The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio seeks to provide a balanced exposure across US stock market and US bond market, with attractive returns and less drawdown during times of market stress.
The Portfolio combines a US bond market strategy and a US stock market strategy. 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 the Bonds Strategy (40% to 100%) and the Stocks Strategy (0% to 60%).

The portfolio seeks to minimize losses through market downturns. It experienced a lower drawdown (-10.5%) compared to a buy-and-hold approach (-23%) during the market sell-off in 2008-2009.

The portfolio is rebalanced monthly. Each month, sell Stop-Orders are placed to secure profits or minimize losses in the event of a market drop. The portfolio holds only long positions.

Start Here Each Month

Global Market Breadth Indicator

Strategy allocation

Bonds Strategy40% to 100%

Stocks Strategy0% to 60%

Bonds Strategy

The strategy aims to provide exposure to the US bond market only during bond market rising trends.
If the US bond market is observed to be in a positive trend, the Portfolio is allocated to one to two best-performing ETFs from : JNK (High Yield Bonds), BND (Total Bond Market) and LQD (Corporate Bonds). ETFs that are bought have the best momentum (performance). If in a falling US bond market trend, the Portfolio is allocated to an Intermediate-term US Treasuries ETF (IEF).

Bonds trend detection

Assets rising trend

Buy/Hold 1 to 2 best-performing ETFs from: BND LQD JNK

No Assets rising trend

Buy/Hold ETFIEF

Stocks Strategy

The strategy aims to provide exposure to the US stock market only during rising trends.
If the S&P 500 is observed to be in a positive trend, we assume a Risk-On market regime and the Portfolio is allocated to one of three US stock ETFs : S&P 500 (SPY), Nasdaq (QQQ) or MidCap (MDY). The ETF that is bought has the best momentum (performance). If in a falling trend, we assume a Risk-Off market environment and the Portfolio is allocated to a 20+ Year US Treasury Bond ETF (TLT)

S&P 500 Index trend detection

Risk-On Market Regime

Buy/Hold the best-performing ETF from: QQQ SPY MDY

Risk-Off Market Regime

Buy/Hold ETFTLT

Natevia does not guarantee the accuracy, adequacy, completeness or availability of any information and is not responsible for any errors or omissions, regardless of the cause or for the results obtained from the use of such information.

Rebalancing of the portfolio composition is done by Natevia based on publicly available data and may be delayed. Past performance is not an indication of future results. This is not an investment advice.

All prices are indicative and for information purposes only. Back-tested results.

  United States ETFs

Risk  4

Return  +13.40%

Max Drawdown-10.48%

Asset Allocation

QQQ60%
JNK20%
LQD20%
This strategy trades monthly

Last refresh:
11/11/19

Last trading day:
10/31/19

Next trading day:
12/2/19

Stop Orders
LQD$123.07
QQQ$184.80
JNK$103.37

Start Year:
2007

Benchmark:
SPY

Buy & Hold Portfolio:
QQQ 20%, SPY 20%, MDY 20%, TLT 40%

List of ETFs traded:

BND
US Total Bond Market

LQD
US Corporate Bonds

JNK
High Yield Bonds

IEF
Intermediate-term US Treasuries

QQQ
Nasdaq 100

SPY
S&P 500

MDY
Midcap 400

TLT
Long-Term US Treasuries

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$50,77613.40%9.83%27.56%-1.33%-10.48%1.24
Buy & Hold$10,000$30,5359.03%9.11%22.29%-9.08%-23.02%0.90
Benchmark$10,000$28,1408.34%14.46%32.08%-36.51%-50.42%0.57

