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  +7.08%

Max Drawdown-6.62%

Asset Allocation

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

Last refresh:
11/11/19

Last trading day:
10/31/19

Next trading day:
12/2/19

Stop Orders
SPY$288.28
QQQ$184.80
LQD$123.07
VNQ$89.20
GLD$135.24
TLT$132.71

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$24,1817.08%7.00%16.17%-0.61%-6.62%0.88
Benchmark$10,000$18,5944.92%6.33%17.83%-6.56%-7.58%0.65

Holdings

SymbolAmountPriceTotal Price
SPY12$308.35$3,700
QQQ19$200.96$3,818
LQD30$125.75$3,772
VNQ41$91.29$3,743
GLD27$137.06$3,701
TLT27$135.00$3,645
Cash$1,802
YearPortfolio ReturnPortfolio BalanceBenchmark Return
2007 +12.87%$11,287 +9.99%
2008 +13.70%$12,833 +17.83%
2009 +3.22%$13,246-6.56%
2010 +11.48%$14,766 +9.31%
2011 +4.75%$15,468 +15.60%
2012 +3.72%$16,043 +3.64%
2013 +2.01%$16,366-6.07%
2014 +5.83%$17,320 +9.03%
2015-0.61%$17,215 +1.51%
2016 +7.08%$18,433 +0.99%
2017 +16.17%$21,413 +2.55%
2018 +4.84%$22,450 +0.98%
2019 +7.71%$24,181 +7.83%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.20%$9,980-0.69%
February +0.82%$10,062 +2.04%
March +1.51%$10,214-0.15%
April +2.67%$10,487 +0.61%
May +1.79%$10,675-1.38%
June-0.02%$10,673-0.47%
July-0.81%$10,587 +2.23%
August +1.54%$10,750 +2.25%
September +2.06%$10,971 +0.10%
October +3.03%$11,303 +1.06%
November-0.17%$11,284 +4.04%
December +0.03%$11,287 +0.05%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +1.12%$11,413 +3.35%
February +1.23%$11,553 +1.22%
March +1.33%$11,707 +1.33%
April-2.41%$11,425-2.40%
May-1.78%$11,222-1.78%
June-0.21%$11,198 +1.15%
July +0.72%$11,279 +0.73%
August +1.52%$11,450 +1.52%
September-0.15%$11,433-0.15%
October-0.86%$11,335-0.86%
November +7.71%$12,209 +7.72%
December +5.11%$12,833 +5.13%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-3.86%$12,338-3.87%
February-0.74%$12,247-0.74%
March +3.29%$12,650 +3.30%
April-2.73%$12,305-2.74%
May-2.06%$12,051-2.07%
June-0.56%$11,984-0.55%
July +0.53%$12,047 +0.83%
August +0.82%$12,146 +0.75%
September +4.97%$12,750 +1.12%
October-2.38%$12,447-0.14%
November +4.23%$12,973 +2.01%
December +2.10%$13,246-4.37%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-3.44%$12,790 +2.35%
February +1.61%$12,996 +0.33%
March +6.09%$13,788-1.06%
April +2.58%$14,144 +1.66%
May-5.44%$13,375 +2.91%
June-1.13%$13,224 +3.05%
July +2.49%$13,553 +0.90%
August +1.93%$13,815 +3.36%
September +1.76%$14,0580.00%
October +0.99%$14,197-0.01%
November-0.67%$14,102-0.90%
December +4.71%$14,766-3.42%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January-0.49%$14,694-0.02%
February +2.27%$15,028-0.21%
March-0.42%$14,965-0.16%
April +3.98%$15,561 +1.84%
May-0.84%$15,430 +2.50%
June-1.88%$15,140-0.49%
July +0.90%$15,276 +3.15%
August-2.18%$14,943 +4.64%
September +2.23%$15,276 +2.23%
October-1.29%$15,079-1.29%
November +0.58%$15,167 +0.58%
December +1.98%$15,468 +1.99%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.86%$15,601 +0.86%
February-1.29%$15,400-1.10%
March-0.31%$15,353-1.59%
April +1.98%$15,657 +2.50%
May +2.51%$16,050 +2.86%
June-0.36%$15,992-0.42%
July +0.66%$16,097 +1.39%
August-0.39%$16,035-0.11%
September +1.02%$16,198-0.35%
October-1.59%$15,940-0.40%
November +0.65%$16,043 +0.98%
December0.00%$16,043-0.94%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.14%$16,065-1.29%
February-0.77%$15,942 +1.14%
March +1.96%$16,255 +0.29%
April +2.43%$16,650 +1.51%
May-2.12%$16,297-3.10%
June-1.65%$16,028-2.54%
July +1.14%$16,211-0.34%
August-1.60%$15,951-1.42%
September +3.13%$16,451 +1.83%
October +1.48%$16,694 +0.79%
November +0.05%$16,703-0.88%
December-2.02%$16,366-2.08%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +2.68%$16,805 +3.05%
February +0.21%$16,841 +0.35%
March-0.83%$16,701-0.56%
April +0.12%$16,721 +0.76%
May +1.77%$17,017 +1.82%
June +0.57%$17,114-0.22%
July-1.82%$16,803-0.22%
August +2.86%$17,284 +1.88%
September-3.37%$16,702-1.05%
October +2.65%$17,144 +1.53%
November +1.13%$17,338 +1.29%
December-0.10%$17,320 +0.12%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.76%$17,972 +4.30%
February-2.18%$17,581-2.47%
March +0.75%$17,713 +0.85%
April-0.71%$17,587-0.62%
May +0.14%$17,611-0.42%
June-1.93%$17,271-1.63%
July +1.82%$17,585 +1.51%
August-1.94%$17,243 +0.08%
September +1.36%$17,478 +1.58%
October-0.64%$17,366-0.65%
November-0.43%$17,292-0.42%
