The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio aims to provide exposure to multi-market ETFs with a protective asset allocation model.
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 Risk-On assets and Risk-Off assets. The model moves aggressively to 100% Risk-Off assets in bad times (crash protection).
Risk-On assets are composed of 6 best-performing ETFs from a diversified multi-market universe of 12 ETFs (Stocks, Bonds, Gold, Real Estate, International and emerging markets ...). ETFs that are bought have the best momentum (performance).
An Intermediate-term US Treasuries ETF (IEF) is used as a Risk-Off Asset.

The Portfolio experienced very low drawdowns relative to return, that makes the Portfolio an alternative to a 1-Year Term Deposit.

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

Adjust Risk-On/Risk-Off asset allocation

% Risk-On Assets

Buy/Hold the 6 best-performing ETFs from: SPY QQQ IWM VGK EWJ EEMVNQ EFA GLD JNK LQD TLT

% Risk-Off Assets

Buy/Hold ETFIEF

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  2

Return  +7.65%

Max Drawdown-6.63%

Asset Allocation

LQD16%
VNQ16%
SPY16%
TLT16%
QQQ16%
GLD16%
Cash4%
This strategy trades monthly

Last refresh:
2/20/20

Last trading day:
1/31/20

Next trading day:
3/2/20

Stop Orders
SPY$306.38
QQQ$206.63
LQD$126.76
VNQ$88.54
TLT$138.10
GLD$143.64

Start Year:
2007

Benchmark:
IEF

List of ETFs traded:

SPY
S&P 500

QQQ
Nasdaq 100

IWM
US Small Cap Equities

VGK
Europe Equities

EWJ
Japan Equities

EEM
Emerging Market Equities

VNQ
US Real Estate

EFA
Europe, Australia and Far East Equities

GLD
Gold

JNK
High Yield Bonds

LQD
US Corporate Bonds

TLT
Long-Term US Treasuries

IEF
Intermediate-term US Treasuries

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$26,3947.65%6.96%16.17%-0.58%-6.63%0.97
Benchmark$10,000$19,2675.11%6.32%17.84%-6.56%-7.58%0.68

