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  +18.13%

Max Drawdown-14.37%

Asset Allocation

QQQ100%
This strategy trades monthly

Last refresh:
11/11/19

Last trading day:
10/31/19

Next trading day:
12/2/19

Stop Orders
QQQ$184.80

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$86,04518.13%14.39%42.22%-1.88%-14.37%1.17
Buy & Hold$10,000$30,5359.03%9.11%22.29%-9.08%-23.02%0.90
Benchmark$10,000$28,1408.34%14.46%32.08%-36.51%-50.42%0.57

Holdings

SymbolAmountPriceTotal Price
QQQ428$200.96$86,011
Cash$34
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +15.84%$11,584 +9.77% +5.28%
2008 +42.22%$16,475-9.08%-36.51%
2009 +25.55%$20,684 +3.04% +26.03%
2010 +19.09%$24,633 +15.00% +14.91%
2011 +31.12%$32,298 +14.86% +1.88%
2012 +9.62%$35,406 +9.79% +15.86%
2013 +33.18%$47,152 +12.05% +32.08%
2014 +12.34%$52,970 +18.76% +13.39%
2015-1.88%$51,975 +1.46% +1.23%
2016 +20.61%$62,688 +8.09% +11.94%
2017 +24.57%$78,091 +19.00% +21.61%
2018 +3.13%$80,538-3.57%-4.55%
2019 +6.84%$86,045 +22.29% +25.01%
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 +2.85% +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 +2.44% +3.84%
October +7.03%$12,481 +2.97% +1.35%
November-6.75%$11,638-1.23%-3.85%
December-0.46%$11,584-0.63%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.09%$11,826-3.94%-5.99%
February-0.46%$11,772-1.80%-2.57%
March +2.14%$12,024 +0.77%-0.89%
April-2.87%$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 +1.48%$12,925-6.07%-9.33%
October-1.85%$12,686-10.11%-16.36%
November +14.29%$14,499 +2.70%-6.88%
December +13.63%$16,475 +8.65% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-13.04%$14,326-9.84%-8.11%
February-1.53%$14,107-4.32%-10.62%
March +3.62%$14,617 +5.91% +8.21%
April +13.05%$16,525 +1.22% +9.80%
May +3.21%$17,056-0.14% +5.78%
June-0.77%$16,924 +1.02%-0.07%
July +8.41%$18,348 +4.12% +7.38%
August +1.09%$18,548 +2.59% +3.65%
September +5.62%$19,591 +3.66% +3.52%
October-4.49%$18,711-2.84%-1.90%
November +5.09%$19,664 +3.38% +6.10%
December +5.19%$20,684-0.69% +1.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-6.45%$19,349-1.27%-3.60%
February +4.24%$20,169 +2.07% +3.09%
March +7.14%$21,610 +2.82% +6.03%
April +4.16%$22,509 +2.88% +1.53%
May-7.03%$20,926-1.91%-7.88%
June +1.98%$21,340-0.42%-5.13%
July-0.95%$21,137 +2.96% +6.77%
August +8.37%$22,907 +1.45%-4.45%
September-2.90%$22,242 +4.13% +8.86%
October +6.33%$23,651 +0.28% +3.78%
November-0.17%$23,611-0.28%0.00%
December +4.33%$24,633 +1.55% +6.62%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.92%$25,105 +0.05% +2.31%
February +4.52%$26,240 +2.80% +3.44%
March +2.58%$26,917 +0.42% +0.02%
April +2.62%$27,623 +2.56% +2.87%
May-0.92%$27,370 +0.72%-1.11%
June-2.92%$26,572-2.15%-1.68%
July +4.40%$27,740 +1.16%-1.98%
August +9.66%$30,420 +0.78%-5.45%
September +13.18%$34,430 +2.31%-6.89%
October-4.21%$32,981 +3.54% +10.82%
November-3.08%$31,965 +0.29%-0.41%
December +1.04%$32,298 +1.58% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.65%$34,447 +3.18% +4.60%
February +4.09%$35,856 +1.45% +4.30%
March +5.05%$37,665-0.04% +3.20%
April-1.17%$37,223 +1.68%-0.66%
May-7.41%$34,465 +0.50%-5.97%
June-1.67%$33,888 +0.79% +4.02%
July +3.81%$35,180 +2.18% +1.18%
August-1.71%$34,579 +1.34% +2.49%
September +0.89%$34,887-0.36% +2.51%
October-2.99%$33,843-1.78%-1.80%
November +2.29%$34,617 +1.27% +0.56%
December +2.28%$35,406-0.74% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.06%$37,904 +1.09% +5.08%
February +0.83%$38,217 +0.96% +1.27%
March +4.83%$40,061 +1.93% +3.77%
April +0.19%$40,139 +2.95% +1.91%
May +1.95%$40,921-1.39% +2.35%
June-2.39%$39,941-2.53%-1.33%
July +5.89%$42,295 +2.61% +5.14%
August-3.85%$40,665-1.89%-2.98%