December-0.45%$17,215-0.45%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +3.32%$17,786 +3.32%
February +1.47%$18,048 +1.48%
March-0.07%$18,036-0.06%
April-0.16%$18,008-0.16%
May-0.10%$17,990-0.10%
June +2.81%$18,495 +3.08%
July +2.28%$18,916 +0.24%
August-1.09%$18,710-1.01%
September +0.01%$18,711 +0.24%
October-3.46%$18,063-1.49%
November +1.37%$18,311-4.22%
December +0.67%$18,433-0.11%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +2.07%$18,814 +0.22%
February +1.80%$19,153 +0.73%
March +0.55%$19,258 +0.08%
April +1.23%$19,495 +1.11%
May +1.26%$19,740 +0.82%
June-0.39%$19,664-0.51%
July +2.08%$20,073 +0.37%
August +0.70%$20,214 +1.45%
September +1.43%$20,503-1.43%
October +1.78%$20,868-0.19%
November +1.16%$21,110-0.27%
December +1.44%$21,413 +0.19%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +5.96%$22,690-2.15%
February-3.43%$21,911-0.93%
March-0.31%$21,844 +1.16%
April-1.08%$21,609-1.28%
May +1.04%$21,833 +0.99%
June0.00%$21,832 +0.19%
July-0.82%$21,654-0.52%
August +1.06%$21,883 +1.01%
September-1.19%$21,622-1.20%
October-0.31%$21,556-0.30%
November +1.33%$21,842 +1.33%
December +2.78%$22,450 +2.80%
MonthPortfolio ReturnPortfolio BalanceBenchmark Return
January +0.65%$22,596 +0.65%
February-0.54%$22,473-0.52%
March +2.32%$22,995 +2.64%
April-0.41%$22,900-0.52%
May +2.11%$23,383 +3.04%
June +1.21%$23,666 +1.21%
July-0.41%$23,568 +0.04%
August +3.64%$24,426 +3.95%
September-1.20%$24,133-1.19%
October +1.63%$24,526 +0.19%
November-1.41%$24,181-1.76%
PeriodPortfolio ReturnBenchmark Return
1 year +10.71% +10.84%
2 years +14.55% +9.09%
3 years +32.06% +11.54%
5 years +39.47% +14.62%
7 years +50.73% +16.15%
10 years +86.39% +46.83%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/072/28/0718% EFA
8% SPY
8% TLT
8% LQD
52% IEF
8% VGK
8% VNQ
EFA : -0.52%
SPY : -2.36%
TLT : +2.99%
LQD : +1.60%
IEF : +1.65%
VGK : -1.63%
VNQ : -3.09%
+0.62% +2.06%
2/28/074/2/07113% EFA
13% SPY
22% IEF
13% VGK
13% VNQ
13% IWM
13% EEM
EFA : +2.75%
SPY : +0.87%
IEF : -0.43%
VGK : +4.34%
VNQ : -1.84%
IWM : +0.84%
EEM : +5.62%
+1.54%-0.03%
4/2/075/31/07213% EFA
22% IEF
13% VGK
13% VNQ
13% IWM
13% EEM
13% QQQ
EFA : +5.50%
IEF : -1.30%
VGK : +6.53%
VNQ : -1.52%
IWM : +5.38%
EEM : +7.81%
QQQ : +8.31%
+3.88%-0.90%
5/31/077/2/07113% EFA
22% IEF
13% VGK
13% IWM
13% EEM
13% QQQ
13% SPY
EFA : +0.73%
IEF : -0.72%
VGK : +0.37%
IWM : -0.57%
EEM : +5.36%
QQQ : +0.99%
SPY : -0.97%
+0.61%-0.32%
7/2/077/31/07111% EFA
34% IEF
11% VGK
11% IWM
11% EEM
11% QQQ
11% SPY
EFA : -4.08%
IEF : +1.69%
VGK : -4.32%
IWM : -8.55%
EEM : -1.70%
QQQ : -1.44%
SPY : -4.37%
-2.12% +2.09%
7/31/078/31/0718% EFA
52% IEF
8% VGK
8% EEM
8% QQQ
8% SPY
8% GLD
EFA : -1.02%
IEF : +1.86%
VGK : -0.13%
EEM : +0.66%
QQQ : +2.42%
SPY : +0.88%
GLD : +0.71%
+1.25% +2.26%
8/31/0710/1/0715% EFA
70% IEF
5% VGK
5% EEM
5% QQQ
5% SPY
5% GLD
EFA : +6.24%
IEF : -0.19%
VGK : +5.79%
EEM : +14.60%
QQQ : +6.04%
SPY : +4.63%
GLD : +10.65%
+2.26% +0.21%
10/1/0711/30/0728% EFA
52% IEF
8% VGK
8% EEM
8% QQQ
8% SPY
8% GLD
EFA : -1.20%
IEF : +4.63%
VGK : -0.59%
EEM : -0.23%
QQQ : -1.73%
SPY : -4.04%
GLD : +4.21%
+2.12% +5.05%
11/30/071/31/0825% EFA
70% IEF
5% VGK
5% EEM
5% QQQ
5% GLD
5% TLT
EFA : -10.96%
IEF : +3.00%
VGK : -11.22%
EEM : -10.58%
QQQ : -12.31%
GLD : +17.74%
TLT : +1.04%
+0.79% +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% QQQ
5% VGK
5% LQD
5% TLT
5% EEM
5% GLD
IEF : +0.14%
QQQ : -8.87%
VGK : -8.23%
LQD : -2.01%
TLT : +1.85%
EEM : -8.54%
GLD : +3.50%
-1.02% +0.54%
6/30/087/31/0913100% IEF
IEF : +7.54%
+7.54% +7.97%
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 : +4.07%
LQD : +0.91%
QQQ : +1.09%
JNK : -0.49%
GLD : -0.35%
EEM : -1.69%
+0.54% +0.76%
8/31/099/30/09122% IEF
13% EFA
13% QQQ
13% JNK
13% EEM
13% VGK
13% VNQ
IEF : +0.72%
EFA : +3.40%
QQQ : +5.21%
JNK : +5.76%
EEM : +9.72%
VGK : +4.41%
VNQ : +6.15%
+4.66% +1.13%
9/30/0911/2/09122% IEF
13% EFA
13% QQQ
13% JNK
13% EEM
13% VGK
13% IWM
IEF : -0.79%
EFA : -1.97%
QQQ : -3.04%
JNK : -0.33%
EEM : -2.39%
VGK : -1.80%
IWM : -7.05%
-2.33%-0.39%
11/2/0911/30/09122% IEF
13% EFA
13% QQQ
13% JNK
13% EEM
13% VGK
13% VNQ
IEF : +1.87%
EFA : +2.52%
QQQ : +5.49%
JNK : +0.62%
EEM : +5.86%
VGK : +2.86%
VNQ : +6.14%
+3.47% +2.28%
11/30/0912/31/09122% IEF
13% EFA
13% QQQ
13% EEM
13% VGK
13% VNQ
13% IWM
IEF : -4.78%
EFA : +0.30%
QQQ : +4.78%
EEM : +2.86%
