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  +13.42%

Max Drawdown-10.48%

Asset Allocation

QQQ60%
JNK40%
This strategy trades monthly

Last refresh:
12/9/19

Last trading day:
12/2/19

Next trading day:
12/31/19

Stop Orders
QQQ$193.32
JNK$103.43

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$51,38413.42%9.82%27.69%-1.33%-10.48%1.25
Buy & Hold$10,000$31,1059.12%9.09%24.61%-9.11%-23.03%0.91
Benchmark$10,000$28,6448.43%14.44%32.08%-36.51%-50.42%0.57

Holdings

SymbolAmountPriceTotal Price
QQQ150$204.07$30,610
JNK189$108.28$20,465
Cash$309
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +12.42%$11,242 +9.76% +5.28%
2008 +27.69%$14,355-9.11%-36.51%
2009 +19.66%$17,177 +3.07% +26.03%
2010 +15.79%$19,890 +14.99% +14.91%
2011 +22.36%$24,337 +14.84% +1.88%
2012 +8.65%$26,442 +9.79% +15.86%
2013 +18.74%$31,397 +12.06% +32.08%
2014 +8.90%$34,192 +18.74% +13.39%
2015-1.33%$33,736 +1.46% +1.23%
2016 +17.52%$39,647 +8.09% +11.94%
2017 +16.70%$46,268 +19.01% +21.61%
2018 +2.17%$47,272-3.57%-4.55%
2019 +8.70%$51,384 +24.61% +27.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.61% +1.67%
February +1.44%$10,124 +0.79%-1.95%
March +0.51%$10,176-0.09% +1.14%
April +2.00%$10,380 +2.85% +4.39%
May +2.45%$10,634 +1.43% +3.36%
June-1.47%$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 +3.39%$11,181 +2.45% +3.84%
October +4.65%$11,701 +2.96% +1.35%
November-3.67%$11,272-1.24%-3.85%
December-0.27%$11,242-0.62%-1.12%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.00%$11,467-3.95%-5.99%
February-0.39%$11,422-1.80%-2.57%
March +1.23%$11,563 +0.76%-0.89%
April-1.63%$11,374 +2.71% +4.74%
May +3.42%$11,763 +1.37% +1.50%
June-0.40%$11,716-3.88%-8.30%
July-0.81%$11,621-0.52%-0.89%
August +2.24%$11,881 +1.97% +1.53%
September +0.60%$11,952-6.08%-9.33%
October-2.43%$11,661-10.11%-16.36%
November +11.65%$13,019 +2.70%-6.88%
December +10.26%$14,355 +8.63% +0.97%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-8.56%$13,126-9.83%-8.11%
February-2.10%$12,850-4.32%-10.62%
March +2.23%$13,136 +5.91% +8.21%
April +6.58%$14,000 +1.22% +9.80%
May +3.44%$14,481-0.13% +5.78%
June +0.28%$14,521 +1.02%-0.07%
July +7.25%$15,574 +4.12% +7.38%
August +0.89%$15,713 +2.59% +3.65%
September +4.93%$16,487 +3.65% +3.52%
October-2.85%$16,017-2.83%-1.90%
November +3.70%$16,610 +3.37% +6.10%
December +3.41%$17,177-0.68% +1.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.66%$16,548-1.28%-3.60%
February +2.56%$16,971 +2.08% +3.09%
March +4.99%$17,818 +2.81% +6.03%
April +3.24%$18,395 +2.88% +1.53%
May-5.54%$17,375-1.91%-7.88%
June +1.88%$17,701-0.43%-5.13%
July +0.01%$17,702 +2.96% +6.77%
August +5.80%$18,728 +1.44%-4.45%
September-0.96%$18,549 +4.13% +8.86%
October +4.32%$19,351 +0.28% +3.78%
November-0.86%$19,185-0.27%0.00%
