201402/09/2014120% LQD
60% QQQ
20% BND
LQD : +1.12%
QQQ : +4.89%
BND : +0.39%
+3.24% +4.17% +3.89%
02/09/201430/09/2014120% LQD
60% QQQ
20% JNK
LQD : -1.60%
QQQ : -1.44%
JNK : -2.96%
-1.78%-1.62%-1.33%
30/09/201431/12/2014320% LQD
60% QQQ
20% BND
LQD : +1.73%
QQQ : +4.48%
BND : +1.21%
+3.28% +6.79% +4.90%
31/12/201402/03/2015220% LQD
20% BND
60% MDY
LQD : +0.99%
BND : +0.34%
MDY : +4.25%
+2.82% +3.38% +3.14%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
02/03/201530/04/2015220% LQD
60% MDY
20% JNK
LQD : -0.54%
MDY : -1.32%
JNK : -0.27%
-0.95%-0.93%-1.22%
30/04/201530/06/2015240% JNK
60% QQQ
JNK : -2.03%
QQQ : -0.69%
-1.23%-2.50%-0.77%
30/06/201531/08/2015260% QQQ
40% IEF
QQQ : -2.97%
IEF : +1.19%
-1.31%-1.13%-3.97%
31/08/201530/09/2015140% BND
60% TLT
BND : +0.42%
TLT : +1.56%
+1.10%-0.88%-2.55%
30/09/201502/11/2015120% BND
60% TLT
20% LQD
BND : -0.58%
TLT : -1.26%
LQD : -0.25%
-0.92% +5.85% +9.79%
02/11/201531/12/2015220% BND
20% LQD
60% QQQ
BND : -0.77%
LQD : -1.21%
QQQ : -2.50%
-1.90%-2.10%-2.52%
31/12/201501/02/2016160% TLT
40% IEF
TLT : +4.83%
IEF : +2.68%
+3.97%-1.80%-5.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
01/02/201629/02/2016160% TLT
40% BND
TLT : +2.99%
BND : +0.65%
+2.05% +1.11%-0.05%
29/02/201631/03/2016160% TLT
20% BND
20% LQD
TLT : -0.49%
BND : +0.48%
LQD : +3.20%
+0.44% +4.31% +6.73%
31/03/201602/05/2016120% BND
20% LQD
60% MDY
BND : -0.17%
LQD : +1.02%
MDY : +1.72%
+1.20%-0.65% +1.19%
02/05/201601/08/2016320% LQD
60% MDY
20% JNK
LQD : +3.02%
MDY : +5.40%
JNK : +3.15%
+4.47% +7.98% +4.86%
01/08/201631/10/2016320% LQD
20% JNK
60% QQQ
LQD : -1.50%
JNK : +2.35%
QQQ : +0.84%
+0.67%-2.65%-1.53%
31/10/201630/11/2016140% JNK
60% QQQ
JNK : -0.27%
QQQ : +0.03%
-0.09%-0.85% +3.69%
30/11/201628/02/2017340% JNK
60% MDY
JNK : +4.14%
MDY : +6.13%
+5.33% +6.35% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
28/02/201731/05/2017320% JNK
60% QQQ
20% LQD
JNK : +1.47%
QQQ : +8.46%
LQD : +1.83%
+5.74% +3.83% +2.54%
31/05/201730/06/2017160% QQQ
20% LQD
20% BND
QQQ : -2.71%
LQD : +0.08%
BND : -0.35%
-1.68%0.00% +0.64%
30/06/201731/08/2017260% QQQ
20% LQD
20% JNK
QQQ : +5.80%
LQD : +1.05%
JNK : +0.65%
+3.82% +2.97% +2.36%
31/08/201702/10/2017160% QQQ
20% LQD
20% BND
QQQ : -0.61%
LQD : -0.35%
BND : -0.90%
-0.62% +0.47% +2.46%