Holdings

SymbolAmountPriceTotal Price
LQD78$125.75$9,808
QQQ152$200.96$30,546
JNK93$108.11$10,054
Cash$367
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +12.43%$11,243 +9.77% +5.28%
2008 +27.56%$14,342-9.08%-36.51%
2009 +19.64%$17,159 +3.04% +26.03%
2010 +15.81%$19,872 +15.00% +14.91%
2011 +22.41%$24,325 +14.86% +1.88%
2012 +8.67%$26,435 +9.79% +15.86%
2013 +18.74%$31,388 +12.05% +32.08%
2014 +8.90%$34,183 +18.76% +13.39%
2015-1.33%$33,730 +1.46% +1.23%
2016 +17.51%$39,637 +8.09% +11.94%
2017 +16.71%$46,262 +19.00% +21.61%
2018 +2.16%$47,263-3.57%-4.55%
2019 +7.43%$50,776 +22.29% +25.01%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.61% +1.67%
February +1.44%$10,124 +0.80%-1.95%
March +0.51%$10,176-0.10% +1.14%
April +2.01%$10,381 +2.85% +4.39%
May +2.45%$10,635 +1.43% +3.36%
June-1.48%$10,478-1.01%-1.44%
July +0.76%$10,558-0.39%-3.11%
August +2.42%$10,814 +1.74% +1.27%
September +3.40%$11,182 +2.44% +3.84%
October +4.65%$11,702 +2.97% +1.35%
November-3.67%$11,273-1.23%-3.85%
December-0.27%$11,243-0.63%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.00%$11,468-3.94%-5.99%
February-0.39%$11,423-1.80%-2.57%
March +1.24%$11,565 +0.77%-0.89%
April-1.63%$11,376 +2.71% +4.74%
May +3.41%$11,764 +1.37% +1.50%
June-0.40%$11,717-3.88%-8.30%
July-0.82%$11,621-0.52%-0.89%
August +2.23%$11,880 +1.97% +1.53%
September +0.60%$11,951-6.07%-9.33%
October-2.44%$11,659-10.11%-16.36%
November +11.58%$13,009 +2.70%-6.88%
December +10.25%$14,342 +8.65% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-8.57%$13,113-9.84%-8.11%
February-2.09%$12,839-4.32%-10.62%
March +2.24%$13,126 +5.91% +8.21%
April +6.54%$13,985 +1.22% +9.80%
May +3.44%$14,466-0.14% +5.78%
June +0.28%$14,506 +1.02%-0.07%
July +7.24%$15,556 +4.12% +7.38%
August +0.89%$15,695 +2.59% +3.65%
September +4.93%$16,468 +3.66% +3.52%
October-2.86%$15,997-2.84%-1.90%
November +3.71%$16,591 +3.38% +6.10%
December +3.42%$17,159-0.69% +1.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.67%$16,529-1.27%-3.60%
February +2.57%$16,953 +2.07% +3.09%
March +4.99%$17,799 +2.82% +6.03%
April +3.24%$18,376 +2.88% +1.53%
May-5.55%$17,357-1.91%-7.88%
June +1.88%$17,683-0.42%-5.13%
July +0.01%$17,684 +2.96% +6.77%
August +5.81%$18,711 +1.45%-4.45%
September-0.95%$18,534 +4.13% +8.86%
October +4.31%$19,333 +0.28% +3.78%
November-0.86%$19,167-0.28%0.00%
December +3.68%$19,872 +1.55% +6.62%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.93%$20,256 +0.05% +2.31%
February +3.15%$20,894 +2.80% +3.44%
March +1.43%$21,193 +0.42% +0.02%
April +2.38%$21,698 +2.56% +2.87%
May-0.28%$21,638 +0.72%-1.11%
June-1.97%$21,212-2.15%-1.68%
July +3.44%$21,941 +1.16%-1.98%
August +6.23%$23,309 +0.78%-5.45%
September +8.42%$25,272 +2.31%-6.89%
October-2.30%$24,692 +3.54% +10.82%
November-2.55%$24,062 +0.29%-0.41%
December +1.09%$24,325 +1.58% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.55%$25,431 +3.18% +4.60%
February +3.22%$26,250 +1.45% +4.30%
March +2.50%$26,905-0.04% +3.20%
April-0.22%$26,846 +1.68%-0.66%
May-5.11%$25,474 +0.50%-5.97%
June-0.82%$25,265 +0.79% +4.02%
July +3.22%$26,078 +2.18% +1.18%
August-1.08%$25,796 +1.34% +2.49%
September +0.90%$26,027-0.36% +2.51%
October-1.35%$25,676-1.78%-1.80%
November +1.33%$26,018 +1.27% +0.56%
December +1.60%$26,435-0.74% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.01%$27,495 +1.09% +5.08%
February +0.78%$27,709 +0.96% +1.27%
March +3.31%$28,626 +1.93% +3.77%
April +0.84%$28,867 +2.95% +1.91%
May0.00%$28,866-1.39% +2.35%