December +3.67%$19,890 +1.55% +6.62%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.92%$20,272 +0.05% +2.31%
February +3.16%$20,912 +2.80% +3.44%
March +1.43%$21,210 +0.42% +0.02%
April +2.38%$21,715 +2.56% +2.87%
May-0.27%$21,656 +0.72%-1.11%
June-1.97%$21,230-2.15%-1.68%
July +3.43%$21,959 +1.16%-1.98%
August +6.22%$23,324 +0.77%-5.45%
September +8.41%$25,285 +2.30%-6.89%
October-2.29%$24,706 +3.55% +10.82%
November-2.56%$24,073 +0.29%-0.41%
December +1.10%$24,337 +1.58% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.54%$25,443 +3.18% +4.60%
February +3.22%$26,261 +1.45% +4.30%
March +2.49%$26,916-0.04% +3.20%
April-0.22%$26,857 +1.67%-0.66%
May-5.11%$25,485 +0.50%-5.97%
June-0.81%$25,278 +0.79% +4.02%
July +3.21%$26,089 +2.18% +1.18%
August-1.08%$25,806 +1.34% +2.49%
September +0.89%$26,036-0.35% +2.51%
October-1.35%$25,685-1.78%-1.80%
November +1.33%$26,027 +1.27% +0.56%
December +1.59%$26,442-0.74% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.01%$27,502 +1.09% +5.08%
February +0.78%$27,716 +0.96% +1.27%
March +3.31%$28,634 +1.93% +3.77%
April +0.84%$28,875 +2.95% +1.91%
May0.00%$28,874-1.38% +2.35%
June-2.31%$28,207-2.53%-1.33%
July +3.37%$29,157 +2.61% +5.14%
August-2.87%$28,321-1.88%-2.98%
September +2.75%$29,100 +2.94% +3.15%
October +3.55%$30,132 +3.22% +4.60%
November +2.24%$30,808 +0.60% +2.95%
December +1.91%$31,397 +1.14% +2.58%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.70%$31,177 +0.65%-3.51%
February +3.77%$32,353 +3.20% +4.53%
March-1.91%$31,735-0.21% +0.83%
April-0.75%$31,497 +0.50% +0.69%
May +1.87%$32,085 +2.91% +2.31%
June +0.88%$32,366 +1.85% +2.06%
July +0.10%$32,397-0.57%-1.34%
August +3.61%$33,566 +4.66% +3.93%
September-1.51%$33,058-2.08%-1.37%
October +1.97%$33,709 +2.79% +2.34%
November +3.08%$34,746 +3.08% +2.74%
December-1.59%$34,192 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.56%$34,384 +2.46%-2.95%
February +2.39%$35,206 +1.09% +5.59%
March +0.51%$35,387-0.21%-1.57%
April-1.23%$34,952-0.93% +0.98%
May +1.52%$35,483 +0.24% +1.28%
June-2.47%$34,608-2.72%-2.02%
July +3.32%$35,758 +3.23% +2.24%
August-4.47%$34,158-4.19%-6.07%
September +1.42%$34,643-0.87%-2.54%
October-0.12%$34,600 +5.18% +8.47%
November-0.92%$34,282 +0.16% +0.36%
December-1.59%$33,736-1.61%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.67%$35,313-1.71%-4.96%
February +1.92%$35,991 +1.00%-0.09%
March +0.59%$36,204 +4.26% +6.70%
April +1.10%$36,602-0.82% +0.39%
May +1.26%$37,064 +2.11% +1.69%
June +1.25%$37,526 +2.18% +0.35%
July +3.07%$38,679 +3.97% +3.63%
August +0.32%$38,804-0.03% +0.12%
September +1.46%$39,371-0.12% +0.01%
October-1.40%$38,819-2.81%-1.73%
November +0.07%$38,848-0.90% +3.67%
December +2.06%$39,647 +0.93% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.48%$40,234 +2.32% +1.78%
February +1.74%$40,936 +2.96% +3.91%
March +1.09%$41,383 +0.29% +0.13%