Holdings

SymbolAmountPriceTotal Price
SPY12$336.95$4,043
QQQ18$234.78$4,226
LQD31$131.49$4,076
VNQ43$99.28$4,269
TLT27$146.67$3,960
GLD27$152.41$4,115
Cash$1,705
YearPortfolio ReturnPortfolio BalanceBenchmark Return
2007 +12.77%$11,277 +10.02%
2008 +13.75%$12,828 +17.84%
2009 +3.16%$13,233-6.56%
2010 +11.42%$14,744 +9.33%
2011 +4.73%$15,442 +15.61%
2012 +3.71%$16,015 +3.66%
2013 +2.01%$16,337-6.08%
2014 +5.83%$17,289 +9.04%
2015-0.58%$17,188 +1.51%
2016 +7.02%$18,394 +0.99%
2017 +16.17%$21,369 +2.54%
2018 +4.85%$22,406 +0.99%
2019 +11.55%$24,995 +8.01%
2020 +5.60%$26,394 +3.37%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.20%$9,980-0.70%
February +0.82%$10,062 +2.06%
March +1.44%$10,207-0.16%
April +2.65%$10,477 +0.60%
May +1.79%$10,665-1.38%
June-0.01%$10,664-0.47%
July-0.83%$10,576 +2.25%
August +1.55%$10,740 +2.24%
September +2.07%$10,962 +0.10%
October +3.04%$11,295 +1.07%
November-0.19%$11,274 +4.03%
December +0.03%$11,277 +0.06%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +1.11%$11,402 +3.33%
February +1.25%$11,544 +1.25%
March +1.32%$11,696 +1.32%
April-2.39%$11,416-2.40%
May-1.76%$11,215-1.77%
June-0.22%$11,190 +1.14%
July +0.71%$11,270 +0.72%
August +1.53%$11,442 +1.53%
September-0.15%$11,425-0.15%
October-0.85%$11,328-0.85%
November +7.72%$12,202 +7.72%
December +5.13%$12,828 +5.13%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-3.87%$12,332-3.86%
February-0.73%$12,242-0.74%
March +3.30%$12,646 +3.31%
April-2.74%$12,300-2.74%
May-2.07%$12,045-2.08%
June-0.56%$11,978-0.56%
July +0.53%$12,041 +0.84%
August +0.82%$12,140 +0.76%
September +4.97%$12,743 +1.11%
October-2.39%$12,439-0.13%
November +4.21%$12,963 +2.01%
December +2.08%$13,233-4.39%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-3.44%$12,778 +2.35%
February +1.62%$12,985 +0.33%
March +6.08%$13,775-1.05%
April +2.58%$14,130 +1.65%
May-5.49%$13,354 +2.92%
June-1.15%$13,201 +3.04%
July +2.50%$13,531 +0.90%
August +1.94%$13,794 +3.34%
September +1.75%$14,0360.00%
October +1.01%$14,1780.00%
November-0.66%$14,084-0.90%
December +4.69%$14,744-3.41%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.48%$14,673-0.02%
February +2.27%$15,006-0.20%
March-0.41%$14,944-0.15%
April +3.97%$15,537 +1.83%
May-0.85%$15,405 +2.51%
June-1.88%$15,116-0.51%
July +0.90%$15,252 +3.16%
August-2.19%$14,918 +4.64%
September +2.23%$15,250 +2.22%
October-1.29%$15,054-1.28%
November +0.58%$15,141 +0.58%
December +1.99%$15,442 +1.99%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.86%$15,575 +0.86%
February-1.29%$15,374-1.11%
March-0.31%$15,327-1.58%
April +1.97%$15,629 +2.49%
May +2.50%$16,020 +2.86%
June-0.36%$15,963-0.40%
July +0.66%$16,069 +1.39%
August-0.39%$16,007-0.11%
September +1.01%$16,169-0.35%
October-1.59%$15,912-0.40%
November +0.65%$16,015 +0.98%
December0.00%$16,015-0.94%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.14%$16,038-1.29%
February-0.77%$15,915 +1.12%
March +1.97%$16,228 +0.28%
April +2.45%$16,626 +1.52%
May-2.14%$16,270-3.09%
June-1.68%$15,997-2.55%
July +1.14%$16,179-0.35%
August-1.61%$15,919-1.42%
September +3.15%$16,421 +1.85%
October +1.47%$16,663 +0.77%
November +0.07%$16,674-0.87%
December-2.02%$16,337-2.08%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +2.67%$16,774 +3.06%
February +0.22%$16,811 +0.35%
March-0.83%$16,671-0.56%
April +0.12%$16,691 +0.76%
May +1.77%$16,987 +1.82%
June +0.57%$17,084-0.22%
July-1.81%$16,774-0.22%
August +2.87%$17,255 +1.87%
September-3.37%$16,673-1.04%
October +2.65%$17,115 +1.53%
November +1.12%$17,307 +1.29%
December-0.10%$17,289 +0.12%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.78%$17,942 +4.29%
February-2.18%$17,550-2.47%
March +0.76%$17,683 +0.86%
April-0.72%$17,556-0.63%
May +0.14%$17,580-0.42%
June-1.93%$17,240-1.63%
July +1.83%$17,555 +1.52%
August-1.94%$17,214 +0.07%
September +1.36%$17,448 +1.58%
October-0.63%$17,338-0.63%
November-0.42%$17,265-0.43%
December-0.45%$17,188-0.45%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.30%$17,755 +3.32%
February +1.48%$18,017 +1.48%
March-0.07%$18,005-0.07%
April-0.16%$17,977-0.16%
May-0.10%$17,959-0.09%
June +2.81%$18,463 +3.08%
July +2.26%$18,880 +0.24%
August-1.09%$18,675-1.00%
September +0.01%$18,676 +0.24%
October-3.49%$18,025-1.49%
November +1.37%$18,272-4.23%
December +0.67%$18,394-0.12%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +2.07%$18,774 +0.22%
February +1.81%$19,113 +0.72%
March +0.54%$19,217 +0.08%
April +1.23%$19,454 +1.10%
May +1.25%$19,698 +0.82%
June-0.38%$19,623-0.50%
July +2.08%$20,032 +0.37%
August +0.70%$20,172 +1.45%
September +1.42%$20,459-1.44%
October +1.78%$20,824-0.19%
November +1.16%$21,066-0.27%
December +1.44%$21,369 +0.18%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +5.98%$22,646-2.14%
February-3.44%$21,868-0.93%
March-0.31%$21,800 +1.15%
April-1.07%$21,567-1.27%
May +1.03%$21,789 +0.98%
June0.00%$21,789 +0.20%
July-0.81%$21,612-0.53%
August +1.05%$21,839 +1.01%
September-1.20%$21,578-1.20%
October-0.30%$21,513-0.31%
November +1.32%$21,797 +1.33%
December +2.79%$22,406 +2.79%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.66%$22,553 +0.66%
February-0.55%$22,429-0.53%
March +2.32%$22,949 +2.65%
April-0.55%$22,822-0.52%
May +2.04%$23,287 +3.05%