02/10/201730/11/2017260% QQQ
20% LQD
20% JNK
QQQ : +6.15%
LQD : -0.43%
JNK : -0.56%
+3.49% +4.14% +5.03%
30/11/201702/01/2018120% LQD
20% JNK
60% MDY
LQD : +0.14%
JNK : 0.00%
MDY : +0.79%
+0.50% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
02/01/201831/01/2018120% LQD
20% BND
60% QQQ
LQD : -0.96%
BND : -1.36%
QQQ : +6.46%
+3.41% +2.65% +4.88%
31/01/201802/04/2018260% QQQ
40% IEF
QQQ : -8.42%
IEF : -0.09%
-5.09%-5.26%-8.30%
02/04/201831/05/2018240% IEF
60% TLT
IEF : -0.80%
TLT : -0.72%
-0.75% +4.97% +5.23%
31/05/201802/07/2018160% MDY
40% BND
MDY : +0.02%
BND : -0.28%
-0.10% +0.97% +0.79%
02/07/201831/07/2018120% BND
60% QQQ
20% JNK
BND : -0.37%
QQQ : +1.71%
JNK : +1.38%
+1.23% +1.24% +3.48%
31/07/201831/10/2018360% QQQ
20% JNK
20% LQD
QQQ : -6.51%
JNK : -1.18%
LQD : -2.56%
-4.65%-4.65%-3.37%
31/10/201831/12/2018260% TLT
40% IEF
TLT : +7.32%
IEF : +3.76%
+5.90%-3.69%-7.11%
31/12/201831/01/2019160% TLT
40% BND
TLT : -0.02%
BND : +0.71%
+0.27% +6.27% +8.00%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
31/01/201928/02/2019120% BND
60% MDY
20% LQD
BND : -0.49%
MDY : +3.91%
LQD : -0.60%
+2.13% +1.96% +3.24%
28/02/201931/05/2019320% LQD
20% JNK
60% QQQ
LQD : +4.67%
JNK : -0.46%
QQQ : +1.42%
+1.69% +2.15%-0.79%
31/05/201901/07/2019120% LQD
60% TLT
20% BND
LQD : +3.02%
TLT : +0.31%
BND : +0.83%
+0.96% +5.99% +7.93%
01/07/201903/09/2019220% LQD
20% BND
60% SPY
LQD : +3.45%
BND : +2.61%
SPY : -2.06%
-0.02% +1.75%-1.66%
03/09/201930/09/2019120% LQD
20% BND
60% QQQ
LQD : -1.06%
BND : -1.05%
QQQ : +1.50%
+0.48% +0.89% +2.55%
30/09/201931/10/2019120% LQD
20% BND
60% TLT
LQD : +0.04%
BND : -0.09%
TLT : -1.51%
-0.92% +1.62% +2.21%
31/10/201902/12/2019120% LQD
60% QQQ
20% JNK
LQD : -0.36%
QQQ : +2.59%
JNK : +0.10%
+1.50% +1.33% +2.74%
02/12/201931/12/2019160% QQQ
40% JNK
QQQ : +4.54%
JNK : +1.68%
+3.40% +2.40% +3.79%
31/12/201921/01/2020160% QQQ
20% JNK
20% LQD
QQQ : +4.60%
JNK : -0.06%
LQD : +0.89%
+2.93% +3.28% +2.93%
DateSymbolAmountTypePriceFeesTotal Price
31/01/2007LQD63Buy$62.52$8$3,947
MDY46Buy$128.73$12$5,933
31/05/2007MDY2Sell$142.46$1$284
LQD63Sell$63.12$8$3,969
IEF71Buy$59.27$8$4,217
02/07/2007QQQ147Buy$42.80$13$6,304
MDY44Sell$141.09$12$6,196
31/08/2007LQD33Buy$63.57$4$2,102
QQQ1Buy$43.55$0$44
BND42Buy$50.80$4$2,138
IEF71Sell$61.69$9$4,371