VGK : -0.63%
VNQ : +6.97%
IWM : +7.49%
+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 : +0.19%
JNK : +0.69%
-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 : +5.75%
EEM : +5.88%
VNQ : +8.81%
JNK : +2.80%
SPY : +4.58%
IWM : +5.35%
CASH : 0.00%
+5.31%-1.17%
3/31/104/30/10113% QQQ
13% EEM
13% VNQ
13% JNK
13% SPY
13% IWM
22% IEF
QQQ : +1.82%
EEM : -0.54%
VNQ : +6.75%
JNK : +1.45%
SPY : +1.15%
IWM : +5.26%
IEF : +1.25%
+2.34% +1.66%
4/30/106/1/10116% QQQ
16% EEM
16% VNQ
16% SPY
16% IWM
16% GLD
4% CASH
QQQ : -8.62%
EEM : -11.43%
VNQ : -7.68%
SPY : -9.86%
IWM : -10.70%
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 : -5.47%
VNQ : -3.59%
SPY : -3.94%
IWM : -5.23%
GLD : +1.07%
IEF : +2.51%
JNK : +1.29%
+0.04% +2.92%
6/30/108/2/1018% QQQ
8% VNQ
8% IWM
8% GLD
52% IEF
8% JNK
8% LQD
QQQ : +8.83%
VNQ : +12.81%
IWM : +8.15%
GLD : -5.43%
IEF : +0.20%
JNK : +5.36%
LQD : +1.48%
+2.60% +0.60%
8/2/108/31/10111% VNQ
11% IWM
11% GLD
34% IEF
11% JNK
11% LQD
11% TLT
VNQ : -4.85%
IWM : -9.39%
GLD : +5.24%
IEF : +3.26%
JNK : -1.46%
LQD : +2.66%
TLT : +9.50%
+1.30% +3.68%
8/31/109/30/1018% VNQ
8% IWM
8% GLD
52% IEF
8% JNK
8% LQD
8% TLT
VNQ : +4.05%
IWM : +12.00%
GLD : +4.36%
IEF : -0.40%
JNK : +3.13%
LQD : +0.06%
TLT : -2.91%
+1.45%0.00%
9/30/1011/1/1018% VNQ
8% GLD
52% IEF
8% JNK
8% LQD
8% TLT
8% QQQ
VNQ : +5.21%
GLD : +2.72%
IEF : -0.58%
JNK : +2.06%
LQD : -0.69%
TLT : -5.26%
QQQ : +6.01%
+0.50%-0.18%
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 : -1.66%
QQQ : -0.65%
IWM : +3.79%
EEM : -4.37%
CASH : 0.00%
-0.60%-0.73%
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 : +7.28%
IWM : +7.20%
EEM : +2.75%
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% EFA
16% VGK
20% CASH
QQQ : +2.76%
IWM : +5.12%
EEM : -0.43%
EFA : +3.13%
VGK : +2.72%
CASH : 0.00%
+2.13%-0.22%
2/28/115/2/11213% QQQ
13% IWM
13% EFA
13% VGK
22% IEF
13% SPY
13% VNQ
QQQ : +1.81%
IWM : +3.58%
EFA : +3.37%
VGK : +6.63%
IEF : +1.25%
SPY : +2.34%
VNQ : +3.79%
+3.07% +1.66%
5/2/115/31/11113% QQQ
13% IWM
13% VGK
22% IEF
13% SPY
13% EEM
13% GLD
QQQ : -1.44%
IWM : -1.03%
VGK : -3.10%
IEF : +2.13%
SPY : -1.36%
EEM : -3.36%
GLD : -0.91%
-0.99% +2.54%
5/31/118/1/11213% QQQ
13% IWM
13% VGK
22% IEF
13% SPY
13% GLD
13% VNQ
QQQ : -1.26%
IWM : -6.71%
VGK : -8.59%
IEF : +2.60%
SPY : -4.45%
GLD : +4.98%
VNQ : -3.65%
-1.99% +3.01%
8/1/118/31/11113% QQQ
13% IWM
22% IEF
13% SPY
13% GLD
13% VNQ
13% EWJ
QQQ : -5.00%
IWM : -8.67%
IEF : +3.87%
SPY : -5.47%
GLD : +12.23%
VNQ : -4.57%
EWJ : -7.53%
-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% QQQ
8% LQD
8% GLD
8% TLT
IEF : -1.75%
SPY : +3.56%
VNQ : +5.51%
QQQ : +5.70%
LQD : -1.57%
GLD : -1.22%
TLT : -4.10%
-0.28%-1.36%
4/2/124/30/12170% IEF
5% SPY
5% VNQ
5% QQQ
5% LQD
5% GLD
5% TLT
IEF : +1.86%
SPY : -1.78%
VNQ : +1.74%
QQQ : -2.57%
LQD : +0.43%
GLD : -1.05%
TLT : +3.85%
+1.33% +2.27%
4/30/127/2/12288% IEF
12% CASH
IEF : +2.50%
CASH : 0.00%
+2.20% +2.91%
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 : +1.07%
QQQ : +0.29%
SPY : +0.48%
IWM : -3.04%
VNQ : +0.49%
+0.36% +0.94%
7/31/128/31/12188% IEF
12% CASH
IEF : -0.51%
CASH : 0.00%
-0.45%-0.12%
8/31/1210/1/12122% IEF
13% VGK
13% JNK
13% IWM
13% SPY
13% QQQ
13% VNQ
IEF : -0.57%
VGK : +3.69%
JNK : +0.31%
IWM : +3.18%
SPY : +2.39%
QQQ : +0.34%
VNQ : -2.98%
+0.78%-0.17%
10/1/1210/31/12116% VGK
16% IWM
16% SPY
16% QQQ
16% VNQ
16% EFA
4% CASH
VGK : +0.24%
IWM : -2.88%
SPY : -2.47%
QQQ : -5.52%
VNQ : -0.56%
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 : +2.05%
SPY : +0.17%
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 : +3.90%
SPY : +0.49%
VNQ : +3.30%
IEF : -1.33%
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 : +3.33%
IEF : -1.69%
JNK : -0.13%
LQD : -1.69%
TLT : -3.57%
EFA : +3.31%
-0.01%-1.30%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
1/31/132/28/13116% VGK
16% JNK
16% EFA
16% IWM
16% SPY
16% EEM
4% CASH
VGK : -3.78%
JNK : +0.32%
EFA : -1.69%
IWM : +0.60%
SPY : +0.88%
EEM : -2.69%
CASH : 0.00%
-1.02% +1.14%
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 : -2.46%
IEF : +0.15%
EWJ : +1.26%
+0.49% +0.55%
4/1/134/30/13111% VGK
11% EFA
11% IWM
11% SPY
11% EEM
34% IEF
11% EWJ
VGK : +4.69%
EFA : +6.02%
IWM : +0.61%
SPY : +1.92%
EEM : +1.89%
IEF : +0.85%
EWJ : +12.25%
+3.30% +1.25%
4/30/137/1/13211% VGK
11% EFA
11% IWM
11% SPY
34% IEF
11% EWJ
