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  +18.14%

Max Drawdown-14.36%

Asset Allocation

QQQ100%
This strategy trades monthly

Last refresh:
12/9/19

Last trading day:
10/31/19

Next trading day:
12/31/19

Stop Orders
QQQ$193.32

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$87,37218.14%14.38%42.15%-1.89%-14.36%1.18
Buy & Hold$10,000$31,1059.12%9.09%24.61%-9.11%-23.03%0.91
Benchmark$10,000$28,6448.43%14.44%32.08%-36.51%-50.42%0.57

Holdings

SymbolAmountPriceTotal Price
QQQ428$204.07$87,342
Cash$31
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +15.84%$11,584 +9.76% +5.28%
2008 +42.15%$16,467-9.11%-36.51%
2009 +25.58%$20,680 +3.07% +26.03%
2010 +19.12%$24,634 +14.99% +14.91%
2011 +31.15%$32,307 +14.84% +1.88%
2012 +9.61%$35,411 +9.79% +15.86%
2013 +33.17%$47,158 +12.06% +32.08%
2014 +12.34%$52,976 +18.74% +13.39%
2015-1.89%$51,976 +1.46% +1.23%
2016 +20.61%$62,690 +8.09% +11.94%
2017 +24.57%$78,093 +19.01% +21.61%
2018 +3.13%$80,541-3.57%-4.55%
2019 +8.48%$87,372 +24.61% +27.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.61% +1.67%
February +1.09%$10,089 +0.79%-1.95%
March +1.31%$10,221-0.09% +1.14%
April +2.76%$10,503 +2.85% +4.39%
May +5.12%$11,041 +1.43% +3.36%
June-2.17%$10,801-1.01%-1.44%
July-0.21%$10,778-0.39%-3.11%
August +2.81%$11,081 +1.74% +1.27%
September +5.23%$11,661 +2.45% +3.84%
October +7.03%$12,481 +2.96% +1.35%
November-6.75%$11,638-1.24%-3.85%
December-0.46%$11,584-0.62%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.09%$11,826-3.95%-5.99%
February-0.46%$11,772-1.80%-2.57%
March +2.13%$12,023 +0.76%-0.89%
April-2.86%$11,679 +2.71% +4.74%
May +5.91%$12,369 +1.37% +1.50%
June +0.61%$12,445-3.88%-8.30%
July-0.37%$12,399-0.52%-0.89%
August +2.73%$12,737 +1.97% +1.53%
September +1.47%$12,924-6.08%-9.33%
October-1.86%$12,684-10.11%-16.36%
November +14.28%$14,495 +2.70%-6.88%
December +13.60%$16,467 +8.63% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-13.03%$14,322-9.83%-8.11%
February-1.53%$14,103-4.32%-10.62%
March +3.62%$14,613 +5.91% +8.21%
April +13.06%$16,521 +1.22% +9.80%
May +3.21%$17,052-0.13% +5.78%
June-0.77%$16,921 +1.02%-0.07%
July +8.42%$18,345 +4.12% +7.38%
August +1.08%$18,544 +2.59% +3.65%
September +5.63%$19,588 +3.65% +3.52%
October-4.49%$18,708-2.83%-1.90%
November +5.09%$19,660 +3.37% +6.10%
December +5.19%$20,680-0.68% +1.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-6.46%$19,345-1.28%-3.60%
February +4.24%$20,165 +2.08% +3.09%
March +7.15%$21,607 +2.81% +6.03%
April +4.16%$22,506 +2.88% +1.53%
May-7.04%$20,922-1.91%-7.88%
June +2.00%$21,340-0.43%-5.13%
July-0.95%$21,137 +2.96% +6.77%
August +8.39%$22,910 +1.44%-4.45%
September-2.92%$22,242 +4.13% +8.86%
October +6.34%$23,652 +0.28% +3.78%