31/12/2007LQD1Buy$64.79$0$65
TLT104Buy$64.37$13$6,708
QQQ148Sell$45.71$14$6,752
DateSymbolAmountTypePriceFeesTotal Price
30/04/2008LQD34Sell$66.41$5$2,253
QQQ161Buy$42.17$14$6,803
TLT104Sell$65.16$14$6,763
JNK39Buy$57.08$4$2,231
02/06/2008QQQ161Sell$44.12$14$7,089
JNK1Buy$57.21$0$57
BND1Buy$53.50$0$54
TLT109Buy$63.66$14$6,953
30/06/2008TLT2Sell$65.09$0$130
JNK44Buy$55.32$5$2,439
BND43Sell$53.26$5$2,286
31/07/2008JNK84Sell$54.71$9$4,586
IEF68Buy$67.26$9$4,583
02/09/2008TLT1Sell$67.25$0$67
IEF68Sell$68.66$9$4,660
BND88Buy$53.89$9$4,752
31/10/2008IEF68Buy$67.61$9$4,607
BND88Sell$51.86$9$4,555
TLT1Sell$66.36$0$66
01/12/2008IEF68Sell$73.83$10$5,010
BND98Buy$54.22$11$5,324
TLT4Sell$78.78$1$314
31/12/2008TLT2Sell$86.23$0$172
LQD43Buy$66.36$6$2,859
BND48Sell$56.67$5$2,715
DateSymbolAmountTypePriceFeesTotal Price
31/03/2009TLT99Sell$76.80$15$7,588
QQQ289Buy$27.20$16$7,877
IEF69Buy$75.51$10$5,221
BND50Sell$55.77$6$2,783
LQD43Sell$62.07$5$2,664
30/04/2009IEF69Sell$73.43$10$5,057
JNK59Buy$46.58$5$2,754
QQQ17Sell$30.75$1$522
BND49Buy$56.03$5$2,751
01/06/2009JNK2Sell$50.94$0$102
BND49Sell$56.03$5$2,740
MDY92Buy$95.08$17$8,765
LQD45Buy$65.25$6$2,942
QQQ272Sell$32.65$18$8,863
30/06/2009QQQ266Buy$32.68$17$8,710
MDY92Sell$92.46$17$8,489
LQD2Sell$67.16$0$134
31/08/2009LQD1Buy$71.19$0$71
JNK1Buy$54.02$0$54
MDY90Buy$104.52$19$9,426
QQQ266Sell$35.96$19$9,546
02/11/2009MDY90Sell$106.01$19$9,522
JNK3Sell$57.40$0$172
SPY113Buy$84.95$19$9,619
30/11/2009QQQ254Buy$39.17$20$9,969
JNK2Buy$57.99$0$116
LQD1Buy$73.49$0$74
SPY113Sell$89.53$20$10,097
DateSymbolAmountTypePriceFeesTotal Price
01/02/2010JNK3Sell$60.35$0$181
QQQ254Sell$38.96$20$9,876
BND55Buy$59.45$7$3,276
MDY86Buy$114.50$20$9,867
LQD45Sell$72.54$7$3,258
01/03/2010MDY1Sell$120.71$0$120
BND55Sell$59.74$7$3,279
JNK2Buy$60.77$0$122
LQD46Buy$73.33$7$3,380
01/06/2010JNK56Sell$60.10$7$3,359
MDY85Sell$119.88$20$10,169
BND55Buy$60.91$7$3,357
TLT138Buy$73.91$20$10,220
LQD1Sell$74.07$0$74
31/08/2010TLT4Sell$83.37$1$333
BND55Sell$63.25$7$3,472
LQD1Buy$80.41$0$81
JNK58Buy$63.95$7$3,717
30/09/2010JNK3Sell$66.22$0$198
LQD1Sell$80.78$0$81
TLT134Sell$81.27$22$10,868
QQQ249Buy$44.52$22$11,108
30/11/2010JNK59Buy$66.85$8$3,952
QQQ7Sell$47.26$1$330
LQD45Sell$79.27$7$3,560
31/12/2010MDY80Buy$147.21$24$11,800
JNK1Buy$68.68$0$69
