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 DBC 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 +7.42%

Max Drawdown-6.62%

Asset Allocation

IEF22%
SPY13%
LQD13%
QQQ13%
GLD13%
VNQ13%
TLT13%
This strategy trades monthly

Last refresh:
9/20/19

Last trading day:
7/31/19

Next trading day:
9/30/19

Stop Orders
SPY$267.51
IEF$110.71
QQQ$170.04
LQD$123.62
VNQ$87.18
GLD$137.17
TLT$138.07

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

DBC
Commodities

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$24,9137.42%6.98%15.23%-2.24%-6.62%0.93
Benchmark$10,000$18,8415.09%6.36%17.88%-6.58%-7.58%0.67

Holdings

SymbolAmountPriceTotal Price
SPY10$298.28$2,983
IEF48$112.00$5,376
QQQ16$190.80$3,053
LQD25$127.17$3,179
VNQ35$93.45$3,271
GLD23$142.95$3,288
TLT23$141.89$3,263
Cash$500
YearPortfolio ReturnPortfolio BalanceBenchmark Return
2007 +13.74%$11,374 +10.04%
2008 +15.23%$13,106 +17.88%
2009 +3.42%$13,554-6.58%
2010 +12.54%$15,253 +9.33%
2011 +7.71%$16,429 +15.62%
2012 +3.71%$17,038 +3.67%
2013-2.24%$16,657-6.08%
2014 +6.52%$17,743 +9.05%
2015 +1.48%$18,005 +1.51%
2016 +8.15%$19,472 +0.99%
2017 +11.81%$21,772 +2.56%
2018 +5.28%$22,922 +0.99%
2019 +8.69%$24,913 +9.12%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.20%$9,980-0.68%
February +1.06%$10,086 +2.05%
March +0.99%$10,186-0.16%
April +2.72%$10,463 +0.62%
May +1.99%$10,671-1.38%
June-1.05%$10,559-0.48%
July-0.17%$10,541 +2.26%
August +1.44%$10,693 +2.25%
September +2.26%$10,935 +0.08%
October +3.47%$11,314 +1.08%
November +0.04%$11,319 +4.03%
December +0.49%$11,374 +0.06%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +1.60%$11,556 +3.34%
February +1.24%$11,699 +1.24%
March +1.32%$11,854 +1.33%
April-2.40%$11,570-2.40%
May-1.78%$11,364-1.79%
June +0.63%$11,436 +1.16%
July +0.71%$11,517 +0.71%
August +1.52%$11,692 +1.52%
September-0.14%$11,676-0.13%
October-0.87%$11,575-0.87%
November +7.71%$12,467 +7.75%
December +5.13%$13,106 +5.15%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-3.87%$12,599-3.89%
February-0.72%$12,508-0.72%
March +3.28%$12,918 +3.30%
April-2.72%$12,567-2.73%
May-2.07%$12,307-2.08%
June-0.55%$12,239-0.55%
July +0.56%$12,308 +0.83%
August +0.88%$12,416 +0.76%
September +5.25%$13,068 +1.12%
October-2.67%$12,719-0.14%
November +4.23%$13,257 +2.01%
December +2.24%$13,554-4.39%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-3.30%$13,107 +2.36%
February +2.17%$13,391 +0.34%
March +6.38%$14,246-1.07%
April +2.58%$14,613 +1.65%
May-5.43%$13,819 +2.92%
June-1.14%$13,661 +3.06%
July +2.51%$14,004 +0.90%
August +1.98%$14,281 +3.36%
September +1.76%$14,533-0.01%
October +1.00%$14,6790.00%
November-0.69%$14,577-0.90%
December +4.64%$15,253-3.43%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.18%$15,225-0.03%
February +2.38%$15,588-0.20%
March +0.23%$15,624-0.15%
April +3.85%$16,226 +1.83%
May-1.17%$16,036 +2.50%
June-2.16%$15,689-0.50%
July +2.01%$16,005 +3.17%
August-0.84%$15,871 +4.65%
September +2.23%$16,225 +2.24%
October-1.29%$16,016-1.29%
November +0.59%$16,110 +0.58%
December +1.98%$16,429 +1.98%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.85%$16,569 +0.86%
February-1.29%$16,356-1.09%
March-0.27%$16,312-1.58%
April +1.97%$16,634 +2.50%
May +2.51%$17,052 +2.87%
June-0.36%$16,990-0.42%
July +0.87%$17,137 +1.41%
August-0.39%$17,070-0.12%
September +1.01%$17,243-0.34%
October-1.40%$17,001-0.40%
November +0.59%$17,101 +0.98%
December-0.37%$17,038-0.93%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.25%$16,995-1.30%
February-0.36%$16,933 +1.14%
March +2.16%$17,298 +0.28%
April +2.63%$17,753 +1.52%
May-2.56%$17,299-3.10%
June-1.86%$16,977-2.54%
July-0.08%$16,963-0.35%
August-1.25%$16,751-1.42%
September +1.62%$17,022 +1.85%
October +0.67%$17,136 +0.77%
November-0.76%$17,005-0.87%
December-2.05%$16,657-2.08%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.04%$17,163 +3.05%
February +0.34%$17,221 +0.36%
March-0.85%$17,075-0.55%
April +0.01%$17,077 +0.75%
May +1.93%$17,407 +1.82%
June +0.56%$17,505-0.22%
July-1.79%$17,191-0.22%
August +2.67%$17,650 +1.88%
September-2.90%$17,139-1.04%
October +2.46%$17,561 +1.53%
November +1.13%$17,759 +1.28%
December-0.09%$17,743 +0.13%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.77%$18,412 +4.29%
February-2.17%$18,012-2.46%
March +0.75%$18,147 +0.85%
April-0.65%$18,029-0.64%
May-0.08%$18,015-0.41%
June-1.79%$17,692-1.63%
July +1.68%$17,989 +1.52%
August +0.04%$17,997 +0.08%
September +1.57%$18,279 +1.58%
October-0.63%$18,163-0.64%
November-0.42%$18,087-0.43%