November-0.17%$23,612-0.27%0.00%
December +4.33%$24,634 +1.55% +6.62%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.91%$25,105 +0.05% +2.31%
February +4.52%$26,241 +2.80% +3.44%
March +2.58%$26,918 +0.42% +0.02%
April +2.62%$27,624 +2.56% +2.87%
May-0.92%$27,371 +0.72%-1.11%
June-2.92%$26,573-2.15%-1.68%
July +4.41%$27,745 +1.16%-1.98%
August +9.66%$30,424 +0.77%-5.45%
September +13.20%$34,439 +2.30%-6.89%
October-4.21%$32,990 +3.55% +10.82%
November-3.08%$31,974 +0.29%-0.41%
December +1.04%$32,307 +1.58% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.65%$34,456 +3.18% +4.60%
February +4.09%$35,864 +1.45% +4.30%
March +5.04%$37,673-0.04% +3.20%
April-1.17%$37,232 +1.67%-0.66%
May-7.41%$34,474 +0.50%-5.97%
June-1.67%$33,897 +0.79% +4.02%
July +3.81%$35,189 +2.18% +1.18%
August-1.72%$34,585 +1.34% +2.49%
September +0.89%$34,892-0.35% +2.51%
October-2.99%$33,849-1.78%-1.80%
November +2.29%$34,623 +1.27% +0.56%
December +2.28%$35,411-0.74% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.06%$37,910 +1.09% +5.08%
February +0.82%$38,222 +0.96% +1.27%
March +4.83%$40,067 +1.93% +3.77%
April +0.19%$40,144 +2.95% +1.91%
May +1.95%$40,927-1.38% +2.35%
June-2.40%$39,946-2.53%-1.33%
July +5.90%$42,301 +2.61% +5.14%
August-3.85%$40,671-1.88%-2.98%
September +3.65%$42,156 +2.94% +3.15%
October +4.95%$44,244 +3.22% +4.60%
November +3.55%$45,815 +0.60% +2.95%
December +2.93%$47,158 +1.14% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.92%$46,253 +0.65%-3.51%
February +5.14%$48,631 +3.20% +4.53%
March-3.11%$47,117-0.21% +0.83%
April-1.87%$46,235 +0.50% +0.69%
May +2.31%$47,305 +2.91% +2.31%
June +1.66%$48,088 +1.85% +2.06%
July +1.19%$48,658-0.57%-1.34%
August +5.00%$51,090 +4.66% +3.93%
September-0.76%$50,702-2.08%-1.37%
October +2.64%$52,042 +2.79% +2.34%
November +4.54%$54,404 +3.08% +2.74%
December-2.62%$52,976 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.10%$52,394 +2.46%-2.95%
February +5.02%$55,023 +1.09% +5.59%
March +1.33%$55,756-0.21%-1.57%
April-1.87%$54,714-0.93% +0.98%
May +2.25%$55,944 +0.24% +1.28%
June-2.48%$54,555-2.72%-2.02%
July +4.56%$57,041 +3.23% +2.24%
August-7.19%$52,939-4.19%-6.07%
September +1.96%$53,977-0.87%-2.54%
October-0.40%$53,759 +5.18% +8.47%
November-1.36%$53,028 +0.16% +0.36%
December-1.98%$51,976-1.61%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.58%$54,874-1.71%-4.96%
February +3.08%$56,565 +1.00%-0.09%
March-0.49%$56,287 +4.26% +6.70%
April +1.19%$56,957-0.82% +0.39%
May +2.24%$58,234 +2.11% +1.69%
June +0.47%$58,505 +2.18% +0.35%
July +4.23%$60,982 +3.97% +3.63%
August-0.15%$60,891-0.03% +0.12%
September +2.22%$62,241-0.12% +0.01%
October-1.46%$61,332-2.81%-1.73%
November +0.04%$61,355-0.90% +3.67%