11% VNQ
VGK : -3.64%
EFA : -5.12%
IWM : +4.34%
SPY : +1.18%
IEF : -5.91%
EWJ : -2.85%
VNQ : -8.41%
-3.60%-5.53%
7/1/137/31/1315% VGK
5% EFA
5% IWM
5% SPY
70% IEF
5% EWJ
5% VNQ
VGK : +5.89%
EFA : +3.94%
IWM : +5.20%
SPY : +4.14%
IEF : -0.79%
EWJ : -1.65%
VNQ : +0.72%
+0.36%-0.39%
7/31/1312/2/1345% VGK
5% EFA
5% IWM
5% SPY
70% IEF
5% EWJ
5% QQQ
VGK : +9.71%
EFA : +8.50%
IWM : +8.26%
SPY : +7.10%
IEF : -0.54%
EWJ : +6.81%
QQQ : +12.70%
+2.28%-0.14%
12/2/132/28/14388% IEF
12% CASH
IEF : +1.30%
CASH : 0.00%
+1.14% +1.70%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/28/143/31/14170% IEF
5% JNK
5% EFA
5% SPY
5% VGK
5% IWM
5% QQQ
IEF : -0.96%
JNK : -0.41%
EFA : -0.85%
SPY : +0.43%
VGK : -1.03%
IWM : -1.15%
QQQ : -3.12%
-0.98%-0.56%
3/31/144/30/14116% JNK
16% EFA
16% SPY
16% VGK
16% IWM
16% QQQ
4% CASH
JNK : +0.15%
EFA : +1.27%
SPY : +0.30%
VGK : +2.22%
IWM : -4.13%
QQQ : -0.72%
CASH : 0.00%
-0.15% +0.76%
4/30/146/2/14111% JNK
11% EFA
11% SPY
11% VGK
11% IWM
11% QQQ
34% IEF
JNK : +0.45%
EFA : +1.40%
SPY : +2.03%
VGK : +0.31%
IWM : -0.16%
QQQ : +3.97%
IEF : +0.95%
+1.20% +1.35%
6/2/146/30/14113% EFA
13% SPY
13% VGK
13% QQQ
22% IEF
13% TLT
13% VNQ
EFA : +0.31%
SPY : +1.54%
VGK : -0.42%
QQQ : +2.81%
IEF : -0.15%
TLT : +0.10%
VNQ : +0.42%
+0.59% +0.25%
6/30/147/31/14113% EFA
13% SPY
13% VGK
13% QQQ
22% IEF
13% VNQ
13% IWM
EFA : -2.99%
SPY : -1.74%
VGK : -4.71%
QQQ : +0.78%
IEF : -0.62%
VNQ : -0.32%
IWM : -6.43%
-2.14%-0.23%
7/31/149/2/14113% SPY
13% VGK
13% QQQ
22% IEF
13% VNQ
13% LQD
13% TLT
SPY : +3.48%
VGK : +0.22%
QQQ : +4.89%
IEF : +0.82%
VNQ : +2.64%
LQD : +1.11%
TLT : +2.50%
+2.11% +1.23%
9/2/149/30/14116% SPY
16% QQQ
16% VNQ
16% LQD
16% TLT
16% EEM
4% CASH
SPY : -1.73%
QQQ : -1.45%
VNQ : -6.43%
LQD : -1.60%
TLT : -0.79%
EEM : -7.97%
CASH : 0.00%
-3.20%-0.40%
9/30/1410/31/14113% SPY
13% QQQ
13% VNQ
13% LQD
13% TLT
13% EEM
22% IEF
SPY : +1.95%
QQQ : +2.24%
VNQ : +9.50%
LQD : +0.82%
TLT : +2.41%
EEM : +1.01%
IEF : +1.12%
+2.58% +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 : +3.45%
VNQ : +1.75%
QQQ : -1.52%
+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
4/30/156/30/15252% IEF
8% SPY
8% EWJ
8% IWM
8% VNQ
8% QQQ
8% TLT
IEF : -2.44%
SPY : -1.17%
EWJ : -0.27%
IWM : +2.63%
VNQ : -5.33%
QQQ : -0.69%
TLT : -6.72%
-2.19%-2.05%
6/30/157/31/15152% IEF
8% SPY
8% EWJ
8% IWM
8% VNQ
8% QQQ
8% EFA
IEF : +1.11%
SPY : +1.85%
EWJ : +0.53%
IWM : -1.49%
VNQ : +5.35%
QQQ : +4.14%
EFA : +1.63%
+1.54% +1.52%
7/31/158/31/15170% IEF
5% SPY
5% EWJ
5% IWM
5% QQQ
5% EFA
5% VGK
IEF : -0.32%
SPY : -6.47%
EWJ : -6.64%
IWM : -6.69%
QQQ : -7.20%
EFA : -7.80%
VGK : -7.39%
-2.33% +0.08%
8/31/159/30/15188% IEF
12% CASH
IEF : +1.18%
CASH : 0.00%
+1.04% +1.59%
9/30/156/30/169100% IEF
IEF : +5.71%
+5.71% +6.13%
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 : -1.06%
LQD : +0.34%
SPY : -0.20%
TLT : -0.33%
GLD : -3.82%
VNQ : -4.35%
JNK : +2.08%
-1.05%-0.66%
8/31/169/30/16122% IEF
13% LQD
13% TLT
13% GLD
13% VNQ
13% JNK
13% EEM
IEF : -0.16%
LQD : -0.71%
TLT : -1.90%
GLD : +0.29%
VNQ : -2.23%
JNK : +0.60%
EEM : +2.12%
-0.27% +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 : -1.14%
EEM : -1.22%
IWM : -4.98%
CASH : 0.00%
-3.74%-1.50%
10/31/1611/30/16116% JNK
16% EEM
16% IWM
16% EWJ
16% SPY
16% QQQ
4% CASH
JNK : -0.27%
EEM : -4.81%
IWM : +10.61%
EWJ : -1.64%
SPY : +3.27%
QQQ : +0.04%
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 : +3.83%
EEM : +11.79%
IWM : +4.78%
EWJ : +4.00%
SPY : +7.64%
QQQ : +12.78%
IEF : +0.51%
+5.10% +0.91%
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 : +1.32%
EWJ : +0.69%
SPY : +0.84%
QQQ : +3.23%
IEF : +0.49%
EFA : +2.42%
+0.86% +0.89%
5/1/176/30/1725% EEM
5% IWM
5% SPY
5% QQQ
70% IEF
5% EFA
5% VGK
EEM : +2.79%
IWM : +0.36%
SPY : +1.40%
QQQ : +0.19%
IEF : +0.13%
EFA : +3.01%
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 : +1.94%
QQQ : +5.79%
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 : +1.87%
VGK : +2.49%
EWJ : +1.42%
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 : +4.09%
EFA : +1.37%
VGK : +0.35%
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 : +11.47%
SPY : +9.75%
QQQ : +11.13%
EFA : +6.74%
VGK : +6.76%
EWJ : +7.61%
CASH : 0.00%
+8.55%-2.24%
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 : -3.37%
IEF : -1.33%
-3.81%-0.94%
2/28/184/2/18111% EEM
11% SPY
11% QQQ
11% EFA
11% EWJ
