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  +18.65%

Max Drawdown-14.38%

Asset Allocation

QQQ100%
This strategy trades monthly

Last refresh:
2/21/20

Last trading day:
10/31/19

Next trading day:
3/2/20

Stop Orders
QQQ$206.63

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$95,04818.65%14.53%42.21%-1.90%-14.38%1.19
Buy & Hold$10,000$33,9889.74%9.19%26.99%-9.31%-23.43%0.96
Benchmark$10,000$30,7008.89%14.46%32.25%-36.72%-50.69%0.60

Holdings

SymbolAmountPriceTotal Price
QQQ412$230.27$94,871
Cash$177
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +15.81%$11,581 +9.87% +5.31%
2008 +42.21%$16,469-9.31%-36.72%
2009 +25.55%$20,677 +3.19% +26.26%
2010 +19.11%$24,629 +15.30% +15.02%
2011 +31.16%$32,303 +14.93% +1.90%
2012 +9.60%$35,404 +9.93% +15.95%
2013 +33.19%$47,153 +12.25% +32.25%
2014 +12.32%$52,962 +18.83% +13.44%
2015-1.90%$51,958 +1.41% +1.24%
2016 +20.60%$62,662 +8.26% +11.98%
2017 +24.57%$78,055 +19.05% +21.68%
2018 +0.54%$78,473-3.68%-4.56%
2019 +11.85%$87,772 +26.99% +31.19%
2020 +8.29%$95,048 +6.42% +3.61%
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%$11,635-1.27%-3.87%
December-0.46%$11,581-0.63%-1.13%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.08%$11,822-3.99%-6.03%
February-0.44%$11,770-1.80%-2.58%
March +2.12%$12,020 +0.75%-0.90%
April-2.88%$11,674 +2.77% +4.76%
May +5.91%$12,364 +1.43% +1.51%
June +0.61%$12,439-3.94%-8.35%
July-0.37%$12,393-0.54%-0.89%
August +2.73%$12,731 +2.00% +1.54%
September +1.47%$12,918-6.17%-9.39%
October-1.84%$12,680-10.33%-16.49%
November +14.31%$14,494 +2.70%-6.94%
December +13.63%$16,469 +8.77% +0.98%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-13.05%$14,320-9.97%-8.19%
February-1.53%$14,101-4.41%-10.71%
March +3.62%$14,611 +6.02% +8.31%
April +13.05%$16,518 +1.28% +9.90%
May +3.21%$17,049-0.14% +5.81%
June-0.75%$16,921 +1.03%-0.06%
July +8.43%$18,348 +4.21% +7.45%
August +1.06%$18,543 +2.63% +3.67%
September +5.64%$19,589 +3.73% +3.54%
October-4.50%$18,707-2.89%-1.90%
November +5.09%$19,660 +3.42% +6.13%
December +5.17%$20,677-0.66% +1.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-6.44%$19,345-1.29%-3.61%
February +4.22%$20,162 +2.11% +3.11%
March +7.17%$21,607 +2.87% +6.08%
April +4.17%$22,507 +2.94% +1.54%
May-7.05%$20,921-1.95%-7.94%
June +1.98%$21,336-0.46%-5.16%
July-0.94%$21,136 +3.02% +6.83%
August +8.38%$22,907 +1.43%-4.50%
September-2.90%$22,243 +4.23% +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 +0.46% +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 +4.41%$27,743 +1.13%-2.00%
August +9.66%$30,424 +0.74%-5.49%
September +13.20%$34,439 +2.27%-6.92%
October-4.22%$32,986 +3.62% +10.89%
November-3.08%$31,969 +0.30%-0.41%
December +1.04%$32,303 +1.58% +1.06%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.64%$34,447 +3.23% +4.62%
February +4.09%$35,856 +1.47% +4.33%