December +2.18%$62,690 +0.93% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.65%$63,722 +2.32% +1.78%
February +2.18%$65,113 +2.96% +3.91%
March +2.02%$66,429 +0.29% +0.13%
April +2.72%$68,236 +1.63% +0.99%
May +3.89%$70,893 +1.91% +1.41%
June-2.31%$69,255-0.02% +0.63%
July +4.05%$72,061 +1.49% +2.05%
August +2.07%$73,556 +1.48% +0.29%
September-0.30%$73,335 +0.22% +2.01%
October +4.60%$76,709 +2.21% +2.35%
November +1.56%$77,908 +2.09% +3.05%
December +0.24%$78,093 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.46%$83,919 +3.19% +5.62%
February-1.29%$82,834-2.84%-3.63%
March-4.07%$79,461-0.80%-2.73%
April-5.48%$75,110-0.45% +0.51%
May +1.60%$76,309 +3.64% +2.42%
June +0.41%$76,625 +0.74% +0.57%
July +1.71%$77,938 +1.48% +3.69%
August +5.77%$82,438 +3.47% +3.18%
September-0.28%$82,206-1.00% +0.60%
October-9.07%$74,753-6.85%-6.89%
November +1.78%$76,087 +1.37% +1.85%
December +5.85%$80,541-4.96%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.02%$80,524 +6.22% +7.98%
February +3.89%$83,659 +1.94% +3.23%
March +3.91%$86,933 +3.12% +1.80%
April +5.49%$91,706 +2.68% +4.07%
May-6.32%$85,910-3.49%-6.36%
June +0.95%$86,729 +5.35% +6.94%
July-0.04%$86,693 +1.28% +1.51%
August-1.67%$85,248 +1.63%-1.67%
September +0.50%$85,674 +0.29% +1.94%
October-1.51%$84,381 +1.63% +2.20%
November +4.07%$87,813 +2.37% +3.61%
December-0.50%$87,372-0.48%-0.14%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +8.48% +24.61% +27.25%
2 years +11.88% +20.16% +21.46%
3 years +39.37% +43.00% +47.70%
5 years +64.93% +56.83% +67.38%
7 years +146.74% +108.67% +150.69%
10 years +322.50% +202.52% +240.03%
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 : +6.38%
+6.38% +4.07%-2.70%
12/31/074/30/084100% TLT
TLT : +0.82%
+0.82%-2.38%-4.96%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/086/2/081100% QQQ
QQQ : +4.22%
+4.22% +0.88% +0.46%
6/2/083/31/0910100% TLT
TLT : +20.16%
+20.16%-15.66%-41.25%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/096/1/092100% QQQ
QQQ : +19.55%
+19.55% +1.02% +19.19%
6/1/096/30/091100% MDY
MDY : -3.14%
-3.14% +1.09%-2.44%
6/30/098/31/092100% QQQ
QQQ : +9.61%
+9.61% +6.82% +11.43%
8/31/0911/2/092100% MDY
MDY : +1.02%
+1.02% +0.77% +2.30%
11/2/0911/30/091100% SPY
SPY : +4.97%
+4.97% +3.31% +5.39%
11/30/092/1/102100% QQQ
QQQ : -0.91%
-0.91%-1.66%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/106/1/104100% MDY
MDY : +4.27%
+4.27% +5.02%-0.99%
6/1/109/30/104100% TLT
TLT : +9.52%
+9.52% +8.90% +7.22%
9/30/1012/31/103100% QQQ
QQQ : +10.76%
+10.76% +1.55% +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% +7.97%-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% +1.62% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/122100% MDY
MDY : +9.73%
+9.73% +4.63% +7.46%
2/29/125/31/123100% QQQ
QQQ : -3.88%
