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  +13.90%

Max Drawdown-10.45%

Asset Allocation

QQQ60%
LQD20%
JNK20%
This strategy trades monthly

Last refresh:
2/20/20

Last trading day:
12/31/19

Next trading day:
3/2/20

Stop Orders
QQQ$206.63
LQD$126.76
JNK$104.35

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$55,47413.90%9.93%27.58%-1.34%-10.45%1.28
Buy & Hold$10,000$34,2529.80%9.21%26.99%-9.31%-23.43%0.97
Benchmark$10,000$31,0208.98%14.48%32.25%-36.72%-50.69%0.61

Holdings

SymbolAmountPriceTotal Price
QQQ145$234.78$34,043
LQD80$131.49$10,519
JNK94$110.19$10,358
Cash$554
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2007 +12.39%$11,239 +9.87% +5.31%
2008 +27.58%$14,339-9.31%-36.72%
2009 +19.80%$17,178 +3.19% +26.26%
2010 +15.81%$19,893 +15.30% +15.02%
2011 +22.36%$24,342 +14.93% +1.90%
2012 +8.59%$26,433 +9.93% +15.95%
2013 +18.72%$31,381 +12.25% +32.25%
2014 +8.89%$34,171 +18.83% +13.44%
2015-1.34%$33,714 +1.41% +1.24%
2016 +17.54%$39,626 +8.26% +11.98%
2017 +16.68%$46,235 +19.05% +21.68%
2018 +0.70%$46,557-3.68%-4.56%
2019 +11.36%$51,845 +26.99% +31.19%
2020 +7.00%$55,474 +7.25% +4.69%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980 +0.62% +1.67%
February +1.44%$10,124 +0.83%-1.96%
March +0.50%$10,175-0.09% +1.15%
April +2.00%$10,379 +2.88% +4.42%
May +2.44%$10,632 +1.47% +3.38%
June-1.47%$10,476-1.04%-1.45%
July +0.75%$10,555-0.42%-3.13%
August +2.43%$10,811 +1.76% +1.29%
September +3.39%$11,177 +2.46% +3.86%
October +4.63%$11,695 +2.99% +1.36%
November-3.64%$11,269-1.27%-3.87%
December-0.27%$11,239-0.63%-1.13%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.98%$11,462-3.99%-6.03%
February-0.38%$11,418-1.80%-2.58%
March +1.23%$11,558 +0.75%-0.90%
April-1.63%$11,370 +2.77% +4.76%
May +3.41%$11,758 +1.43% +1.51%
June-0.40%$11,711-3.94%-8.35%
July-0.83%$11,614-0.54%-0.89%
August +2.24%$11,874 +2.00% +1.54%
September +0.60%$11,945-6.17%-9.39%
October-2.43%$11,655-10.33%-16.49%
November +11.61%$13,008 +2.70%-6.94%
December +10.23%$14,339 +8.77% +0.98%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-8.54%$13,115-9.97%-8.19%
February-2.10%$12,840-4.41%-10.71%
March +2.22%$13,125 +6.02% +8.31%
April +6.56%$13,986 +1.28% +9.90%
May +3.46%$14,470-0.14% +5.81%
June +0.30%$14,514 +1.03%-0.06%
July +7.29%$15,572 +4.21% +7.45%
August +0.87%$15,708 +2.63% +3.67%
September +4.97%$16,488 +3.73% +3.54%
October-2.87%$16,014-2.89%-1.90%
November +3.72%$16,610 +3.42% +6.13%
December +3.42%$17,178-0.66% +1.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.66%$16,549-1.29%-3.61%
February +2.54%$16,970 +2.11% +3.11%
March +4.96%$17,812 +2.87% +6.08%