April +2.08%$42,244 +1.63% +0.99%
May +2.76%$43,412 +1.91% +1.41%
June-1.36%$42,823-0.02% +0.63%
July +2.77%$44,009 +1.49% +2.05%
August +1.31%$44,587 +1.48% +0.29%
September-0.28%$44,461 +0.22% +2.01%
October +2.73%$45,673 +2.21% +2.35%
November +0.86%$46,065 +2.09% +3.05%
December +0.44%$46,268 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.78%$48,016 +3.19% +5.62%
February-1.15%$47,465-2.84%-3.63%
March-1.97%$46,529-0.80%-2.73%
April-3.76%$44,779-0.45% +0.51%
May +1.19%$45,311 +3.64% +2.42%
June +0.33%$45,459 +0.74% +0.57%
July +1.19%$46,001 +1.48% +3.69%
August +3.57%$47,643 +3.47% +3.18%
September-0.08%$47,606-1.00% +0.60%
October-6.44%$44,538-6.85%-6.89%
November +1.60%$45,252 +1.37% +1.85%
December +4.46%$47,272-4.96%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.34%$47,435 +6.22% +7.98%
February +2.20%$48,479 +1.94% +3.23%
March +3.17%$50,018 +3.12% +1.80%
April +3.58%$51,810 +2.68% +4.07%
May-4.07%$49,701-3.49%-6.36%
June +1.46%$50,426 +5.35% +6.94%
July +0.06%$50,454 +1.28% +1.51%
August +0.32%$50,613 +1.63%-1.67%
September +0.05%$50,636 +0.29% +1.94%
October-0.84%$50,212 +1.63% +2.20%
November +2.64%$51,537 +2.37% +3.61%
December-0.30%$51,384-0.48%-0.14%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +8.70% +24.61% +27.25%
2 years +11.06% +20.16% +21.46%
3 years +29.60% +43.00% +47.70%
5 years +50.28% +56.83% +67.38%
7 years +94.33% +108.67% +150.69%
10 years +199.14% +202.52% +240.03%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/075/31/07440% LQD
60% MDY
LQD : +0.55%
MDY : +10.22%
+6.35% +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% +0.53%-2.76%
8/31/0712/31/07460% QQQ
20% LQD
20% BND
QQQ : +4.55%
LQD : +1.51%
BND : +3.98%
+3.83% +3.52% +0.06%
12/31/074/30/08420% LQD
20% BND
60% TLT
LQD : +2.08%
BND : +0.99%
TLT : +0.82%
+1.11%-2.38%-4.96%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/086/2/08120% BND
60% QQQ
20% JNK
BND : -0.90%
QQQ : +4.22%
JNK : -0.17%
+2.32% +0.88% +0.46%
6/2/086/30/08120% BND
20% JNK
60% TLT
BND : -0.85%
JNK : -3.69%
TLT : +1.85%
+0.20%-3.41%-7.40%
6/30/087/31/08140% JNK
60% TLT
JNK : -1.49%
TLT : -0.77%
-1.06%-0.52%-0.90%
7/31/089/2/08160% TLT
40% IEF
TLT : +3.28%
IEF : +1.67%
+2.64% +1.84% +0.91%
9/2/0810/31/08260% TLT
40% BND
TLT : -1.73%
BND : -4.14%
-2.69%-15.46%-23.91%
10/31/0812/1/08160% TLT
40% IEF
TLT : +18.24%
IEF : +8.78%
+14.46% +1.08%-15.20%
12/1/0812/31/08160% TLT
40% BND
TLT : +9.03%
BND : +4.11%
+7.06% +10.37% +10.79%
12/31/083/31/09360% TLT
20% BND
20% LQD
TLT : -11.30%
BND : -1.98%
LQD : -6.85%
-8.55%-8.62%-11.26%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/094/30/09140% IEF
60% QQQ
IEF : -3.13%
QQQ : +12.61%
+6.31% +1.22% +9.94%
4/30/096/1/09160% QQQ
20% BND
20% JNK
QQQ : +5.74%
BND : -0.42%
JNK : +8.92%
+5.14%-0.20% +8.42%
6/1/096/30/09120% JNK
