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%) 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 +18.45%

Max Drawdown-14.35%

Asset Allocation

QQQ100%
This strategy trades monthly

Last refresh:
9/20/19

Last trading day:
9/3/19

Next trading day:
9/30/19

Stop Orders
QQQ$170.04

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$86,64218.45%14.53%42.17%-1.91%-14.35%1.18
Buy & Hold$10,000$30,1309.04%9.17%20.54%-9.05%-23.01%0.90
Benchmark$10,000$27,2248.17%14.55%32.08%-36.51%-50.42%0.55

Holdings

SymbolAmountPriceTotal Price
QQQ454$190.80$86,623
Cash$19
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +15.84%$11,584 +9.78% +5.28%
2008 +42.17%$16,469-9.05%-36.51%
2009 +25.53%$20,674 +3.02% +26.03%
2010 +19.07%$24,616 +15.02% +14.91%
2011 +31.17%$32,290 +14.90% +1.88%
2012 +9.65%$35,405 +9.80% +15.86%
2013 +33.13%$47,136 +12.02% +32.08%
2014 +12.35%$52,955 +18.79% +13.39%
2015-1.91%$51,943 +1.46% +1.23%
2016 +20.61%$62,648 +8.09% +11.94%
2017 +24.59%$78,056 +19.02% +21.61%
2018 +2.87%$80,294-3.57%-4.55%
2019 +7.91%$86,642 +20.54% +20.94%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.61% +1.67%
February +1.09%$10,089 +0.80%-1.95%
March +1.31%$10,221-0.10% +1.14%
April +2.76%$10,503 +2.86% +4.39%
May +5.12%$11,041 +1.43% +3.36%
June-2.17%$10,801-1.01%-1.44%
July-0.21%$10,778-0.38%-3.11%
August +2.81%$11,081 +1.74% +1.27%
September +5.25%$11,663 +2.45% +3.84%
October +7.03%$12,483 +2.96% +1.35%
November-6.75%$11,640-1.23%-3.85%
December-0.48%$11,584-0.63%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.09%$11,826-3.94%-5.99%
February-0.45%$11,773-1.80%-2.57%
March +2.13%$12,024 +0.77%-0.89%
April-2.86%$11,680 +2.70% +4.74%
May +5.91%$12,370 +1.37% +1.50%
June +0.62%$12,447-3.87%-8.30%
July-0.36%$12,402-0.52%-0.89%
August +2.73%$12,740 +1.98% +1.53%
September +1.47%$12,927-6.07%-9.33%
October-1.86%$12,687-10.12%-16.36%
November +14.27%$14,498 +2.73%-6.88%
December +13.59%$16,469 +8.67% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-13.02%$14,324-9.85%-8.11%
February-1.52%$14,106-4.32%-10.62%
March +3.61%$14,615 +5.92% +8.21%
April +13.01%$16,516 +1.20% +9.80%
May +3.20%$17,045-0.15% +5.78%
June-0.76%$16,915 +1.03%-0.07%
July +8.43%$18,341 +4.13% +7.38%
August +1.06%$18,535 +2.59% +3.65%
September +5.63%$19,579 +3.66% +3.52%
October-4.49%$18,699-2.84%-1.90%
November +5.09%$19,651 +3.38% +6.10%
December +5.21%$20,674-0.69% +1.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-6.47%$19,337-1.27%-3.60%
February +4.21%$20,151 +2.07% +3.09%
March +7.16%$21,593 +2.81% +6.03%
April +4.16%$22,492 +2.89% +1.53%
May-7.04%$20,908-1.90%-7.88%
June +1.98%$21,321-0.42%-5.13%
July-0.94%$21,120 +2.96% +6.77%
August +8.37%$22,888 +1.46%-4.45%
September-2.90%$22,225 +4.13% +8.86%
October +6.35%$23,636 +0.27% +3.78%
November-0.19%$23,591-0.28%0.00%