December-0.45%$18,005-0.45%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.30%$18,600 +3.33%
February +1.48%$18,875 +1.49%
March-0.07%$18,862-0.07%
April-0.15%$18,833-0.16%
May-0.10%$18,815-0.10%
June +2.80%$19,341 +3.09%
July +2.26%$19,779 +0.25%
August-1.05%$19,571-1.02%
September-0.03%$19,566 +0.24%
October-3.48%$18,886-1.49%
November +1.84%$19,233-4.22%
December +1.24%$19,472-0.13%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +1.25%$19,715 +0.22%
February +1.60%$20,030 +0.72%
March +0.45%$20,120 +0.08%
April +0.97%$20,315 +1.10%
May +0.87%$20,491 +0.83%
June-0.61%$20,366-0.51%
July +1.59%$20,690 +0.37%
August +0.89%$20,874 +1.45%
September +0.12%$20,899-1.44%
October +1.87%$21,290-0.19%
November +1.09%$21,521-0.27%
December +1.17%$21,772 +0.18%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +5.51%$22,972-2.15%
February-4.21%$22,005-0.93%
March +0.46%$22,106 +1.16%
April-0.63%$21,966-1.28%
May +1.39%$22,272 +0.98%
June-0.03%$22,265 +0.19%
July-0.88%$22,069-0.52%
August +1.24%$22,342 +1.01%
September-1.19%$22,076-1.20%
October-0.30%$22,009-0.30%
November +1.32%$22,300 +1.33%
December +2.79%$22,922 +2.80%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.65%$23,070 +0.65%
February-0.55%$22,943-0.54%
March +2.32%$23,475 +2.66%
April-0.40%$23,381-0.51%
May +2.12%$23,876 +3.05%
June +1.21%$24,164 +1.21%
July-0.33%$24,085 +0.04%
August +3.80%$25,000 +3.95%
September-0.35%$24,913-1.60%
PeriodPortfolio ReturnBenchmark Return
1 year +12.85% +13.32%
2 years +19.21% +9.89%
3 years +27.33% +6.49%
5 years +45.36% +19.29%
7 years +44.48% +18.22%
10 years +90.64% +51.44%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/072/28/07170% IEF
5% VGK
5% SPY
5% TLT
5% LQD
5% EEM
5% VNQ
IEF : +1.64%
VGK : -1.63%
SPY : -2.36%
TLT : +2.97%
LQD : +1.60%
EEM : -3.60%
VNQ : -3.09%
+0.84% +2.05%
2/28/074/2/07134% IEF
11% VGK
11% SPY
11% EEM
11% VNQ
11% QQQ
11% IWM
IEF : -0.43%
VGK : +4.33%
SPY : +0.87%
EEM : +5.62%
VNQ : -1.85%
QQQ : +0.24%
IWM : +0.83%
+0.96%-0.03%
4/2/077/2/07322% IEF
13% VGK
13% SPY
13% EEM
13% VNQ
13% QQQ
13% IWM
IEF : -1.61%
VGK : +7.36%
SPY : +6.81%
EEM : +14.04%
VNQ : -8.34%
QQQ : +9.85%
IWM : +5.19%
+4.18%-1.21%
7/2/077/31/07134% IEF
11% VGK
11% SPY
11% EEM
11% QQQ
11% IWM
11% DBC
IEF : +1.70%
VGK : -4.32%
SPY : -4.37%
EEM : -1.70%
QQQ : -1.44%
IWM : -8.55%
DBC : +0.90%
-1.56% +2.10%
7/31/078/31/07152% IEF
8% VGK
8% SPY
8% EEM
8% QQQ
8% DBC
8% GLD
IEF : +1.85%
VGK : -0.13%
SPY : +0.88%
EEM : +0.66%
QQQ : +2.41%
DBC : -2.32%
GLD : +0.71%
+1.14% +2.26%
8/31/0710/1/07170% IEF
5% VGK
5% SPY
5% EEM
5% QQQ
5% DBC
5% GLD
IEF : -0.19%
VGK : +5.80%
SPY : +4.63%
EEM : +14.60%
QQQ : +6.02%
DBC : +7.86%
GLD : +10.65%
+2.35% +0.21%
10/1/0711/30/07252% IEF
8% VGK
8% SPY
8% EEM
8% QQQ
8% DBC
8% GLD
IEF : +4.61%
VGK : -0.61%
SPY : -4.04%
EEM : -0.23%
QQQ : -1.70%
DBC : +8.51%
GLD : +4.21%
+2.89% +5.03%
11/30/071/31/08270% IEF
5% VGK
5% EEM
5% QQQ
5% DBC
5% GLD
5% TLT
IEF : +3.00%
VGK : -11.22%
EEM : -10.58%
QQQ : -12.30%
DBC : +9.41%
GLD : +17.74%
TLT : +1.05%
+1.81% +3.41%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/086/2/084100% IEF
IEF : -1.48%
-1.48%-1.08%
6/2/086/30/08170% IEF
5% VGK
5% LQD
5% TLT
5% EEM
5% GLD
5% DBC
IEF : +0.15%
VGK : -8.21%
LQD : -2.02%
TLT : +1.85%
EEM : -8.54%
GLD : +3.50%
DBC : +8.56%
-0.14% +0.55%
6/30/087/31/0913100% IEF
IEF : +7.53%
+7.53% +7.96%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
7/31/098/31/09134% IEF
11% LQD
11% VGK
11% QQQ
11% JNK
11% GLD
11% EEM
IEF : +0.36%
LQD : +0.91%
VGK : +5.07%
QQQ : +1.06%
JNK : -0.47%
GLD : -0.35%
EEM : -1.69%
+0.62% +0.76%
8/31/0911/30/09322% IEF
13% VGK
13% QQQ
13% JNK
13% EEM
13% IWM
13% VNQ
IEF : +2.61%
VGK : +6.33%
QQQ : +8.48%
JNK : +6.91%
EEM : +14.29%
IWM : +1.39%
VNQ : +8.11%
+6.49% +3.02%
11/30/0912/31/09122% IEF
13% VGK
13% QQQ
13% EEM
13% IWM
13% VNQ
13% SPY
IEF : -4.78%
VGK : -0.63%
QQQ : +4.79%
EEM : +2.86%
IWM : +7.48%
VNQ : +6.95%
SPY : +1.50%
+1.93%-4.40%
12/31/093/1/10222% IEF
13% VGK
13% QQQ
13% EEM
13% IWM
13% VNQ
13% JNK
IEF : +2.40%
VGK : -6.86%
QQQ : -1.15%
EEM : -4.92%
IWM : +2.50%
VNQ : +0.22%
JNK : +0.68%
-0.71% +2.81%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
3/1/103/31/10116% QQQ
16% EEM
16% IWM
16% VNQ
16% JNK
16% SPY
4% CASH
QQQ : +5.74%
EEM : +5.88%
IWM : +5.35%
VNQ : +8.80%
JNK : +2.81%
SPY : +4.58%
CASH : 0.00%
+5.31%-1.16%
3/31/104/30/10113% QQQ
13% EEM
13% IWM
13% VNQ
13% JNK
13% SPY
22% IEF
QQQ : +1.84%
EEM : -0.54%
IWM : +5.27%
VNQ : +6.72%
JNK : +1.45%
SPY : +1.15%