March +5.03%$37,661-0.04% +3.20%
April-1.16%$37,225 +1.70%-0.67%
May-7.40%$34,469 +0.48%-5.99%
June-1.67%$33,894 +0.79% +4.04%
July +3.80%$35,183 +2.19% +1.19%
August-1.71%$34,581 +1.36% +2.51%
September +0.89%$34,889-0.36% +2.53%
October-3.01%$33,840-1.78%-1.82%
November +2.29%$34,616 +1.29% +0.57%
December +2.28%$35,404-0.72% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.06%$37,904 +1.14% +5.11%
February +0.83%$38,218 +0.97% +1.28%
March +4.83%$40,065 +1.97% +3.78%
April +0.19%$40,142 +2.96% +1.92%
May +1.95%$40,925-1.39% +2.36%
June-2.39%$39,947-2.55%-1.34%
July +5.89%$42,298 +2.65% +5.16%
August-3.86%$40,666-1.92%-2.99%
September +3.66%$42,154 +2.99% +3.16%
October +4.95%$44,240 +3.24% +4.62%
November +3.56%$45,813 +0.60% +2.96%
December +2.92%$47,153 +1.16% +2.59%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.92%$46,247 +0.64%-3.52%
February +5.15%$48,629 +3.24% +4.55%
March-3.12%$47,113-0.20% +0.83%
April-1.88%$46,229 +0.49% +0.69%
May +2.31%$47,298 +2.92% +2.32%
June +1.66%$48,081 +1.89% +2.07%
July +1.18%$48,647-0.62%-1.34%
August +5.00%$51,078 +4.70% +3.94%
September-0.75%$50,695-2.13%-1.37%
October +2.64%$52,032 +2.82% +2.35%
November +4.54%$54,393 +3.09% +2.74%
December-2.63%$52,962 +0.74%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.09%$52,383 +2.47%-2.96%
February +5.02%$55,013 +1.11% +5.62%
March +1.33%$55,744-0.19%-1.57%
April-1.87%$54,704-0.96% +0.98%
May +2.25%$55,936 +0.25% +1.29%
June-2.49%$54,544-2.73%-2.03%
July +4.56%$57,029 +3.22% +2.26%
August-7.20%$52,925-4.23%-6.09%
September +1.97%$53,967-0.88%-2.55%
October-0.41%$53,748 +5.19% +8.50%
November-1.37%$53,011 +0.16% +0.36%
December-1.99%$51,958-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.57%$54,852-1.72%-4.97%
February +3.09%$56,547 +1.03%-0.08%
March-0.50%$56,264 +4.31% +6.72%
April +1.19%$56,935-0.81% +0.40%
May +2.24%$58,213 +2.12% +1.70%
June +0.46%$58,483 +2.20% +0.35%
July +4.24%$60,962 +3.99% +3.64%
August-0.15%$60,870-0.02% +0.12%
September +2.21%$62,218-0.13% +0.01%
October-1.46%$61,312-2.84%-1.73%
November +0.03%$61,331-0.84% +3.68%
December +2.17%$62,662 +0.95% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.64%$63,690 +2.32% +1.79%
February +2.17%$65,074 +2.96% +3.92%
March +2.03%$66,393 +0.28% +0.13%
April +2.73%$68,204 +1.63% +0.99%
May +3.89%$70,856 +1.89% +1.41%
June-2.32%$69,2140.00% +0.64%
July +4.06%$72,025 +1.49% +2.05%
August +2.07%$73,518 +1.46% +0.29%
September-0.30%$73,298 +0.25% +2.01%
October +4.60%$76,673 +2.21% +2.36%
November +1.56%$77,869 +2.12% +3.05%
December +0.24%$78,055 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.46%$83,880 +3.17% +5.63%
February-1.29%$82,794-2.87%-3.63%
March-4.07%$79,424-0.76%-2.74%
April-5.48%$75,069-0.46% +0.52%
May +1.60%$76,267 +3.66% +2.42%
June +0.41%$76,581 +0.74% +0.58%
July +1.72%$77,898 +1.48% +3.70%