June +1.22%$23,570 +1.22%
July-0.42%$23,472 +0.04%
August +3.65%$24,328 +3.94%
September-0.41%$24,228-1.19%
October +1.45%$24,580 +0.19%
November +0.43%$24,685-0.69%
December +1.26%$24,995-0.92%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +2.28%$25,565 +3.46%
February +3.24%$26,394-0.09%
PeriodPortfolio ReturnBenchmark Return
1 year +17.68% +11.51%
2 years +20.70% +16.31%
3 years +38.09% +14.55%
5 years +50.39% +16.54%
7 years +65.84% +21.62%
10 years +103.27% +54.88%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/072/28/0718% LQD
8% VNQ
8% VGK
8% SPY
8% EFA
8% TLT
52% IEF
LQD : +1.60%
VNQ : -3.10%
VGK : -1.62%
SPY : -2.35%
EFA : -0.52%
TLT : +2.99%
IEF : +1.66%
+0.62% +2.07%
2/28/074/2/07113% VNQ
13% VGK
13% SPY
13% EFA
22% IEF
13% QQQ
13% EEM
VNQ : -1.84%
VGK : +4.32%
SPY : +0.87%
EFA : +2.77%
IEF : -0.43%
QQQ : +0.25%
EEM : +5.65%
+1.47%-0.03%
4/2/075/31/07213% VNQ
13% VGK
13% EFA
22% IEF
13% QQQ
13% EEM
13% IWM
VNQ : -1.53%
VGK : +6.53%
EFA : +5.49%
IEF : -1.30%
QQQ : +8.33%
EEM : +7.79%
IWM : +5.37%
+3.87%-0.90%
5/31/077/2/07113% VGK
13% EFA
22% IEF
13% QQQ
13% EEM
13% IWM
13% SPY
VGK : +0.38%
EFA : +0.72%
IEF : -0.72%
QQQ : +0.99%
EEM : +5.36%
IWM : -0.55%
SPY : -0.96%
+0.61%-0.32%
7/2/077/31/07111% VGK
11% EFA
34% IEF
11% QQQ
11% EEM
11% IWM
11% SPY
VGK : -4.32%
EFA : -4.07%
IEF : +1.69%
QQQ : -1.45%
EEM : -1.67%
IWM : -8.56%
SPY : -4.39%
-2.12% +2.10%
7/31/078/31/0718% VGK
8% EFA
52% IEF
8% QQQ
8% EEM
8% SPY
8% GLD
VGK : -0.13%
EFA : -1.03%
IEF : +1.85%
QQQ : +2.42%
EEM : +0.63%
SPY : +0.88%
GLD : +0.71%
+1.24% +2.26%
8/31/0710/1/0715% VGK
5% EFA
70% IEF
5% QQQ
5% EEM
5% SPY
5% GLD
VGK : +5.81%
EFA : +6.24%
IEF : -0.19%
QQQ : +6.03%
EEM : +14.64%
SPY : +4.63%
GLD : +10.65%
+2.27% +0.21%
10/1/0711/30/0728% VGK
8% EFA
52% IEF
8% QQQ
8% EEM
8% SPY
8% GLD
VGK : -0.59%
EFA : -1.19%
IEF : +4.62%
QQQ : -1.73%
EEM : -0.25%
SPY : -4.04%
GLD : +4.21%
+2.12% +5.04%
11/30/071/31/0825% VGK
5% EFA
70% IEF
5% QQQ
5% EEM
5% GLD
5% TLT
VGK : -11.22%
EFA : -10.95%
IEF : +3.00%
QQQ : -12.29%
EEM : -10.55%
GLD : +17.74%
TLT : +1.05%
+0.79% +3.41%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/086/2/084100% IEF
IEF : -1.47%
-1.47%-1.07%
6/2/086/30/08170% IEF
5% QQQ
5% LQD
5% TLT
5% EEM
5% GLD
5% VGK
IEF : +0.14%
QQQ : -8.86%
LQD : -2.02%
TLT : +1.86%
EEM : -8.54%
GLD : +3.50%
VGK : -8.21%
-1.02% +0.54%
6/30/087/31/0913100% IEF
IEF : +7.55%
+7.55% +7.98%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
7/31/098/31/09122% IEF
13% EFA
13% LQD
13% QQQ
13% JNK
13% GLD
13% EEM
IEF : +0.36%
EFA : +4.10%
LQD : +0.89%
QQQ : +1.06%
JNK : -0.49%
GLD : -0.35%
EEM : -1.71%
+0.53% +0.76%
8/31/099/30/09122% IEF
13% EFA
13% QQQ
13% JNK
13% EEM
13% VGK
13% VNQ
IEF : +0.71%
EFA : +3.39%
QQQ : +5.22%
JNK : +5.77%
EEM : +9.76%
VGK : +4.40%
VNQ : +6.18%
+4.67% +1.12%
9/30/0911/2/09122% IEF
13% EFA
13% QQQ
13% JNK
13% EEM
13% VGK
13% IWM
IEF : -0.79%
EFA : -1.99%
QQQ : -3.05%
JNK : -0.35%
EEM : -2.40%
VGK : -1.81%
IWM : -7.04%
-2.34%-0.40%
11/2/0911/30/09122% IEF
13% EFA
13% QQQ
13% JNK
13% EEM
13% VGK
13% VNQ
IEF : +1.88%
EFA : +2.53%
QQQ : +5.50%
JNK : +0.63%
EEM : +5.83%
VGK : +2.88%
VNQ : +6.14%
+3.47% +2.29%
11/30/0912/31/09122% IEF
13% EFA
13% QQQ
13% EEM
13% VGK
13% VNQ
13% IWM
IEF : -4.78%
EFA : +0.31%
QQQ : +4.76%
EEM : +2.87%
VGK : -0.63%
VNQ : +6.98%
IWM : +7.48%
+1.78%-4.40%
12/31/093/1/10222% IEF
13% EFA
13% QQQ
13% EEM
13% VGK
13% VNQ
13% JNK
IEF : +2.40%
EFA : -4.46%
QQQ : -1.12%
EEM : -4.92%
VGK : -6.88%
VNQ : +0.20%
JNK : +0.68%
-1.62% +2.81%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
3/1/103/31/10116% QQQ
16% EEM
16% VNQ
16% JNK
16% SPY
16% IWM
4% CASH
QQQ : +5.74%
EEM : +5.89%
VNQ : +8.81%
JNK : +2.81%
SPY : +4.58%
IWM : +5.35%
CASH : 0.00%
+5.31%-1.16%
3/31/104/30/10113% QQQ
13% EEM
13% VNQ
13% JNK
13% SPY
13% IWM
22% IEF
QQQ : +1.83%
EEM : -0.54%
VNQ : +6.73%
JNK : +1.45%
SPY : +1.14%
IWM : +5.26%
IEF : +1.25%
+2.34% +1.65%
4/30/106/1/10116% QQQ
16% EEM
16% VNQ
16% SPY
16% IWM
16% GLD
4% CASH
QQQ : -8.61%
EEM : -11.43%
VNQ : -7.67%
SPY : -9.86%
IWM : -10.71%
GLD : +3.53%
CASH : 0.00%
-7.16% +3.06%
6/1/106/30/1018% QQQ
8% VNQ
8% SPY
8% IWM
8% GLD
52% IEF
8% JNK
QQQ : -5.46%
VNQ : -3.59%
SPY : -3.94%
IWM : -5.23%
GLD : +1.07%
IEF : +2.51%
JNK : +1.28%
+0.04% +2.92%
6/30/108/2/1018% QQQ
8% VNQ
8% IWM
8% GLD
52% IEF
8% JNK
8% LQD
QQQ : +8.82%
VNQ : +12.83%
IWM : +8.15%
GLD : -5.43%
IEF : +0.20%
JNK : +5.36%
LQD : +1.49%
+2.60% +0.60%
8/2/108/31/10111% VNQ
11% IWM
11% GLD
34% IEF
11% JNK
11% LQD
11% TLT
VNQ : -4.86%
IWM : -9.37%
GLD : +5.24%
IEF : +3.26%
JNK : -1.47%
LQD : +2.66%
TLT : +9.49%
+1.29% +3.67%
8/31/109/30/1018% VNQ
8% IWM
8% GLD
52% IEF
8% JNK
8% LQD
8% TLT
VNQ : +4.04%
IWM : +11.99%
GLD : +4.36%
IEF : -0.40%
JNK : +3.14%
LQD : +0.05%
TLT : -2.90%
+1.45%0.00%
9/30/1011/1/1018% VNQ
8% GLD
52% IEF
8% JNK
8% LQD
8% TLT
8% QQQ
VNQ : +5.22%
GLD : +2.72%
IEF : -0.57%
JNK : +2.06%
LQD : -0.70%
TLT : -5.26%
QQQ : +5.98%
+0.51%-0.17%
11/1/1011/30/10116% VNQ
16% GLD
16% TLT
16% QQQ
16% IWM
16% EEM
4% CASH
VNQ : -3.06%
GLD : +2.24%
TLT : -1.66%
QQQ : -0.63%
IWM : +3.78%
EEM : -4.35%
CASH : 0.00%
-0.59%-0.74%
11/30/101/31/11216% VNQ
16% GLD
16% QQQ
16% IWM
16% EEM
16% JNK
4% CASH
VNQ : +7.52%
GLD : -4.12%
QQQ : +7.27%