June-2.31%$28,199-2.53%-1.33%
July +3.37%$29,150 +2.61% +5.14%
August-2.87%$28,313-1.89%-2.98%
September +2.75%$29,092 +2.95% +3.15%
October +3.54%$30,123 +3.22% +4.60%
November +2.24%$30,799 +0.60% +2.95%
December +1.91%$31,388 +1.14% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.70%$31,168 +0.65%-3.51%
February +3.77%$32,344 +3.20% +4.53%
March-1.91%$31,727-0.21% +0.83%
April-0.75%$31,489 +0.51% +0.69%
May +1.86%$32,076 +2.91% +2.31%
June +0.88%$32,357 +1.85% +2.06%
July +0.10%$32,389-0.57%-1.34%
August +3.61%$33,559 +4.66% +3.93%
September-1.52%$33,050-2.08%-1.37%
October +1.97%$33,700 +2.79% +2.34%
November +3.08%$34,738 +3.08% +2.74%
December-1.60%$34,183 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.57%$34,377 +2.46%-2.95%
February +2.39%$35,198 +1.09% +5.59%
March +0.52%$35,380-0.21%-1.57%
April-1.23%$34,944-0.94% +0.98%
May +1.52%$35,475 +0.24% +1.28%
June-2.46%$34,602-2.72%-2.02%
July +3.33%$35,753 +3.23% +2.24%
August-4.48%$34,153-4.19%-6.07%
September +1.41%$34,636-0.86%-2.54%
October-0.12%$34,594 +5.18% +8.47%
November-0.92%$34,275 +0.16% +0.36%
December-1.59%$33,730-1.61%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.66%$35,301-1.70%-4.96%
February +1.93%$35,981 +1.00%-0.09%
March +0.59%$36,194 +4.26% +6.70%
April +1.09%$36,590-0.83% +0.39%
May +1.27%$37,053 +2.11% +1.69%
June +1.25%$37,515 +2.18% +0.35%
July +3.08%$38,669 +3.97% +3.63%
August +0.32%$38,791-0.03% +0.12%
September +1.46%$39,358-0.12% +0.01%
October-1.40%$38,807-2.82%-1.73%
November +0.07%$38,836-0.91% +3.67%
December +2.06%$39,637 +0.93% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.48%$40,225 +2.32% +1.78%
February +1.74%$40,926 +2.96% +3.91%
March +1.09%$41,373 +0.29% +0.13%
April +2.08%$42,235 +1.63% +0.99%
May +2.77%$43,403 +1.91% +1.41%
June-1.35%$42,815-0.02% +0.63%
July +2.77%$44,000 +1.49% +2.05%
August +1.32%$44,579 +1.48% +0.29%
September-0.28%$44,454 +0.22% +2.01%
October +2.73%$45,668 +2.21% +2.35%
November +0.86%$46,060 +2.09% +3.05%
December +0.44%$46,262 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.78%$48,011 +3.19% +5.62%
February-1.15%$47,460-2.84%-3.63%
March-1.97%$46,524-0.79%-2.73%
April-3.76%$44,777-0.45% +0.51%
May +1.18%$45,307 +3.63% +2.42%
June +0.32%$45,452 +0.74% +0.57%
July +1.20%$45,997 +1.48% +3.69%
August +3.57%$47,639 +3.47% +3.18%
September-0.08%$47,599-1.00% +0.60%
October-6.44%$44,533-6.85%-6.89%
November +1.60%$45,247 +1.37% +1.85%
December +4.46%$47,263-4.96%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.35%$47,427 +6.22% +7.98%
February +2.20%$48,471 +1.94% +3.23%
March +3.18%$50,010 +3.13% +1.80%
April +3.65%$51,834 +2.67% +4.07%
May-4.01%$49,755-3.49%-6.36%
June +1.46%$50,481 +5.35% +6.94%
July +0.06%$50,513 +1.29% +1.51%
August +0.31%$50,672 +1.63%-1.67%
September +0.05%$50,695 +0.29% +1.94%
October-0.83%$50,274 +1.63% +2.20%
November +1.00%$50,776-0.01% +1.65%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +12.22% +16.23% +14.04%
2 years +10.24% +19.11% +20.76%
3 years +30.74% +41.64% +48.04%
5 years +46.17% +55.02% +64.01%
7 years +95.16% +103.27% +148.45%
10 years +206.05% +194.91% +240.35%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/075/31/07460% MDY
40% LQD
MDY : +10.22%
LQD : +0.57%
+6.36% +5.05% +7.07%
5/31/077/2/07160% MDY
40% IEF
MDY : -1.35%
IEF : -0.72%
-1.10%-0.21%-0.57%
7/2/078/31/07240% IEF
60% QQQ
IEF : +3.99%
QQQ : +1.34%
+2.40% +0.54%-2.76%
8/31/0712/31/07460% QQQ
20% BND
20% LQD
QQQ : +4.55%
BND : +3.97%
LQD : +1.52%
+3.83% +3.52% +0.06%