August +5.77%$82,395 +3.47% +3.19%
September-0.28%$82,167-1.01% +0.60%
October-11.36%$72,832-6.91%-6.90%
November +1.79%$74,137 +1.40% +1.85%
December +5.85%$78,473-5.02%-8.80%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.02%$78,456 +6.28% +8.00%
February +3.90%$81,517 +1.96% +3.24%
March +3.92%$84,716 +3.11% +1.81%
April +5.49%$89,366 +2.68% +4.08%
May-7.49%$82,674-3.52%-6.37%
June +0.95%$83,458 +5.39% +6.95%
July-0.04%$83,423 +1.28% +1.51%
August-1.67%$82,028 +1.61%-1.67%
September +0.50%$82,440 +0.31% +1.95%
October-1.51%$81,196 +1.62% +2.21%
November +4.07%$84,497 +2.38% +3.62%
December +3.88%$87,772 +1.36% +2.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.03%$90,434 +2.74%-0.04%
February +5.10%$95,048 +3.58% +3.65%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +16.60% +24.72% +21.91%
2 years +14.80% +29.91% +27.44%
3 years +46.06% +47.10% +49.22%
5 years +72.77% +64.21% +74.60%
7 years +148.70% +122.21% +152.20%
10 years +371.42% +227.93% +267.14%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/077/2/075100% MDY
MDY : +9.16%
+9.16% +4.94% +6.47%
7/2/0712/31/076100% QQQ
QQQ : +6.37%
+6.37% +4.05%-2.71%
12/31/074/30/084100% TLT
TLT : +0.81%
+0.81%-2.38%-4.97%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/086/2/081100% QQQ
QQQ : +4.21%
+4.21% +0.92% +0.47%
6/2/083/31/0910100% TLT
TLT : +20.16%
+20.16%-16.01%-41.24%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/096/1/092100% QQQ
QQQ : +19.56%
+19.56% +1.09% +19.18%
6/1/096/30/091100% MDY
MDY : -3.14%
-3.14% +1.08%-2.42%
6/30/098/31/092100% QQQ
QQQ : +9.60%
+9.60% +6.95% +11.42%
8/31/0911/2/092100% MDY
MDY : +1.02%
+1.02% +0.79% +2.30%
11/2/0911/30/091100% SPY
SPY : +4.97%
+4.97% +3.36% +5.39%
11/30/092/1/102100% QQQ
QQQ : -0.93%
-0.93%-1.65%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/106/1/104100% MDY
MDY : +4.28%
+4.28% +5.11%-1.00%
6/1/109/30/104100% TLT
TLT : +9.52%
+9.52% +9.03% +7.22%
9/30/1012/31/103100% QQQ
QQQ : +10.74%
+10.74% +1.62% +10.76%
12/31/106/30/116100% MDY
MDY : +7.90%
+7.90% +4.49% +5.92%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
6/30/1110/31/114100% TLT
TLT : +24.17%
+24.17% +7.96%-4.42%
10/31/1111/30/111100% QQQ
QQQ : -3.09%
-3.09% +0.30%-0.40%
11/30/111/3/121100% SPY
SPY : +2.24%
+2.24% +1.63% +2.65%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/122100% MDY
MDY : +9.72%
+9.72% +4.69% +7.47%
2/29/125/31/123100% QQQ
QQQ : -3.87%
-3.87% +2.15%-3.63%
5/31/128/31/123100% TLT
TLT : +0.33%
+0.33% +4.39% +7.93%
8/31/1210/1/121100% QQQ
QQQ : +0.33%
+0.33%-0.27% +2.81%
10/1/1210/31/121100% SPY
SPY : -2.47%
-2.47%-1.86%-2.08%
10/31/124/30/136100% MDY
MDY : +18.68%
+18.68% +7.82% +14.28%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/135/31/131100% SPY
SPY : +1.95%
+1.95%-1.39% +2.36%
5/31/137/31/132100% QQQ
QQQ : +3.35%
+3.35% +0.03% +3.76%