-3.88% +2.15%-3.63%
5/31/128/31/123100% TLT
TLT : +0.32%
+0.32% +4.36% +7.93%
8/31/1210/1/121100% QQQ
QQQ : +0.34%
+0.34%-0.26% +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% +7.67% +14.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/135/31/131100% SPY
SPY : +1.96%
+1.96%-1.38% +2.36%
5/31/137/31/132100% QQQ
QQQ : +3.36%
+3.36% +0.02% +3.76%
7/31/139/3/131100% MDY
MDY : -4.40%
-4.40%-2.25%-2.56%
9/3/133/31/147100% QQQ
QQQ : +16.51%
+16.51% +12.48% +15.44%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/144/30/141100% MDY
MDY : -1.88%
-1.88% +0.50% +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% +8.74% +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%-3.55%-4.71%
8/31/1511/2/152100% TLT
TLT : +0.68%
+0.68% +4.91% +6.99%
11/2/1512/31/152100% QQQ
QQQ : -2.48%
-2.48%-2.06%-2.52%
12/31/153/31/163100% TLT
TLT : +8.29%
+8.29% +3.51% +1.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/168/1/164100% MDY
MDY : +7.64%
+7.64% +7.21% +6.11%
8/1/1611/30/164100% QQQ
QQQ : +1.28%
+1.28%-3.49% +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 : +19.68%
+19.68% +11.84% +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 : -2.11%
-2.11%-2.72%-3.82%
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 : -2.07%
-2.07%-3.40%0.00%
10/31/181/31/193100% TLT
TLT : +7.72%
+7.72% +2.33% +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 : +2.70%
+2.70% +2.19%-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% +1.76%-1.66%
9/3/199/30/191100% QQQ
QQQ : +1.50%
+1.50% +0.87% +2.55%
9/30/1910/31/191100% TLT
TLT : -1.51%
-1.51% +1.63% +2.21%
10/31/1912/9/191100% QQQ
QQQ : +3.13%
+3.13% +1.88% +3.48%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07MDY77Buy$129.23$20$9,971
7/2/07MDY77Sell$141.64$22$10,884
QQQ253Buy$42.89$22$10,873
12/31/07QQQ253Sell$45.81$23$11,567
TLT179Buy$64.48$23$11,565
DateSymbolAmountTypePriceFeesTotal Price
4/30/08TLT179Sell$65.27$23$11,660
QQQ276Buy$42.26$23$11,687
6/2/08QQQ276Sell$44.22$24$12,180
TLT190Buy$63.76$24$12,139
DateSymbolAmountTypePriceFeesTotal Price
3/31/09QQQ536Buy$27.26$29$14,641
TLT190Sell$76.92$29$14,586
6/1/09MDY183Buy$95.45$35$17,502
QQQ536Sell$32.72$35$17,503
6/30/09MDY183Sell$92.82$34$16,952
QQQ516Buy$32.75$34$16,933
8/31/09QQQ516Sell$36.04$37$18,559
MDY176Buy$104.93$37$18,505
11/2/09SPY219Buy$85.37$37$18,733
MDY176Sell$106.42$37$18,692
11/30/09SPY219Sell$89.97$39$19,664
QQQ500Buy$39.25$39$19,664
DateSymbolAmountTypePriceFeesTotal Price
2/1/10MDY169Buy$114.95$39$19,465
QQQ500Sell$39.05$39$19,486
6/1/10TLT274Buy$74.03$41$20,325
MDY169Sell$120.34$41$20,297
9/30/10QQQ498Buy$44.61$44$22,260
TLT274Sell$81.40$45$22,259
12/31/10QQQ498Sell$49.61$49$24,656
MDY166Buy$147.78$49$24,581
DateSymbolAmountTypePriceFeesTotal Price