IEF : +1.25%
+2.34% +1.65%
4/30/106/1/10116% QQQ
16% EEM
16% IWM
16% VNQ
16% SPY
16% GLD
4% CASH
QQQ : -8.62%
EEM : -11.43%
IWM : -10.70%
VNQ : -7.68%
SPY : -9.86%
GLD : +3.53%
CASH : 0.00%
-7.16% +3.07%
6/1/106/30/1018% QQQ
8% IWM
8% VNQ
8% SPY
8% GLD
52% IEF
8% JNK
QQQ : -5.46%
IWM : -5.25%
VNQ : -3.56%
SPY : -3.94%
GLD : +1.07%
IEF : +2.51%
JNK : +1.29%
+0.04% +2.92%
6/30/108/2/1018% QQQ
8% IWM
8% VNQ
8% GLD
52% IEF
8% JNK
8% LQD
QQQ : +8.84%
IWM : +8.16%
VNQ : +12.80%
GLD : -5.43%
IEF : +0.19%
JNK : +5.35%
LQD : +1.48%
+2.59% +0.60%
8/2/108/31/10111% IWM
11% VNQ
11% GLD
34% IEF
11% JNK
11% LQD
11% TLT
IWM : -9.39%
VNQ : -4.86%
GLD : +5.24%
IEF : +3.27%
JNK : -1.47%
LQD : +2.67%
TLT : +9.49%
+1.30% +3.68%
8/31/109/30/1018% IWM
8% VNQ
8% GLD
52% IEF
8% JNK
8% LQD
8% TLT
IWM : +12.01%
VNQ : +4.08%
GLD : +4.36%
IEF : -0.41%
JNK : +3.14%
LQD : +0.05%
TLT : -2.90%
+1.45%-0.01%
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 : +2.05%
LQD : -0.69%
TLT : -5.27%
QQQ : +6.00%
+0.51%-0.17%
11/1/1011/30/10116% VNQ
16% GLD
16% TLT
16% QQQ
16% IWM
16% EEM
4% CASH
VNQ : -3.08%
GLD : +2.24%
TLT : -1.65%
QQQ : -0.65%
IWM : +3.78%
EEM : -4.37%
CASH : 0.00%
-0.60%-0.73%
11/30/1012/31/10116% VNQ
16% GLD
16% QQQ
16% IWM
16% EEM
16% JNK
4% CASH
VNQ : +4.14%
GLD : +2.03%
QQQ : +4.34%
IWM : +7.60%
EEM : +6.85%
JNK : +2.33%
CASH : 0.00%
+4.37%-3.44%
12/31/101/31/11116% VNQ
16% GLD
16% QQQ
16% IWM
16% EEM
16% DBC
4% CASH
VNQ : +2.82%
GLD : -6.40%
QQQ : +2.43%
IWM : -0.77%
EEM : -4.23%
DBC : +3.12%
CASH : 0.00%
-0.48%-0.03%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/112/28/11116% QQQ
16% IWM
16% EEM
16% DBC
16% VGK
20% CASH
QQQ : +2.74%
IWM : +5.13%
EEM : -0.43%
DBC : +3.77%
VGK : +2.73%
CASH : 0.00%
+2.23%-0.20%
2/28/115/2/11213% QQQ
13% IWM
13% DBC
13% VGK
22% IEF
13% SPY
13% VNQ
QQQ : +1.81%
IWM : +3.58%
DBC : +5.85%
VGK : +6.61%
IEF : +1.25%
SPY : +2.34%
VNQ : +3.78%
+3.39% +1.66%
5/2/115/31/11113% QQQ
13% IWM
13% DBC
13% VGK
22% IEF
13% SPY
13% GLD
QQQ : -1.42%
IWM : -1.03%
DBC : -4.62%
VGK : -3.09%
IEF : +2.12%
SPY : -1.36%
GLD : -0.91%
-1.15% +2.53%
5/31/116/30/11113% QQQ
13% IWM
13% DBC
13% VGK
22% IEF
13% SPY
13% VNQ
QQQ : -2.42%
IWM : -2.80%
DBC : -4.64%
VGK : -2.47%
IEF : -0.90%
SPY : -2.08%
VNQ : -3.67%
-2.55%-0.50%
6/30/118/31/11213% QQQ
13% IWM
13% DBC
22% IEF
13% SPY
13% VNQ
13% GLD
QQQ : -3.89%
IWM : -12.35%
DBC : +3.71%
IEF : +7.54%
SPY : -7.75%
VNQ : -4.54%
GLD : +21.24%
+1.19% +7.97%
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 : +3.56%
VNQ : +5.53%
LQD : -1.56%
QQQ : +5.73%
GLD : -1.22%
TLT : -4.09%
-0.27%-1.35%
4/2/124/30/12170% IEF
5% SPY
5% VNQ
5% LQD
5% QQQ
5% GLD
5% TLT
IEF : +1.86%
SPY : -1.78%
VNQ : +1.72%
LQD : +0.42%
QQQ : -2.58%
GLD : -1.05%
TLT : +3.83%
+1.33% +2.27%
4/30/127/2/12288% IEF
12% CASH
IEF : +2.51%
CASH : 0.00%
+2.21% +2.93%
7/2/127/31/12152% IEF
8% TLT
8% JNK
8% QQQ
8% SPY
8% IWM
8% VNQ
IEF : +0.53%
TLT : +2.34%
JNK : +1.07%
QQQ : +0.29%
SPY : +0.48%
IWM : -3.03%
VNQ : +0.49%
+0.41% +0.93%
7/31/128/31/12188% IEF
12% CASH
IEF : -0.52%
CASH : 0.00%
-0.46%-0.13%
8/31/1210/1/12122% IEF
13% VGK
13% JNK
13% IWM
13% SPY
13% QQQ
13% VNQ
IEF : -0.56%
VGK : +3.67%
JNK : +0.32%
IWM : +3.20%
SPY : +2.39%
QQQ : +0.34%
VNQ : -2.98%
+0.78%-0.16%
10/1/1210/31/12116% VGK
16% JNK
16% IWM
16% SPY
16% QQQ
16% VNQ
4% CASH
VGK : +0.23%
JNK : +0.50%
IWM : -2.89%
SPY : -2.47%
QQQ : -5.53%
VNQ : -0.56%
CASH : 0.00%
-1.72%-0.58%
10/31/1211/30/12111% VGK
11% JNK
11% SPY
11% QQQ
11% VNQ
34% IEF
11% LQD
VGK : +2.06%
JNK : +0.14%
SPY : +0.17%
QQQ : +0.91%
VNQ : -0.67%
IEF : +0.57%
LQD : -1.12%
+0.36% +0.98%
11/30/1212/31/1215% VGK
5% JNK
5% SPY
5% VNQ
70% IEF
5% LQD
5% TLT
VGK : +3.90%
JNK : +1.05%
SPY : +0.49%
VNQ : +3.31%
IEF : -1.33%
LQD : -0.73%
TLT : -2.88%
-0.67%-0.93%
12/31/121/31/1318% VGK
8% JNK
8% SPY
8% VNQ
52% IEF
8% LQD
8% TLT
VGK : +3.87%
JNK : -0.13%
SPY : +4.70%
VNQ : +3.34%
IEF : -1.70%
LQD : -1.69%
TLT : -3.58%
-0.36%-1.30%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/132/28/13116% VGK
16% JNK
16% SPY
16% VNQ
16% EEM
16% IWM
4% CASH
VGK : -3.78%
JNK : +0.32%
SPY : +0.88%
VNQ : +0.81%
EEM : -2.67%
IWM : +0.60%
CASH : 0.00%
-0.61% +1.14%
2/28/134/1/13113% VGK
13% SPY
13% VNQ
13% EEM
13% IWM
22% IEF
13% EWJ
VGK : -0.63%
SPY : +2.97%
VNQ : +2.76%
EEM : -2.48%
IWM : +2.83%
IEF : +0.15%
EWJ : +1.26%
+0.91% +0.55%
4/1/134/30/13111% VGK
11% SPY
11% VNQ
11% EEM
11% IWM
34% IEF
11% EWJ
VGK : +4.72%
SPY : +1.92%
VNQ : +6.00%
EEM : +1.92%
IWM : +0.61%
IEF : +0.85%
EWJ : +12.26%