34% IEF
11% IWM
EEM : -1.68%
SPY : -5.22%
QQQ : -7.22%
EFA : -2.59%
EWJ : -3.02%
IEF : +0.86%
IWM : -1.64%
-2.06% +1.26%
4/2/185/31/1828% EEM
8% SPY
8% QQQ
8% EFA
8% EWJ
52% IEF
8% IWM
EEM : -4.01%
SPY : +4.81%
QQQ : +8.92%
EFA : +0.58%
EWJ : +0.06%
IEF : -0.80%
IWM : +9.44%
+1.17%-0.40%
5/31/187/2/1815% SPY
5% QQQ
5% EFA
5% EWJ
70% IEF
5% IWM
5% VGK
SPY : +0.39%
QQQ : +1.42%
EFA : -2.86%
EWJ : -4.24%
IEF : -0.27%
IWM : +0.90%
VGK : -2.42%
-0.53% +0.13%
7/2/187/31/181100% IEF
IEF : -0.86%
-0.86%-0.46%
7/31/188/31/18170% IEF
5% EFA
5% VGK
5% VNQ
5% SPY
5% IWM
5% QQQ
IEF : +0.61%
EFA : -2.62%
VGK : -3.22%
VNQ : +2.16%
SPY : +2.78%
IWM : +3.89%
QQQ : +5.36%
+0.84% +1.01%
8/31/182/28/196100% IEF
IEF : +2.33%
+2.33% +2.74%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBenchmark Performance
2/28/194/1/19188% IEF
12% CASH
IEF : +1.54%
CASH : 0.00%
+1.36% +1.94%
4/1/194/30/19170% IEF
5% GLD
5% TLT
5% SPY
5% JNK
5% LQD
5% VNQ
IEF : -0.23%
GLD : -0.67%
TLT : -0.98%
SPY : +2.45%
JNK : +0.83%
LQD : +0.41%
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 : -2.37%
LQD : +1.25%
VNQ : -0.26%
QQQ : -6.33%
+1.85% +3.05%
5/31/197/1/191100% IEF
IEF : +0.68%
+0.68% +1.09%
7/1/197/31/19170% IEF
5% JNK
5% EEM
5% GLD
5% LQD
5% VNQ
5% TLT
IEF : -0.23%
JNK : -0.24%
EEM : -4.18%
GLD : +1.58%
LQD : -0.33%
VNQ : +1.34%
TLT : +0.09%
-0.25% +0.17%
7/31/199/30/19216% GLD
16% LQD
16% VNQ
16% TLT
16% SPY
16% QQQ
4% CASH
GLD : +3.83%
LQD : +2.69%
VNQ : +5.33%
TLT : +2.72%
SPY : -0.16%
QQQ : -1.40%
CASH : 0.00%
+2.08% +2.72%
9/30/1910/31/19116% GLD
16% LQD
16% VNQ
16% SPY
16% QQQ
20% CASH
GLD : +2.15%
LQD : +0.04%
VNQ : +0.72%
SPY : +1.80%
QQQ : +3.96%
CASH : 0.00%
+1.39% +0.19%
10/31/1911/11/1916% GLD
16% LQD
16% VNQ
16% SPY
16% QQQ
16% TLT
4% CASH
GLD : -4.15%
LQD : -1.66%
VNQ : -3.58%
SPY : +1.25%
QQQ : +1.56%
TLT : -4.63%
CASH : 0.00%
-1.79%-1.76%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07LQD12Buy$62.85$2$756
SPY7Buy$110.84$2$777
VGK19Buy$41.93$2$798
TLT13Buy$57.97$2$755
IEF88Buy$58.79$10$5,184
VNQ16Buy$48.17$2$772
EFA15Buy$50.99$2$766
2/28/07VNQ11Buy$46.87$1$517
IEF52Sell$60.00$6$3,114
TLT13Sell$59.94$2$778
EFA10Buy$50.93$1$510
IWM19Buy$66.08$3$1,258
SPY5Buy$108.66$1$544
VGK12Buy$41.41$1$498
LQD12Sell$64.11$2$768
EEM45Buy$28.94$3$1,305
4/2/07VGK1Sell$43.38$0$43
QQQ34Buy$38.90$3$1,325
IEF1Buy$59.98$0$60
VNQ1Buy$46.19$0$46
SPY12Sell$110.04$3$1,318
EEM2Sell$30.69$0$61
5/31/07VGK1Sell$46.40$0$46
SPY11Buy$118.68$3$1,308
EFA1Sell$55.65$0$56
VNQ28Sell$45.67$3$1,276
QQQ2Sell$42.30$0$84
EEM2Sell$33.22$0$66
IEF2Buy$59.44$0$119
7/2/07EFA4Sell$56.28$0$225
IEF22Buy$59.25$3$1,306
IWM3Sell$70.66$0$212
SPY1Sell$118.00$0$118
VGK4Sell$46.76$0$187
EEM8Sell$35.14$1$281
QQQ5Sell$42.89$0$214
7/31/07IEF29Buy$60.49$4$1,758
GLD12Buy$65.79$2$791
EFA5Sell$54.20$1$270
SPY3Sell$113.29$1$339
QQQ8Sell$42.44$1$339
IWM16Sell$64.88$2$1,036
EEM9Sell$34.68$1$312
VGK7Sell$44.92$1$314
8/31/07QQQ7Sell$43.64$1$305
SPY3Sell$114.74$1$344
EEM9Sell$35.05$1$315
VGK7Sell$45.04$1$315
EFA6Sell$53.86$1$323
GLD4Sell$66.52$1$266
IEF31Buy$61.86$4$1,922
10/1/07GLD3Buy$73.90$0$222
SPY3Buy$120.53$1$362
IEF29Sell$61.99$4$1,794
EFA6Buy$57.45$1$345
VGK7Buy$47.84$1$336
EEM6Buy$40.33$0$242
QQQ6Buy$46.46$1$279
11/30/07IEF28Buy$65.12$4$1,827
TLT8Buy$65.00$1$521
EFA6Sell$56.99$1$341
SPY7Sell$116.12$2$811
QQQ6Sell$45.84$1$274
GLD4Sell$77.32$1$309
EEM8Sell$40.40$1$323
VGK7Sell$47.75$1$334
DateSymbolAmountTypePriceFeesTotal Price
1/31/08IEF49Buy$67.34$7$3,306
EFA9Sell$50.95$1$458
TLT8Sell$65.94$1$526
QQQ12Sell$40.36$1$483
VGK11Sell$42.56$1$467
EEM13Sell$36.27$1$471
GLD7Sell$91.40$1$639
6/2/08QQQ12Buy$44.22$1$532
EEM14Buy$39.62$1$556
VGK12Buy$44.50$1$535
TLT8Buy$63.87$1$512
LQD8Buy$65.51$1$525
GLD6Buy$87.96$1$529
IEF51Sell$66.61$7$3,390
6/30/08TLT8Sell$65.31$1$521
GLD6Sell$91.40$1$547
VGK12Sell$41.00$1$491
EEM14Sell$36.38$1$508
LQD8Sell$64.45$1$515
QQQ12Sell$40.46$1$485
IEF48Buy$66.97$6$3,221
DateSymbolAmountTypePriceFeesTotal Price
7/31/09GLD16Buy$93.35$3$1,497
EFA41Buy$37.42$3$1,537
IEF130Sell$72.31$19$9,382
LQD22Buy$70.64$3$1,557
QQQ44Buy$35.51$3$1,566
EEM53Buy$29.41$3$1,562
JNK28Buy$54.21$3$1,521
8/31/09VGK49Buy$31.92$3$1,567
VNQ60Buy$26.02$3$1,564
QQQ1Sell$36.04$0$36
JNK1Buy$54.16$0$54
GLD16Sell$93.40$3$1,491
EEM1Buy$29.03$0$29
EFA1Sell$39.10$0$39
LQD22Sell$71.57$3$1,571
9/30/09IWM31Buy$52.24$3$1,623
EEM3Sell$31.98$0$96