IWM : +7.21%
EEM : +2.76%
JNK : +4.34%
CASH : 0.00%
+4.00%-3.45%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/112/28/11116% QQQ
16% IWM
16% EEM
16% VGK
16% EFA
20% CASH
QQQ : +2.75%
IWM : +5.13%
EEM : -0.45%
VGK : +2.71%
EFA : +3.12%
CASH : 0.00%
+2.12%-0.20%
2/28/115/2/11213% QQQ
13% IWM
13% VGK
13% EFA
22% IEF
13% SPY
13% VNQ
QQQ : +1.82%
IWM : +3.57%
VGK : +6.62%
EFA : +3.37%
IEF : +1.25%
SPY : +2.33%
VNQ : +3.76%
+3.07% +1.65%
5/2/115/31/11113% QQQ
13% IWM
13% VGK
22% IEF
13% SPY
13% EEM
13% GLD
QQQ : -1.44%
IWM : -1.02%
VGK : -3.09%
IEF : +2.13%
SPY : -1.36%
EEM : -3.35%
GLD : -0.91%
-0.98% +2.54%
5/31/118/1/11213% QQQ
13% IWM
13% VGK
22% IEF
13% SPY
13% GLD
13% VNQ
QQQ : -1.24%
IWM : -6.72%
VGK : -8.58%
IEF : +2.60%
SPY : -4.45%
GLD : +4.98%
VNQ : -3.66%
-1.99% +3.01%
8/1/118/31/11113% QQQ
13% IWM
22% IEF
13% SPY
13% GLD
13% VNQ
13% EWJ
QQQ : -5.01%
IWM : -8.66%
IEF : +3.86%
SPY : -5.48%
GLD : +12.23%
VNQ : -4.55%
EWJ : -7.54%
-1.62% +4.28%
8/31/112/29/126100% IEF
IEF : +2.85%
+2.85% +3.26%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/29/124/2/12152% IEF
8% SPY
8% VNQ
8% LQD
8% QQQ
8% GLD
8% TLT
IEF : -1.75%
SPY : +3.55%
VNQ : +5.51%
LQD : -1.57%
QQQ : +5.72%
GLD : -1.22%
TLT : -4.08%
-0.28%-1.35%
4/2/124/30/12170% IEF
5% SPY
5% VNQ
5% LQD
5% QQQ
5% GLD
5% TLT
IEF : +1.85%
SPY : -1.78%
VNQ : +1.74%
LQD : +0.42%
QQQ : -2.57%
GLD : -1.05%
TLT : +3.84%
+1.33% +2.26%
4/30/127/2/12288% IEF
12% CASH
IEF : +2.51%
CASH : 0.00%
+2.21% +2.93%
7/2/127/31/12134% IEF
11% TLT
11% JNK
11% QQQ
11% SPY
11% IWM
11% VNQ
IEF : +0.53%
TLT : +2.35%
JNK : +1.08%
QQQ : +0.29%
SPY : +0.47%
IWM : -3.03%
VNQ : +0.48%
+0.36% +0.93%
7/31/128/31/12188% IEF
12% CASH
IEF : -0.52%
CASH : 0.00%
-0.46%-0.12%
8/31/1210/1/12122% IEF
13% VGK
13% JNK
13% IWM
13% SPY
13% QQQ
13% VNQ
IEF : -0.56%
VGK : +3.66%
JNK : +0.31%
IWM : +3.20%
SPY : +2.40%
QQQ : +0.33%
VNQ : -2.96%
+0.78%-0.16%
10/1/1210/31/12116% VGK
16% IWM
16% SPY
16% QQQ
16% VNQ
16% EFA
4% CASH
VGK : +0.24%
IWM : -2.89%
SPY : -2.47%
QQQ : -5.52%
VNQ : -0.57%
EFA : -0.12%
CASH : 0.00%
-1.81%-0.58%
10/31/1211/30/12111% VGK
11% SPY
11% QQQ
11% VNQ
34% IEF
11% JNK
11% LQD
VGK : +2.06%
SPY : +0.16%
QQQ : +0.91%
VNQ : -0.67%
IEF : +0.58%
JNK : +0.14%
LQD : -1.12%
+0.36% +0.98%
11/30/1212/31/1218% VGK
8% SPY
8% VNQ
52% IEF
8% JNK
8% LQD
8% TLT
VGK : +3.89%
SPY : +0.49%
VNQ : +3.32%
IEF : -1.34%
JNK : +1.06%
LQD : -0.73%
TLT : -2.88%
-0.28%-0.94%
12/31/121/31/13111% VGK
11% VNQ
34% IEF
11% JNK
11% LQD
11% TLT
11% EFA
VGK : +3.87%
VNQ : +3.32%
IEF : -1.69%
JNK : -0.13%
LQD : -1.69%
TLT : -3.57%
EFA : +3.31%
-0.01%-1.29%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/132/28/13116% VGK
16% JNK
16% EFA
16% IWM
16% SPY
16% EEM
4% CASH
VGK : -3.80%
JNK : +0.31%
EFA : -1.69%
IWM : +0.60%
SPY : +0.88%
EEM : -2.66%
CASH : 0.00%
-1.02% +1.12%
2/28/134/1/13113% VGK
13% EFA
13% IWM
13% SPY
13% EEM
22% IEF
13% EWJ
VGK : -0.63%
EFA : -0.44%
IWM : +2.83%
SPY : +2.97%
EEM : -2.47%
IEF : +0.15%
EWJ : +1.25%
+0.49% +0.56%
4/1/134/30/13111% VGK
11% EFA
11% IWM
11% SPY
11% EEM
34% IEF
11% EWJ
VGK : +4.73%
EFA : +6.01%
IWM : +0.61%
SPY : +1.92%
EEM : +1.88%
IEF : +0.85%
EWJ : +12.27%
+3.31% +1.25%
4/30/137/1/13211% VGK
11% EFA
11% IWM
11% SPY
34% IEF
11% EWJ
11% VNQ
VGK : -3.63%
EFA : -5.11%
IWM : +4.35%
SPY : +1.18%
IEF : -5.91%
EWJ : -2.86%
VNQ : -8.40%
-3.60%-5.53%
7/1/137/31/1315% VGK
5% EFA
5% IWM
5% SPY
70% IEF
5% EWJ
5% VNQ
VGK : +5.88%
EFA : +3.92%
IWM : +5.18%
SPY : +4.14%
IEF : -0.79%
EWJ : -1.64%
VNQ : +0.71%
+0.36%-0.39%
7/31/1312/2/1345% VGK
5% EFA
5% IWM
5% SPY
70% IEF
5% EWJ
5% QQQ
VGK : +9.70%
EFA : +8.53%
IWM : +8.26%
SPY : +7.10%
IEF : -0.54%
EWJ : +6.80%
QQQ : +12.70%
+2.28%-0.15%
12/2/132/28/14388% IEF
12% CASH
IEF : +1.30%
CASH : 0.00%
+1.14% +1.71%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/28/143/31/14170% IEF
5% JNK
5% EFA
5% VGK
5% IWM
5% QQQ
5% SPY
IEF : -0.96%
JNK : -0.41%
EFA : -0.86%
VGK : -1.03%
IWM : -1.14%
QQQ : -3.12%
SPY : +0.42%
-0.98%-0.56%
3/31/144/30/14116% JNK
16% EFA
16% VGK
16% IWM
16% QQQ
16% SPY
4% CASH
JNK : +0.15%
EFA : +1.27%
VGK : +2.24%
IWM : -4.13%
QQQ : -0.72%
SPY : +0.29%
CASH : 0.00%
-0.14% +0.76%
4/30/146/2/14111% JNK
11% EFA
11% VGK
11% IWM
11% QQQ
11% SPY
34% IEF
JNK : +0.44%
EFA : +1.38%
VGK : +0.30%
IWM : -0.16%
QQQ : +3.96%
SPY : +2.03%
IEF : +0.96%
+1.20% +1.36%
6/2/146/30/14113% EFA
13% VGK
13% QQQ
13% SPY
22% IEF
13% TLT
13% VNQ
EFA : +0.32%
VGK : -0.42%
QQQ : +2.82%
SPY : +1.54%
IEF : -0.16%
TLT : +0.10%
VNQ : +0.43%
+0.59% +0.24%
6/30/147/31/14113% EFA
13% VGK
13% QQQ
13% SPY
22% IEF
13% VNQ
13% IWM
EFA : -2.99%
VGK : -4.71%
QQQ : +0.77%
SPY : -1.74%
IEF : -0.61%
VNQ : -0.33%
IWM : -6.43%
-2.14%-0.22%
7/31/149/2/14113% VGK
13% QQQ
13% SPY
22% IEF
13% VNQ
13% LQD
13% TLT
VGK : +0.22%
QQQ : +4.89%
SPY : +3.48%
IEF : +0.82%
VNQ : +2.66%
LQD : +1.11%
TLT : +2.51%
+2.11% +1.22%
9/2/149/30/14116% QQQ
16% SPY
16% VNQ
16% LQD
16% TLT
16% EEM
4% CASH
QQQ : -1.44%
SPY : -1.72%
VNQ : -6.42%
LQD : -1.61%
TLT : -0.79%
EEM : -8.01%
CASH : 0.00%
-3.20%-0.41%
9/30/1410/31/14113% QQQ
13% SPY
13% VNQ
13% LQD
13% TLT
13% EEM
22% IEF
QQQ : +2.23%
SPY : +1.95%
VNQ : +9.50%
LQD : +0.83%
TLT : +2.41%
EEM : +1.01%
IEF : +1.13%
+2.58% +1.53%