+3.31% +1.26%
4/30/135/31/1318% VGK
8% SPY
8% VNQ
8% EEM
8% IWM
52% IEF
8% EWJ
VGK : -0.37%
SPY : +1.96%
VNQ : -6.36%
EEM : -5.22%
IWM : +3.52%
IEF : -3.49%
EWJ : -7.72%
-2.95%-3.11%
5/31/137/1/1318% VGK
8% SPY
8% VNQ
8% IWM
52% IEF
8% EWJ
8% QQQ
VGK : -3.67%
SPY : -1.15%
VNQ : -2.58%
IWM : +0.39%
IEF : -2.90%
EWJ : +4.82%
QQQ : -2.19%
-1.86%-2.51%
7/1/1312/2/13588% IEF
12% CASH
IEF : -0.93%
CASH : 0.00%
-0.82%-0.53%
12/2/132/28/143100% IEF
IEF : +1.30%
+1.30% +1.71%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/28/143/31/14188% IEF
12% CASH
IEF : -0.95%
CASH : 0.00%
-0.84%-0.56%
3/31/144/30/14116% LQD
16% JNK
16% SPY
16% IWM
16% VGK
16% QQQ
4% CASH
LQD : +0.92%
JNK : +0.16%
SPY : +0.30%
IWM : -4.13%
VGK : +2.23%
QQQ : -0.71%
CASH : 0.00%
-0.20% +0.76%
4/30/146/2/14111% JNK
11% SPY
11% IWM
11% VGK
11% QQQ
34% IEF
11% EEM
JNK : +0.45%
SPY : +2.03%
IWM : -0.16%
VGK : +0.31%
QQQ : +3.97%
IEF : +0.95%
EEM : +2.84%
+1.36% +1.35%
6/2/146/30/14111% SPY
11% VGK
11% QQQ
34% IEF
11% EEM
11% TLT
11% VNQ
SPY : +1.54%
VGK : -0.42%
QQQ : +2.81%
IEF : -0.15%
EEM : +1.69%
TLT : +0.09%
VNQ : +0.42%
+0.62% +0.25%
6/30/147/31/14113% SPY
13% VGK
13% QQQ
22% IEF
13% VNQ
13% JNK
13% IWM
SPY : -1.74%
VGK : -4.70%
QQQ : +0.78%
IEF : -0.62%
VNQ : -0.32%
JNK : -2.76%
IWM : -6.43%
-2.11%-0.23%
7/31/149/2/14111% SPY
11% VGK
11% QQQ
34% IEF
11% VNQ
11% LQD
11% TLT
SPY : +3.48%
VGK : +0.21%
QQQ : +4.89%
IEF : +0.83%
VNQ : +2.65%
LQD : +1.11%
TLT : +2.50%
+1.91% +1.24%
9/2/149/30/14113% SPY
13% QQQ
22% IEF
13% VNQ
13% LQD
13% TLT
13% EEM
SPY : -1.73%
QQQ : -1.44%
IEF : -0.81%
VNQ : -6.43%
LQD : -1.60%
TLT : -0.79%
EEM : -7.97%
-2.77%-0.41%
9/30/1410/31/14111% SPY
11% QQQ
34% IEF
11% VNQ
11% LQD
11% TLT
11% EEM
SPY : +1.95%
QQQ : +2.23%
IEF : +1.13%
VNQ : +9.50%
LQD : +0.83%
TLT : +2.40%
EEM : +1.01%
+2.36% +1.53%
10/31/1412/1/14188% IEF
12% CASH
IEF : +0.64%
CASH : 0.00%
+0.56% +1.04%
12/1/1412/31/14152% IEF
8% LQD
8% EEM
8% SPY
8% TLT
8% VNQ
8% QQQ
IEF : -0.03%
LQD : -0.07%
EEM : -2.68%
SPY : +0.04%
TLT : +3.44%
VNQ : +1.75%
QQQ : -1.51%
+0.06% +0.37%
12/31/144/30/15488% IEF
12% CASH
IEF : +1.54%
CASH : 0.00%
+1.36% +1.95%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
4/30/156/30/15270% IEF
5% SPY
5% EWJ
5% IWM
5% VNQ
5% QQQ
5% TLT
IEF : -2.43%
SPY : -1.17%
EWJ : -0.66%
IWM : +2.62%
VNQ : -5.34%
QQQ : -0.69%
TLT : -6.67%
-2.30%-2.04%
6/30/157/31/15170% IEF
5% SPY
5% EWJ
5% IWM
5% VNQ
5% QQQ
5% VGK
IEF : +1.12%
SPY : +1.85%
EWJ : +0.54%
IWM : -1.50%
VNQ : +5.34%
QQQ : +4.14%
VGK : +2.25%
+1.42% +1.52%
7/31/158/31/15188% IEF
12% CASH
IEF : -0.32%
CASH : 0.00%
-0.28% +0.08%
8/31/156/30/1610100% IEF
IEF : +7.38%
+7.38% +7.81%
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 : +4.07%
+1.72%-0.10%
8/1/168/31/16152% IEF
8% LQD
8% SPY
8% TLT
8% GLD
8% VNQ
8% JNK
IEF : -1.07%
LQD : +0.35%
SPY : -0.20%
TLT : -0.33%
GLD : -3.82%
VNQ : -4.36%
JNK : +2.09%
-1.06%-0.67%
8/31/169/30/16134% IEF
11% LQD
11% TLT
11% GLD
11% VNQ
11% JNK
11% EEM
IEF : -0.16%
LQD : -0.71%
TLT : -1.90%
GLD : +0.29%
VNQ : -2.22%
JNK : +0.60%
EEM : +2.12%
-0.25% +0.24%
9/30/1610/31/16116% TLT
16% GLD
16% VNQ
16% JNK
16% EEM
16% IWM
4% CASH
TLT : -4.76%
GLD : -5.14%
VNQ : -6.12%
JNK : -1.15%
EEM : -1.22%
IWM : -4.98%
CASH : 0.00%
-3.74%-1.49%
10/31/1611/30/16116% JNK
16% EEM
16% IWM
16% SPY
16% QQQ
16% DBC
4% CASH
JNK : -0.27%
EEM : -4.81%
IWM : +10.62%
SPY : +3.27%
QQQ : +0.04%
DBC : +1.22%
CASH : 0.00%
+1.61%-4.23%
11/30/161/3/17111% JNK
11% EEM
11% IWM
11% SPY
11% QQQ
11% DBC
34% IEF
JNK : +2.01%
EEM : +0.55%
IWM : +2.98%
SPY : +2.40%
QQQ : +1.63%
DBC : +2.52%
IEF : -0.56%
+1.14%-0.16%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/3/171/31/17111% JNK
11% IWM
11% SPY
11% QQQ
11% DBC
34% IEF
11% EWJ
JNK : +0.37%
IWM : -0.61%
SPY : +0.62%
QQQ : +3.79%
DBC : +0.25%
IEF : -0.14%
EWJ : +2.25%
+0.69% +0.26%
1/31/172/28/17111% JNK
11% IWM
11% SPY
11% QQQ
11% DBC
34% IEF
11% EEM
JNK : +0.92%
IWM : +1.52%
SPY : +3.51%
QQQ : +3.96%
DBC : -0.59%
IEF : +0.32%
EEM : +1.31%
+1.28% +0.73%
2/28/173/31/17111% JNK
11% IWM
11% SPY
11% QQQ
34% IEF
11% EEM
11% EWJ
JNK : -0.71%
IWM : -0.38%
SPY : -0.27%
QQQ : +1.62%
IEF : -0.32%
EEM : +3.29%
EWJ : +0.13%
+0.30% +0.08%
3/31/175/1/17188% IEF
12% CASH
IEF : +0.49%
CASH : 0.00%
+0.43% +0.89%
5/1/175/31/17170% IEF
5% EWJ
5% SPY
5% EEM
5% VGK
5% IWM
5% QQQ
IEF : +0.65%
EWJ : +1.96%
SPY : +0.75%
EEM : +1.83%
VGK : +4.08%
IWM : -2.92%
QQQ : +2.57%
+0.87% +1.05%
5/31/176/30/17188% IEF
12% CASH
IEF : -0.91%
CASH : 0.00%
-0.80%-0.51%