20% LQD
60% MDY
JNK : -0.83%
LQD : +2.51%
MDY : -3.14%
-1.55% +1.09%-2.44%
6/30/098/31/09220% JNK
20% LQD
60% QQQ
JNK : +6.05%
LQD : +5.58%
QQQ : +9.61%
+8.09% +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 : +1.70%
SPY : +4.97%
+3.45% +3.31% +5.39%
11/30/092/1/10220% JNK
20% LQD
60% QQQ
JNK : +3.65%
LQD : -1.68%
QQQ : -0.91%
-0.15%-1.66%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/103/1/10120% JNK
60% MDY
20% BND
JNK : +0.29%
MDY : +5.00%
BND : +0.10%
+3.08% +2.55% +2.60%
3/1/106/1/10320% JNK
60% MDY
20% LQD
JNK : -1.49%
MDY : -1.09%
LQD : +0.62%
-0.83% +2.41%-3.50%
6/1/108/31/10320% LQD
20% BND
60% TLT
LQD : +8.13%
BND : +3.42%
TLT : +12.36%
+9.73% +4.58%-1.60%
8/31/109/30/10120% LQD
60% TLT
20% JNK
LQD : +0.05%
TLT : -2.92%
JNK : +3.14%
-1.11% +4.13% +8.96%
9/30/1011/30/10220% LQD
20% JNK
60% QQQ
LQD : -2.26%
JNK : +0.54%
QQQ : +5.74%
+3.10%0.00% +3.81%
11/30/1012/31/10140% JNK
60% QQQ
JNK : +2.33%
QQQ : +4.33%
+3.53% +1.55% +6.68%
12/31/102/28/11240% JNK
60% MDY
JNK : +2.92%
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 : +2.84%
+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 : +5.31%
BND : +3.70%
TLT : +24.17%
+16.30% +7.97%-4.40%
10/31/1111/30/11120% LQD
20% BND
60% QQQ
LQD : -3.55%
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% +1.62% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/12260% MDY
20% LQD
20% JNK
MDY : +9.73%
LQD : +3.48%
JNK : +3.85%
+7.30% +4.63% +7.46%
2/29/125/31/12320% LQD
20% JNK
60% QQQ
LQD : 0.00%
JNK : -3.57%
QQQ : -3.88%
-3.04% +2.15%-3.63%
5/31/128/31/12320% LQD
20% BND
60% TLT
LQD : +3.92%
BND : +1.06%
TLT : +0.32%
+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%-0.26% +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 : -2.72%
JNK : +1.87%
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
20% LQD
60% SPY
JNK : -2.70%
LQD : -3.61%
SPY : +1.96%
-0.09%-1.38% +2.36%
5/31/137/1/13140% JNK
60% QQQ
JNK : -2.18%
QQQ : -2.18%
-2.18%-1.94%-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 : -2.37%
MDY : -4.40%
-3.59%-2.25%-2.56%
9/3/139/30/13140% IEF
60% QQQ
IEF : +2.01%
QQQ : +3.82%
+3.10% +3.33% +2.70%
9/30/1310/31/13160% QQQ
20% BND
20% JNK
QQQ : +4.54%
BND : +0.46%
JNK : +2.08%
+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 : +0.16%
LQD : +0.92%
MDY : -1.88%
-0.91% +0.50% +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 : +1.20%
+3.28% +6.72% +4.90%
12/31/143/2/15220% LQD
20% BND
60% MDY
LQD : +0.99%
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 : -0.54%
MDY : -1.32%
JNK : -0.27%
-0.95%-0.93%-1.23%
4/30/156/30/15240% JNK
60% QQQ
JNK : -2.03%
QQQ : -0.69%
-1.23%-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 : +0.42%
TLT : +1.56%
+1.10%-0.87%-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%-1.79%-5.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/162/29/16160% TLT