10/31/1412/1/14188% IEF
12% CASH
IEF : +0.63%
CASH : 0.00%
+0.55% +1.04%
12/1/1412/31/14152% IEF
8% LQD
8% EEM
8% SPY
8% TLT
8% VNQ
8% QQQ
IEF : -0.02%
LQD : -0.07%
EEM : -2.67%
SPY : +0.05%
TLT : +3.44%
VNQ : +1.75%
QQQ : -1.52%
+0.07% +0.38%
12/31/144/30/15488% IEF
12% CASH
IEF : +1.54%
CASH : 0.00%
+1.36% +1.95%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
4/30/156/30/15252% IEF
8% SPY
8% EWJ
8% IWM
8% VNQ
8% QQQ
8% TLT
IEF : -2.44%
SPY : -1.17%
EWJ : -0.29%
IWM : +2.63%
VNQ : -5.34%
QQQ : -0.69%
TLT : -6.72%
-2.20%-2.04%
6/30/157/31/15152% IEF
8% SPY
8% EWJ
8% IWM
8% VNQ
8% QQQ
8% EFA
IEF : +1.12%
SPY : +1.85%
EWJ : +0.54%
IWM : -1.50%
VNQ : +5.35%
QQQ : +4.14%
EFA : +1.64%
+1.54% +1.52%
7/31/158/31/15170% IEF
5% SPY
5% EWJ
5% IWM
5% QQQ
5% EFA
5% VGK
IEF : -0.33%
SPY : -6.47%
EWJ : -6.63%
IWM : -6.69%
QQQ : -7.20%
EFA : -7.80%
VGK : -7.39%
-2.34% +0.07%
8/31/159/30/15188% IEF
12% CASH
IEF : +1.18%
CASH : 0.00%
+1.04% +1.58%
9/30/156/30/169100% IEF
IEF : +5.71%
+5.71% +6.14%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
6/30/168/1/16134% IEF
11% QQQ
11% LQD
11% SPY
11% TLT
11% GLD
11% VNQ
IEF : -0.50%
QQQ : +7.29%
LQD : +0.32%
SPY : +3.15%
TLT : +0.59%
GLD : +1.77%
VNQ : +4.08%
+1.72%-0.10%
8/1/168/31/16152% IEF
8% LQD
8% SPY
8% TLT
8% GLD
8% VNQ
8% JNK
IEF : -1.06%
LQD : +0.35%
SPY : -0.20%
TLT : -0.33%
GLD : -3.82%
VNQ : -4.36%
JNK : +2.09%
-1.05%-0.67%
8/31/169/30/16122% IEF
13% LQD
13% TLT
13% GLD
13% VNQ
13% JNK
13% EEM
IEF : -0.16%
LQD : -0.72%
TLT : -1.90%
GLD : +0.29%
VNQ : -2.22%
JNK : +0.60%
EEM : +2.11%
-0.27% +0.24%
9/30/1610/31/16116% TLT
16% GLD
16% VNQ
16% JNK
16% EEM
16% IWM
4% CASH
TLT : -4.77%
GLD : -5.14%
VNQ : -6.12%
JNK : -1.14%
EEM : -1.24%
IWM : -4.98%
CASH : 0.00%
-3.74%-1.49%
10/31/1611/30/16116% JNK
16% EEM
16% IWM
16% EWJ
16% SPY
16% QQQ
4% CASH
JNK : -0.28%
EEM : -4.79%
IWM : +10.62%
EWJ : -1.64%
SPY : +3.27%
QQQ : +0.03%
CASH : 0.00%
+1.15%-4.23%
11/30/163/31/17411% JNK
11% EEM
11% IWM
11% EWJ
11% SPY
11% QQQ
34% IEF
JNK : +3.84%
EEM : +11.77%
IWM : +4.77%
EWJ : +4.01%
SPY : +7.64%
QQQ : +12.78%
IEF : +0.50%
+5.10% +0.90%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
3/31/175/1/1715% EEM
5% IWM
5% EWJ
5% SPY
5% QQQ
70% IEF
5% EFA
EEM : +1.88%
IWM : +1.33%
EWJ : +0.68%
SPY : +0.84%
QQQ : +3.23%
IEF : +0.49%
EFA : +2.42%
+0.86% +0.90%
5/1/176/30/1725% EEM
5% IWM
5% SPY
5% QQQ
70% IEF
5% EFA
5% VGK
EEM : +2.81%
IWM : +0.35%
SPY : +1.39%
QQQ : +0.19%
IEF : +0.13%
EFA : +3.02%
VGK : +3.54%
+0.66% +0.53%
6/30/178/31/17211% EEM
11% IWM
11% SPY
11% QQQ
34% IEF
11% EFA
11% VGK
EEM : +7.87%
IWM : -0.82%
SPY : +1.95%
QQQ : +5.80%
IEF : +1.43%
EFA : +2.20%
VGK : +2.50%
+2.63% +1.84%
8/31/1710/2/17116% EEM
16% SPY
16% QQQ
16% EFA
16% VGK
16% EWJ
4% CASH
EEM : -0.42%
SPY : +2.05%
QQQ : -0.61%
EFA : +1.86%
VGK : +2.49%
EWJ : +1.43%
CASH : 0.00%
+1.09%-1.55%
10/2/1710/31/17116% EEM
16% SPY
16% QQQ
16% EFA
16% VGK
16% GLD
4% CASH
EEM : +2.85%
SPY : +1.51%
QQQ : +4.10%
EFA : +1.37%
VGK : +0.36%
GLD : -0.48%
CASH : 0.00%
+1.55%-0.08%
10/31/171/31/18316% EEM
16% SPY
16% QQQ
16% EFA
16% VGK
16% EWJ
4% CASH
EEM : +11.48%
SPY : +9.74%
QQQ : +11.13%
EFA : +6.74%
VGK : +6.77%
EWJ : +7.60%
CASH : 0.00%
+8.55%-2.25%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/182/28/18113% EEM
13% SPY
13% QQQ
13% EFA
13% VGK
13% EWJ
22% IEF
EEM : -6.27%
SPY : -4.02%
QQQ : -1.69%
EFA : -5.21%
VGK : -6.52%
EWJ : -3.35%
IEF : -1.33%
-3.81%-0.93%
2/28/184/2/18111% EEM
11% SPY
11% QQQ
11% EFA
11% EWJ
34% IEF
11% IWM
EEM : -1.66%
SPY : -5.22%
QQQ : -7.22%
EFA : -2.60%
EWJ : -3.02%
IEF : +0.86%
IWM : -1.64%
-2.06% +1.27%
4/2/185/31/1828% EEM
8% SPY
8% QQQ
8% EFA
8% EWJ
52% IEF
8% IWM
EEM : -4.02%
SPY : +4.81%
QQQ : +8.93%
EFA : +0.59%
EWJ : +0.07%
IEF : -0.81%
IWM : +9.45%
+1.17%-0.41%
5/31/187/2/1815% SPY
5% QQQ
5% EFA
5% EWJ
70% IEF
5% IWM
5% VGK
SPY : +0.39%
QQQ : +1.41%
EFA : -2.88%
EWJ : -4.25%
IEF : -0.27%
IWM : +0.90%
VGK : -2.42%
-0.53% +0.13%
7/2/187/31/181100% IEF
IEF : -0.85%
-0.85%-0.46%
7/31/188/31/18170% IEF
5% EFA
5% VGK
5% VNQ
5% SPY
5% IWM
5% QQQ
IEF : +0.60%
EFA : -2.63%
VGK : -3.22%
VNQ : +2.16%
SPY : +2.78%
IWM : +3.90%
QQQ : +5.35%
+0.84% +1.01%
8/31/182/28/196100% IEF
IEF : +2.33%
+2.33% +2.74%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/28/194/30/19288% IEF
12% CASH
IEF : +1.71%
CASH : 0.00%
+1.50% +2.12%
4/30/195/31/19170% IEF
5% TLT
5% GLD
5% LQD
5% VNQ
5% JNK
5% QQQ
IEF : +2.64%
TLT : +6.42%
GLD : +1.35%
LQD : +1.24%
VNQ : -0.27%
JNK : -2.68%
QQQ : -7.50%
+1.78% +3.05%
5/31/197/1/191100% IEF
IEF : +0.69%
+0.69% +1.09%
7/1/197/31/19170% IEF
5% TLT
5% EEM
5% JNK
5% GLD
5% LQD
5% VNQ
IEF : -0.23%
TLT : +0.10%
EEM : -4.17%
JNK : -0.24%
GLD : +1.58%
LQD : -0.33%
VNQ : +1.34%
-0.25% +0.17%
7/31/1912/31/19516% TLT
16% GLD
16% LQD
16% VNQ
16% SPY
16% QQQ
4% CASH
TLT : +2.62%
GLD : +6.85%
LQD : +4.18%
VNQ : +5.93%
SPY : +8.81%
QQQ : +11.28%
CASH : 0.00%
+6.35% +1.25%
12/31/191/31/20116% TLT
16% GLD
16% LQD
16% SPY
16% QQQ
16% EWJ
4% CASH
TLT : +7.26%
GLD : +4.08%
LQD : +2.04%
SPY : -0.44%
QQQ : +2.63%
EWJ : -2.90%
CASH : 0.00%
+2.03% +3.47%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/202/20/20116% TLT
16% GLD
16% LQD
16% SPY
16% QQQ
16% VNQ
4% CASH
TLT : +0.29%
GLD : +1.66%
LQD : +0.16%