April +3.22%$18,386 +2.94% +1.54%
May-5.52%$17,371-1.95%-7.94%
June +1.91%$17,702-0.46%-5.16%
July +0.02%$17,705 +3.02% +6.83%
August +5.81%$18,734 +1.43%-4.50%
September-0.94%$18,558 +4.23% +8.94%
October +4.31%$19,358 +0.28% +3.81%
November-0.86%$19,191-0.25%0.00%
December +3.66%$19,893 +1.59% +6.67%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.93%$20,276 +0.06% +2.32%
February +3.14%$20,913 +2.85% +3.47%
March +1.42%$21,210 +0.46% +0.01%
April +2.37%$21,713 +2.59% +2.89%
May-0.27%$21,654 +0.73%-1.12%
June-1.99%$21,224-2.18%-1.68%
July +3.45%$21,956 +1.13%-2.00%
August +6.24%$23,326 +0.74%-5.49%
September +8.43%$25,292 +2.27%-6.92%
October-2.30%$24,711 +3.62% +10.89%
November-2.56%$24,079 +0.30%-0.41%
December +1.09%$24,342 +1.58% +1.06%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.52%$25,442 +3.23% +4.62%
February +3.20%$26,257 +1.47% +4.33%
March +2.49%$26,912-0.04% +3.20%
April-0.21%$26,855 +1.70%-0.67%
May-5.11%$25,482 +0.48%-5.99%
June-0.82%$25,274 +0.79% +4.04%
July +3.21%$26,085 +2.19% +1.19%
August-1.08%$25,802 +1.36% +2.51%
September +0.90%$26,034-0.36% +2.53%
October-1.37%$25,678-1.78%-1.82%
November +1.33%$26,019 +1.29% +0.57%
December +1.59%$26,433-0.72% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.00%$27,489 +1.14% +5.11%
February +0.78%$27,703 +0.97% +1.28%
March +3.30%$28,618 +1.97% +3.78%
April +0.84%$28,859 +2.96% +1.92%
May-0.01%$28,856-1.39% +2.36%
June-2.30%$28,191-2.55%-1.34%
July +3.36%$29,137 +2.65% +5.16%
August-2.86%$28,303-1.92%-2.99%
September +2.76%$29,084 +2.99% +3.16%
October +3.54%$30,114 +3.24% +4.62%
November +2.25%$30,792 +0.60% +2.96%
December +1.91%$31,381 +1.16% +2.59%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.71%$31,159 +0.64%-3.52%
February +3.78%$32,337 +3.24% +4.55%
March-1.92%$31,717-0.20% +0.83%
April-0.74%$31,481 +0.49% +0.69%
May +1.87%$32,069 +2.92% +2.32%
June +0.88%$32,352 +1.89% +2.07%
July +0.09%$32,381-0.62%-1.34%
August +3.60%$33,548 +4.70% +3.94%
September-1.51%$33,043-2.13%-1.37%
October +1.96%$33,691 +2.82% +2.35%
November +3.07%$34,726 +3.09% +2.74%
December-1.60%$34,171 +0.74%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.57%$34,366 +2.47%-2.96%
February +2.38%$35,183 +1.11% +5.62%
March +0.51%$35,363-0.19%-1.57%
April-1.23%$34,929-0.96% +0.98%
May +1.52%$35,461 +0.25% +1.29%
June-2.46%$34,587-2.73%-2.03%
July +3.33%$35,738 +3.22% +2.26%
August-4.48%$34,138-4.23%-6.09%
September +1.42%$34,623-0.88%-2.55%
October-0.12%$34,580 +5.19% +8.50%
November-0.93%$34,260 +0.16% +0.36%
December-1.59%$33,714-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.66%$35,286-1.72%-4.97%
February +1.93%$35,968 +1.03%-0.08%