6/30/178/31/17252% IEF
8% IWM
8% EWJ
8% EEM
8% SPY
8% VGK
8% QQQ
IEF : +1.43%
IWM : -0.81%
EWJ : +1.55%
EEM : +7.87%
SPY : +1.94%
VGK : +2.48%
QQQ : +5.80%
+2.25% +1.83%
8/31/1710/31/17222% IEF
13% EWJ
13% EEM
13% SPY
13% VGK
13% QQQ
13% GLD
IEF : -2.02%
EWJ : +6.78%
EEM : +2.83%
SPY : +4.00%
VGK : +3.28%
QQQ : +3.88%
GLD : -4.48%
+1.67%-1.62%
10/31/1711/30/17122% IEF
13% EWJ
13% EEM
13% SPY
13% VGK
13% QQQ
13% IWM
IEF : -0.67%
EWJ : +1.74%
EEM : -0.80%
SPY : +2.65%
VGK : -0.45%
QQQ : +1.56%
IWM : +2.53%
+0.79%-0.28%
11/30/171/31/18216% EWJ
16% EEM
16% SPY
16% VGK
16% QQQ
16% IWM
4% CASH
EWJ : +5.35%
EEM : +11.93%
SPY : +6.49%
VGK : +6.81%
QQQ : +8.98%
IWM : +1.74%
CASH : 0.00%
+6.61%-1.97%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/182/28/18113% EWJ
13% EEM
13% SPY
13% VGK
13% QQQ
22% IEF
13% DBC
EWJ : -3.37%
EEM : -6.27%
SPY : -4.02%
VGK : -6.52%
QQQ : -9.78%
IEF : -1.33%
DBC : -3.29%
-4.62%-0.94%
2/28/184/2/18111% EWJ
11% EEM
11% SPY
34% IEF
11% DBC
11% IWM
11% CASH
EWJ : -3.02%
EEM : -1.68%
SPY : -5.22%
IEF : +0.85%
DBC : +0.51%
IWM : -1.64%
CASH : 0.00%
-0.93% +1.26%
4/2/185/31/1828% EWJ
8% EEM
8% SPY
52% IEF
8% DBC
8% IWM
8% QQQ
EWJ : +0.06%
EEM : -4.01%
SPY : +4.81%
IEF : -0.80%
DBC : +7.19%
IWM : +9.44%
QQQ : +8.92%
+1.70%-0.40%
5/31/187/2/1815% EWJ
5% SPY
70% IEF
5% DBC
5% IWM
5% QQQ
5% VGK
EWJ : -4.24%
SPY : +0.39%
IEF : -0.27%
DBC : -4.37%
IWM : +0.91%
QQQ : +1.42%
VGK : -2.43%
-0.61% +0.13%
7/2/187/31/181100% IEF
IEF : -0.86%
-0.86%-0.46%
7/31/188/31/18170% IEF
5% VGK
5% VNQ
5% DBC
5% SPY
5% IWM
5% QQQ
IEF : +0.61%
VGK : -3.20%
VNQ : +2.16%
DBC : +0.36%
SPY : +2.78%
IWM : +3.90%
QQQ : +5.36%
+1.00% +1.01%
8/31/182/28/196100% IEF
IEF : +2.32%
+2.32% +2.73%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/28/194/1/19188% IEF
12% CASH
IEF : +1.55%
CASH : 0.00%
+1.36% +1.96%
4/1/194/30/19170% IEF
5% SPY
5% GLD
5% TLT
5% JNK
5% LQD
5% VNQ
IEF : -0.23%
SPY : +2.45%
GLD : -0.67%
TLT : -0.97%
JNK : +0.82%
LQD : +0.40%
VNQ : -0.50%
-0.08% +0.17%
4/30/195/31/19170% IEF
5% GLD
5% TLT
5% JNK
5% LQD
5% VNQ
5% QQQ
IEF : +2.64%
GLD : +1.35%
TLT : +6.41%
JNK : -2.38%
LQD : +1.25%
VNQ : -0.26%
QQQ : -6.16%
+1.86% +3.05%
5/31/197/1/191100% IEF
IEF : +0.68%
+0.68% +1.08%
7/1/197/31/19170% IEF
5% TLT
5% EEM
5% JNK
5% LQD
5% VNQ
5% GLD
IEF : -0.24%
TLT : +0.09%
EEM : -4.18%
JNK : -0.24%
LQD : -0.33%
VNQ : +1.35%
GLD : +1.58%
-0.25% +0.16%
7/31/199/20/19222% IEF
13% TLT
13% LQD
13% VNQ
13% GLD
13% QQQ
13% SPY
IEF : +1.88%
TLT : +6.75%
LQD : +2.44%
VNQ : +4.71%
GLD : +6.88%
QQQ : -0.56%
SPY : +0.35%
+3.09% +2.29%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07TLT8Buy$58.18$1$466
VGK11Buy$42.18$1$465
EEM16Buy$29.90$1$479
SPY4Buy$110.84$1$444
LQD7Buy$63.19$1$443
VNQ10Buy$48.56$1$487
IEF118Buy$58.97$14$6,972
2/28/07VGK15Buy$41.66$1$626
VNQ13Buy$47.25$1$615
IEF62Sell$60.18$7$3,724
QQQ28Buy$38.72$2$1,086
IWM16Buy$66.32$2$1,063
EEM22Buy$28.94$1$638
SPY6Buy$108.66$1$653
LQD7Sell$64.46$1$450
TLT8Sell$60.15$1$480
4/2/07VGK4Buy$43.64$0$175
IWM3Buy$67.14$0$202
IEF19Sell$60.16$2$1,141
QQQ5Buy$38.97$0$195
EEM5Buy$30.69$0$154
SPY2Buy$110.04$0$221
VNQ5Buy$46.56$0$233
7/2/07IWM3Sell$70.91$0$212
SPY3Sell$118.00$1$353
DBC47Buy$24.52$2$1,155
VGK6Sell$47.04$1$282
IEF23Buy$59.43$3$1,370
QQQ6Sell$42.98$1$257
EEM10Sell$35.14$1$351
VNQ28Sell$42.85$2$1,197
7/31/07IEF30Buy$60.68$4$1,824
GLD12Buy$65.79$2$791
QQQ8Sell$42.53$1$340
EEM9Sell$34.68$1$312
SPY2Sell$113.29$0$226
VGK6Sell$45.19$1$271
IWM16Sell$65.11$2$1,040
DBC14Sell$24.84$1$347
8/31/07IEF30Buy$62.05$4$1,865
QQQ7Sell$43.73$1$306
EEM9Sell$35.05$1$315
SPY3Sell$114.74$1$344
VGK7Sell$45.31$1$317
GLD4Sell$66.52$1$266
DBC12Sell$24.36$1$292
10/1/07QQQ6Buy$46.55$1$280
VGK7Buy$48.13$1$338
EEM6Buy$40.33$0$242
DBC12Buy$26.38$1$317
GLD3Buy$73.90$0$222
IEF29Sell$62.18$4$1,800
SPY3Buy$120.53$1$362
11/30/07QQQ6Sell$45.94$1$275
IEF29Buy$65.31$4$1,898
EEM8Sell$40.40$1$323
TLT8Buy$65.22$1$523
SPY7Sell$116.12$2$811
DBC14Sell$28.74$1$402
GLD4Sell$77.32$1$309
VGK7Sell$48.03$1$336
DateSymbolAmountTypePriceFeesTotal Price
1/31/08IEF50Buy$67.54$7$3,384
QQQ12Sell$40.45$1$484
DBC19Sell$31.57$1$599
TLT8Sell$66.17$1$528
EEM13Sell$36.27$1$471
GLD7Sell$91.40$1$639
VGK11Sell$42.81$1$470
6/2/08VGK12Buy$44.76$1$538
GLD6Buy$87.96$1$529
LQD8Buy$65.86$1$528
EEM14Buy$39.62$1$556
TLT8Buy$64.09$1$514
DBC14Buy$39.93$1$560
IEF51Sell$66.81$7$3,400
6/30/08IEF50Buy$67.18$7$3,366
LQD8Sell$64.79$1$517
DBC14Sell$43.52$1$608
TLT8Sell$65.54$1$523
GLD6Sell$91.40$1$547
VGK12Sell$41.25$1$494
EEM14Sell$36.38$1$508