40% BND
TLT : +2.99%
BND : +0.65%
+2.05% +1.08%-0.05%
2/29/163/31/16160% TLT
20% BND
20% LQD
TLT : -0.49%
BND : +0.48%
LQD : +3.21%
+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%-0.90% +3.68%
11/30/162/28/17340% JNK
60% MDY
JNK : +4.15%
MDY : +6.13%
+5.34% +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% +3.87% +2.55%
5/31/176/30/17120% LQD
60% QQQ
20% BND
LQD : +0.08%
QQQ : -2.70%
BND : -0.36%
-1.68%-0.02% +0.64%
6/30/178/31/17220% LQD
60% QQQ
20% JNK
LQD : +1.04%
QQQ : +5.79%
JNK : +0.65%
+3.81% +2.99% +2.35%
8/31/1710/2/17120% LQD
60% QQQ
20% BND
LQD : -0.35%
QQQ : -0.61%
BND : -0.92%
-0.62% +0.44% +2.46%
10/2/1711/30/17220% LQD
60% QQQ
20% JNK
LQD : -0.43%
QQQ : +6.15%
JNK : -0.57%
+3.49% +4.12% +5.03%
11/30/171/2/18120% LQD
20% JNK
60% MDY
LQD : +0.15%
JNK : +0.01%
MDY : +0.79%
+0.51% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/181/31/18120% LQD
20% BND
60% QQQ
LQD : -0.96%
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 : -0.27%
-0.10% +0.98% +0.79%
7/2/187/31/18120% BND
60% QQQ
20% JNK
BND : -0.37%
QQQ : +1.70%
JNK : +1.37%
+1.22% +1.24% +3.49%
7/31/1810/31/18360% QQQ
20% JNK
20% LQD
QQQ : -4.09%
JNK : -1.17%
LQD : -2.56%
-3.20%-4.58%-3.37%
10/31/1812/31/18260% TLT
40% IEF
TLT : +7.32%
IEF : +3.75%
+5.89%-3.66%-7.11%
12/31/181/31/19160% TLT
40% BND
TLT : -0.02%
BND : +0.70%
+0.27% +6.22% +8.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/19120% BND
60% MDY
20% LQD
BND : -0.49%
MDY : +3.91%
LQD : -0.60%
+2.13% +1.94% +3.24%
2/28/195/31/19320% LQD
20% JNK
60% QQQ
LQD : +4.67%
JNK : -0.47%
QQQ : +2.70%
+2.46% +2.19%-0.79%
5/31/197/1/19120% LQD
20% BND
60% TLT
LQD : +3.03%
BND : +0.83%
TLT : +0.31%
+0.96% +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% +1.76%-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 : -0.09%
TLT : -1.51%
-0.92% +1.63% +2.21%
10/31/1912/2/19120% LQD
60% QQQ
20% JNK
LQD : -0.36%
QQQ : +2.59%
JNK : +0.10%
+1.50% +1.33% +2.74%
12/2/1912/9/1960% QQQ
40% JNK
QQQ : +0.13%
JNK : +0.08%
+0.11% +0.54% +0.72%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07LQD63Buy$62.68$8$3,957
MDY46Buy$129.23$12$5,956
5/31/07LQD63Sell$63.28$8$3,979
MDY2Sell$143.01$1$285
IEF71Buy$59.35$8$4,222
7/2/07MDY44Sell$141.64$12$6,220
QQQ147Buy$42.89$13$6,317
8/31/07QQQ1Buy$43.64$0$44
LQD33Buy$63.74$4$2,108
BND42Buy$50.91$4$2,142
IEF71Sell$61.77$9$4,377
12/31/07LQD1Buy$64.96$0$65
TLT104Buy$64.48$13$6,719
QQQ148Sell$45.81$14$6,766
DateSymbolAmountTypePriceFeesTotal Price
4/30/08LQD34Sell$66.58$5$2,259
QQQ161Buy$42.26$14$6,817
TLT104Sell$65.27$14$6,774
JNK39Buy$57.33$4$2,240
6/2/08TLT109Buy$63.76$14$6,964
BND1Buy$53.62$0$54
JNK1Buy$57.46$0$58
QQQ161Sell$44.22$14$7,105
6/30/08JNK44Buy$55.56$5$2,450
BND43Sell$53.38$5$2,291
TLT2Sell$65.20$0$130
7/31/08IEF68Buy$67.36$9$4,590