7/31/139/3/131100% MDY
MDY : -4.40%
-4.40%-2.29%-2.56%
9/3/133/31/147100% QQQ
QQQ : +16.52%
+16.52% +12.63% +15.44%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/144/30/141100% MDY
MDY : -1.88%
-1.88% +0.49% +0.69%
4/30/146/30/142100% SPY
SPY : +4.02%
+4.02% +4.86% +4.44%
6/30/1412/31/146100% QQQ
QQQ : +10.17%
+10.17% +8.75% +6.09%
12/31/144/30/154100% MDY
MDY : +3.29%
+3.29% +2.41% +1.87%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/158/31/154100% QQQ
QQQ : -3.25%
-3.25%-3.60%-4.72%
8/31/1511/2/152100% TLT
TLT : +0.68%
+0.68% +4.92% +6.99%
11/2/1512/31/152100% QQQ
QQQ : -2.50%
-2.50%-2.10%-2.52%
12/31/153/31/163100% TLT
TLT : +8.30%
+8.30% +3.56% +1.33%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/168/1/164100% MDY
MDY : +7.64%
+7.64% +7.27% +6.11%
8/1/1611/30/164100% QQQ
QQQ : +1.28%
+1.28%-3.47% +2.10%
11/30/162/28/173100% MDY
MDY : +6.13%
+6.13% +6.35% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/1711/30/179100% QQQ
QQQ : +19.68%
+19.68% +11.87% +13.67%
11/30/171/2/181100% MDY
MDY : +0.79%
+0.79% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/184/2/183100% QQQ
QQQ : -2.12%
-2.12%-2.75%-3.82%
4/2/185/31/182100% TLT
TLT : -0.72%
-0.72% +4.96% +5.23%
5/31/187/2/181100% MDY
MDY : +0.02%
+0.02% +0.98% +0.79%
7/2/1810/31/184100% QQQ
QQQ : -4.53%
-4.53%-3.46%0.00%
10/31/181/31/193100% TLT
TLT : +7.72%
+7.72% +2.35% +0.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/191100% MDY
MDY : +3.91%
+3.91% +1.96% +3.24%
2/28/195/31/193100% QQQ
QQQ : +1.42%
+1.42% +2.15%-0.79%
5/31/197/1/191100% TLT
TLT : +0.31%
+0.31% +5.99% +7.93%
7/1/199/3/192100% SPY
SPY : -2.06%
-2.06% +1.74%-1.66%
9/3/199/30/191100% QQQ
QQQ : +1.50%
+1.50% +0.89% +2.55%
9/30/1910/31/191100% TLT
TLT : -1.51%
-1.51% +1.62% +2.21%
10/31/192/21/204100% QQQ
QQQ : +16.63%
+16.63% +10.44% +10.48%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07MDY77Buy$128.73$20$9,932
7/2/07MDY77Sell$141.09$22$10,842
QQQ254Buy$42.80$22$10,893
12/31/07QQQ254Sell$45.71$23$11,587
TLT180Buy$64.27$23$11,592
DateSymbolAmountTypePriceFeesTotal Price
4/30/08TLT180Sell$65.05$23$11,686
QQQ276Buy$42.17$23$11,662
6/2/08TLT191Buy$63.55$24$12,162
QQQ276Sell$44.12$24$12,153
DateSymbolAmountTypePriceFeesTotal Price
3/31/09TLT191Sell$76.67$29$14,615
QQQ537Buy$27.20$29$14,636
6/1/09MDY183Buy$95.08$35$17,434
QQQ537Sell$32.65$35$17,498
6/30/09QQQ517Buy$32.68$34$16,929
MDY183Sell$92.46$34$16,886
8/31/09QQQ517Sell$35.96$37$18,554
MDY177Buy$104.52$37$18,537
11/2/09MDY177Sell$106.01$38$18,726
SPY220Buy$84.95$37$18,726
11/30/09SPY220Sell$89.53$39$19,657
QQQ501Buy$39.17$39$19,663
DateSymbolAmountTypePriceFeesTotal Price
2/1/10MDY170Buy$114.50$39$19,504
QQQ501Sell$38.96$39$19,480
6/1/10TLT275Buy$73.79$41$20,333
MDY170Sell$119.88$41$20,339
9/30/10QQQ499Buy$44.52$44$22,260
TLT275Sell$81.14$45$22,269
12/31/10MDY167Buy$147.21$49$24,633