March +0.59%$36,180 +4.31% +6.72%
April +1.10%$36,577-0.81% +0.40%
May +1.27%$37,041 +2.12% +1.70%
June +1.25%$37,504 +2.20% +0.35%
July +3.10%$38,665 +3.99% +3.64%
August +0.32%$38,787-0.02% +0.12%
September +1.45%$39,351-0.13% +0.01%
October-1.40%$38,801-2.84%-1.73%
November +0.07%$38,827-0.84% +3.68%
December +2.06%$39,626 +0.95% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.48%$40,212 +2.32% +1.79%
February +1.74%$40,912 +2.96% +3.92%
March +1.09%$41,359 +0.28% +0.13%
April +2.08%$42,221 +1.63% +0.99%
May +2.76%$43,385 +1.89% +1.41%
June-1.36%$42,7950.00% +0.64%
July +2.77%$43,979 +1.49% +2.05%
August +1.31%$44,555 +1.46% +0.29%
September-0.28%$44,429 +0.25% +2.01%
October +2.73%$45,642 +2.21% +2.36%
November +0.85%$46,031 +2.12% +3.05%
December +0.44%$46,235 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.80%$47,992 +3.17% +5.63%
February-1.14%$47,443-2.87%-3.63%
March-1.97%$46,509-0.76%-2.74%
April-3.76%$44,762-0.46% +0.52%
May +1.18%$45,292 +3.66% +2.42%
June +0.32%$45,439 +0.74% +0.58%
July +1.20%$45,985 +1.48% +3.70%
August +3.56%$47,623 +3.47% +3.19%
September-0.08%$47,586-1.01% +0.60%
October-7.82%$43,865-6.91%-6.90%
November +1.60%$44,569 +1.40% +1.85%
December +4.46%$46,557-5.02%-8.80%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.35%$46,719 +6.28% +8.00%
February +2.20%$47,747 +1.96% +3.24%
March +3.19%$49,268 +3.11% +1.81%
April +3.59%$51,035 +2.68% +4.08%
May-4.79%$48,592-3.52%-6.37%
June +1.46%$49,303 +5.39% +6.95%
July +0.06%$49,331 +1.28% +1.51%
August +0.32%$49,488 +1.61%-1.67%
September +0.05%$49,513 +0.31% +1.95%
October-0.83%$49,100 +1.62% +2.21%
November +2.64%$50,397 +2.38% +3.62%
December +2.87%$51,845 +1.36% +2.90%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.20%$52,985 +2.74%-0.04%
February +4.70%$55,474 +4.39% +4.73%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +16.18% +25.70% +23.18%
2 years +16.93% +30.92% +28.77%
3 years +35.59% +48.25% +50.77%
5 years +57.67% +65.49% +76.42%
7 years +100.25% +123.94% +154.83%
10 years +226.89% +230.49% +270.96%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/075/31/07440% LQD
60% MDY
LQD : +0.56%
MDY : +10.22%
+6.36% +5.18% +7.08%
5/31/077/2/07160% MDY
40% IEF
MDY : -1.36%
IEF : -0.72%
-1.10%-0.22%-0.57%
7/2/078/31/07240% IEF
60% QQQ
IEF : +3.99%
QQQ : +1.35%
+2.41% +0.50%-2.77%
8/31/0712/31/07460% QQQ
20% LQD
20% BND
QQQ : +4.54%
LQD : +1.50%
BND : +3.98%
+3.82% +3.53% +0.06%
12/31/074/30/08420% LQD
20% BND
60% TLT
LQD : +2.10%
BND : +0.99%
TLT : +0.81%
+1.10%-2.38%-4.97%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
4/30/086/2/08120% BND
60% QQQ
20% JNK
BND : -0.92%
QQQ : +4.21%