SPY : +4.31%
QQQ : +6.74%
VNQ : +5.27%
CASH : 0.00%
+2.95%-0.09%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07SPY7Buy$110.29$2$774
VNQ16Buy$47.66$2$764
TLT13Buy$57.68$1$751
VGK19Buy$41.69$2$794
EFA15Buy$50.42$2$758
IEF88Buy$58.54$10$5,162
LQD12Buy$62.36$1$750
2/28/07VGK12Buy$41.18$1$495
IEF52Sell$59.75$6$3,101
VNQ12Buy$46.37$1$558
QQQ33Buy$38.56$3$1,275
SPY5Buy$108.13$1$542
EEM46Buy$28.33$3$1,306
TLT13Sell$59.64$2$774
LQD12Sell$63.61$2$762
EFA10Buy$50.36$1$505
4/2/07QQQ1Buy$38.81$0$39
VGK1Sell$43.13$0$43
IEF1Buy$59.73$0$60
VNQ1Buy$45.70$0$46
IWM19Buy$66.66$3$1,269
EEM2Sell$30.05$0$60
SPY12Sell$109.51$3$1,311
5/31/07VGK1Sell$46.13$0$46
EEM2Sell$32.52$0$65
SPY11Buy$118.10$3$1,302
VNQ29Sell$45.18$3$1,308
QQQ2Sell$42.21$0$84
IEF2Buy$59.19$0$119
7/2/07EFA4Sell$55.65$0$222
IEF22Buy$59.00$3$1,301
QQQ5Sell$42.80$0$214
VGK4Sell$46.49$0$186
SPY1Sell$117.43$0$117
EEM8Sell$34.40$1$275
IWM3Sell$70.41$0$211
7/31/07GLD12Buy$65.79$2$791
VGK7Sell$44.66$1$312
EEM10Sell$33.96$1$339
SPY3Sell$112.73$1$338
EFA6Sell$53.60$1$321
IEF30Buy$60.24$4$1,811
IWM16Sell$64.64$2$1,032
QQQ8Sell$42.35$1$338
8/31/07SPY3Sell$114.18$1$342
VGK7Sell$44.78$1$313
EEM9Sell$34.31$1$308
GLD4Sell$66.52$1$266
EFA5Sell$53.26$1$266
QQQ7Sell$43.55$1$304
IEF30Buy$61.60$4$1,852
10/1/07GLD3Buy$73.90$0$222
SPY3Buy$119.94$1$361
IEF29Sell$61.73$4$1,787
EFA5Buy$56.81$1$285
VGK7Buy$47.57$1$334
EEM7Buy$39.49$1$277
QQQ6Buy$46.36$1$279
11/30/07IEF29Buy$64.84$4$1,884
TLT8Buy$64.67$1$518
EFA6Sell$56.36$1$337
VGK7Sell$47.48$1$332
EEM8Sell$39.55$1$316
QQQ6Sell$45.74$1$274
GLD4Sell$77.32$1$309
SPY7Sell$115.55$2$807
DateSymbolAmountTypePriceFeesTotal Price
1/31/08TLT8Sell$65.61$1$524
VGK11Sell$42.32$1$465
EEM14Sell$35.52$1$496
GLD7Sell$91.40$1$639
EFA9Sell$50.39$1$453
QQQ12Sell$40.28$1$482
IEF48Buy$67.05$6$3,225
6/2/08QQQ12Buy$44.12$1$530
GLD6Buy$87.96$1$529
LQD8Buy$65.00$1$521
EEM14Buy$38.79$1$544
IEF51Sell$66.33$7$3,376
VGK12Buy$44.24$1$532
TLT8Buy$63.55$1$509
6/30/08QQQ12Sell$40.37$1$483
LQD8Sell$63.94$1$510
EEM14Sell$35.62$1$498
TLT8Sell$64.99$1$519
GLD6Sell$91.40$1$547
VGK12Sell$40.77$1$488
IEF49Buy$66.69$7$3,274
DateSymbolAmountTypePriceFeesTotal Price
7/31/09JNK29Buy$53.84$3$1,564
LQD22Buy$70.09$3$1,545
EEM54Buy$28.80$3$1,558
QQQ44Buy$35.44$3$1,562
GLD16Buy$93.35$3$1,497
IEF131Sell$72.01$19$9,414
EFA42Buy$37.00$3$1,557
8/31/09VGK49Buy$31.74$3$1,558
QQQ1Sell$35.96$0$36
VNQ61Buy$25.74$3$1,573
GLD16Sell$93.40$3$1,491
EFA2Sell$38.67$0$77
LQD22Sell$71.00$3$1,559
EEM1Buy$28.42$0$28
9/30/09VNQ61Sell$27.44$3$1,670
IWM31Buy$52.04$3$1,616
IEF2Buy$73.37$0$147
EFA1Buy$40.14$0$40
EEM3Sell$31.32$0$94
JNK1Sell$57.12$0$57
11/2/09VNQ61Buy$26.21$3$1,602
IWM31Sell$48.57$3$1,503
EFA1Sell$39.50$0$39
IEF1Sell$73.08$0$73
11/30/09EFA1Buy$40.66$0$41
QQQ1Sell$39.17$0$39
IWM33Buy$50.19$3$1,660
VNQ1Sell$27.93$0$28
IEF1Buy$74.75$0$75
EEM1Sell$32.61$0$33
JNK28Sell$57.74$3$1,613
12/31/09IEF2Buy$71.46$0$143
IWM33Sell$54.16$4$1,784
JNK28Buy$59.86$3$1,679
VNQ3Sell$30.00$0$90
VGK1Buy$33.80$0$34
EEM1Sell$33.68$0$34
QQQ1Sell$41.20$0$41
DateSymbolAmountTypePriceFeesTotal Price
3/1/10VGK50Sell$31.60$3$1,577
QQQ9Buy$40.90$1$369
EEM14Buy$32.15$1$451
IWM37Buy$55.74$4$2,066
SPY22Buy$91.61$4$2,019
VNQ12Buy$30.18$1$363
EFA41Sell$39.28$3$1,607
JNK6Buy$60.51$1$364
IEF40Sell$73.47$6$2,933
3/31/10QQQ9Sell$43.42$1$390
SPY4Sell$96.19$1$384
VNQ15Sell$32.97$1$494
EEM12Sell$34.18$1$409
IEF41Buy$72.62$6$2,983
IWM7Sell$58.96$1$412
JNK6Sell$62.46$1$374
4/30/10EEM14Buy$34.13$1$479
SPY5Buy$97.68$1$489
IEF41Sell$73.82$6$3,021
JNK28Sell$63.62$4$1,778
VNQ9Buy$35.33$1$319
IWM6Buy$62.31$1$375
GLD19Buy$115.36$4$2,196
QQQ9Buy$44.39$1$400
6/1/10EEM66Sell$30.35$4$1,999
JNK17Buy$59.84$2$1,019
IWM18Sell$55.86$2$1,003
VNQ31Sell$32.75$2$1,013
SPY12Sell$88.40$2$1,059
GLD11Sell$119.91$3$1,316
IEF89Buy$76.08$14$6,785
QQQ25Sell$40.73$2$1,016
6/30/10IEF2Sell$78.30$0$156
IWM1Buy$53.15$0$53
LQD13Buy$76.37$2$995
QQQ2Buy$38.66$0$77
SPY11Sell$85.26$2$936
VNQ1Buy$31.70$0$32
8/2/10IEF29Sell$78.77$5$2,280
TLT19Buy$75.71$3$1,441
VNQ8Buy$35.91$1$288
IWM6Buy$57.71$1$347
GLD4Buy$115.54$1$463
JNK6Buy$64.37$1$387
LQD6Buy$77.82$1$468
QQQ27Sell$42.24$2$1,138
8/31/10IEF29Buy$81.66$5$2,373
TLT6Sell$83.23$1$498
JNK6Sell$63.68$1$381
GLD3Sell$122.08$1$366
VNQ9Sell$34.30$1$308
IWM5Sell$52.51$1$262
LQD6Sell$80.21$1$480
9/30/10JNK1Sell$65.94$0$66
GLD1Sell$127.91$0$128
QQQ25Buy$44.52$2$1,115
VNQ1Sell$35.83$0$36
IWM20Sell$59.04$2$1,178
IEF2Buy$81.66$0$164
11/1/10JNK16Sell$67.57$2$1,079
GLD9Buy$131.92$2$1,190
IWM36Buy$61.07$4$2,203
EEM59Buy$38.09$4$2,252
QQQ22Buy$47.37$2$1,044
VNQ28Buy$37.85$2$1,062
IEF89Sell$81.52$15$7,241
LQD13Sell$80.33$2$1,042
TLT16Buy$77.18$2$1,237
11/30/10VNQ1Buy$36.84$0$37
TLT29Sell$76.20$4$2,205
EEM2Buy$36.58$0$73
GLD1Sell$135.42$0$135
IWM1Sell$63.63$0$64
JNK33Buy$66.56$4$2,201
DateSymbolAmountTypePriceFeesTotal Price
1/24/11GLD16Sell  (stop order)$130.36$4$2,082
1/31/11QQQ1Sell$50.90$0$51
VNQ60Sell$39.77$5$2,381
VGK63Buy$37.17$5$2,346
EFA51Buy$45.22$5$2,311
EEM1Buy$37.74$0$38
IWM1Sell$68.49$0$68
JNK33Sell$69.73$5$2,296
2/28/11EFA10Sell$46.82$1$467
QQQ9Sell$52.51$1$472
SPY17Buy$111.16$4$1,894
IWM8Sell$72.29$1$577
EEM62Sell$37.72$5$2,334
IEF42Buy$77.97$7$3,281
VGK13Sell$38.33$1$497
VNQ46Buy$41.64$4$1,919
5/2/11EFA41Sell$48.59$4$1,988
GLD13Buy$150.41$4$1,959