VNQ60Sell$27.73$3$1,660
JNK1Sell$57.51$0$57
IEF1Buy$73.68$0$74
11/2/09VNQ61Buy$26.49$3$1,619
IWM31Sell$48.75$3$1,508
11/30/09QQQ1Sell$39.25$0$39
IWM33Buy$50.37$3$1,666
EEM1Sell$33.31$0$33
JNK28Sell$58.14$3$1,625
VNQ2Sell$28.23$0$56
12/31/09IEF3Buy$71.76$0$216
JNK28Buy$60.27$3$1,691
QQQ1Sell$41.29$0$41
EFA1Buy$41.41$0$41
EEM1Sell$34.40$0$34
VGK1Buy$33.99$0$34
IWM33Sell$54.36$4$1,790
VNQ3Sell$30.32$0$91
DateSymbolAmountTypePriceFeesTotal Price
3/1/10VGK50Sell$31.78$3$1,586
QQQ9Buy$40.99$1$370
EEM14Buy$32.84$1$461
IWM37Buy$55.95$4$2,074
SPY22Buy$92.06$4$2,029
VNQ12Buy$30.50$1$367
EFA41Sell$39.72$3$1,625
JNK6Buy$60.93$1$366
IEF40Sell$73.78$6$2,945
3/31/10QQQ9Sell$43.52$1$391
SPY4Sell$96.66$1$386
IEF41Buy$72.92$6$2,996
JNK6Sell$62.89$1$377
EEM12Sell$34.91$1$418
IWM7Sell$59.18$1$413
VNQ15Sell$33.32$1$499
4/30/10GLD19Buy$115.36$4$2,196
EEM13Buy$34.86$1$454
VNQ10Buy$35.71$1$358
IEF41Sell$74.13$6$3,033
IWM6Buy$62.54$1$376
QQQ9Buy$44.49$1$401
JNK28Sell$64.06$4$1,790
SPY4Buy$98.16$1$393
6/1/10SPY11Sell$88.84$2$975
JNK17Buy$60.25$2$1,026
QQQ25Sell$40.82$2$1,018
EEM64Sell$31.00$4$1,980
GLD11Sell$119.91$3$1,316
VNQ32Sell$33.10$2$1,057
IEF89Buy$76.40$14$6,813
IWM18Sell$56.07$2$1,007
6/30/10VNQ1Buy$32.04$0$32
IWM1Buy$53.35$0$53
LQD13Buy$76.98$2$1,003
QQQ2Buy$38.74$0$78
IEF2Sell$78.63$0$157
SPY11Sell$85.68$2$941
8/2/10JNK6Buy$64.81$1$390
TLT19Buy$76.09$3$1,449
VNQ9Buy$36.29$1$327
IWM6Buy$57.93$1$348
GLD4Buy$115.54$1$463
QQQ27Sell$42.33$2$1,141
IEF29Sell$79.10$5$2,289
LQD6Buy$78.43$1$472
8/31/10IEF29Buy$82.01$5$2,383
TLT6Sell$83.65$1$501
LQD6Sell$80.84$1$484
GLD3Sell$122.08$1$366
VNQ10Sell$34.67$1$346
IWM5Sell$52.70$1$263
JNK6Sell$64.12$1$384
9/30/10VNQ1Sell$36.22$0$36
QQQ25Buy$44.61$2$1,117
IEF1Buy$82.01$0$82
IWM20Sell$59.26$2$1,183
GLD1Sell$127.91$0$128
JNK1Sell$66.39$0$66
11/1/10JNK16Sell$68.03$2$1,086
GLD9Buy$131.92$2$1,190
IWM36Buy$61.29$4$2,211
IEF88Sell$81.86$14$7,189
QQQ22Buy$47.48$2$1,047
VNQ29Buy$38.26$2$1,112
EEM58Buy$38.91$5$2,261
TLT16Buy$77.56$2$1,243
LQD13Sell$80.97$2$1,050
11/30/10JNK33Buy$67.02$4$2,216
TLT29Sell$76.58$4$2,216
EEM2Buy$37.36$0$75
GLD1Sell$135.42$0$135
VNQ1Buy$37.23$0$37
IWM1Sell$63.87$0$64
DateSymbolAmountTypePriceFeesTotal Price
1/24/11GLD16Sell  (stop order)$130.36$4$2,082
1/31/11EFA51Buy$45.73$5$2,337
QQQ2Sell$51.01$0$102
VNQ60Sell$40.19$5$2,407
JNK33Sell$70.21$5$2,312
IWM1Sell$68.74$0$69
VGK62Buy$37.38$5$2,322
2/28/11VNQ46Buy$42.08$4$1,940
IWM8Sell$72.55$1$579
EFA10Sell$47.35$1$473
EEM60Sell$38.53$5$2,307
SPY17Buy$111.70$4$1,903
IEF42Buy$78.29$7$3,295
QQQ8Sell$52.63$1$420
VGK12Sell$38.55$1$462
5/2/11VNQ46Sell$43.85$4$2,013
EFA41Sell$49.14$4$2,011
GLD13Buy$150.41$4$1,959
EEM47Buy$42.08$4$1,982
VGK2Sell$41.27$0$82
5/31/11VNQ45Buy$44.39$4$2,002
IEF1Sell$81.61$0$81
EEM47Sell$40.83$4$1,915
VGK1Buy$40.15$0$40
8/1/11IWM2Buy$70.22$0$141
VGK49Sell$36.85$4$1,802
SPY1Buy$109.04$0$109
GLD1Sell$157.72$0$157
IEF2Sell$84.07$0$168
EWJ52Buy$37.41$4$1,949
8/31/11SPY18Sell$103.49$4$1,859
IEF131Buy$87.67$23$11,508
IWM28Sell$64.39$4$1,799
GLD12Sell$177.72$4$2,128
EWJ52Sell$34.73$4$1,802
QQQ37Sell$50.34$4$1,859
VNQ45Sell$41.14$4$1,848
DateSymbolAmountTypePriceFeesTotal Price
2/29/12SPY10Buy$117.36$2$1,176
GLD7Buy$164.29$2$1,152
VNQ27Buy$44.47$2$1,203
LQD13Buy$90.11$2$1,174
QQQ20Buy$59.23$2$1,187
IEF82Sell$90.53$15$7,409
TLT12Buy$95.94$2$1,154
4/2/12TLT4Sell$92.38$1$369
GLD3Sell$162.94$1$488
SPY4Sell$122.02$1$487
IEF32Buy$89.30$6$2,863
LQD5Sell$89.05$1$444
VNQ11Sell$47.11$1$517
QQQ8Sell$62.86$1$502
4/30/12LQD8Sell$89.79$1$717
VNQ16Sell$48.12$2$768
TLT8Sell$96.32$2$769
SPY6Sell$120.33$1$721
QQQ12Sell$61.49$1$736
GLD4Sell$161.88$1$646
IEF30Buy$91.33$5$2,745
7/2/12TLT16Buy$104.31$3$1,672
IWM24Buy$72.54$3$1,744
JNK22Buy$76.68$3$1,690
SPY14Buy$118.04$3$1,656
QQQ29Buy$59.41$3$1,726
VNQ35Buy$49.02$3$1,719
IEF93Sell$93.99$17$8,724
7/31/12SPY14Sell$119.08$3$1,664
VNQ35Sell$49.46$3$1,728
JNK22Sell$77.81$3$1,708
IWM24Sell$70.62$3$1,691
QQQ29Sell$59.82$3$1,731
TLT16Sell$107.19$3$1,712
IEF92Buy$94.87$17$8,746
8/31/12QQQ33Buy$62.92$4$2,081
VGK60Buy$34.57$4$2,078
IEF112Sell$94.76$21$10,592
JNK26Buy$78.77$4$2,052
IWM28Buy$73.12$4$2,051
VNQ42Buy$49.45$4$2,081
SPY17Buy$122.07$4$2,079
10/1/12EFA59Buy$43.40$5$2,566
IWM6Buy$75.75$1$455
QQQ7Buy$63.39$1$445
VGK11Buy$35.99$1$397
VNQ11Buy$48.17$1$531
IEF37Sell$94.60$7$3,493
JNK26Sell$79.33$4$2,058
SPY3Buy$125.49$1$377