December +4.34%$24,616 +1.55% +6.62%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.92%$25,088 +0.05% +2.31%
February +4.52%$26,223 +2.80% +3.44%
March +2.58%$26,900 +0.42% +0.02%
April +2.62%$27,606 +2.56% +2.87%
May-0.91%$27,354 +0.73%-1.11%
June-2.92%$26,555-2.16%-1.68%
July +4.41%$27,727 +1.17%-1.98%
August +9.66%$30,406 +0.78%-5.45%
September +13.20%$34,419 +2.33%-6.89%
October-4.21%$32,970 +3.54% +10.82%
November-3.07%$31,957 +0.29%-0.41%
December +1.04%$32,290 +1.58% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.66%$34,439 +3.17% +4.60%
February +4.09%$35,848 +1.45% +4.30%
March +5.05%$37,660-0.04% +3.20%
April-1.17%$37,219 +1.68%-0.66%
May-7.40%$34,466 +0.52%-5.97%
June-1.68%$33,887 +0.78% +4.02%
July +3.81%$35,178 +2.18% +1.18%
August-1.70%$34,579 +1.34% +2.49%
September +0.89%$34,886-0.36% +2.51%
October-2.99%$33,842-1.78%-1.80%
November +2.29%$34,616 +1.27% +0.56%
December +2.28%$35,405-0.74% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.06%$37,903 +1.08% +5.08%
February +0.83%$38,216 +0.96% +1.27%
March +4.83%$40,060 +1.92% +3.77%
April +0.19%$40,138 +2.96% +1.91%
May +1.95%$40,920-1.39% +2.35%
June-2.39%$39,941-2.53%-1.33%
July +5.88%$42,291 +2.60% +5.14%
August-3.85%$40,661-1.88%-2.98%
September +3.65%$42,147 +2.95% +3.15%
October +4.95%$44,233 +3.22% +4.60%
November +3.54%$45,798 +0.59% +2.95%
December +2.92%$47,136 +1.13% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.91%$46,235 +0.66%-3.51%
February +5.14%$48,610 +3.20% +4.53%
March-3.12%$47,095-0.21% +0.83%
April-1.87%$46,213 +0.51% +0.69%
May +2.32%$47,284 +2.91% +2.31%
June +1.65%$48,066 +1.85% +2.06%
July +1.18%$48,635-0.57%-1.34%
August +5.00%$51,068 +4.67% +3.93%
September-0.76%$50,681-2.08%-1.37%
October +2.64%$52,018 +2.79% +2.34%
November +4.55%$54,386 +3.09% +2.74%
December-2.63%$52,955 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.10%$52,374 +2.47%-2.95%
February +5.02%$55,002 +1.08% +5.59%
March +1.33%$55,735-0.21%-1.57%
April-1.87%$54,694-0.94% +0.98%
May +2.25%$55,926 +0.24% +1.28%
June-2.49%$54,535-2.71%-2.02%
July +4.56%$57,021 +3.22% +2.24%
August-7.20%$52,916-4.19%-6.07%
September +1.96%$53,952-0.86%-2.54%
October-0.40%$53,735 +5.18% +8.47%
November-1.37%$52,998 +0.16% +0.36%
December-1.99%$51,943-1.61%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.57%$54,836-1.70%-4.96%
February +3.08%$56,526 +1.00%-0.09%
March-0.49%$56,249 +4.26% +6.70%
April +1.19%$56,919-0.83% +0.39%
May +2.24%$58,195 +2.12% +1.69%
June +0.47%$58,466 +2.19% +0.35%
July +4.24%$60,944 +3.97% +3.63%
August-0.15%$60,851-0.03% +0.12%
September +2.21%$62,197-0.12% +0.01%
October-1.46%$61,291-2.82%-1.73%
November +0.04%$61,313-0.91% +3.67%
December +2.18%$62,648 +0.93% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.65%$63,680 +2.32% +1.78%
February +2.18%$65,071 +2.95% +3.91%
March +2.03%$66,389 +0.29% +0.13%
April +2.72%$68,198 +1.63% +0.99%
May +3.90%$70,855 +1.91% +1.41%