QQQ242Sell$49.50$24$11,955
DateSymbolAmountTypePriceFeesTotal Price
28/02/2011LQD52Buy$79.55$8$4,145
JNK57Sell$70.97$8$4,037
MDY1Sell$156.85$0$157
31/05/2011BND67Buy$64.18$9$4,309
JNK58Sell$72.50$8$4,197
30/06/2011MDY79Sell$159.48$25$12,574
TLT169Buy$74.89$25$12,682
BND1Sell$63.94$0$64
31/10/2011TLT169Sell$93.36$32$15,746
LQD5Buy$86.14$1$432
BND8Buy$66.57$1$534
QQQ279Buy$52.97$30$14,808
30/11/2011LQD57Sell$83.42$10$4,745
BND70Buy$66.53$9$4,666
QQQ279Sell$51.54$29$14,351
SPY136Buy$105.86$29$14,426
DateSymbolAmountTypePriceFeesTotal Price
03/01/2012JNK67Buy$72.58$10$4,873
SPY136Sell$108.67$30$14,750
MDY100Buy$145.70$29$14,599
LQD56Buy$86.27$10$4,841
BND144Sell$67.11$19$9,645
29/02/2012QQQ266Buy$59.10$31$15,752
MDY100Sell$160.50$32$16,018
JNK2Buy$75.67$0$152
LQD2Buy$89.63$0$180
31/05/2012JNK69Sell$73.26$10$5,045
QQQ266Sell$57.04$30$15,142
LQD2Sell$89.98$0$180
BND73Buy$68.81$10$5,033
TLT145Buy$104.66$30$15,206
31/08/2012BND73Sell$69.81$10$5,086
QQQ246Buy$62.79$31$15,477
LQD2Sell$93.88$0$187
JNK65Buy$78.57$10$5,117
TLT145Sell$105.43$31$15,257
01/10/2012QQQ246Sell$63.25$31$15,528
SPY124Buy$124.88$31$15,516
31/10/2012JNK1Sell$79.84$0$80
MDY94Buy$162.23$30$15,280
LQD1Sell$96.19$0$96
SPY124Sell$122.28$30$15,132
DateSymbolAmountTypePriceFeesTotal Price
31/01/2013LQD53Sell$93.94$10$4,969
MDY4Sell$181.77$1$726
JNK70Buy$81.67$11$5,728
30/04/2013SPY123Buy$139.74$34$17,222
JNK67Sell$84.84$11$5,673
LQD59Buy$96.97$11$5,733
MDY90Sell$193.30$35$17,362
31/05/2013SPY123Sell$143.04$35$17,559
LQD59Sell$93.85$11$5,526
JNK72Buy$82.88$12$5,979
QQQ253Buy$68.20$35$17,289
01/07/2013QQQ1Sell$66.98$0$67
IEF125Buy$90.07$23$11,281
JNK139Sell$81.40$23$11,292
31/07/2013QQQ252Sell$70.77$36$17,798
IEF4Buy$89.72$1$360
MDY84Buy$206.07$35$17,344
03/09/2013IEF2Sell$87.94$0$176
QQQ237Buy$70.89$34$16,835
MDY84Sell$197.79$33$16,581
30/09/2013JNK69Buy$83.04$11$5,741
BND85Buy$67.89$12$5,782
IEF127Sell$90.08$23$11,417
QQQ2Sell$73.90$0$148
31/10/2013LQD64Buy$93.20$12$5,977
BND85Sell$68.47$12$5,808
QQQ3Sell$77.56$0$232
JNK1Buy$85.11$0$85
DateSymbolAmountTypePriceFeesTotal Price
31/03/2014QQQ232Sell$82.93$38$19,201
MDY81Buy$232.40$38$18,862
LQD1Buy$96.09$0$96
JNK1Buy$88.70$0$89
30/04/2014JNK1Sell$89.19$0$89
MDY81Sell$228.94$37$18,507
LQD1Sell$97.37$0$97
SPY112Buy$168.11$38$18,866