12/31/074/30/08420% BND
20% LQD
60% TLT
BND : +1.00%
LQD : +2.08%
TLT : +0.82%
+1.11%-2.38%-4.96%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/086/2/08120% BND
20% JNK
60% QQQ
BND : -0.92%
JNK : -0.17%
QQQ : +4.22%
+2.31% +0.88% +0.46%
6/2/086/30/08120% BND
20% JNK
60% TLT
BND : -0.84%
JNK : -3.68%
TLT : +1.85%
+0.21%-3.41%-7.40%
6/30/087/31/08140% JNK
60% TLT
JNK : -1.51%
TLT : -0.77%
-1.07%-0.52%-0.90%
7/31/089/2/08160% TLT
40% IEF
TLT : +3.27%
IEF : +1.67%
+2.63% +1.84% +0.91%
9/2/0810/31/08260% TLT
40% BND
TLT : -1.71%
BND : -4.15%
-2.69%-15.45%-23.91%
10/31/0812/1/08160% TLT
40% IEF
TLT : +18.24%
IEF : +8.78%
+14.46% +1.09%-15.20%
12/1/0812/31/08160% TLT
40% BND
TLT : +9.03%
BND : +4.10%
+7.06% +10.38% +10.79%
12/31/083/31/09360% TLT
20% BND
20% LQD
TLT : -11.30%
BND : -1.97%
LQD : -6.85%
-8.54%-8.63%-11.26%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/094/30/09160% QQQ
40% IEF
QQQ : +12.61%
IEF : -3.14%
+6.31% +1.22% +9.94%
4/30/096/1/09160% QQQ
20% JNK
20% BND
QQQ : +5.74%
JNK : +8.94%
BND : -0.42%
+5.15%-0.20% +8.42%
6/1/096/30/09120% JNK
60% MDY
20% LQD
JNK : -0.83%
MDY : -3.14%
LQD : +2.50%
-1.55% +1.09%-2.44%
6/30/098/31/09220% JNK
20% LQD
60% QQQ
JNK : +6.06%
LQD : +5.59%
QQQ : +9.61%
+8.10% +6.82% +11.43%
8/31/0911/2/09220% JNK
20% LQD
60% MDY
JNK : +5.84%
LQD : +0.70%
MDY : +1.02%
+1.92% +0.77% +2.30%
11/2/0911/30/09120% JNK
20% LQD
60% SPY
JNK : +0.62%
LQD : +1.69%
SPY : +4.97%
+3.44% +3.32% +5.39%
11/30/092/1/10220% JNK
20% LQD
60% QQQ
JNK : +3.64%
LQD : -1.68%
QQQ : -0.91%
-0.15%-1.67%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/103/1/10120% JNK
20% BND
60% MDY
JNK : +0.31%
BND : +0.08%
MDY : +5.00%
+3.08% +2.54% +2.60%
3/1/106/1/10320% JNK
60% MDY
20% LQD
JNK : -1.51%
MDY : -1.09%
LQD : +0.61%
-0.83% +2.42%-3.50%
6/1/108/31/10320% LQD
60% TLT
20% BND
LQD : +8.12%
TLT : +12.35%
BND : +3.41%
+9.72% +4.58%-1.60%
8/31/109/30/10120% LQD
60% TLT
20% JNK
LQD : +0.06%
TLT : -2.91%
JNK : +3.13%
-1.11% +4.13% +8.96%
9/30/1011/30/10220% LQD
20% JNK
60% QQQ
LQD : -2.26%
JNK : +0.55%
QQQ : +5.74%
+3.10%0.00% +3.81%
11/30/1012/31/10140% JNK
60% QQQ
JNK : +2.32%
QQQ : +4.33%
+3.53% +1.55% +6.68%
12/31/102/28/11240% JNK
60% MDY
JNK : +2.93%
MDY : +6.12%
+4.84% +2.86% +5.89%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/115/31/11320% JNK
60% MDY
20% LQD
JNK : +1.74%
MDY : +3.91%
LQD : +2.83%
+3.26% +3.73% +1.75%
5/31/116/30/11160% MDY
20% LQD
20% BND
MDY : -2.93%
LQD : -1.20%
BND : -0.77%
-2.15%-2.15%-1.69%
6/30/1110/31/11420% LQD
20% BND
60% TLT
LQD : +5.30%
BND : +3.70%
TLT : +24.16%
+16.30% +7.99%-4.40%
10/31/1111/30/11120% LQD
20% BND
60% QQQ
LQD : -3.54%
BND : -0.46%
QQQ : -3.08%
-2.65% +0.29%-0.41%
11/30/111/3/12140% BND
60% SPY
BND : +0.47%
SPY : +2.25%
+1.54% +1.63% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/12220% JNK
20% LQD
60% MDY
JNK : +3.86%
LQD : +3.48%
MDY : +9.73%
+7.31% +4.62% +7.46%
2/29/125/31/12320% JNK
20% LQD
60% QQQ
JNK : -3.58%
LQD : 0.00%
QQQ : -3.88%
-3.04% +2.16%-3.63%
5/31/128/31/12320% LQD
20% BND
60% TLT
LQD : +3.91%
BND : +1.06%
TLT : +0.33%
+1.19% +4.36% +7.93%
8/31/1210/1/12120% LQD
60% QQQ
20% JNK
LQD : +0.97%
QQQ : +0.34%
JNK : +0.31%
+0.46%-0.27% +2.80%
10/1/1210/31/12120% LQD
20% JNK
60% SPY
LQD : +0.67%
JNK : +0.50%
SPY : -2.47%
-1.25%-1.87%-2.08%
10/31/121/31/13320% LQD
20% JNK
60% MDY
LQD : -2.73%
JNK : +1.88%
MDY : +11.60%
+6.79% +1.62% +6.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/134/30/13340% JNK
60% MDY
JNK : +3.47%