VNQ46Sell$43.38$4$1,991
EEM48Buy$41.20$4$1,982
VGK2Sell$41.03$0$82
5/31/11EEM48Sell$39.98$4$1,915
VGK1Buy$39.92$0$40
IEF1Sell$81.27$0$81
VNQ45Buy$43.92$4$1,980
8/1/11VNQ1Buy$42.48$0$43
VGK49Sell$36.64$4$1,792
IEF2Sell$83.72$0$167
IWM2Buy$69.96$0$140
EWJ53Buy$36.97$4$1,963
GLD1Sell$157.72$0$157
SPY1Buy$108.51$0$109
8/31/11IEF131Buy$87.30$23$11,459
SPY18Sell$102.98$4$1,850
EWJ53Sell$34.32$4$1,815
GLD12Sell$177.72$4$2,128
VNQ46Sell$40.71$4$1,869
QQQ37Sell$50.23$4$1,855
IWM28Sell$64.16$4$1,793
DateSymbolAmountTypePriceFeesTotal Price
2/29/12SPY10Buy$116.79$2$1,170
IEF82Sell$90.15$15$7,378
VNQ27Buy$44.00$2$1,190
QQQ20Buy$59.10$2$1,184
LQD13Buy$89.40$2$1,165
TLT12Buy$95.46$2$1,148
GLD7Buy$164.29$2$1,152
4/2/12QQQ8Sell$62.73$1$501
GLD3Sell$162.94$1$488
VNQ11Sell$46.61$1$512
TLT4Sell$91.93$1$367
LQD5Sell$88.35$1$441
SPY4Sell$121.42$1$485
IEF32Buy$88.93$6$2,851
4/30/12IEF30Buy$90.94$5$2,734
LQD8Sell$89.08$1$711
GLD4Sell$161.88$1$646
QQQ12Sell$61.36$1$735
SPY6Sell$119.74$1$717
VNQ16Sell$47.61$2$760
TLT8Sell$95.84$2$765
7/2/12TLT16Buy$103.80$3$1,664
IWM24Buy$72.27$3$1,738
JNK23Buy$76.15$4$1,755
SPY14Buy$117.47$3$1,648
QQQ29Buy$59.28$3$1,723
VNQ36Buy$48.50$3$1,749
IEF93Sell$93.60$17$8,687
7/31/12VNQ36Sell$48.93$4$1,758
IWM24Sell$70.36$3$1,685
JNK23Sell$77.28$4$1,774
SPY14Sell$118.50$3$1,656
QQQ29Sell$59.69$3$1,728
TLT16Sell$106.66$3$1,703
IEF92Buy$94.47$17$8,709
8/31/12QQQ33Buy$62.79$4$2,076
VGK60Buy$34.38$4$2,067
IEF112Sell$94.36$21$10,547
JNK26Buy$78.23$4$2,038
IWM28Buy$72.85$4$2,044
VNQ42Buy$48.92$4$2,059
SPY17Buy$121.47$4$2,069
10/1/12EFA60Buy$42.91$5$2,580
IWM6Buy$75.48$1$454
QQQ7Buy$63.25$1$444
VGK12Buy$35.78$1$430
VNQ12Buy$47.66$1$573
IEF37Sell$94.21$7$3,479
JNK26Sell$78.79$4$2,044
SPY3Buy$124.88$1$375
10/31/12IWM34Sell$73.59$5$2,497
VNQ18Sell$47.58$2$855
JNK21Buy$79.50$3$1,673
VGK24Sell$36.01$2$863
LQD18Buy$95.94$3$1,730
SPY6Sell$122.28$1$732
QQQ11Sell$60.00$1$659
IEF57Buy$93.66$11$5,349
EFA60Sell$43.03$5$2,577
11/30/12IEF30Buy$94.58$6$2,843
TLT12Buy$103.27$2$1,242
LQD5Sell$95.25$1$475
QQQ29Sell$60.79$4$1,759
SPY4Sell$122.97$1$491
VNQ10Sell$47.45$1$474
JNK6Sell$79.93$1$479
VGK14Sell$36.90$1$516
12/31/12SPY10Sell$124.07$2$1,238
VGK11Buy$38.49$1$424
EFA38Buy$46.17$4$1,758
JNK6Buy$81.10$1$488
LQD5Buy$94.93$1$476
TLT5Buy$100.70$1$505
IEF30Sell$93.69$6$2,805
VNQ9Buy$49.22$1$444
DateSymbolAmountTypePriceFeesTotal Price
1/31/13LQD18Sell$93.70$3$1,683
EFA15Buy$47.89$1$720
SPY19Buy$130.42$5$2,483
VNQ35Sell$51.06$4$1,784
IEF57Sell$92.48$11$5,261
TLT17Sell$97.49$3$1,654
EEM67Buy$37.83$5$2,540
VGK18Buy$40.14$1$724
JNK10Buy$81.32$2$815
IWM31Buy$81.46$5$2,530
2/28/13IWM6Sell$82.28$1$493
EWJ56Buy$36.74$4$2,062
EEM12Sell$36.97$1$443
SPY4Sell$132.09$1$527
EFA10Sell$47.27$1$472
JNK31Sell$81.90$5$2,534
IEF37Buy$93.52$7$3,467
VGK10Sell$38.77$1$387
4/1/13EEM7Sell$36.20$1$253
EWJ9Sell$37.35$1$335
IEF20Buy$94.04$4$1,885
EFA6Sell$47.25$1$283
SPY3Sell$136.56$1$409
VGK8Sell$38.68$1$309
IWM5Sell$84.95$1$424
4/30/13SPY1Buy$139.74$0$140
EFA1Sell$50.29$0$50
IWM1Buy$85.81$0$86
EEM48Sell$37.03$4$1,774
VNQ32Buy$56.74$4$1,819
EWJ4Sell$42.10$0$168
IEF2Buy$95.22$0$191
VGK1Sell$40.67$0$41
7/1/13EFA20Sell$47.91$2$956
EWJ24Sell$41.06$2$983
VNQ17Sell$52.18$2$885
IWM13Sell$89.90$2$1,166
SPY8Sell$141.95$2$1,133
IEF65Buy$89.95$12$5,858
VGK24Sell$39.35$2$943
7/31/13IEF1Buy$89.60$0$90
VGK1Sell$41.83$0$42
QQQ11Buy$70.77$2$780
VNQ15Sell$52.76$2$790
12/2/13SPY5Sell$159.59$2$796
QQQ11Sell$80.08$2$879
IEF37Buy$89.47$7$3,317
EWJ19Sell$43.48$2$824
VGK19Sell$46.07$2$874
IWM8Sell$103.19$2$824
EFA16Sell$54.47$2$870
DateSymbolAmountTypePriceFeesTotal Price
2/28/14IWM7Buy$108.34$2$760
EFA14Buy$56.41$2$791
IEF34Sell$91.00$6$3,088
VGK17Buy$49.03$2$835
QQQ9Buy$85.26$2$769
SPY5Buy$165.58$2$830
JNK9Buy$88.33$2$797
3/31/14JNK21Buy$88.32$4$1,858
VGK37Buy$48.72$4$1,806
EFA33Buy$56.15$4$1,857
IWM17Buy$107.53$4$1,832
QQQ23Buy$82.93$4$1,911
IEF128Sell$90.49$23$11,560
SPY10Buy$166.95$3$1,673
4/30/14IEF62Buy$91.18$11$5,664
SPY5Sell$168.11$2$839
IWM7Sell$103.50$1$723
QQQ10Sell$82.66$2$825
VGK18Sell$50.01$2$898
JNK10Sell$88.81$2$886
EFA15Sell$57.09$2$855
6/2/14IWM17Sell$103.75$4$1,760
QQQ3Buy$86.28$1$259
EFA5Buy$58.11$1$291
TLT22Buy$97.95$4$2,159
SPY2Buy$172.21$1$345
VGK7Buy$50.36$1$353
VNQ37Buy$58.81$4$2,180
JNK20Sell$89.56$4$1,788
IEF22Sell$92.42$4$2,029
6/30/14QQQ1Sell$89.07$0$89
TLT22Sell$98.44$4$2,161
IWM20Buy$109.81$4$2,201
7/31/14TLT21Buy$99.09$4$2,085
EFA37Sell$57.01$4$2,105
LQD22Buy$98.28$4$2,166
VNQ1Sell$59.34$0$59
VGK2Buy$48.17$0$97
IEF1Sell$92.44$0$92
IWM20Sell$103.16$4$2,059
9/2/14TLT5Buy$101.98$1$511
EEM69Buy$39.66$5$2,742
VNQ8Buy$61.16$1$490
SPY3Buy$179.95$1$541
QQQ4Buy$94.91$1$380
VGK45Sell$48.47$4$2,177
LQD5Buy$99.77$1$500
IEF39Sell$93.57$7$3,642
9/30/14SPY3Sell$177.56$1$532
LQD6Sell$98.56$1$590
IEF39Buy$93.19$7$3,642
QQQ5Sell$93.92$1$469
VNQ7Sell$57.46$1$401
TLT5Sell$101.58$1$507
EEM11Sell$36.63$1$402
10/31/14IEF119Buy$94.62$23$11,282
SPY12Sell$181.74$4$2,177
VNQ37Sell$63.17$5$2,333
QQQ23Sell$96.40$4$2,213
EEM58Sell$37.15$4$2,150
LQD21Sell$99.78$4$2,091
TLT21Sell$104.45$4$2,189
12/1/14TLT12Buy$106.92$3$1,286
EEM38Buy$35.95$3$1,369
QQQ13Buy$99.64$3$1,298
SPY7Buy$185.43$3$1,301
VNQ21Buy$64.27$3$1,352
IEF65Sell$95.60$12$6,202
LQD13Buy$100.34$3$1,307
12/31/14IEF65Buy$95.96$12$6,250