DateSymbolAmountTypePriceFeesTotal Price
7/31/09JNK24Buy$54.69$3$1,315
VGK44Buy$30.44$3$1,342
EEM45Buy$29.41$3$1,326
QQQ37Buy$35.59$3$1,319
GLD14Buy$93.35$3$1,310
IEF112Sell$72.53$16$8,107
LQD19Buy$71.02$3$1,352
8/31/09EEM10Buy$29.03$1$291
VGK6Buy$32.11$0$193
LQD19Sell$71.95$3$1,364
VNQ61Buy$26.22$3$1,603
QQQ7Buy$36.11$1$253
GLD14Sell$93.40$3$1,305
IWM32Buy$49.66$3$1,592
IEF20Sell$73.08$3$1,459
JNK5Buy$54.65$1$274
11/30/09IEF1Buy$75.29$0$75
VNQ1Sell$28.46$0$28
SPY19Buy$89.97$3$1,713
EEM4Sell$33.31$0$133
IWM1Buy$50.55$0$51
QQQ1Sell$39.33$0$39
JNK29Sell$58.66$3$1,698
12/31/09VNQ3Sell$30.56$0$92
JNK28Buy$60.81$3$1,706
QQQ1Sell$41.38$0$41
VGK1Buy$34.20$0$34
SPY19Sell$91.69$3$1,739
IWM1Sell$54.55$0$54
IEF3Buy$71.98$0$216
DateSymbolAmountTypePriceFeesTotal Price
3/1/10VNQ13Buy$30.75$1$401
JNK7Buy$61.47$1$431
IEF41Sell$74.00$6$3,028
EEM14Buy$32.84$1$461
QQQ10Buy$41.07$1$412
SPY23Buy$92.06$4$2,122
VGK51Sell$31.98$3$1,628
IWM6Buy$56.14$1$338
3/31/10IEF42Buy$73.14$6$3,078
QQQ10Sell$43.60$1$435
EEM13Sell$34.91$1$453
JNK6Sell$63.45$1$380
SPY4Sell$96.66$1$386
IWM7Sell$59.38$1$415
VNQ16Sell$33.59$1$536
4/30/10JNK29Sell$64.63$4$1,871
IWM6Buy$62.76$1$377
EEM14Buy$34.86$1$489
QQQ10Buy$44.58$1$447
SPY4Buy$98.16$1$393
VNQ10Buy$35.99$1$361
IEF42Sell$74.35$6$3,116
GLD20Buy$115.36$5$2,312
6/1/10IEF92Buy$76.63$14$7,064
JNK17Buy$60.79$2$1,036
QQQ26Sell$40.90$2$1,061
SPY11Sell$88.84$2$975
GLD11Sell$119.91$3$1,316
VNQ32Sell$33.36$2$1,065
IWM18Sell$56.27$2$1,011
EEM66Sell$31.00$4$2,042
6/30/10LQD14Buy$77.39$2$1,086
GLD1Sell$121.68$0$121
IWM1Buy$53.53$0$54
VNQ1Buy$32.30$0$32
IEF3Sell$78.87$0$236
SPY12Sell$85.68$2$1,026
QQQ2Buy$38.82$0$78
8/2/10TLT20Buy$76.36$3$1,530
IWM6Buy$58.13$1$349
QQQ28Sell$42.42$2$1,185
JNK6Buy$65.39$1$393
VNQ9Buy$36.58$1$330
GLD5Buy$115.54$1$579
LQD5Buy$78.85$1$395
IEF29Sell$79.34$5$2,296
8/31/10LQD5Sell$81.28$1$406
TLT7Sell$83.94$1$586
JNK6Sell$64.69$1$387
GLD4Sell$122.08$1$487
VNQ10Sell$34.94$1$349
IWM5Sell$52.88$1$264
IEF29Buy$82.26$5$2,390
9/30/10VNQ1Sell$36.51$0$36
QQQ25Buy$44.70$2$1,120
TLT1Buy$81.83$0$82
IWM21Sell$59.47$2$1,246
IEF2Buy$82.25$0$165
11/1/10QQQ24Buy$47.57$2$1,144
GLD8Buy$131.92$2$1,057
IEF91Sell$82.11$15$7,457
EEM60Buy$38.91$5$2,339
TLT16Buy$77.83$2$1,248
VNQ29Buy$38.57$2$1,121
IWM37Buy$61.51$5$2,280
LQD14Sell$81.41$2$1,137
JNK17Sell$68.64$2$1,165
11/30/10TLT30Sell$76.85$5$2,301
EEM2Buy$37.36$0$75
IWM1Sell$64.09$0$64
VNQ1Buy$37.53$0$38
JNK34Buy$67.62$5$2,304
QQQ1Sell$47.45$0$47
12/31/10IWM1Sell$69.24$0$69
EEM2Sell$40.08$0$80
JNK34Sell$69.47$5$2,357
DBC89Buy$27.20$5$2,426
DateSymbolAmountTypePriceFeesTotal Price
1/24/11GLD17Sell  (stop order)$130.36$4$2,212
1/31/11DBC3Sell$28.16$0$84
VNQ61Sell$40.51$5$2,466
EEM3Buy$38.54$0$116
QQQ1Sell$51.12$0$51
VGK64Buy$37.60$5$2,411
2/28/11EEM63Sell$38.53$5$2,423
DBC18Sell$29.34$1$527
IWM8Sell$72.81$1$581
SPY18Buy$111.70$4$2,015
VGK12Sell$38.78$1$464
IEF43Buy$78.53$7$3,384
QQQ9Sell$52.73$1$474
VNQ47Buy$42.42$4$1,998
5/2/11VNQ47Sell$44.20$4$2,073
DBC1Sell$31.18$0$31
GLD13Buy$150.41$4$1,959
VGK2Sell$41.51$0$83
IEF1Buy$79.83$0$80
5/31/11DBC2Buy$29.86$0$60
VGK1Buy$40.39$0$40
GLD13Sell$149.64$4$1,941
IEF2Sell$81.85$0$163
VNQ46Buy$44.74$4$2,062
6/30/11GLD13Buy$146.00$4$1,902
VGK51Sell$39.55$4$2,013
DBC2Buy$28.59$0$57
8/31/11IEF138Buy$87.93$24$12,159
DBC71Sell$29.77$4$2,109
VNQ46Sell$41.47$4$1,904
SPY18Sell$103.49$4$1,859
IWM27Sell$64.62$3$1,741
QQQ38Sell$50.44$4$1,913
GLD13Sell$177.72$5$2,306
DateSymbolAmountTypePriceFeesTotal Price
2/29/12SPY11Buy$117.36$3$1,294
GLD7Buy$164.29$2$1,152
VNQ29Buy$44.82$3$1,302
QQQ22Buy$59.34$3$1,308
IEF87Sell$90.80$16$7,884
TLT13Buy$96.28$3$1,254
LQD14Buy$90.59$3$1,271
4/2/12IEF34Buy$89.57$6$3,051
LQD5Sell$89.53$1$447
TLT5Sell$92.71$1$463
QQQ10Sell$62.99$1$629
GLD2Sell$162.94$1$325
VNQ12Sell$47.49$1$569
SPY5Sell$122.02$1$609
4/30/12IEF32Buy$91.60$6$2,937
SPY6Sell$120.33$1$721
TLT8Sell$96.65$2$772
QQQ12Sell$61.61$1$738
GLD5Sell$161.88$2$808
VNQ17Sell$48.50$2$823
LQD9Sell$90.27$2$811
7/2/12TLT12Buy$104.68$3$1,259
IWM18Buy$72.79$3$1,313
JNK17Buy$77.37$3$1,318
SPY11Buy$118.04$3$1,301
QQQ22Buy$59.53$3$1,312
VNQ27Buy$49.41$3$1,337
IEF66Sell$94.28$12$6,210
7/31/12IEF65Buy$95.16$12$6,198
QQQ22Sell$59.94$3$1,316
VNQ27Sell$49.85$3$1,343
SPY11Sell$119.08$3$1,307
IWM18Sell$70.87$3$1,273
JNK17Sell$78.51$3$1,332
TLT12Sell$107.56$3$1,288
8/31/12VGK63Buy$34.78$4$2,196
QQQ35Buy$63.05$4$2,211
JNK27Buy$79.48$4$2,150
SPY18Buy$122.07$4$2,202
IWM30Buy$73.37$4$2,206
VNQ44Buy$49.84$4$2,197
IEF119Sell$95.04$23$11,287
10/1/12IEF39Sell$94.89$7$3,693
VNQ12Buy$48.55$1$584