MDY : +5.92%
+4.94% +5.95% +7.14%
4/30/135/31/13120% JNK
60% SPY
20% LQD
JNK : -2.69%
SPY : +1.96%
LQD : -3.60%
-0.08%-1.39% +2.36%
5/31/137/1/13140% JNK
60% QQQ
JNK : -2.19%
QQQ : -2.18%
-2.18%-1.95%-0.76%
7/1/137/31/13160% QQQ
40% IEF
QQQ : +5.24%
IEF : -0.79%
+2.83% +2.00% +4.56%
7/31/139/3/13140% IEF
60% MDY
IEF : -2.38%
MDY : -4.40%
-3.59%-2.25%-2.56%
9/3/139/30/13140% IEF
60% QQQ
IEF : +2.02%
QQQ : +3.82%
+3.10% +3.33% +2.70%
9/30/1310/31/13160% QQQ
20% JNK
20% BND
QQQ : +4.54%
JNK : +2.09%
BND : +0.45%
+3.23% +3.22% +4.63%
10/31/133/31/14560% QQQ
20% JNK
20% LQD
QQQ : +6.49%
JNK : +3.80%
LQD : +2.68%
+5.19% +5.46% +7.43%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/144/30/14120% JNK
20% LQD
60% MDY
JNK : +0.15%
LQD : +0.93%
MDY : -1.88%
-0.91% +0.51% +0.70%
4/30/146/2/14120% JNK
20% LQD
60% SPY
JNK : +0.45%
LQD : +0.55%
SPY : +2.03%
+1.42% +2.69% +2.44%
6/2/146/30/14120% LQD
60% SPY
20% BND
LQD : +0.17%
SPY : +1.54%
BND : -0.07%
+0.94% +2.07% +1.95%
6/30/147/31/14120% LQD
60% QQQ
20% JNK
LQD : -0.72%
QQQ : +0.78%
JNK : -2.77%
-0.23%-0.57%-1.34%
7/31/149/2/14120% LQD
60% QQQ
20% BND
LQD : +1.11%
QQQ : +4.89%
BND : +0.39%
+3.23% +4.13% +3.90%
9/2/149/30/14120% LQD
60% QQQ
20% JNK
LQD : -1.60%
QQQ : -1.45%
JNK : -2.96%
-1.78%-1.58%-1.33%
9/30/1412/31/14320% LQD
60% QQQ
20% BND
LQD : +1.73%
QQQ : +4.49%
BND : +1.22%
+3.28% +6.73% +4.90%
12/31/143/2/15220% LQD
20% BND
60% MDY
LQD : +0.98%
BND : +0.33%
MDY : +4.25%
+2.81% +3.35% +3.14%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/2/154/30/15220% LQD
60% MDY
20% JNK
LQD : -0.53%
MDY : -1.32%
JNK : -0.27%
-0.95%-0.93%-1.23%
4/30/156/30/15240% JNK
60% QQQ
JNK : -2.02%
QQQ : -0.69%
-1.22%-2.49%-0.77%
6/30/158/31/15260% QQQ
40% IEF
QQQ : -2.97%
IEF : +1.19%
-1.31%-1.09%-3.97%
8/31/159/30/15140% BND
60% TLT
BND : +0.40%
TLT : +1.56%
+1.10%-0.86%-2.55%
9/30/1511/2/15120% BND
60% TLT
20% LQD
BND : -0.56%
TLT : -1.26%
LQD : -0.26%
-0.92% +5.83% +9.79%
11/2/1512/31/15220% BND
20% LQD
60% QQQ
BND : -0.77%
LQD : -1.20%
QQQ : -2.48%
-1.88%-2.06%-2.52%
12/31/152/1/16160% TLT
40% IEF
TLT : +4.83%
IEF : +2.68%
+3.97%-1.78%-5.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/162/29/16160% TLT
40% BND
TLT : +2.99%
BND : +0.66%
+2.06% +1.09%-0.05%
2/29/163/31/16160% TLT
20% BND
20% LQD
TLT : -0.49%
BND : +0.48%
LQD : +3.20%
+0.44% +4.26% +6.73%
3/31/165/2/16120% BND
20% LQD
60% MDY
BND : -0.17%
LQD : +1.02%
MDY : +1.72%
+1.20%-0.67% +1.19%
5/2/168/1/16320% LQD
60% MDY
20% JNK
LQD : +3.02%
MDY : +5.40%
JNK : +3.16%
+4.48% +7.93% +4.86%
8/1/1610/31/16320% LQD
20% JNK
60% QQQ
LQD : -1.50%
JNK : +2.34%
QQQ : +0.84%
+0.67%-2.61%-1.53%
10/31/1611/30/16140% JNK
60% QQQ
JNK : -0.27%
QQQ : +0.04%
-0.08%-0.91% +3.68%
11/30/162/28/17340% JNK
60% MDY
JNK : +4.14%
MDY : +6.13%
+5.33% +6.32% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/175/31/17320% JNK
20% LQD
60% QQQ
JNK : +1.47%
LQD : +1.82%
QQQ : +8.46%
+5.73% +3.86% +2.55%
5/31/176/30/17120% LQD
60% QQQ
20% BND
LQD : +0.08%
QQQ : -2.70%
BND : -0.35%
-1.67%-0.02% +0.64%
6/30/178/31/17220% LQD
60% QQQ
20% JNK
LQD : +1.05%
QQQ : +5.79%
JNK : +0.66%
+3.82% +2.99% +2.35%
8/31/1710/2/17120% LQD
60% QQQ
20% BND
LQD : -0.35%
QQQ : -0.61%
BND : -0.90%
-0.62% +0.43% +2.46%
10/2/1711/30/17220% LQD
60% QQQ
20% JNK
LQD : -0.43%
QQQ : +6.15%
JNK : -0.56%
+3.49% +4.12% +5.03%
11/30/171/2/18120% LQD
20% JNK
60% MDY
LQD : +0.14%
JNK : 0.00%
MDY : +0.79%
+0.50% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/181/31/18120% LQD
20% BND
60% QQQ