JNK : -0.17%
+2.31% +0.92% +0.47%
6/2/086/30/08120% BND
20% JNK
60% TLT
BND : -0.85%
JNK : -3.69%
TLT : +1.86%
+0.21%-3.46%-7.41%
6/30/087/31/08140% JNK
60% TLT
JNK : -1.52%
TLT : -0.77%
-1.07%-0.54%-0.89%
7/31/089/2/08160% TLT
40% IEF
TLT : +3.28%
IEF : +1.68%
+2.64% +1.86% +0.91%
9/2/0810/31/08260% TLT
40% BND
TLT : -1.72%
BND : -4.16%
-2.70%-15.75%-23.91%
10/31/0812/1/08160% TLT
40% IEF
TLT : +18.24%
IEF : +8.78%
+14.46% +1.03%-15.20%
12/1/0812/31/08160% TLT
40% BND
TLT : +9.02%
BND : +4.11%
+7.06% +10.58% +10.79%
12/31/083/31/09360% TLT
20% BND
20% LQD
TLT : -11.30%
BND : -1.98%
LQD : -6.84%
-8.54%-8.76%-11.24%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/094/30/09140% IEF
60% QQQ
IEF : -3.13%
QQQ : +12.60%
+6.31% +1.28% +9.94%
4/30/096/1/09160% QQQ
20% BND
20% JNK
QQQ : +5.75%
BND : -0.40%
JNK : +8.94%
+5.16%-0.19% +8.40%
6/1/096/30/09120% JNK
20% LQD
60% MDY
JNK : -0.83%
LQD : +2.51%
MDY : -3.14%
-1.55% +1.08%-2.42%
6/30/098/31/09220% JNK
20% LQD
60% QQQ
JNK : +6.07%
LQD : +5.58%
QQQ : +9.60%
+8.09% +6.95% +11.42%
8/31/0911/2/09220% JNK
20% LQD
60% MDY
JNK : +5.82%
LQD : +0.71%
MDY : +1.02%
+1.92% +0.79% +2.30%
11/2/0911/30/09120% JNK
20% LQD
60% SPY
JNK : +0.63%
LQD : +1.70%
SPY : +4.97%
+3.45% +3.36% +5.39%
11/30/092/1/10220% JNK
20% LQD
60% QQQ
JNK : +3.65%
LQD : -1.69%
QQQ : -0.93%
-0.17%-1.65%-0.27%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/103/1/10120% JNK
60% MDY
20% BND
JNK : +0.30%
MDY : +5.00%
BND : +0.09%
+3.08% +2.60% +2.60%
3/1/106/1/10320% JNK
60% MDY
20% LQD
JNK : -1.50%
MDY : -1.08%
LQD : +0.61%
-0.83% +2.45%-3.50%
6/1/108/31/10320% LQD
60% TLT
20% BND
LQD : +8.13%
TLT : +12.34%
BND : +3.42%
+9.71% +4.61%-1.60%
8/31/109/30/10120% LQD
60% TLT
20% JNK
LQD : +0.05%
TLT : -2.90%
JNK : +3.14%
-1.10% +4.23% +8.96%
9/30/1011/30/10220% LQD
20% JNK
60% QQQ
LQD : -2.27%
JNK : +0.54%
QQQ : +5.73%
+3.09% +0.03% +3.82%
11/30/1012/31/10140% JNK
60% QQQ
JNK : +2.32%
QQQ : +4.32%
+3.52% +1.59% +6.69%
12/31/102/28/11240% JNK
60% MDY
JNK : +2.94%
MDY : +6.12%
+4.85% +2.91% +5.89%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/115/31/11320% JNK
60% MDY
20% LQD
JNK : +1.73%
MDY : +3.91%
LQD : +2.83%
+3.26% +3.80% +1.75%
5/31/116/30/11160% MDY
20% LQD
20% BND
MDY : -2.93%
LQD : -1.19%
BND : -0.77%
-2.15%-2.18%-1.69%
6/30/1110/31/11420% LQD
20% BND
60% TLT
LQD : +5.30%
BND : +3.71%
TLT : +24.17%
+16.30% +7.96%-4.42%
10/31/1111/30/11120% LQD
20% BND
60% QQQ
LQD : -3.54%
BND : -0.46%
QQQ : -3.09%
-2.65% +0.30%-0.40%
11/30/111/3/12140% BND
60% SPY
BND : +0.46%
SPY : +2.24%
+1.53% +1.63% +2.65%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/12220% JNK
20% LQD