June-2.31%$69,215-0.02% +0.63%
July +4.06%$72,026 +1.49% +2.05%
August +2.07%$73,518 +1.48% +0.29%
September-0.30%$73,298 +0.22% +2.01%
October +4.61%$76,676 +2.21% +2.35%
November +1.56%$77,871 +2.09% +3.05%
December +0.24%$78,056 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.47%$83,886 +3.18% +5.62%
February-9.59%$75,839-2.84%-3.63%
March0.00%$75,839-0.79%-2.73%
April-2.47%$73,964-0.46% +0.51%
May +1.59%$75,143 +3.64% +2.42%
June +0.41%$75,454 +0.75% +0.57%
July +1.71%$76,743 +1.47% +3.69%
August +5.78%$81,175 +3.47% +3.18%
September-0.28%$80,947-1.00% +0.60%
October-7.93%$74,530-6.86%-6.89%
November +1.78%$75,859 +1.37% +1.85%
December +5.85%$80,294-4.95%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.02%$80,275 +6.21% +7.98%
February +3.89%$83,398 +1.94% +3.23%
March +3.92%$86,667 +3.13% +1.80%
April +5.50%$91,430 +2.67% +4.07%
May-6.15%$85,807-3.48%-6.36%
June +0.95%$86,619 +5.35% +6.94%
July-0.04%$86,586 +1.28% +1.51%
August-1.67%$85,140 +1.64%-1.67%
September +1.76%$86,642 +0.44% +2.45%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +7.04% +8.18% +4.62%
2 years +18.21% +22.52% +23.21%
3 years +39.30% +34.45% +45.91%
5 years +70.96% +61.93% +66.83%
7 years +148.36% +99.33% +137.35%
10 years +342.53% +192.20% +242.70%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/077/2/075100% MDY
MDY : +9.17%
+9.17% +4.83% +6.46%
7/2/0712/31/076100% QQQ
QQQ : +6.37%
+6.37% +4.09%-2.70%
12/31/074/30/084100% TLT
TLT : +0.83%
+0.83%-2.37%-4.96%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/086/2/081100% QQQ
QQQ : +4.24%
+4.24% +0.88% +0.46%
6/2/083/31/0910100% TLT
TLT : +20.16%
+20.16%-15.63%-41.25%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/096/1/092100% QQQ
QQQ : +19.51%
+19.51% +0.98% +19.19%
6/1/096/30/091100% MDY
MDY : -3.14%
-3.14% +1.10%-2.44%
6/30/098/31/092100% QQQ
QQQ : +9.59%
+9.59% +6.82% +11.43%
8/31/0911/2/092100% MDY
MDY : +1.02%
+1.02% +0.78% +2.30%
11/2/0911/30/091100% SPY
SPY : +4.97%
+4.97% +3.32% +5.39%
11/30/092/1/102100% QQQ
QQQ : -0.93%
-0.93%-1.68%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/106/1/104100% MDY
MDY : +4.27%
+4.27% +5.04%-0.99%
6/1/109/30/104100% TLT
TLT : +9.52%
+9.52% +8.93% +7.22%
9/30/1012/31/103100% QQQ
QQQ : +10.76%
+10.76% +1.53% +10.75%
12/31/106/30/116100% MDY
MDY : +7.90%
+7.90% +4.40% +5.92%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
6/30/1110/31/114100% TLT
TLT : +24.17%
+24.17% +8.02%-4.40%
10/31/1111/30/111100% QQQ
QQQ : -3.08%
-3.08% +0.29%-0.41%
11/30/111/3/121100% SPY
SPY : +2.25%
+2.25% +1.63% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/122100% MDY
MDY : +9.73%
+9.73% +4.62% +7.46%
2/29/125/31/123100% QQQ
QQQ : -3.86%
-3.86% +2.17%-3.63%
5/31/128/31/123100% TLT
TLT : +0.33%
+0.33% +4.36% +7.93%
8/31/1210/1/121100% QQQ
QQQ : +0.34%
+0.34%-0.27% +2.80%
10/1/1210/31/121100% SPY
SPY : -2.47%