LQD : -0.95%
BND : -1.36%
QQQ : +6.45%
+3.41% +2.66% +4.89%
1/31/184/2/18260% QQQ
40% IEF
QQQ : -8.42%
IEF : -0.09%
-5.09%-5.24%-8.30%
4/2/185/31/18240% IEF
60% TLT
IEF : -0.80%
TLT : -0.72%
-0.75% +4.94% +5.23%
5/31/187/2/18160% MDY
40% BND
MDY : +0.02%
BND : -0.28%
-0.10% +0.98% +0.79%
7/2/187/31/18120% BND
20% JNK
60% QQQ
BND : -0.37%
JNK : +1.38%
QQQ : +1.70%
+1.22% +1.24% +3.49%
7/31/1810/31/18320% JNK
60% QQQ
20% LQD
JNK : -1.18%
QQQ : -4.09%
LQD : -2.56%
-3.20%-4.58%-3.37%
10/31/1812/31/18240% IEF
60% TLT
IEF : +3.76%
TLT : +7.31%
+5.89%-3.66%-7.11%
12/31/181/31/19160% TLT
40% BND
TLT : -0.02%
BND : +0.71%
+0.27% +6.22% +8.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/19120% BND
20% LQD
60% MDY
BND : -0.49%
LQD : -0.60%
MDY : +3.91%
+2.13% +1.94% +3.24%
2/28/195/31/19320% LQD
20% JNK
60% QQQ
LQD : +4.67%
JNK : +0.16%
QQQ : +2.70%
+2.59% +2.19%-0.79%
5/31/197/1/19120% LQD
60% TLT
20% BND
LQD : +3.03%
TLT : +0.32%
BND : +0.84%
+0.97% +5.95% +7.93%
7/1/199/3/19220% LQD
20% BND
60% SPY
LQD : +3.44%
BND : +2.61%
SPY : -2.06%
-0.03% +1.77%-1.66%
9/3/199/30/19120% LQD
20% BND
60% QQQ
LQD : -1.06%
BND : -1.06%
QQQ : +1.50%
+0.48% +0.87% +2.55%
9/30/1910/31/19120% LQD
20% BND
60% TLT
LQD : +0.04%
BND : -0.08%
TLT : -1.51%
-0.91% +1.63% +2.21%
10/31/1911/11/1920% LQD
20% JNK
60% QQQ
LQD : -1.66%
JNK : -0.03%
QQQ : +1.56%
+0.60%-0.01% +1.65%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07MDY46Buy$129.23$12$5,956
LQD63Buy$62.85$8$3,967
5/31/07MDY2Sell$143.01$1$285
LQD63Sell$63.46$8$3,990
IEF71Buy$59.44$8$4,229
7/2/07QQQ147Buy$42.89$13$6,317
MDY44Sell$141.64$12$6,220
8/31/07BND42Buy$51.02$4$2,147
IEF71Sell$61.86$9$4,383
QQQ1Buy$43.64$0$44
LQD33Buy$63.91$4$2,113
12/31/07LQD1Buy$65.14$0$65
TLT104Buy$64.59$13$6,731
QQQ148Sell$45.81$14$6,766
DateSymbolAmountTypePriceFeesTotal Price
4/30/08QQQ161Buy$42.26$14$6,817
LQD34Sell$66.76$5$2,265
JNK39Buy$57.23$4$2,236
TLT104Sell$65.38$14$6,786
6/2/08TLT109Buy$63.87$14$6,976
BND1Buy$53.73$0$54
JNK1Buy$57.36$0$57
QQQ161Sell$44.22$14$7,105
6/30/08BND43Sell$53.49$5$2,295
JNK44Buy$55.47$5$2,446
TLT2Sell$65.31$0$130
7/31/08TLT1Sell$65.07$0$65
IEF68Buy$67.46$9$4,596
JNK84Sell$54.85$9$4,598
9/2/08IEF68Sell$68.86$9$4,673
BND88Buy$54.13$10$4,773
10/31/08BND88Sell$52.09$9$4,575
TLT2Sell$66.58$0$133
IEF68Buy$67.80$9$4,620
12/1/08IEF68Sell$74.05$10$5,025
BND97Buy$54.46$11$5,293
TLT3Sell$79.04$0$237
12/31/08LQD42Buy$66.72$6$2,808
TLT2Sell$86.52$0$173
BND47Sell$56.92$5$2,670
DateSymbolAmountTypePriceFeesTotal Price
3/31/09LQD42Sell$62.40$5$2,616
QQQ288Buy$27.26$16$7,867
TLT99Sell$77.05$15$7,613
BND50Sell$56.02$6$2,795
IEF69Buy$75.72$10$5,235
4/30/09JNK59Buy$46.70$6$2,761
IEF69Sell$73.64$10$5,071
BND49Buy$56.28$6$2,763
QQQ17Sell$30.82$1$523
6/1/09QQQ271Sell$32.72$18$8,849
JNK2Sell$51.08$0$102
LQD44Buy$65.60$6$2,892
MDY92Buy$95.45$18$8,799
BND49Sell$56.27$6$2,752
6/30/09LQD2Sell$67.51$0$135
QQQ265Buy$32.75$17$8,696
JNK1Sell$50.86$0$51
MDY92Sell$92.82$17$8,522
8/31/09MDY89Buy$104.93$19$9,357
JNK1Buy$54.16$0$54
LQD1Buy$71.57$0$72
QQQ265Sell$36.04$19$9,532
11/2/09MDY89Sell$106.42$19$9,452
SPY112Buy$85.37$19$9,581
LQD1Buy$72.36$0$72
JNK2Sell$57.55$0$115
11/30/09JNK1Buy$58.14$0$58
SPY112Sell$89.97$20$10,056
QQQ253Buy$39.25$20$9,950
DateSymbolAmountTypePriceFeesTotal Price
2/1/10JNK2Sell$60.50$0$121
LQD44Sell$72.93$6$3,202
QQQ253Sell$39.05$20$9,860
BND55Buy$59.71$7$3,291
MDY86Buy$114.95$20$9,905
3/1/10LQD46Buy$73.72$7$3,398
JNK2Buy$60.93$0$122
BND55Sell$60.00$7$3,293
MDY2Sell$121.18$0$242