JNK84Sell$54.95$9$4,607
9/2/08TLT1Sell$67.36$0$67
IEF68Sell$68.76$9$4,666
BND88Buy$54.01$10$4,762
10/31/08IEF68Buy$67.70$9$4,613
TLT1Sell$66.46$0$66
BND88Sell$51.98$9$4,565
12/1/08BND98Buy$54.34$11$5,336
TLT4Sell$78.90$1$315
IEF68Sell$73.94$10$5,018
12/31/08BND48Sell$56.80$5$2,721
TLT2Sell$86.37$0$172
LQD43Buy$66.54$6$2,867
DateSymbolAmountTypePriceFeesTotal Price
3/31/09BND50Sell$55.90$6$2,789
IEF69Buy$75.61$10$5,228
QQQ289Buy$27.26$16$7,894
TLT99Sell$76.92$15$7,600
LQD43Sell$62.23$5$2,671
4/30/09IEF69Sell$73.54$10$5,064
JNK59Buy$46.79$6$2,766
QQQ18Sell$30.82$1$554
BND49Buy$56.16$6$2,757
6/1/09JNK2Sell$51.17$0$102
BND49Sell$56.15$6$2,746
MDY92Buy$95.45$18$8,799
LQD44Buy$65.42$6$2,884
QQQ271Sell$32.72$18$8,849
6/30/09QQQ265Buy$32.75$17$8,696
JNK1Sell$50.95$0$51
MDY92Sell$92.82$17$8,522
LQD1Sell$67.33$0$67
8/31/09JNK1Buy$54.25$0$54
MDY89Buy$104.93$19$9,357
QQQ265Sell$36.04$19$9,532
11/2/09MDY89Sell$106.42$19$9,452
SPY112Buy$85.37$19$9,581
JNK2Sell$57.65$0$115
LQD1Buy$72.16$0$72
11/30/09QQQ253Buy$39.25$20$9,950
JNK1Buy$58.24$0$58
LQD1Buy$73.68$0$74
SPY112Sell$89.97$20$10,056
DateSymbolAmountTypePriceFeesTotal Price
2/1/10JNK2Sell$60.61$0$121
QQQ253Sell$39.05$20$9,860
BND55Buy$59.58$7$3,283
MDY86Buy$114.95$20$9,905
LQD45Sell$72.73$7$3,266
3/1/10LQD46Buy$73.52$7$3,389
JNK2Buy$61.03$0$122
BND55Sell$59.88$7$3,287
MDY2Sell$121.18$0$242
6/1/10BND55Buy$61.05$7$3,364
LQD1Sell$74.27$0$74
JNK56Sell$60.36$7$3,373
MDY84Sell$120.34$20$10,088
TLT137Buy$74.03$20$10,162
8/31/10TLT3Sell$83.51$1$250
LQD1Buy$80.63$0$81
BND55Sell$63.39$7$3,479
JNK58Buy$64.23$7$3,733
9/30/10QQQ249Buy$44.61$22$11,130
JNK3Sell$66.51$0$199
LQD1Sell$80.99$0$81
TLT134Sell$81.40$22$10,886
11/30/10JNK58Buy$67.14$8$3,902
QQQ7Sell$47.36$1$331
LQD45Sell$79.48$7$3,569
12/31/10QQQ242Sell$49.61$24$11,982
MDY80Buy$147.78$24$11,846
JNK2Buy$68.98$0$138
DateSymbolAmountTypePriceFeesTotal Price
2/28/11MDY1Sell$157.46$0$157
LQD52Buy$79.76$8$4,156
JNK57Sell$71.28$8$4,055
5/31/11BND67Buy$64.32$9$4,318
JNK58Sell$72.81$8$4,215
MDY1Sell$164.27$0$164
6/30/11MDY78Sell$160.10$25$12,463
LQD1Sell$81.69$0$82
TLT169Buy$75.01$25$12,702
BND1Sell$64.08$0$64
10/31/11TLT169Sell$93.51$32$15,772
QQQ278Buy$53.08$30$14,786
LQD6Buy$86.37$1$519
BND7Buy$66.72$1$468
11/30/11LQD57Sell$83.64$10$4,758
BND71Buy$66.68$9$4,744
SPY135Buy$106.38$29$14,390
QQQ278Sell$51.65$29$14,330
DateSymbolAmountTypePriceFeesTotal Price
1/3/12BND144Sell$67.26$19$9,666
MDY100Buy$146.26$29$14,655
LQD56Buy$86.49$10$4,853
SPY135Sell$109.21$29$14,714
JNK67Buy$72.89$10$4,893
2/29/12MDY100Sell$161.13$32$16,081
JNK2Buy$76.00$0$152
LQD2Buy$89.86$0$180
QQQ265Buy$59.23$31$15,727
5/31/12TLT145Buy$104.83$30$15,231
BND73Buy$68.96$10$5,044
QQQ265Sell$57.16$30$15,117
JNK69Sell$73.58$10$5,067
LQD2Sell$90.22$0$180
8/31/12LQD2Sell$94.13$0$188
QQQ245Buy$62.92$31$15,446
BND73Sell$69.97$10$5,098