-2.47%-1.87%-2.08%
10/31/124/30/136100% MDY
MDY : +18.68%
+18.68% +7.66% +14.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/135/31/131100% SPY
SPY : +1.96%
+1.96%-1.39% +2.36%
5/31/137/31/132100% QQQ
QQQ : +3.35%
+3.35%0.00% +3.76%
7/31/139/3/131100% MDY
MDY : -4.40%
-4.40%-2.25%-2.56%
9/3/133/31/147100% QQQ
QQQ : +16.50%
+16.50% +12.49% +15.44%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/144/30/141100% MDY
MDY : -1.88%
-1.88% +0.51% +0.70%
4/30/146/30/142100% SPY
SPY : +4.02%
+4.02% +4.82% +4.43%
6/30/1412/31/146100% QQQ
QQQ : +10.18%
+10.18% +8.76% +6.09%
12/31/144/30/154100% MDY
MDY : +3.29%
+3.29% +2.39% +1.88%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/158/31/154100% QQQ
QQQ : -3.25%
-3.25%-3.56%-4.71%
8/31/1511/2/152100% TLT
TLT : +0.67%
+0.67% +4.91% +6.99%
11/2/1512/31/152100% QQQ
QQQ : -2.50%
-2.50%-2.06%-2.52%
12/31/153/31/163100% TLT
TLT : +8.29%
+8.29% +3.52% +1.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/168/1/164100% MDY
MDY : +7.64%
+7.64% +7.22% +6.11%
8/1/1611/30/164100% QQQ
QQQ : +1.28%
+1.28%-3.51% +2.10%
11/30/162/28/173100% MDY
MDY : +6.13%
+6.13% +6.32% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/1711/30/179100% QQQ
QQQ : +19.69%
+19.69% +11.85% +13.67%
11/30/171/2/181100% MDY
MDY : +0.79%
+0.79% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/182/28/182100% QQQ
QQQ : -3.57%
-3.57%-0.25% +1.07%
2/28/184/2/181100% CASH
CASH : 0.00%
0.00%-2.47%-4.84%
4/2/185/31/182100% TLT
TLT : -0.72%
-0.72% +4.94% +5.23%
5/31/187/2/181100% MDY
MDY : +0.02%
+0.02% +0.98% +0.79%
7/2/1810/31/184100% QQQ
QQQ : -0.84%
-0.84%-3.40%0.00%
10/31/181/31/193100% TLT
TLT : +7.72%
+7.72% +2.34% +0.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/191100% MDY
MDY : +3.91%
+3.91% +1.94% +3.24%
2/28/195/31/193100% QQQ
QQQ : +2.89%
+2.89% +2.20%-0.79%
5/31/197/1/191100% TLT
TLT : +0.31%
+0.31% +5.95% +7.93%
7/1/199/3/192100% SPY
SPY : -2.06%
-2.06% +1.78%-1.66%
9/3/199/20/191100% QQQ
QQQ : +2.36%
+2.36% +1.02% +3.07%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07MDY77Buy$129.23$20$9,971
7/2/07MDY77Sell$141.64$22$10,884
QQQ253Buy$42.98$22$10,896
12/31/07TLT178Buy$64.81$23$11,559
QQQ253Sell$45.90$23$11,589
DateSymbolAmountTypePriceFeesTotal Price
4/30/08TLT178Sell$65.61$23$11,655
QQQ275Buy$42.34$23$11,667
6/2/08QQQ275Sell$44.31$24$12,161
TLT189Buy$64.09$24$12,137
DateSymbolAmountTypePriceFeesTotal Price
3/31/09QQQ534Buy$27.32$29$14,618
TLT189Sell$77.32$29$14,584
6/1/09QQQ534Sell$32.78$35$17,470
MDY182Buy$95.45$35$17,407
6/30/09QQQ515Buy$32.82$34$16,936
MDY182Sell$92.82$34$16,859
8/31/09MDY176Buy$104.93$37$18,505
QQQ515Sell$36.11$37$18,559
11/2/09SPY219Buy$85.37$37$18,733
MDY176Sell$106.42$37$18,692
11/30/09QQQ499Buy$39.33$39$19,665
SPY219Sell$89.97$39$19,664
DateSymbolAmountTypePriceFeesTotal Price
2/1/10MDY169Buy$114.95$39$19,465
QQQ499Sell$39.12$39$19,482