6/1/10JNK56Sell$60.25$7$3,367
TLT137Buy$74.16$20$10,180
BND55Buy$61.18$7$3,372
MDY84Sell$120.34$20$10,088
LQD1Sell$74.47$0$74
8/31/10BND55Sell$63.52$7$3,487
LQD1Buy$80.84$0$81
TLT4Sell$83.65$1$334
JNK58Buy$64.12$7$3,726
9/30/10QQQ248Buy$44.61$22$11,085
LQD1Sell$81.21$0$81
JNK3Sell$66.39$0$199
TLT133Sell$81.54$22$10,823
11/30/10JNK59Buy$67.02$8$3,962
QQQ6Sell$47.36$1$284
LQD45Sell$79.69$7$3,579
12/31/10JNK1Buy$68.85$0$69
MDY80Buy$147.78$24$11,846
QQQ242Sell$49.61$24$11,982
DateSymbolAmountTypePriceFeesTotal Price
2/28/11LQD52Buy$79.98$8$4,167
JNK57Sell$71.15$8$4,047
MDY1Sell$157.46$0$157
5/31/11BND66Buy$64.46$9$4,263
JNK58Sell$72.68$8$4,207
MDY1Sell$164.27$0$164
6/30/11BND1Sell$64.22$0$64
LQD1Sell$81.91$0$82
TLT169Buy$75.14$25$12,724
MDY78Sell$160.10$25$12,463
10/31/11TLT169Sell$93.67$32$15,799
QQQ278Buy$53.08$30$14,786
LQD5Buy$86.60$1$434
BND8Buy$66.86$1$536
11/30/11SPY135Buy$106.38$29$14,390
QQQ278Sell$51.65$29$14,330
LQD56Sell$83.87$9$4,687
BND70Buy$66.82$9$4,687
DateSymbolAmountTypePriceFeesTotal Price
1/3/12LQD56Buy$86.73$10$4,867
BND143Sell$67.40$19$9,619
JNK67Buy$72.76$10$4,885
SPY135Sell$109.21$29$14,714
MDY100Buy$146.26$29$14,655
2/29/12QQQ265Buy$59.23$31$15,727
LQD2Buy$90.11$0$181
MDY100Sell$161.13$32$16,081
JNK2Buy$75.87$0$152
5/31/12JNK69Sell$73.45$10$5,058
LQD2Sell$90.47$0$181
BND73Buy$69.11$10$5,055
TLT145Buy$105.01$30$15,257
QQQ265Sell$57.16$30$15,117
8/31/12LQD2Sell$94.38$0$188
JNK65Buy$78.77$10$5,130
BND73Sell$70.12$10$5,109
QQQ245Buy$62.92$31$15,446
TLT145Sell$105.78$31$15,307
10/1/12SPY123Buy$125.49$31$15,466
QQQ245Sell$63.39$31$15,499
10/31/12JNK1Sell$80.05$0$80
LQD1Sell$96.71$0$97
SPY123Sell$122.88$30$15,084
MDY94Buy$162.86$31$15,339
DateSymbolAmountTypePriceFeesTotal Price
1/31/13JNK69Buy$81.88$11$5,661
LQD53Sell$94.45$10$4,996
MDY4Sell$182.48$1$728
4/30/13MDY90Sell$194.05$35$17,430
LQD59Buy$97.49$12$5,763
JNK66Sell$85.06$11$5,603
SPY123Buy$140.42$35$17,306
5/31/13JNK71Buy$83.10$12$5,912
SPY123Sell$143.74$35$17,645
LQD59Sell$94.36$11$5,556
QQQ253Buy$68.35$35$17,327
7/1/13JNK138Sell$81.61$23$11,240
QQQ1Sell$67.13$0$67
IEF125Buy$90.33$23$11,314
7/31/13MDY84Buy$206.87$35$17,412
IEF4Buy$89.98$1$361
QQQ252Sell$70.93$36$17,839
9/3/13IEF2Sell$88.19$0$176
QQQ237Buy$71.05$34$16,873
MDY84Sell$198.56$33$16,646
9/30/13IEF127Sell$90.33$23$11,449
JNK69Buy$83.25$11$5,756
QQQ2Sell$74.06$0$148
BND85Buy$68.19$12$5,808
10/31/13BND85Sell$68.77$12$5,834
JNK1Buy$85.33$0$86
QQQ4Sell$77.73$1$310
LQD64Buy$93.70$12$6,009
DateSymbolAmountTypePriceFeesTotal Price
3/31/14QQQ231Sell$83.11$38$19,160
MDY81Buy$233.30$38$18,935
JNK1Buy$88.93$0$89
LQD1Buy$96.60$0$97
4/30/14LQD1Sell$97.89$0$98
MDY81Sell$229.83$37$18,579
SPY111Buy$168.94$38$18,790
JNK1Sell$89.42$0$89
6/2/14JNK70Sell$90.18$13$6,300
SPY1Sell$173.06$0$173
BND90Buy$70.52$13$6,359
6/30/14LQD1Buy$99.38$0$100
SPY110Sell$176.43$39$19,368
QQQ217Buy$89.26$39$19,408
BND90Sell$70.75$13$6,355
JNK70Buy$91.10$13$6,390
7/31/14QQQ3Sell$90.32$1$270
BND91Buy$70.55$13$6,433
JNK70Sell$88.93$12$6,213
9/2/14LQD1Buy$100.56$0$101
BND91Sell$71.11$13$6,458
QQQ4Sell$95.12$1$380
JNK73Buy$91.29$13$6,678
9/30/14BND92Buy$70.95$13$6,540
JNK73Sell$88.94$13$6,480
12/31/14BND2Buy$72.10$0$144
LQD1Buy$101.47$0$102
QQQ210Sell$98.74$41$20,694
MDY82Buy$248.06$41$20,382
DateSymbolAmountTypePriceFeesTotal Price
3/2/15LQD1Buy$102.88$0$103
JNK77Buy$90.14$14$6,955
MDY1Sell$259.65$1$259
BND94Sell$72.63$14$6,814
4/30/15QQQ203Buy$103.16$42$20,983
MDY81Sell$257.25$42$20,796
LQD68Sell$102.75$14$6,973
JNK77Buy$90.26$14$6,964