QQQ499Sell$49.50$49$24,651
DateSymbolAmountTypePriceFeesTotal Price
6/30/11MDY167Sell$159.48$53$26,580
TLT355Buy$74.76$53$26,593
10/31/11TLT355Sell$93.20$66$33,020
QQQ622Buy$52.97$66$33,013
11/30/11SPY301Buy$105.86$64$31,928
QQQ622Sell$51.54$64$31,994
DateSymbolAmountTypePriceFeesTotal Price
1/3/12SPY301Sell$108.67$65$32,644
MDY224Buy$145.70$65$32,702
2/29/12QQQ606Buy$59.10$72$35,886
MDY224Sell$160.50$72$35,880
5/31/12TLT329Buy$104.49$69$34,446
QQQ606Sell$57.04$69$34,497
8/31/12QQQ550Buy$62.79$69$34,604
TLT329Sell$105.25$69$34,558
10/1/12QQQ550Sell$63.25$70$34,718
SPY277Buy$124.88$69$34,661
10/31/12SPY277Sell$122.28$68$33,804
MDY208Buy$162.23$67$33,811
DateSymbolAmountTypePriceFeesTotal Price
4/30/13SPY287Buy$139.74$80$40,186
MDY208Sell$193.30$80$40,126
5/31/13QQQ600Buy$68.20$82$41,002
SPY287Sell$143.04$82$40,970
7/31/13QQQ600Sell$70.77$85$42,377
MDY205Buy$206.07$84$42,329
9/3/13MDY205Sell$197.79$81$40,466
QQQ570Buy$70.89$81$40,488
DateSymbolAmountTypePriceFeesTotal Price
3/31/14QQQ570Sell$82.93$95$47,176
MDY202Buy$232.40$94$47,039
4/30/14MDY202Sell$228.94$92$46,153
SPY274Buy$168.11$92$46,154
6/30/14SPY274Sell$175.57$96$48,010
QQQ539Buy$89.07$96$48,105
12/31/14MDY214Buy$247.10$106$52,985
QQQ539Sell$98.52$106$52,996
DateSymbolAmountTypePriceFeesTotal Price
4/30/15QQQ531Buy$102.94$109$54,770
MDY214Sell$256.26$110$54,730
8/31/15TLT487Buy$108.65$106$53,018
QQQ531Sell$99.99$106$52,988
11/2/15TLT487Sell$109.83$107$53,380
QQQ483Buy$110.14$106$53,304
12/31/15TLT476Buy$109.05$104$52,012
QQQ483Sell$107.82$104$51,973
DateSymbolAmountTypePriceFeesTotal Price
3/31/16TLT476Sell$118.57$113$56,326
MDY225Buy$249.91$112$56,342
8/1/16QQQ539Buy$112.29$121$60,645
MDY225Sell$270.07$122$60,644
11/30/16QQQ539Sell$114.18$123$61,420
MDY215Buy$284.00$122$61,182
DateSymbolAmountTypePriceFeesTotal Price
2/28/17MDY215Sell$302.62$130$64,933
QQQ513Buy$126.72$130$65,137
11/30/17QQQ513Sell$152.27$156$77,958
MDY232Buy$335.62$156$78,020
DateSymbolAmountTypePriceFeesTotal Price
1/2/18MDY232Sell$339.62$158$78,634
QQQ503Buy$155.88$157$78,564
4/2/18TLT659Buy$116.46$153$76,901
QQQ503Sell$153.19$154$76,900
5/31/18MDY220Buy$346.16$152$76,308
TLT659Sell$116.08$153$76,344
7/2/18MDY220Sell$347.63$153$76,326
QQQ447Buy$170.59$153$76,406
10/24/18QQQ447Sell  (stop order)$163.52$146$72,947
10/31/18TLT662Buy$110.00$146$72,966
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY238Buy$329.12$157$78,487
TLT662Sell$118.97$158$78,601
2/28/19QQQ474Buy$171.77$163$81,582
MDY238Sell$343.35$163$81,554
5/29/19QQQ474Sell  (stop order)$174.91$166$82,742
5/31/19TLT637Buy$129.71$165$82,791
7/1/19SPY283Buy$292.86$166$83,045
TLT637Sell$130.63$166$83,045
9/3/19SPY283Sell$287.99$163$81,338
QQQ439Buy$184.88$162$81,325
9/30/19TLT581Buy$141.87$165$82,591
QQQ439Sell$188.40$165$82,542
10/31/19QQQ412Buy$196.65$162$81,182
TLT581Sell$140.29$163$81,345