IWM6Buy$76.02$1$457
SPY3Buy$125.49$1$377
VGK13Buy$36.20$1$472
QQQ8Buy$63.52$1$509
JNK7Buy$80.05$1$561
10/31/12IEF61Buy$94.34$12$5,766
LQD19Buy$97.22$4$1,851
IWM36Sell$74.12$5$2,663
VNQ18Sell$48.47$2$871
SPY6Sell$122.88$1$736
QQQ13Sell$60.25$2$782
JNK11Sell$80.77$2$887
VGK25Sell$36.43$2$909
11/30/12VGK29Sell$37.33$2$1,080
TLT8Buy$104.15$2$835
LQD11Sell$96.52$2$1,060
VNQ21Sell$48.34$2$1,013
SPY9Sell$123.58$2$1,110
QQQ30Sell$61.04$4$1,828
JNK13Sell$81.21$2$1,054
IEF64Buy$95.26$12$6,109
12/31/12SPY4Buy$124.68$1$500
VGK12Buy$38.94$1$468
VNQ10Buy$50.14$1$502
JNK6Buy$82.39$1$495
LQD6Buy$96.20$1$578
TLT5Buy$101.56$1$509
IEF32Sell$94.37$6$3,014
DateSymbolAmountTypePriceFeesTotal Price
1/31/13IEF93Sell$93.14$17$8,645
EEM70Buy$38.64$5$2,710
VGK32Buy$40.61$3$1,302
JNK16Buy$82.61$3$1,324
IWM33Buy$82.05$5$2,713
SPY10Buy$131.06$3$1,313
TLT13Sell$98.32$3$1,276
VNQ25Buy$52.02$3$1,303
LQD14Sell$94.95$3$1,327
2/28/13VGK11Sell$39.23$1$431
EWJ58Buy$37.75$4$2,194
EEM12Sell$37.76$1$452
VNQ11Sell$52.65$1$578
SPY4Sell$132.74$1$530
IWM7Sell$82.87$1$579
IEF39Buy$94.20$7$3,681
JNK32Sell$83.21$5$2,657
4/1/13VGK7Sell$39.14$1$273
IWM5Sell$85.56$1$427
EWJ10Sell$38.38$1$383
SPY3Sell$137.23$1$411
IEF22Buy$94.72$4$2,088
VNQ7Sell$54.32$1$379
EEM8Sell$36.97$1$295
4/30/13SPY3Sell$140.42$1$420
VNQ10Sell$57.81$1$577
EWJ16Sell$43.26$1$691
IWM5Sell$86.43$1$431
EEM13Sell$37.83$1$491
VGK14Sell$41.15$1$575
IEF34Buy$95.91$7$3,267
5/31/13SPY1Sell$143.74$0$143
IEF1Buy$92.93$0$93
VGK1Sell$41.16$0$41
QQQ20Buy$68.49$3$1,373
IWM1Sell$89.83$0$90
VNQ1Buy$54.35$0$54
EEM37Sell$36.00$3$1,329
EWJ2Buy$40.08$0$80
7/1/13IEF68Buy$90.60$12$6,173
QQQ20Sell$67.26$3$1,343
VNQ25Sell$53.16$3$1,326
VGK33Sell$39.81$3$1,311
IWM15Sell$90.54$3$1,355
EWJ34Sell$42.18$3$1,431
SPY9Sell$142.65$3$1,281
12/2/13IEF23Buy$90.12$4$2,077
DateSymbolAmountTypePriceFeesTotal Price
2/28/14IEF23Sell$91.66$4$2,104
3/31/14SPY16Buy$167.77$5$2,690
IEF164Sell$91.15$30$14,919
JNK30Buy$89.72$5$2,697
QQQ32Buy$83.27$5$2,670
IWM25Buy$108.30$5$2,713
LQD28Buy$97.12$5$2,725
VGK55Buy$49.29$5$2,716
4/30/14IEF63Buy$91.84$12$5,797
EEM50Buy$36.92$4$1,850
IWM8Sell$104.24$2$832
LQD28Sell$98.41$6$2,750
SPY5Sell$168.94$2$843
JNK10Sell$90.22$2$900
VGK18Sell$50.59$2$909
QQQ10Sell$83.01$2$828
6/2/14JNK20Sell$90.99$4$1,816
VNQ31Buy$59.92$4$1,861
IWM17Sell$104.49$4$1,773
EEM1Sell$38.12$0$38
SPY1Sell$173.06$0$173
QQQ1Sell$86.65$0$86
TLT19Buy$98.79$4$1,881
6/30/14IEF22Sell$93.31$4$2,049
TLT19Sell$99.28$4$1,883
IWM20Buy$110.60$4$2,216
VNQ6Buy$60.41$1$363
VGK7Buy$50.94$1$357
QQQ4Buy$89.44$1$358
JNK24Buy$91.91$4$2,210
EEM49Sell$38.92$4$1,903
SPY2Buy$176.43$1$354
7/31/14JNK24Sell$89.73$4$2,149
VNQ6Sell$60.46$1$362
LQD18Buy$99.59$4$1,796
IEF21Buy$93.10$4$1,959
TLT18Buy$99.94$4$1,803
SPY2Sell$174.06$1$347
QQQ5Sell$90.50$1$452
VGK6Sell$48.74$1$292
IWM20Sell$103.90$4$2,074
9/2/14VGK38Sell$49.04$4$1,860
EEM56Buy$40.50$5$2,273
VNQ5Buy$62.31$1$312
SPY2Buy$180.84$1$362
QQQ3Buy$95.31$1$286
TLT4Buy$102.85$1$412
LQD4Buy$101.10$1$405
IEF22Sell$94.25$4$2,069
9/30/14IEF21Buy$93.86$4$1,975
LQD4Sell$99.88$1$399
TLT4Sell$102.45$1$409
SPY2Sell$178.43$1$356
VNQ4Sell$58.54$0$234
QQQ4Sell$94.31$1$376
EEM6Sell$37.42$0$224
10/31/14SPY10Sell$182.63$4$1,823
TLT18Sell$105.33$4$1,892
EEM50Sell$37.95$4$1,894
VNQ32Sell$64.36$4$2,055
LQD18Sell$101.11$4$1,816
QQQ19Sell$96.80$4$1,836
IEF100Buy$95.30$19$9,549
12/1/14LQD13Buy$101.68$3$1,324
VNQ21Buy$65.48$3$1,378
EEM38Buy$36.72$3$1,398
TLT13Buy$107.83$3$1,405
IEF66Sell$96.29$13$6,342
QQQ14Buy$100.06$3$1,404
SPY7Buy$186.35$3$1,307
12/31/14IEF66Buy$96.65$13$6,392
LQD13Sell$102.02$3$1,324
QQQ14Sell$98.94$3$1,382
TLT13Sell$111.99$3$1,453
VNQ21Sell$66.89$3$1,402
EEM38Sell$35.88$3$1,361
SPY7Sell$187.17$3$1,308
DateSymbolAmountTypePriceFeesTotal Price
4/30/15VNQ13Buy$65.95$2$859
EWJ18Buy$48.73$2$879
IWM7Buy$114.32$2$802
QQQ8Buy$103.37$2$829
TLT7Buy$112.69$2$790
IEF34Sell$98.53$7$3,343
SPY4Buy$190.68$2$764
6/30/15TLT7Sell$105.60$1$738
VGK18Buy$47.33$2$854
VNQ1Buy$62.68$0$63
7/31/15IEF34Buy$97.99$7$3,338
VGK18Sell$48.59$2$873
EWJ18Sell$49.06$2$881
QQQ8Sell$107.77$2$860
IWM7Sell$116.49$2$814
VNQ14Sell$66.29$2$926
SPY4Sell$193.48$2$772
8/31/15IEF21Buy$98.07$4$2,064
DateSymbolAmountTypePriceFeesTotal Price
6/30/16TLT16Buy$127.96$4$2,051
LQD19Buy$110.00$4$2,094
VNQ27Buy$77.75$4$2,103
SPY10Buy$196.72$4$1,971
GLD16Buy$126.47$4$2,028
IEF120Sell$105.73$25$12,662
QQQ20Buy$104.68$4$2,098
8/1/16SPY3Sell$203.73$1$610
IEF34Buy$105.62$7$3,598
QQQ20Sell$112.76$5$2,251
JNK17Buy$89.88$3$1,531
TLT4Sell$129.23$1$516
VNQ8Sell$81.24$1$649