6/1/10MDY169Sell$120.34$41$20,297
TLT272Buy$74.42$40$20,283
9/30/10TLT272Sell$81.83$45$22,213
QQQ497Buy$44.70$44$22,260
12/31/10QQQ497Sell$49.71$49$24,656
MDY166Buy$147.78$49$24,581
DateSymbolAmountTypePriceFeesTotal Price
6/30/11TLT352Buy$75.40$53$26,594
MDY166Sell$160.10$53$26,523
10/31/11QQQ619Buy$53.19$66$32,990
TLT352Sell$94.00$66$33,022
11/30/11SPY300Buy$106.38$64$31,978
QQQ619Sell$51.76$64$31,975
DateSymbolAmountTypePriceFeesTotal Price
1/3/12MDY223Buy$146.26$65$32,681
SPY300Sell$109.21$66$32,697
2/29/12QQQ604Buy$59.34$72$35,913
MDY223Sell$161.13$72$35,860
5/31/12TLT327Buy$105.38$69$34,528
QQQ604Sell$57.28$69$34,528
8/31/12TLT327Sell$106.15$69$34,642
QQQ548Buy$63.05$69$34,620
10/1/12QQQ548Sell$63.52$70$34,739
SPY276Buy$125.49$69$34,705
10/31/12MDY207Buy$162.86$67$33,779
SPY276Sell$122.88$68$33,847
DateSymbolAmountTypePriceFeesTotal Price
4/30/13SPY285Buy$140.42$80$40,100
MDY207Sell$194.05$80$40,088
5/31/13SPY285Sell$143.74$82$40,884
QQQ597Buy$68.49$82$40,970
7/31/13QQQ597Sell$71.07$85$42,344
MDY204Buy$206.87$84$42,286
9/3/13MDY204Sell$198.56$81$40,425
QQQ567Buy$71.19$81$40,445
DateSymbolAmountTypePriceFeesTotal Price
3/31/14QQQ567Sell$83.27$94$47,120
MDY201Buy$233.30$94$46,987
4/30/14MDY201Sell$229.83$92$46,103
SPY273Buy$168.94$92$46,213
6/30/14QQQ537Buy$89.44$96$48,125
SPY273Sell$176.43$96$48,069
12/31/14MDY213Buy$248.06$106$52,942
QQQ537Sell$98.94$106$53,025
DateSymbolAmountTypePriceFeesTotal Price
4/30/15QQQ529Buy$103.37$109$54,792
MDY213Sell$257.25$110$54,685
8/31/15QQQ529Sell$100.41$106$53,011
TLT482Buy$109.58$106$52,923
11/2/15QQQ481Buy$110.60$106$53,305
TLT482Sell$110.76$107$53,280
12/31/15QQQ481Sell$108.27$104$51,974
TLT472Buy$109.98$104$52,014
DateSymbolAmountTypePriceFeesTotal Price
3/31/16MDY224Buy$250.88$112$56,310
TLT472Sell$119.58$113$56,329
8/1/16MDY224Sell$271.12$121$60,609
QQQ536Buy$112.76$121$60,560
11/30/16MDY215Buy$285.10$123$61,419
QQQ536Sell$114.66$123$61,335
DateSymbolAmountTypePriceFeesTotal Price
2/28/17QQQ511Buy$127.25$130$65,155
MDY215Sell$303.79$131$65,184
11/30/17MDY231Buy$336.92$156$77,984
QQQ511Sell$152.91$156$77,981
DateSymbolAmountTypePriceFeesTotal Price
1/2/18MDY231Sell$340.94$158$78,600
QQQ501Buy$156.53$157$78,578
2/8/18QQQ501Sell  (stop order)$151.55$152$75,775
4/2/18TLT643Buy$117.45$151$75,671
5/31/18MDY216Buy$347.50$150$75,210
TLT643Sell$117.07$151$75,125
7/2/18MDY216Sell$348.98$151$75,229
QQQ438Buy$171.31$150$75,184
10/10/18QQQ438Sell  (stop order)$170.55$149$74,552
10/31/18TLT671Buy$110.94$149$74,590
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY242Buy$330.40$160$80,117
TLT671Sell$119.98$161$80,346
2/28/19MDY242Sell$344.68$167$83,246
QQQ483Buy$172.49$167$83,479
5/13/19QQQ483Sell  (stop order)$178.19$172$85,894
5/31/19TLT655Buy$130.81$171$85,852
7/1/19SPY292Buy$294.30$172$86,107
TLT655Sell$131.74$173$86,117
9/3/19SPY292Sell$289.40$169$84,336
QQQ454Buy$185.65$169$84,454