02/06/2014BND90Buy$70.21$13$6,332
SPY1Sell$172.21$0$172
JNK70Sell$89.95$13$6,284
30/06/2014LQD1Buy$98.85$0$99
QQQ217Buy$89.07$39$19,367
JNK71Buy$90.86$13$6,464
SPY111Sell$175.57$39$19,449
BND90Sell$70.44$13$6,327
31/07/2014JNK71Sell$88.70$13$6,285
BND91Buy$70.24$13$6,405
QQQ3Sell$90.12$1$270
02/09/2014QQQ3Sell$94.91$1$284
JNK73Buy$91.06$13$6,661
BND91Sell$70.80$13$6,430
LQD1Buy$100.03$0$100
30/09/2014BND93Buy$70.64$13$6,583
JNK73Sell$88.72$13$6,464
QQQ1Sell$93.92$0$94
31/12/2014BND2Buy$71.78$0$144
LQD1Buy$100.93$0$101
QQQ210Sell$98.52$41$20,648
MDY82Buy$247.10$41$20,303
DateSymbolAmountTypePriceFeesTotal Price
02/03/2015JNK78Buy$89.91$14$7,027
MDY1Sell$258.64$1$258
BND95Sell$72.31$14$6,856
LQD1Buy$102.34$0$103
30/04/2015JNK76Buy$90.03$14$6,856
LQD68Sell$102.20$14$6,936
MDY81Sell$256.26$42$20,716
QQQ203Buy$102.94$42$20,939
30/06/2015IEF143Buy$95.96$27$13,750
JNK154Sell$88.56$27$13,611
QQQ2Sell$102.64$0$205
31/08/2015QQQ201Sell$99.99$40$20,058
IEF143Sell$97.49$28$13,913
BND189Buy$71.99$27$13,633
TLT188Buy$108.83$41$20,501
30/09/2015BND94Sell$72.58$14$6,809
TLT2Sell$110.97$0$222
LQD68Buy$100.33$14$6,836
02/11/2015QQQ186Buy$110.14$41$20,527
TLT186Sell$110.01$41$20,421
BND1Sell$72.45$0$72
31/12/2015BND94Sell$72.18$14$6,771
TLT185Buy$109.24$40$20,250
IEF138Buy$97.54$27$13,487
LQD68Sell$99.66$14$6,763
QQQ186Sell$107.82$40$20,014
DateSymbolAmountTypePriceFeesTotal Price
01/02/2016IEF138Sell$100.56$28$13,850
BND192Buy$72.90$28$14,025
TLT3Sell$114.97$1$344
29/02/2016LQD71Buy$100.84$14$7,174
BND95Sell$73.67$14$6,985
TLT2Sell$118.88$0$237
31/03/2016MDY86Buy$249.91$43$21,535
TLT180Sell$118.77$43$21,336
LQD2Sell$104.48$0$209
02/05/2016JNK85Buy$85.79$15$7,307
BND97Sell$74.49$14$7,211
01/08/2016JNK1Buy$88.85$0$89
MDY86Sell$270.07$46$23,180
QQQ204Buy$112.29$46$22,953
31/10/2016LQD69Sell$108.40$15$7,465
JNK83Buy$91.30$15$7,593
30/11/2016MDY81Buy$284.00$46$23,050
QQQ204Sell$114.18$47$23,246
DateSymbolAmountTypePriceFeesTotal Price
28/02/2017LQD76Buy$107.40$16$8,179
MDY81Sell$302.62$49$24,463
JNK84Sell$95.59$16$8,014
QQQ193Buy$126.72$49$24,506
31/05/2017BND114Buy$75.70$17$8,647
LQD2Buy$109.80$0$220
JNK85Sell$97.38$17$8,261
QQQ6Sell$137.99$2$826
30/06/2017LQD1Sell$110.33$0$110
JNK87Buy$97.43$17$8,493
BND114Sell$75.74$17$8,617
QQQ2Buy$134.79$1$270
31/08/2017LQD2Buy$111.93$0$224