SPY7Sell$186.26$3$1,301
VNQ21Sell$65.66$3$1,376
TLT12Sell$111.04$3$1,330
LQD13Sell$100.67$3$1,306
EEM38Sell$35.13$3$1,332
QQQ13Sell$98.52$3$1,278
DateSymbolAmountTypePriceFeesTotal Price
4/30/15SPY7Buy$189.75$3$1,331
QQQ13Buy$102.94$3$1,341
EWJ29Buy$47.43$3$1,378
VNQ21Buy$64.73$3$1,362
IEF65Sell$97.83$13$6,346
TLT12Buy$111.74$3$1,344
IWM12Buy$113.50$3$1,365
6/30/15IWM1Sell$116.95$0$117
VNQ1Buy$61.52$0$62
TLT12Sell$104.65$3$1,253
EWJ1Sell$47.48$0$47
EFA24Buy$55.81$3$1,342
7/31/15QQQ5Sell$107.32$1$536
SPY3Sell$192.54$1$576
IWM4Sell$115.66$1$462
VNQ22Sell$65.07$3$1,429
VGK18Buy$48.03$2$866
IEF32Buy$97.29$6$3,120
EWJ10Sell$47.93$1$478
EFA9Sell$56.95$1$512
8/31/15IEF30Buy$97.36$6$2,927
SPY4Sell$180.80$1$722
QQQ8Sell$99.99$2$798
VGK18Sell$44.66$2$802
EFA15Sell$52.72$2$789
EWJ18Sell$44.93$2$807
IWM7Sell$108.36$2$757
9/30/15IEF20Buy$98.90$4$1,982
DateSymbolAmountTypePriceFeesTotal Price
6/30/16QQQ19Buy$104.24$4$1,985
GLD16Buy$126.47$4$2,028
LQD18Buy$108.55$4$1,958
TLT15Buy$126.88$4$1,907
SPY10Buy$195.76$4$1,962
VNQ26Buy$76.31$4$1,988
IEF116Sell$104.97$24$12,152
8/1/16GLD5Sell$129.22$1$645
IEF34Buy$104.86$7$3,572
LQD5Sell$109.33$1$546
JNK16Buy$88.47$3$1,418
TLT4Sell$128.14$1$512
VNQ8Sell$79.74$1$637
SPY3Sell$202.73$1$607
QQQ19Sell$112.29$4$2,129
8/31/16SPY7Sell$203.14$3$1,419
VNQ13Buy$76.57$2$997
JNK10Buy$90.68$2$909
TLT7Buy$128.23$2$899
EEM71Buy$33.68$5$2,396
GLD8Buy$124.78$2$1,000
IEF54Sell$104.16$11$5,613
LQD8Buy$110.15$2$883
9/30/16GLD4Buy$125.64$1$504
TLT5Buy$126.30$1$633
IEF39Sell$104.41$8$4,064
VNQ8Buy$75.17$1$603
EEM15Buy$34.53$1$519
JNK6Buy$91.59$1$551
LQD21Sell$109.80$5$2,301
IWM25Buy$119.01$6$2,981
10/6/16GLD23Sell  (stop order)$119.66$6$2,747
10/31/16SPY14Buy$199.63$6$2,800
TLT23Sell$120.76$6$2,772
QQQ25Buy$113.69$6$2,848
JNK1Sell$90.91$0$91
EWJ60Buy$47.53$6$2,858
EEM2Sell$34.24$0$68
VNQ39Sell$70.85$6$2,758
11/30/16QQQ8Sell$114.18$2$912
SPY5Sell$206.99$2$1,033
IWM10Sell$126.10$3$1,258
EWJ18Sell$46.94$2$843
EEM23Sell$32.73$2$751
JNK9Sell$91.02$2$818
IEF62Buy$98.50$12$6,119
DateSymbolAmountTypePriceFeesTotal Price
3/31/17EWJ23Sell$49.02$2$1,125
EEM35Sell$36.73$3$1,283
IEF73Buy$99.39$15$7,270
JNK22Sell$94.89$4$2,083
QQQ10Sell$129.29$3$1,290
SPY5Sell$223.69$2$1,116
IWM8Sell$132.65$2$1,059
EFA16Buy$56.96$2$913
5/1/17EEM1Sell$37.57$0$37
EWJ19Sell$49.55$2$940
VGK19Buy$48.99$2$933
6/30/17IWM8Buy$135.97$2$1,090
SPY5Buy$230.55$2$1,155
QQQ8Buy$134.79$2$1,080
EFA19Buy$60.58$2$1,153
VGK23Buy$50.93$2$1,174
IEF69Sell$100.81$14$6,942
EEM30Buy$38.78$2$1,166
8/31/17QQQ7Buy$143.18$2$1,004
EWJ61Buy$52.41$6$3,203
IWM15Sell$135.40$4$2,027
EFA16Buy$62.16$2$997
SPY4Buy$235.98$2$946
VGK19Buy$52.41$2$998
IEF66Sell$102.66$14$6,762
EEM21Buy$42.00$2$884
10/2/17VGK1Sell$53.93$0$54
EWJ61Sell$53.37$7$3,249
GLD27Buy$120.77$7$3,267
EEM1Buy$41.99$0$42
10/31/17VGK1Buy$54.34$0$54
EEM1Sell$43.36$0$43
EWJ59Buy$56.18$7$3,321
GLD27Sell$120.67$7$3,252
DateSymbolAmountTypePriceFeesTotal Price
1/31/18QQQ5Sell$166.61$2$831
EFA9Sell$69.34$1$623
SPY3Sell$271.50$2$813
VGK11Sell$58.25$1$639
IEF50Buy$98.72$10$4,946
EWJ11Sell$60.69$1$666
EEM16Sell$48.53$2$775
2/28/18IEF25Buy$97.80$5$2,450
IWM16Buy$146.60$5$2,350
EFA6Sell$65.99$1$395
SPY1Sell$261.63$1$261
VGK50Sell$54.67$5$2,728
QQQ3Sell$164.45$1$492
EWJ8Sell$58.89$1$470
EEM8Sell$45.67$1$365
4/2/18QQQ3Sell$153.19$1$459
SPY3Sell$248.97$1$745
EWJ11Sell$57.34$1$629
IWM5Sell$144.77$1$722
EEM14Sell$45.09$1$630
EFA10Sell$64.53$1$644
IEF37Buy$99.04$7$3,672
5/31/18EEM38Sell$43.45$3$1,648
IEF42Buy$98.63$8$4,151
EFA10Sell$65.17$1$650
VGK20Buy$54.30$2$1,088
QQQ5Sell$167.54$2$836
SPY2Sell$261.99$1$523
EWJ11Sell$57.61$1$632
IWM5Sell$159.08$2$794
7/2/18IEF65Buy$98.76$13$6,432
VGK20Sell$53.20$2$1,062
SPY4Sell$264.06$2$1,054
QQQ6Sell$170.59$2$1,021
IWM6Sell$161.16$2$965
EWJ18Sell$55.38$2$995
EFA16Sell$63.55$2$1,015
7/31/18SPY3Buy$273.26$2$821
VGK19Buy$55.45$2$1,056
QQQ6Buy$174.20$2$1,047
VNQ13Buy$77.08$2$1,004
IWM6Buy$162.69$2$978
IEF66Sell$98.31$13$6,475
EFA16Buy$65.97$2$1,058
8/31/18VNQ13Sell$79.06$2$1,026
QQQ6Sell$184.26$2$1,103
EFA16Sell$64.49$2$1,030
IEF66Buy$99.30$13$6,567
IWM6Sell$169.71$2$1,016
VGK19Sell$53.88$2$1,022
SPY3Sell$281.98$2$844
DateSymbolAmountTypePriceFeesTotal Price
2/28/19IEF27Sell$102.02$6$2,749
4/30/19QQQ6Buy$188.33$2$1,132
IEF40Sell$104.18$8$4,159
GLD9Buy$121.20$2$1,093
VNQ13Buy$84.36$2$1,099
LQD9Buy$115.97$2$1,046
JNK10Buy$104.32$2$1,045
TLT9Buy$121.40$2$1,095
5/29/19QQQ6Sell  (stop order)$174.91$2$1,047
5/31/19VNQ13Sell$84.47$2$1,096
IEF64Buy$107.36$14$6,885
GLD9Sell$123.33$2$1,108
LQD9Sell$117.88$2$1,059
TLT9Sell$129.71$2$1,165
JNK10Sell$101.93$2$1,017
7/1/19TLT8Buy$130.63$2$1,047
LQD9Buy$121.94$2$1,100
EEM27Buy$42.51$2$1,150
IEF65Sell$108.53$14$7,040
JNK11Buy$105.09$2$1,158
VNQ13Buy$85.75$2$1,117
GLD8Buy$130.62$2$1,047
7/31/19IEF151Sell$108.71$33$16,382
TLT20Buy$131.28$5$2,631
JNK11Sell$105.26$2$1,156
SPY12Buy$294.61$7$3,542
GLD20Buy$133.21$5$2,670
LQD21Buy$122.02$5$2,568
VNQ30Buy$87.25$5$2,623
EEM27Sell$40.90$2$1,102
QQQ19Buy$190.30$7$3,623
12/31/19VNQ43Sell$92.79$8$3,982
EWJ67Buy$59.24$8$3,977
GLD1Sell$142.90$0$143
TLT1Buy$135.26$0$136
LQD1Buy$127.63$0$128
QQQ1Sell$212.61$0$212
DateSymbolAmountTypePriceFeesTotal Price
1/31/20VNQ43Buy$93.93$8$4,047
EWJ67Sell$57.75$8$3,862
TLT2Sell$145.66$1$291