LQD5Sell$110.79$1$553
GLD4Sell$129.22$1$516
8/31/16LQD5Buy$111.62$1$559
JNK6Buy$92.13$1$554
GLD5Buy$124.78$1$625
EEM62Buy$34.40$4$2,137
VNQ8Buy$78.01$1$625
SPY7Sell$204.14$3$1,426
IEF33Sell$104.91$7$3,455
TLT4Buy$129.32$1$518
9/30/16TLT8Buy$127.37$2$1,021
VNQ13Buy$76.58$2$998
GLD7Buy$125.64$2$881
JNK10Buy$93.05$2$932
EEM26Buy$35.27$2$919
IWM26Buy$119.87$6$3,123
IEF63Sell$105.16$13$6,612
LQD19Sell$111.27$4$2,110
10/6/16GLD24Sell  (stop order)$119.66$6$2,866
10/31/16JNK1Sell$92.35$0$92
QQQ26Buy$114.16$6$2,974
SPY15Buy$200.61$6$3,015
DBC204Buy$14.77$6$3,019
VNQ40Sell$72.18$6$2,881
EEM2Sell$34.98$0$70
TLT24Sell$121.79$6$2,917
11/30/16QQQ8Sell$114.66$2$915
IWM10Sell$127.01$3$1,268
EEM23Sell$33.43$2$767
DBC64Sell$15.01$2$959
SPY5Sell$208.00$2$1,038
JNK10Sell$92.47$2$923
IEF65Buy$99.21$13$6,462
DateSymbolAmountTypePriceFeesTotal Price
1/3/17EEM63Sell$33.75$4$2,122
DBC2Sell$15.45$0$31
EWJ45Buy$47.45$4$2,140
IEF1Buy$99.05$0$99
1/31/17EEM60Buy$35.57$4$2,138
EWJ45Sell$48.71$4$2,188
QQQ1Sell$121.92$0$122
IEF1Buy$99.31$0$100
2/28/17DBC138Sell$15.52$4$2,137
EWJ44Buy$49.34$4$2,175
SPY1Sell$224.50$0$224
3/31/17EWJ44Sell$49.60$4$2,178
JNK22Sell$96.40$4$2,117
IEF109Buy$100.11$22$10,934
QQQ17Sell$129.83$4$2,203
IWM16Sell$133.60$4$2,133
EEM60Sell$37.52$5$2,247
SPY9Sell$224.79$4$2,019
5/1/17VGK20Buy$49.56$2$993
SPY4Buy$227.59$2$912
QQQ7Buy$134.56$2$944
EEM26Buy$38.38$2$1,000
IWM7Buy$135.92$2$953
IEF37Sell$101.00$7$3,730
EWJ20Buy$50.14$2$1,005
5/31/17IEF37Buy$102.06$8$3,784
EEM26Sell$39.24$2$1,018
QQQ7Sell$138.57$2$968
VGK20Sell$51.79$2$1,034
EWJ20Sell$51.33$2$1,025
SPY4Sell$230.22$2$919
IWM7Sell$132.48$2$926
6/30/17IWM11Buy$136.95$3$1,509
VGK31Buy$51.53$3$1,601
IEF72Sell$101.54$15$7,296
SPY7Buy$231.69$3$1,625
EEM41Buy$39.61$3$1,627
QQQ12Buy$135.36$3$1,628
EWJ31Buy$52.01$3$1,616
8/31/17SPY4Buy$237.14$2$950
GLD21Buy$125.82$5$2,648
EEM22Buy$42.90$2$946
EWJ20Buy$53.03$2$1,063
QQQ6Buy$143.78$2$864
IWM11Sell$136.38$3$1,497
IEF60Sell$103.40$12$6,192
VGK20Buy$53.02$2$1,063
10/31/17GLD21Sell$120.67$5$2,529
EWJ3Sell$56.85$0$170
IEF1Buy$101.72$0$102
VGK1Sell$54.98$0$55
EEM1Sell$44.29$0$44
IWM18Buy$146.03$5$2,634
11/30/17IWM4Buy$150.33$1$603
EEM15Buy$44.11$1$663
SPY2Buy$255.19$1$511
VGK12Buy$54.95$1$661
EWJ11Buy$58.07$1$640
IEF45Sell$101.44$9$4,556
QQQ4Buy$152.91$1$613
DateSymbolAmountTypePriceFeesTotal Price
1/31/18IEF50Buy$99.44$10$4,982
DBC176Buy$16.88$6$2,977
SPY3Sell$272.84$2$817
QQQ5Sell$167.31$2$835
IWM22Sell$153.56$7$3,372
VGK12Sell$58.93$1$706
EEM17Sell$49.57$2$841
EWJ11Sell$61.42$1$674
2/8/18QQQ17Sell  (stop order)$151.55$5$2,571
2/28/18IEF25Buy$98.51$5$2,468
EWJ8Sell$59.59$1$476
SPY1Sell$262.92$1$262
DBC29Sell$16.39$1$474
VGK50Sell$55.31$6$2,760
EEM9Sell$46.65$1$419
IWM16Buy$147.65$5$2,367
4/2/18DBC42Sell$16.54$1$693
QQQ11Buy$153.84$3$1,696
EEM14Sell$46.05$1$643
IWM5Sell$145.81$1$728
SPY3Sell$250.19$2$749
EWJ10Sell$58.02$1$579
IEF38Buy$99.75$8$3,798
5/31/18SPY2Sell$263.28$1$526
IEF43Buy$99.35$9$4,281
EWJ11Sell$58.29$1$640
VGK20Buy$54.94$2$1,101
DBC43Sell$17.80$2$764
IWM5Sell$160.22$2$800
EEM37Sell$44.38$3$1,639
QQQ5Sell$168.24$2$840
7/2/18IEF66Buy$99.48$13$6,579
SPY4Sell$265.36$2$1,059
IWM6Sell$162.32$2$972
DBC62Sell$17.09$2$1,057
EWJ19Sell$56.04$2$1,063
VGK20Sell$53.82$2$1,074
QQQ6Sell$171.31$2$1,026
7/31/18VGK19Buy$56.10$2$1,068
IWM6Buy$163.86$2$985
VNQ14Buy$78.53$2$1,102
SPY4Buy$274.61$2$1,101
DBC64Buy$17.03$2$1,092
QQQ6Buy$174.92$2$1,052
IEF67Sell$99.02$13$6,621
8/31/18IEF67Buy$100.02$13$6,715
DBC64Sell$17.16$2$1,096
QQQ6Sell$185.04$2$1,108
SPY4Sell$283.37$2$1,131
IWM6Sell$170.93$2$1,024
VNQ14Sell$80.55$2$1,125
VGK19Sell$54.52$2$1,034
DateSymbolAmountTypePriceFeesTotal Price
2/28/19IEF27Sell$102.75$6$2,769
4/1/19VNQ13Buy$86.03$2$1,121
SPY4Buy$283.14$2$1,135
TLT9Buy$123.15$2$1,111
GLD9Buy$121.53$2$1,096
LQD9Buy$116.57$2$1,051
JNK11Buy$105.03$2$1,158
IEF40Sell$104.76$8$4,182
4/30/19QQQ6Buy$189.12$2$1,137
JNK1Sell$106.32$0$106
SPY4Sell$291.25$2$1,163
5/13/19QQQ6Sell  (stop order)$178.19$2$1,067
5/31/19IEF65Buy$108.14$14$7,043
VNQ13Sell$86.06$2$1,117
JNK10Sell$104.21$2$1,040
LQD9Sell$119.45$2$1,073
GLD9Sell$123.33$2$1,108
TLT9Sell$130.81$2$1,175
7/1/19LQD9Buy$123.57$2$1,114
EEM27Buy$43.42$2$1,175
GLD9Buy$130.62$2$1,178
JNK11Buy$107.44$2$1,184
VNQ13Buy$87.36$2$1,138
IEF67Sell$109.31$15$7,309
TLT9Buy$131.74$2$1,188
7/31/19VNQ22Buy$88.89$4$1,959
JNK11Sell$107.61$2$1,181
SPY10Buy$296.06$6$2,967
QQQ16Buy$191.10$6$3,064
TLT14Buy$132.39$4$1,857
GLD14Buy$133.21$4$1,869
EEM27Sell$41.77$2$1,126
LQD16Buy$123.65$4$1,982
IEF105Sell$109.49$23$11,473