JNK87Sell$98.46$17$8,549
QQQ3Sell$143.18$1$429
BND115Buy$77.01$18$8,874
02/10/2017JNK89Buy$99.08$18$8,836
BND115Sell$76.62$18$8,794
QQQ1Sell$142.88$0$143
30/11/2017MDY82Buy$335.62$55$27,576
LQD3Buy$111.95$1$337
JNK3Buy$98.92$1$297
QQQ185Sell$152.27$56$28,114
DateSymbolAmountTypePriceFeesTotal Price
02/01/2018BND120Buy$76.75$18$9,228
JNK92Sell$99.32$18$9,119
QQQ178Buy$155.88$55$27,802
MDY82Sell$339.62$56$27,793
31/01/2018QQQ6Sell$166.61$2$998
BND120Sell$76.01$18$9,103
LQD82Sell$111.93$18$9,160
IEF193Buy$98.86$38$19,118
02/04/2018QQQ172Sell$153.19$53$26,296
TLT234Buy$116.65$55$27,351
IEF10Sell$99.17$2$990
31/05/2018IEF183Sell$98.77$36$18,039
BND239Buy$75.61$36$18,107
TLT234Sell$116.28$54$27,155
MDY78Buy$346.16$54$27,054
02/07/2018MDY78Sell$347.63$54$27,061
QQQ159Buy$170.59$54$27,178
BND120Sell$75.70$18$9,066
JNK92Buy$98.01$18$9,035
31/07/2018JNK1Sell$99.76$0$100
LQD83Buy$109.80$18$9,132
BND119Sell$75.72$18$8,993
QQQ2Sell$174.20$1$348
24/10/2018QQQ157Sell  (stop order)$163.52$51$25,621
31/10/2018JNK91Sell$98.98$18$8,989
LQD83Sell$107.42$18$8,898
IEF179Buy$97.94$35$17,566
TLT238Buy$110.18$52$26,275
31/12/2018TLT4Sell$118.72$1$474
BND241Buy$77.05$37$18,606
IEF179Sell$102.03$37$18,227
DateSymbolAmountTypePriceFeesTotal Price
31/01/2019BND122Sell$77.91$19$9,486
LQD82Buy$112.70$18$9,260
TLT234Sell$119.17$56$27,830
MDY85Buy$329.12$56$28,031
28/02/2019JNK93Buy$102.43$19$9,545
BND119Sell$77.84$19$9,244
LQD2Buy$112.47$0$225
MDY85Sell$343.35$58$29,126
QQQ166Buy$171.77$57$28,571
29/05/2019QQQ166Sell  (stop order)$174.91$58$28,977
31/05/2019BND120Buy$80.78$19$9,713
JNK93Sell$102.37$19$9,501
LQD2Sell$118.19$0$236
TLT224Buy$129.92$58$29,160
01/07/2019SPY100Buy$292.86$59$29,345
TLT224Sell$130.85$59$29,252
LQD2Sell$122.25$0$244
BND1Sell$81.78$0$82
03/09/2019LQD3Sell$126.97$1$380
QQQ159Buy$184.88$59$29,455
BND3Sell$84.25$1$252
SPY100Sell$287.99$58$28,741
30/09/2019BND2Buy$83.70$0$168
TLT208Buy$142.11$59$29,618
LQD1Buy$126.13$0$126
QQQ159Sell$188.40$60$29,896
31/10/2019BND118Sell$83.96$20$9,887
QQQ149Buy$196.65$59$29,359
LQD1Sell$126.69$0$126
JNK91Buy$106.76$19$9,735
TLT208Sell$140.53$58$29,172
02/12/2019QQQ2Sell$202.56$1$404
LQD77Sell$126.74$20$9,739
JNK94Buy$107.30$20$10,106
31/12/2019QQQ2Sell$212.61$1$424
LQD80Buy$127.96$20$10,257
JNK91Sell$109.54$20$9,948