September +3.65%$42,151 +2.95% +3.15%
October +4.95%$44,239 +3.22% +4.60%
November +3.55%$45,809 +0.60% +2.95%
December +2.93%$47,152 +1.14% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.92%$46,247 +0.65%-3.51%
February +5.14%$48,626 +3.20% +4.53%
March-3.11%$47,112-0.21% +0.83%
April-1.87%$46,230 +0.51% +0.69%
May +2.31%$47,300 +2.91% +2.31%
June +1.65%$48,082 +1.85% +2.06%
July +1.19%$48,652-0.57%-1.34%
August +5.00%$51,084 +4.66% +3.93%
September-0.76%$50,697-2.08%-1.37%
October +2.64%$52,036 +2.79% +2.34%
November +4.54%$54,398 +3.08% +2.74%
December-2.63%$52,970 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.10%$52,389 +2.46%-2.95%
February +5.02%$55,017 +1.09% +5.59%
March +1.33%$55,750-0.21%-1.57%
April-1.87%$54,709-0.94% +0.98%
May +2.25%$55,938 +0.24% +1.28%
June-2.48%$54,550-2.72%-2.02%
July +4.56%$57,036 +3.23% +2.24%
August-7.19%$52,933-4.19%-6.07%
September +1.97%$53,974-0.86%-2.54%
October-0.40%$53,756 +5.18% +8.47%
November-1.36%$53,026 +0.16% +0.36%
December-1.98%$51,975-1.61%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.57%$54,871-1.70%-4.96%
February +3.08%$56,563 +1.00%-0.09%
March-0.49%$56,285 +4.26% +6.70%
April +1.19%$56,955-0.83% +0.39%
May +2.24%$58,232 +2.11% +1.69%
June +0.47%$58,503 +2.18% +0.35%
July +4.24%$60,981 +3.97% +3.63%
August-0.15%$60,889-0.03% +0.12%
September +2.22%$62,239-0.12% +0.01%
October-1.46%$61,330-2.82%-1.73%
November +0.04%$61,353-0.91% +3.67%
December +2.18%$62,688 +0.93% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.65%$63,720 +2.32% +1.78%
February +2.18%$65,111 +2.96% +3.91%
March +2.02%$66,427 +0.29% +0.13%
April +2.72%$68,234 +1.63% +0.99%
May +3.89%$70,891 +1.91% +1.41%
June-2.31%$69,253-0.02% +0.63%
July +4.05%$72,059 +1.49% +2.05%
August +2.07%$73,554 +1.48% +0.29%
September-0.30%$73,334 +0.22% +2.01%
October +4.60%$76,708 +2.21% +2.35%
November +1.56%$77,906 +2.09% +3.05%
December +0.24%$78,091 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.46%$83,917 +3.19% +5.62%
February-1.29%$82,833-2.84%-3.63%
March-4.07%$79,459-0.79%-2.73%
April-5.47%$75,111-0.45% +0.51%
May +1.59%$76,308 +3.63% +2.42%
June +0.41%$76,623 +0.74% +0.57%
July +1.71%$77,937 +1.48% +3.69%
August +5.77%$82,437 +3.47% +3.18%
September-0.28%$82,205-1.00% +0.60%
October-9.07%$74,752-6.85%-6.89%
November +1.79%$76,090 +1.37% +1.85%
December +5.85%$80,538-4.96%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.02%$80,520 +6.22% +7.98%
February +3.89%$83,656 +1.94% +3.23%
March +3.91%$86,929 +3.13% +1.80%
April +5.49%$91,702 +2.67% +4.07%
May-6.32%$85,906-3.49%-6.36%
June +0.95%$86,724 +5.35% +6.94%
July-0.03%$86,695 +1.29% +1.51%
August-1.67%$85,250 +1.63%-1.67%
September +0.50%$85,676 +0.29% +1.94%
October-1.51%$84,384 +1.63% +2.20%
November +1.97%$86,045-0.01% +1.65%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +13.08% +16.23% +14.04%
2 years +10.45% +19.11% +20.76%
3 years +40.25% +41.64% +48.04%
5 years +58.18% +55.02% +64.01%
7 years +148.56% +103.27% +148.45%
10 years +337.58% +194.91% +240.35%
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% +4.08%-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 : +20.15%
+20.15%-15.65%-41.25%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/096/1/092100% QQQ
QQQ : +19.55%
+19.55% +1.01% +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% +3.32% +5.39%
11/30/092/1/102100% QQQ
QQQ : -0.91%
-0.91%-1.67%-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 : +9.51%
+9.51% +8.90% +7.22%
9/30/1012/31/103100% QQQ
QQQ : +10.76%
+10.76% +1.54% +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 : +24.16%
+24.16% +7.99%-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 : -3.88%