10/31/12IWM34Sell$73.86$5$2,506
QQQ11Sell$60.13$1$660
JNK21Buy$80.05$3$1,684
VGK23Sell$36.22$2$831
LQD18Buy$96.71$3$1,744
SPY6Sell$122.88$1$736
VNQ17Sell$48.09$2$816
IEF57Buy$94.05$11$5,372
EFA59Sell$43.52$5$2,563
11/30/12IEF30Buy$94.97$6$2,855
TLT12Buy$103.79$2$1,248
LQD5Sell$96.01$1$479
VNQ10Sell$47.96$1$479
SPY4Sell$123.58$1$493
QQQ29Sell$60.92$4$1,763
JNK6Sell$80.48$1$482
VGK14Sell$37.11$1$518
12/31/12SPY10Sell$124.68$2$1,244
VGK11Buy$38.71$1$427
EFA37Buy$46.69$3$1,731
JNK6Buy$81.66$1$491
LQD5Buy$95.69$1$479
TLT5Buy$101.20$1$507
IEF30Sell$94.08$6$2,817
VNQ9Buy$49.74$1$449
DateSymbolAmountTypePriceFeesTotal Price
1/31/13VNQ35Sell$51.60$4$1,802
LQD18Sell$94.45$3$1,697
EEM66Buy$38.64$5$2,555
EFA15Buy$48.43$1$728
TLT17Sell$97.98$3$1,662
VGK18Buy$40.37$1$728
IEF57Sell$92.86$11$5,282
IWM31Buy$81.76$5$2,540
JNK10Buy$81.88$2$820
SPY19Buy$131.06$5$2,495
2/28/13SPY4Sell$132.74$1$530
EWJ55Buy$37.18$4$2,049
EEM12Sell$37.75$1$452
IWM6Sell$82.58$1$494
EFA9Sell$47.80$1$429
JNK31Sell$82.47$5$2,551
IEF37Buy$93.92$7$3,482
VGK11Sell$39.00$1$428
4/1/13EEM7Sell$36.97$1$258
VGK7Sell$38.91$1$272
IEF20Buy$94.44$4$1,893
EFA7Sell$47.78$1$334
IWM5Sell$85.26$1$425
EWJ9Sell$37.80$1$340
SPY3Sell$137.23$1$411
4/30/13IEF1Buy$95.62$0$96
VGK1Sell$40.90$0$41
VNQ31Buy$57.35$4$1,781
EFA1Sell$50.86$0$51
IWM1Buy$86.12$0$86
EWJ4Sell$42.60$0$170
EEM47Sell$37.82$4$1,774
7/1/13SPY7Sell$142.65$2$997
VNQ16Sell$52.74$2$842
IWM13Sell$90.22$2$1,171
EFA19Sell$48.45$2$919
EWJ23Sell$41.55$2$954
VGK24Sell$39.57$2$948
IEF66Buy$90.33$12$5,974
7/31/13EFA1Sell$50.56$0$50
VGK1Sell$42.07$0$42
IEF1Buy$89.98$0$90
VNQ15Sell$53.33$2$798
QQQ11Buy$70.93$2$782
12/2/13IEF37Buy$89.85$7$3,331
QQQ11Sell$80.26$2$881
IWM8Sell$103.57$2$827
EFA15Sell$55.08$2$825
SPY5Sell$160.38$2$800
VGK19Sell$46.34$2$879
EWJ19Sell$44.00$2$834
DateSymbolAmountTypePriceFeesTotal Price
2/28/14VGK17Buy$49.31$2$840
EFA14Buy$57.04$2$800
QQQ9Buy$85.44$2$770
SPY5Buy$166.39$2$834
IWM7Buy$108.74$2$763
IEF34Sell$91.38$6$3,101
JNK9Buy$88.94$2$802
3/31/14JNK21Buy$88.93$4$1,871
VGK37Buy$49.00$4$1,817
EFA33Buy$56.78$4$1,877
IWM17Buy$107.92$4$1,838
IEF128Sell$90.87$23$11,608
QQQ23Buy$83.11$4$1,915
SPY10Buy$167.77$3$1,681
4/30/14IEF61Buy$91.56$11$5,596
JNK10Sell$89.42$2$892
QQQ10Sell$82.84$2$827
VGK18Sell$50.29$2$903
IWM7Sell$103.88$1$726
EFA16Sell$57.73$2$922
SPY5Sell$168.94$2$843
6/2/14IWM17Sell$104.13$4$1,767
QQQ3Buy$86.47$1$260
EFA6Buy$58.77$1$353
TLT22Buy$98.44$4$2,170
SPY2Buy$173.06$1$347
VGK7Buy$50.65$1$355
VNQ36Buy$59.44$4$2,144
JNK20Sell$90.18$4$1,800
IEF21Sell$92.80$4$1,945
6/30/14QQQ1Sell$89.26$0$89
TLT22Sell$98.93$4$2,172
IWM20Buy$110.21$4$2,209
7/31/14TLT21Buy$99.59$4$2,096
VGK1Buy$48.45$0$49
EFA37Sell$57.65$4$2,129
LQD21Buy$99.06$4$2,084
IEF1Sell$92.82$0$93
IWM20Sell$103.54$4$2,067
9/2/14TLT5Buy$102.49$1$513
EEM67Buy$40.50$5$2,719
VNQ8Buy$61.81$1$495
SPY3Buy$180.84$1$544
QQQ4Buy$95.12$1$381
VGK44Sell$48.75$4$2,141
LQD6Buy$100.56$1$605
IEF39Sell$93.96$7$3,657
9/30/14SPY3Sell$178.43$1$534
LQD6Sell$99.35$1$595
IEF39Buy$93.58$7$3,657
EEM10Sell$37.42$1$373
QQQ6Sell$94.12$1$564
TLT5Sell$102.09$1$509
VNQ7Sell$58.07$1$406
10/31/14IEF119Buy$95.01$23$11,329
SPY12Sell$182.63$4$2,187
QQQ22Sell$96.61$4$2,121
EEM57Sell$37.95$4$2,159
VNQ37Sell$63.84$5$2,357
LQD21Sell$100.57$4$2,108
TLT21Sell$104.97$4$2,200
12/1/14TLT12Buy$107.45$3$1,292
EEM37Buy$36.72$3$1,361
QQQ13Buy$99.86$3$1,301
SPY7Buy$186.35$3$1,307
VNQ21Buy$64.96$3$1,367
IEF65Sell$96.00$12$6,228
LQD13Buy$101.14$3$1,317
12/31/14IEF64Buy$96.36$12$6,179
SPY7Sell$187.17$3$1,308
QQQ13Sell$98.74$3$1,281
TLT12Sell$111.60$3$1,337
LQD13Sell$101.47$3$1,316
EEM37Sell$35.88$3$1,325
VNQ21Sell$66.36$3$1,391
DateSymbolAmountTypePriceFeesTotal Price
4/30/15SPY7Buy$190.68$3$1,337
QQQ13Buy$103.16$3$1,344
EWJ29Buy$47.99$3$1,394
VNQ21Buy$65.42$3$1,377
IEF65Sell$98.24$13$6,373
TLT12Buy$112.30$3$1,350
IWM12Buy$113.92$3$1,370
6/30/15IWM1Sell$117.38$0$117
VNQ1Buy$62.18$0$62
TLT12Sell$105.17$3$1,260
EWJ1Sell$48.05$0$48
EFA24Buy$56.44$3$1,357
7/31/15EFA9Sell$57.59$1$517
SPY3Sell$193.48$1$579
IWM4Sell$116.09$1$463
QQQ5Sell$107.55$1$537
VGK18Buy$48.30$2$871
IEF33Buy$97.69$6$3,230
EWJ10Sell$48.50$1$484
VNQ22Sell$65.77$3$1,444
8/31/15IEF29Buy$97.77$6$2,841
SPY4Sell$181.69$1$725
EFA15Sell$53.31$2$798
VGK18Sell$44.91$2$807
QQQ8Sell$100.21$2$800
EWJ18Sell$45.46$2$817
IWM7Sell$108.76$2$760
9/30/15IEF21Buy$99.32$4$2,090