6/30/15QQQ2Sell$102.86$0$205
IEF143Buy$96.23$28$13,788
JNK154Sell$88.79$27$13,646
8/31/15QQQ201Sell$100.21$40$20,102
BND188Buy$72.31$27$13,621
TLT187Buy$109.19$41$20,459
IEF143Sell$97.77$28$13,953
9/30/15TLT1Sell$111.34$0$111
BND94Sell$72.89$14$6,838
LQD68Buy$100.87$14$6,873
11/2/15QQQ186Buy$110.37$41$20,570
LQD1Sell$101.01$0$101
TLT186Sell$110.38$41$20,490
12/31/15TLT184Buy$109.60$40$20,207
LQD67Sell$100.20$13$6,700
QQQ186Sell$108.06$40$20,059
IEF137Buy$97.82$27$13,428
BND94Sell$72.50$14$6,801
DateSymbolAmountTypePriceFeesTotal Price
2/1/16IEF137Sell$100.84$28$13,787
TLT2Sell$115.35$0$230
BND191Buy$73.22$28$14,013
2/29/16LQD70Buy$101.38$14$7,111
TLT2Sell$119.28$0$238
BND95Sell$74.00$14$7,016
3/31/16TLT180Sell$119.17$43$21,408
LQD2Sell$105.04$0$210
MDY86Buy$250.88$43$21,619
5/2/16MDY1Sell$256.21$1$256
JNK85Buy$86.01$15$7,325
BND96Sell$74.82$14$7,168
8/1/16QQQ204Buy$112.53$46$23,002
JNK1Buy$89.08$0$89
LQD1Buy$110.20$0$110
MDY85Sell$271.12$46$22,999
10/31/16LQD69Sell$108.98$15$7,505
QQQ1Sell$113.93$0$114
JNK83Buy$91.53$15$7,612
11/30/16MDY81Buy$285.10$46$23,139
QQQ203Sell$114.43$46$23,183
DateSymbolAmountTypePriceFeesTotal Price
2/28/17MDY81Sell$303.79$49$24,558
QQQ193Buy$127.00$49$24,560
LQD75Buy$107.98$16$8,115
JNK84Sell$95.83$16$8,034
5/31/17QQQ6Sell$138.29$2$828
LQD3Buy$110.39$1$332
JNK85Sell$97.63$17$8,282
BND113Buy$76.03$17$8,609
6/30/17LQD2Sell$110.92$0$221
QQQ2Buy$135.09$1$271
BND113Sell$76.07$17$8,579
JNK87Buy$97.68$17$8,515
8/31/17BND114Buy$77.35$18$8,836
LQD2Buy$112.53$0$226
QQQ4Sell$143.49$1$573
JNK87Sell$98.72$17$8,571
10/2/17BND114Sell$76.96$18$8,756
JNK89Buy$99.33$18$8,858
11/30/17QQQ185Sell$152.60$56$28,175
LQD3Buy$112.55$1$338
MDY81Buy$336.92$55$27,345
JNK3Buy$99.17$1$298
DateSymbolAmountTypePriceFeesTotal Price
1/2/18JNK92Sell$99.57$18$9,142
QQQ177Buy$156.22$55$27,706
BND120Buy$77.08$18$9,268
MDY81Sell$340.94$55$27,561
1/31/18LQD81Sell$112.53$18$9,097
BND120Sell$76.34$18$9,142
QQQ5Sell$166.97$2$833
IEF193Buy$99.14$38$19,172
4/2/18TLT233Buy$117.04$55$27,325
IEF10Sell$99.45$2$993
QQQ172Sell$153.53$53$26,354
5/31/18MDY78Buy$347.50$54$27,159
TLT233Sell$116.66$54$27,127
IEF183Sell$99.05$36$18,090
BND238Buy$75.94$36$18,110
7/2/18BND119Sell$76.03$18$9,029
JNK92Buy$98.26$18$9,058
QQQ158Buy$170.96$54$27,066
MDY78Sell$348.98$54$27,166
7/31/18JNK1Sell$100.02$0$100
QQQ1Sell$174.57$0$174
LQD83Buy$110.39$18$9,181
BND119Sell$76.05$18$9,032
10/11/18QQQ157Sell  (stop order)$168.10$53$26,339
10/31/18TLT241Buy$110.55$53$26,696
IEF181Buy$98.22$36$17,813
LQD83Sell$107.99$18$8,945
JNK91Sell$99.24$18$9,013
12/31/18TLT4Sell$119.11$1$475
IEF181Sell$102.32$37$18,483
BND243Buy$77.39$38$18,843
DateSymbolAmountTypePriceFeesTotal Price
1/31/19BND122Sell$78.25$19$9,527
LQD83Buy$113.30$19$9,423
TLT237Sell$119.56$57$28,279
MDY86Buy$330.40$57$28,471
2/28/19JNK94Buy$102.70$19$9,673
MDY86Sell$344.68$59$29,583
BND121Sell$78.18$19$9,441
QQQ168Buy$172.15$58$28,979
LQD2Buy$113.07$0$227
5/23/19QQQ168Sell  (stop order)$177.50$60$29,760
5/31/19TLT228Buy$130.35$59$29,779
JNK94Sell$103.28$19$9,689
LQD2Sell$118.82$0$237
BND122Buy$81.13$20$9,918
7/1/19TLT228Sell$131.29$60$29,874
LQD2Sell$122.91$0$245
SPY102Buy$294.30$60$30,079
9/3/19BND4Sell$84.62$1$338
LQD3Sell$127.65$1$382
SPY102Sell$289.40$59$29,460
QQQ162Buy$185.28$60$30,075
9/30/19LQD1Buy$126.80$0$127
QQQ162Sell$188.81$61$30,526
TLT212Buy$142.58$60$30,287
BND2Buy$84.06$0$168
10/31/19QQQ152Buy$197.08$60$30,016
LQD1Sell$127.36$0$127
JNK93Buy$107.71$20$10,037
TLT212Sell$140.99$60$29,830
BND120Sell$84.33$20$10,099