TLT145Sell$105.59$31$15,280
JNK65Buy$78.91$10$5,139
10/1/12SPY123Buy$125.49$31$15,466
QQQ245Sell$63.39$31$15,499
10/31/12MDY94Buy$162.86$31$15,339
JNK2Sell$80.19$0$160
SPY123Sell$122.88$30$15,084
LQD1Sell$96.44$0$96
DateSymbolAmountTypePriceFeesTotal Price
1/31/13LQD53Sell$94.19$10$4,982
JNK70Buy$82.02$11$5,753
MDY4Sell$182.48$1$728
4/30/13SPY123Buy$140.42$35$17,306
MDY90Sell$194.05$35$17,430
LQD59Buy$97.23$11$5,748
JNK66Sell$85.21$11$5,613
5/31/13LQD59Sell$94.10$11$5,541
JNK71Buy$83.24$12$5,922
SPY123Sell$143.74$35$17,645
QQQ253Buy$68.35$35$17,327
7/1/13IEF125Buy$90.20$23$11,298
QQQ1Sell$67.13$0$67
JNK138Sell$81.75$23$11,259
7/31/13MDY84Buy$206.87$35$17,412
IEF4Buy$89.85$1$360
QQQ252Sell$70.93$36$17,839
9/3/13MDY84Sell$198.56$33$16,646
QQQ237Buy$71.05$34$16,873
IEF2Sell$88.07$0$176
9/30/13IEF127Sell$90.20$23$11,432
BND85Buy$68.04$12$5,795
QQQ2Sell$74.06$0$148
JNK69Buy$83.40$12$5,766
10/31/13LQD64Buy$93.45$12$5,993
BND85Sell$68.63$12$5,822
QQQ4Sell$77.73$1$310
JNK1Buy$85.48$0$86
DateSymbolAmountTypePriceFeesTotal Price
3/31/14LQD1Buy$96.34$0$97
JNK1Buy$89.08$0$89
MDY81Buy$233.30$38$18,935
QQQ231Sell$83.11$38$19,160
4/30/14LQD1Sell$97.62$0$97
JNK1Sell$89.58$0$89
MDY81Sell$229.83$37$18,579
SPY111Buy$168.94$38$18,790
6/2/14BND90Buy$70.37$13$6,346
JNK70Sell$90.34$13$6,311
SPY1Sell$173.06$0$173
6/30/14LQD1Buy$99.11$0$99
JNK70Buy$91.26$13$6,401
BND90Sell$70.60$13$6,341
SPY110Sell$176.43$39$19,368
QQQ217Buy$89.26$39$19,408
7/31/14BND91Buy$70.40$13$6,419
JNK70Sell$89.09$12$6,224
QQQ3Sell$90.32$1$270
9/2/14JNK73Buy$91.45$13$6,689
LQD1Buy$100.29$0$100
QQQ4Sell$95.12$1$380
BND91Sell$70.96$13$6,444
9/30/14JNK73Sell$89.10$13$6,491
BND93Buy$70.80$13$6,598
12/31/14MDY82Buy$248.06$41$20,382
LQD1Buy$101.20$0$101
QQQ210Sell$98.74$41$20,694
BND1Buy$71.94$0$72
DateSymbolAmountTypePriceFeesTotal Price
3/2/15LQD1Buy$102.61$0$103
JNK77Buy$90.30$14$6,967
BND94Sell$72.47$14$6,799
MDY1Sell$259.65$1$259
4/30/15MDY81Sell$257.25$42$20,796
JNK77Buy$90.42$14$6,976
QQQ203Buy$103.16$42$20,983
LQD68Sell$102.47$14$6,954
6/30/15QQQ2Sell$102.86$0$205
JNK154Sell$88.94$27$13,669
IEF143Buy$96.10$27$13,770
8/31/15QQQ201Sell$100.21$40$20,102
TLT188Buy$109.01$41$20,535
BND189Buy$72.15$27$13,664
IEF143Sell$97.63$28$13,933
9/30/15LQD68Buy$100.60$14$6,854
BND95Sell$72.74$14$6,896
TLT2Sell$111.15$0$222
11/2/15TLT186Sell$110.19$41$20,454
QQQ186Buy$110.37$41$20,570
12/31/15IEF138Buy$97.68$27$13,507
QQQ186Sell$108.06$40$20,059
BND94Sell$72.35$14$6,787
TLT185Buy$109.41$40$20,281
LQD68Sell$99.93$14$6,782
DateSymbolAmountTypePriceFeesTotal Price
2/1/16BND192Buy$73.07$28$14,058
IEF138Sell$100.70$28$13,869
TLT3Sell$115.15$1$345
2/29/16TLT2Sell$119.07$0$238
BND95Sell$73.84$14$7,001
LQD70Buy$101.10$14$7,091
3/31/16MDY86Buy$250.88$43$21,619
LQD1Sell$104.76$0$105
TLT180Sell$118.96$43$21,370
5/2/16JNK85Buy$86.16$15$7,338