6/30/11MDY166Sell$160.10$53$26,523
TLT354Buy$75.01$53$26,607
10/31/11TLT354Sell$93.51$66$33,036
QQQ621Buy$53.08$66$33,029
11/30/11SPY300Buy$106.38$64$31,978
QQQ621Sell$51.65$64$32,010
DateSymbolAmountTypePriceFeesTotal Price
1/3/12SPY300Sell$109.21$66$32,697
MDY223Buy$146.26$65$32,681
2/29/12QQQ605Buy$59.23$72$35,906
MDY223Sell$161.13$72$35,860
5/31/12TLT328Buy$104.83$69$34,453
QQQ605Sell$57.16$69$34,513
8/31/12TLT328Sell$105.59$69$34,564
QQQ549Buy$62.92$69$34,612
10/1/12SPY276Buy$125.49$69$34,705
QQQ549Sell$63.39$70$34,732
10/31/12SPY276Sell$122.88$68$33,847
MDY207Buy$162.86$67$33,779
DateSymbolAmountTypePriceFeesTotal Price
4/30/13SPY285Buy$140.42$80$40,100
MDY207Sell$194.05$80$40,088
5/31/13SPY285Sell$143.74$82$40,884
QQQ598Buy$68.35$82$40,955
7/31/13QQQ598Sell$70.93$85$42,331
MDY204Buy$206.87$84$42,286
9/3/13MDY204Sell$198.56$81$40,425
QQQ569Buy$71.05$81$40,508
DateSymbolAmountTypePriceFeesTotal Price
3/31/14MDY201Buy$233.30$94$46,987
QQQ569Sell$83.11$95$47,195
4/30/14MDY201Sell$229.83$92$46,103
SPY273Buy$168.94$92$46,213
6/30/14QQQ538Buy$89.26$96$48,118
SPY273Sell$176.43$96$48,069
12/31/14QQQ538Sell$98.74$106$53,016
MDY213Buy$248.06$106$52,942
DateSymbolAmountTypePriceFeesTotal Price
4/30/15MDY213Sell$257.25$110$54,685
QQQ530Buy$103.16$109$54,784
8/31/15TLT485Buy$109.01$106$52,976
QQQ530Sell$100.21$106$53,005
11/2/15TLT485Sell$110.19$107$53,335
QQQ482Buy$110.37$106$53,305
12/31/15TLT475Buy$109.41$104$52,074
QQQ482Sell$108.06$104$51,981
DateSymbolAmountTypePriceFeesTotal Price
3/31/16MDY224Buy$250.88$112$56,310
TLT475Sell$118.96$113$56,393
8/1/16QQQ538Buy$112.53$121$60,662
MDY224Sell$271.12$121$60,609
11/30/16MDY215Buy$285.10$123$61,419
QQQ538Sell$114.43$123$61,440
DateSymbolAmountTypePriceFeesTotal Price
2/28/17QQQ512Buy$127.00$130$65,154
MDY215Sell$303.79$131$65,184
11/30/17MDY231Buy$336.92$156$77,984
QQQ512Sell$152.60$156$77,975
DateSymbolAmountTypePriceFeesTotal Price
1/2/18MDY231Sell$340.94$158$78,600
QQQ502Buy$156.22$157$78,579
4/2/18TLT657Buy$116.84$154$76,917
QQQ502Sell$153.53$154$76,918
5/31/18MDY219Buy$347.50$152$76,255
TLT657Sell$116.46$153$76,361
7/2/18QQQ446Buy$170.96$152$76,401
MDY219Sell$348.98$153$76,274
10/11/18QQQ446Sell  (stop order)$168.10$150$74,823
10/31/18TLT677Buy$110.36$149$74,863
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY243Buy$330.40$161$80,448
TLT677Sell$119.36$162$80,645
2/28/19MDY243Sell$344.68$168$83,590
QQQ485Buy$172.15$167$83,660
5/23/19QQQ485Sell  (stop order)$177.50$172$85,915
5/31/19TLT660Buy$130.13$172$86,058
7/1/19SPY292Buy$294.30$172$86,107
TLT660Sell$131.06$173$86,327
9/3/19QQQ455Buy$185.28$169$84,471
SPY292Sell$289.40$169$84,336
9/30/19TLT601Buy$142.34$171$85,717
QQQ455Sell$188.81$172$85,737
10/31/19QQQ428Buy$197.08$169$84,519
TLT601Sell$140.75$169$84,422