-3.88% +2.16%-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 : +3.36%
+3.36% +0.01% +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% +0.51% +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% +8.75% +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 : +0.69%
+0.69% +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 : +8.30%
+8.30% +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%-3.50% +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 : +0.32%
+0.32% +5.95% +7.93%
7/1/199/3/192100% SPY
SPY : -2.06%
-2.06% +1.77%-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%
10/31/1911/11/19100% QQQ
QQQ : +1.56%
+1.56%-0.01% +1.65%
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$64.59$23$11,585
DateSymbolAmountTypePriceFeesTotal Price
4/30/08TLT179Sell$65.38$23$11,680
QQQ276Buy$42.26$23$11,687
6/2/08TLT190Buy$63.87$24$12,160
QQQ276Sell$44.22$24$12,180
DateSymbolAmountTypePriceFeesTotal Price
3/31/09TLT190Sell$77.05$29$14,610
QQQ536Buy$27.26$29$14,641
6/1/09MDY183Buy$95.45$35$17,502
QQQ536Sell$32.72$35$17,503
6/30/09QQQ516Buy$32.75$34$16,933
MDY183Sell$92.82$34$16,952
8/31/09QQQ516Sell$36.04$37$18,559
MDY176Buy$104.93$37$18,505
11/2/09MDY176Sell$106.42$37$18,692
SPY219Buy$85.37$37$18,733
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
6/1/10TLT273Buy$74.16$40$20,286
MDY169Sell$120.34$41$20,297
9/30/10QQQ498Buy$44.61$44$22,260
TLT273Sell$81.54$45$22,216
12/31/10MDY166Buy$147.78$49$24,581
QQQ498Sell$49.61$49$24,656
DateSymbolAmountTypePriceFeesTotal Price
6/30/11MDY166Sell$160.10$53$26,523
TLT353Buy$75.14$53$26,577
10/31/11TLT353Sell$93.67$66$32,999
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$105.01$69$34,512
QQQ605Sell$57.16$69$34,513
8/31/12QQQ549Buy$62.92$69$34,612
TLT328Sell$105.78$69$34,626
10/1/12QQQ549Sell$63.39$70$34,732
SPY276Buy$125.49$69$34,705
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
5/31/13QQQ598Buy$68.35$82$40,955
SPY285Sell$143.74$82$40,884
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
3/31/14QQQ569Sell$83.11$95$47,195
MDY201Buy$233.30$94$46,987
4/30/14MDY201Sell$229.83$92$46,103
SPY273Buy$168.94$92$46,213
6/30/14SPY273Sell$176.43$96$48,069
QQQ538Buy$89.26$96$48,118
12/31/14MDY213Buy$248.06$106$52,942
QQQ538Sell$98.74$106$53,016
DateSymbolAmountTypePriceFeesTotal Price
4/30/15QQQ530Buy$103.16$109$54,784
MDY213Sell$257.25$110$54,685
8/31/15QQQ530Sell$100.21$106$53,005
TLT484Buy$109.19$106$52,954
11/2/15QQQ482Buy$110.37$106$53,305
TLT484Sell$110.38$107$53,317
12/31/15TLT474Buy$109.60$104$52,054
QQQ482Sell$108.06$104$51,981
DateSymbolAmountTypePriceFeesTotal Price
3/31/16TLT474Sell$119.17$113$56,374
MDY224Buy$250.88$112$56,310
8/1/16MDY224Sell$271.12$121$60,609
QQQ538Buy$112.53$121$60,662
11/30/16MDY215Buy$285.10$123$61,419
QQQ538Sell$114.43$123$61,440
DateSymbolAmountTypePriceFeesTotal Price
2/28/17MDY215Sell$303.79$131$65,184
QQQ512Buy$127.00$130$65,154
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
4/2/18QQQ502Sell$153.53$154$76,918
TLT656Buy$117.04$154$76,932
5/31/18MDY219Buy$347.50$152$76,255
TLT656Sell$116.66$153$76,376
7/2/18QQQ446Buy$170.96$152$76,401
MDY219Sell$348.98$153$76,274
10/11/18QQQ446Sell  (stop order)$168.10$150$74,823
10/31/18TLT676Buy$110.55$149$74,881
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY243Buy$330.40$161$80,448
TLT676Sell$119.56$162$80,661
2/28/19MDY243Sell$344.68$168$83,590
QQQ485Buy$172.15$167$83,660
5/23/19QQQ485Sell  (stop order)$177.50$172$85,915
5/31/19TLT659Buy$130.35$172$86,072
7/1/19TLT659Sell$131.29$173$86,347
SPY292Buy$294.30$172$86,107
9/3/19QQQ455Buy$185.28$169$84,471
SPY292Sell$289.40$169$84,336
9/30/19TLT600Buy$142.58$171$85,719
QQQ455Sell$188.81$172$85,737
10/31/19TLT600Sell$140.99$169$84,425
QQQ428Buy$197.08$169$84,519