MDY1Sell$256.21$1$256
BND97Sell$74.66$14$7,228
LQD1Sell$106.25$0$106
8/1/16LQD1Buy$109.90$0$110
MDY85Sell$271.12$46$22,999
QQQ204Buy$112.53$46$23,002
JNK1Buy$89.24$0$89
10/31/16LQD69Sell$108.69$15$7,485
QQQ1Sell$113.93$0$114
JNK82Buy$91.69$15$7,534
11/30/16QQQ203Sell$114.43$46$23,183
MDY81Buy$285.10$46$23,139
DateSymbolAmountTypePriceFeesTotal Price
2/28/17MDY81Sell$303.79$49$24,558
JNK83Sell$96.00$16$7,952
LQD75Buy$107.69$16$8,093
QQQ193Buy$127.00$49$24,560
5/31/17QQQ6Sell$138.29$2$828
BND114Buy$75.87$17$8,666
LQD3Buy$110.09$1$331
JNK85Sell$97.80$17$8,296
6/30/17JNK87Buy$97.86$17$8,531
BND114Sell$75.90$17$8,635
QQQ2Buy$135.09$1$271
LQD1Sell$110.62$0$110
8/31/17QQQ4Sell$143.49$1$573
LQD2Buy$112.22$0$225
BND115Buy$77.19$18$8,895
JNK87Sell$98.89$17$8,586
10/2/17LQD1Sell$112.27$0$112
BND115Sell$76.79$18$8,813
JNK89Buy$99.51$18$8,874
11/30/17JNK3Buy$99.34$1$299
MDY81Buy$336.92$55$27,345
LQD3Buy$112.24$1$337
QQQ185Sell$152.60$56$28,175
DateSymbolAmountTypePriceFeesTotal Price
1/2/18MDY81Sell$340.94$55$27,561
QQQ177Buy$156.22$55$27,706
LQD1Buy$112.86$0$113
BND120Buy$76.92$18$9,249
JNK92Sell$99.75$18$9,159
1/31/18IEF193Buy$99.00$38$19,145
QQQ5Sell$166.97$2$833
LQD82Sell$112.22$18$9,184
BND120Sell$76.18$18$9,123
4/2/18IEF10Sell$99.31$2$991
TLT234Buy$116.84$55$27,395
QQQ172Sell$153.53$53$26,354
5/31/18TLT234Sell$116.46$55$27,197
MDY78Buy$347.50$54$27,159
IEF183Sell$98.91$36$18,064
BND239Buy$75.77$36$18,145
7/2/18MDY78Sell$348.98$54$27,166
JNK91Buy$98.44$18$8,976
QQQ158Buy$170.96$54$27,066
BND120Sell$75.87$18$9,086
7/31/18BND119Sell$75.89$18$9,013
LQD83Buy$110.09$18$9,156
QQQ1Sell$174.57$0$174
10/11/18QQQ157Sell  (stop order)$168.10$53$26,339
10/31/18IEF181Buy$98.08$36$17,788
JNK91Sell$99.41$18$9,028
LQD83Sell$107.70$18$8,921
TLT242Buy$110.36$53$26,761
12/31/18IEF181Sell$102.17$37$18,456
BND244Buy$77.23$38$18,882
TLT5Sell$118.91$1$593
DateSymbolAmountTypePriceFeesTotal Price
1/31/19TLT237Sell$119.36$57$28,232
LQD83Buy$112.99$19$9,397
MDY86Buy$330.40$57$28,471
BND123Sell$78.08$19$9,585
2/28/19QQQ168Buy$172.15$58$28,979
JNK94Buy$102.88$19$9,690
LQD2Buy$112.76$0$226
MDY86Sell$344.68$59$29,583
BND121Sell$78.01$19$9,420
5/23/19QQQ168Sell  (stop order)$177.50$60$29,760
5/31/19TLT228Buy$130.13$59$29,729
JNK94Sell$102.81$19$9,645
LQD2Sell$118.50$0$237
BND122Buy$80.96$20$9,897
7/1/19LQD2Sell$122.58$0$245
SPY102Buy$294.30$60$30,079
TLT228Sell$131.06$60$29,822
9/3/19SPY102Sell$289.40$59$29,460
QQQ162Buy$185.28$60$30,075
BND4Sell$84.44$1$337
LQD3Sell$127.30$1$381
9/30/19LQD1Buy$126.46$0$127
TLT213Buy$142.34$61$30,379
BND2Buy$83.88$0$168
QQQ162Sell$188.81$61$30,526
10/31/19BND120Sell$84.14$20$10,077
TLT213Sell$140.75$60$29,920
JNK93Buy$107.22$20$9,991
QQQ152Buy$197.08$60$30,016
LQD1Sell$127.02$0$127
12/2/19JNK96Buy$107.76$21$10,366
LQD78Sell$127.07$20$9,892
QQQ2Sell$203.00$1$405