DateSymbolAmountTypePriceFeesTotal Price
6/30/16QQQ19Buy$104.47$4$1,989
GLD16Buy$126.47$4$2,028
LQD18Buy$109.41$4$1,973
TLT15Buy$127.51$4$1,916
SPY10Buy$196.72$4$1,971
VNQ26Buy$77.13$4$2,009
IEF116Sell$105.41$24$12,203
8/1/16GLD5Sell$129.22$1$645
IEF33Buy$105.30$7$3,482
QQQ19Sell$112.53$4$2,134
JNK16Buy$89.08$3$1,428
TLT4Sell$128.78$1$514
VNQ8Sell$80.59$1$643
LQD5Sell$110.20$1$550
SPY3Sell$203.73$1$610
8/31/16SPY7Sell$204.14$3$1,426
VNQ13Buy$77.39$2$1,008
LQD8Buy$111.02$2$890
TLT7Buy$128.87$2$904
EEM70Buy$34.40$5$2,413
GLD8Buy$124.78$2$1,000
IEF53Sell$104.60$11$5,533
JNK10Buy$91.30$2$915
9/30/16LQD21Sell$110.67$5$2,319
VNQ8Buy$75.97$1$609
TLT5Buy$126.93$1$636
JNK6Buy$92.22$1$554
GLD4Buy$125.64$1$504
IWM24Buy$119.45$6$2,873
IEF39Sell$104.85$8$4,081
EEM14Buy$35.27$1$495
10/6/16GLD23Sell  (stop order)$119.66$6$2,747
10/31/16EWJ59Buy$48.10$6$2,844
SPY14Buy$200.61$6$2,814
TLT23Sell$121.37$6$2,786
VNQ39Sell$71.61$6$2,787
QQQ25Buy$113.93$6$2,854
JNK1Sell$91.53$0$91
EEM2Sell$34.98$0$70
IWM1Buy$113.96$0$114
11/30/16IEF62Buy$98.91$12$6,145
EEM22Sell$33.43$1$734
QQQ8Sell$114.43$2$914
EWJ17Sell$47.50$2$806
SPY5Sell$208.00$2$1,038
IWM10Sell$126.56$3$1,263
JNK10Sell$91.65$2$915
DateSymbolAmountTypePriceFeesTotal Price
3/31/17IEF72Buy$99.81$14$7,201
EFA16Buy$57.60$2$923
EEM35Sell$37.52$3$1,311
QQQ10Sell$129.57$3$1,293
EWJ23Sell$49.60$2$1,139
SPY5Sell$224.79$2$1,122
IWM8Sell$133.14$2$1,063
JNK21Sell$95.54$4$2,002
5/1/17EWJ19Sell$50.14$2$951
VGK19Buy$49.27$2$938
6/30/17IWM8Buy$136.47$2$1,094
EEM29Buy$39.61$2$1,151
SPY5Buy$231.69$2$1,161
IEF69Sell$101.23$14$6,971
VGK23Buy$51.22$2$1,180
EFA19Buy$61.26$2$1,166
QQQ8Buy$135.09$2$1,083
8/31/17EWJ60Buy$53.03$6$3,188
IEF65Sell$103.09$13$6,687
EEM21Buy$42.90$2$903
EFA16Buy$62.86$2$1,008
VGK19Buy$52.71$2$1,003
QQQ7Buy$143.49$2$1,006
IWM15Sell$135.90$4$2,034
SPY4Buy$237.14$2$950
10/2/17EFA1Sell$64.29$0$64
GLD27Buy$120.77$7$3,267
EEM1Buy$42.89$0$43
EWJ60Sell$54.00$6$3,234
VGK1Sell$54.24$0$54
10/31/17EEM1Sell$44.29$0$44
GLD27Sell$120.67$7$3,252
EWJ58Buy$56.85$7$3,304
DateSymbolAmountTypePriceFeesTotal Price
1/31/18VGK10Sell$58.58$1$585
EFA9Sell$70.12$1$630
SPY3Sell$272.84$2$817
IEF50Buy$99.14$10$4,967
EEM16Sell$49.57$2$792
QQQ5Sell$166.97$2$833
EWJ11Sell$61.42$1$674
2/28/18SPY1Sell$262.92$1$262
IEF25Buy$98.21$5$2,460
EFA5Sell$66.73$1$333
IWM16Buy$147.14$5$2,359
VGK50Sell$54.98$5$2,744
QQQ3Sell$164.81$1$493
EWJ7Sell$59.59$1$416
EEM8Sell$46.65$1$372
4/2/18IWM5Sell$145.30$1$725
QQQ3Sell$153.53$1$460
EWJ11Sell$58.02$1$637
SPY3Sell$250.19$2$749
EEM14Sell$46.05$1$643
EFA10Sell$65.26$1$651
IEF37Buy$99.45$7$3,687
5/31/18EEM37Sell$44.38$3$1,639
IEF41Buy$99.05$8$4,069
EFA10Sell$65.90$1$658
VGK19Buy$54.61$2$1,040
IWM5Sell$159.66$2$797
QQQ5Sell$167.90$2$838
EWJ11Sell$58.29$1$640
SPY2Sell$263.28$1$526
7/2/18IEF65Buy$99.18$13$6,460
VGK19Sell$53.50$2$1,014
QQQ6Sell$170.96$2$1,024
IWM6Sell$161.75$2$969
SPY4Sell$265.36$2$1,059
EWJ18Sell$56.04$2$1,007
EFA16Sell$64.27$2$1,026
7/31/18SPY3Buy$274.61$2$825
VGK19Buy$55.77$2$1,062
QQQ6Buy$174.57$2$1,050
VNQ13Buy$77.91$2$1,015
IWM6Buy$163.29$2$982
IEF65Sell$98.72$13$6,404
EFA16Buy$66.71$2$1,069
8/31/18VNQ13Sell$79.91$2$1,037
IEF65Buy$99.72$13$6,495
EFA16Sell$65.22$2$1,041
QQQ6Sell$184.66$2$1,106
IWM6Sell$170.33$2$1,020
VGK19Sell$54.19$2$1,028
SPY3Sell$283.37$2$848
DateSymbolAmountTypePriceFeesTotal Price
2/28/19IEF26Sell$102.45$5$2,658
4/1/19IEF40Sell$104.44$8$4,169
LQD9Buy$115.95$2$1,046
TLT9Buy$122.72$2$1,107
JNK10Buy$104.09$2$1,043
SPY4Buy$283.14$2$1,135
VNQ13Buy$85.35$2$1,112
GLD9Buy$121.53$2$1,096
4/30/19QQQ6Buy$188.74$2$1,135
SPY4Sell$291.25$2$1,163
5/23/19QQQ6Sell  (stop order)$177.50$2$1,063
5/31/19VNQ13Sell$85.38$2$1,108
TLT9Sell$130.35$2$1,171
IEF64Buy$107.81$14$6,914
JNK10Sell$103.28$2$1,031
GLD9Sell$123.33$2$1,108
LQD9Sell$118.82$2$1,067
7/1/19JNK11Buy$106.48$2$1,174
VNQ13Buy$86.67$2$1,129
EEM27Buy$43.42$2$1,175
LQD9Buy$122.91$2$1,108
GLD9Buy$130.62$2$1,178
TLT8Buy$131.29$2$1,052
IEF65Sell$108.98$14$7,070
7/31/19JNK11Sell$106.65$2$1,171
VNQ29Buy$88.18$5$2,562
LQD21Buy$122.99$5$2,588
IEF151Sell$109.16$33$16,450
QQQ19Buy$190.72$7$3,631
TLT20Buy$131.93$5$2,644
GLD19Buy$133.21$5$2,536
SPY12Buy$296.06$7$3,560
EEM27Sell$41.77$2$1,126
9/13/19TLT28Sell  (stop order)$136.06$8$3,802
9/30/19VNQ1Sell$93.25$0$93
QQQ1Buy$188.81$0$189
GLD1Sell$138.87$0$139
10/31/19QQQ1Sell$197.08$0$197
TLT27Buy$140.99$8$3,814