60% MDY
JNK : +3.86%
LQD : +3.49%
MDY : +9.72%
+7.30% +4.69% +7.47%
2/29/125/31/12320% JNK
20% LQD
60% QQQ
JNK : -3.57%
LQD : -0.01%
QQQ : -3.87%
-3.04% +2.15%-3.63%
5/31/128/31/12320% LQD
20% BND
60% TLT
LQD : +3.92%
BND : +1.05%
TLT : +0.33%
+1.19% +4.39% +7.93%
8/31/1210/1/12120% LQD
60% QQQ
20% JNK
LQD : +0.96%
QQQ : +0.33%
JNK : +0.31%
+0.45%-0.27% +2.81%
10/1/1210/31/12120% LQD
20% JNK
60% SPY
LQD : +0.67%
JNK : +0.50%
SPY : -2.47%
-1.25%-1.86%-2.08%
10/31/121/31/13320% LQD
20% JNK
60% MDY
LQD : -2.72%
JNK : +1.88%
MDY : +11.60%
+6.79% +1.71% +6.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/134/30/13340% JNK
60% MDY
JNK : +3.47%
MDY : +5.92%
+4.94% +6.00% +7.15%
4/30/135/31/13120% JNK
20% LQD
60% SPY
JNK : -2.70%
LQD : -3.60%
SPY : +1.95%
-0.09%-1.39% +2.36%
5/31/137/1/13140% JNK
60% QQQ
JNK : -2.19%
QQQ : -2.18%
-2.18%-1.96%-0.76%
7/1/137/31/13160% QQQ
40% IEF
QQQ : +5.24%
IEF : -0.79%
+2.83% +2.03% +4.56%
7/31/139/3/13140% IEF
60% MDY
IEF : -2.38%
MDY : -4.40%
-3.59%-2.29%-2.56%
9/3/139/30/13140% IEF
60% QQQ
IEF : +2.03%
QQQ : +3.83%
+3.11% +3.39% +2.70%
9/30/1310/31/13160% QQQ
20% JNK
20% BND
QQQ : +4.53%
JNK : +2.09%
BND : +0.45%
+3.23% +3.24% +4.63%
10/31/133/31/14560% QQQ
20% JNK
20% LQD
QQQ : +6.50%
JNK : +3.80%
LQD : +2.69%
+5.20% +5.52% +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% +0.49% +0.69%
4/30/146/2/14120% JNK
20% LQD
60% SPY
JNK : +0.44%
LQD : +0.54%
SPY : +2.03%
+1.41% +2.70% +2.44%
6/2/146/30/14120% LQD
60% SPY
20% BND
LQD : +0.16%
SPY : +1.54%
BND : -0.07%
+0.94% +2.11% +1.95%
6/30/147/31/14120% LQD
60% QQQ
20% JNK
LQD : -0.71%
QQQ : +0.77%
JNK : -2.77%
-0.23%-0.62%-1.34%
7/31/149/2/14120% LQD
60% QQQ
20% BND
LQD : +1.11%
QQQ : +4.89%
BND : +0.40%
+3.24% +4.17% +3.89%
9/2/149/30/14120% LQD
60% QQQ
20% JNK
LQD : -1.61%
QQQ : -1.44%
JNK : -2.96%
-1.78%-1.62%-1.33%
9/30/1412/31/14320% LQD
60% QQQ
20% BND
LQD : +1.73%
QQQ : +4.48%
BND : +1.21%
+3.28% +6.78% +4.90%
12/31/143/2/15220% LQD
20% BND
60% MDY
LQD : +0.99%
BND : +0.34%
MDY : +4.25%
+2.82% +3.38% +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 : -0.28%
-0.95%-0.93%-1.22%
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%-1.14%-3.97%
8/31/159/30/15160% TLT
40% BND
TLT : +1.56%
BND : +0.40%
+1.10%-0.88%-2.55%
9/30/1511/2/15160% TLT
20% BND
20% LQD
TLT : -1.26%
BND : -0.56%
LQD : -0.26%
-0.92% +5.85% +9.79%
11/2/1512/31/15220% BND
20% LQD
60% QQQ
BND : -0.77%
LQD : -1.20%
QQQ : -2.50%
-1.89%-2.10%-2.52%
12/31/152/1/16160% TLT
40% IEF
TLT : +4.83%
IEF : +2.68%
+3.97%-1.80%-5.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/162/29/16160% TLT
40% BND
TLT : +2.99%
BND : +0.65%
+2.05% +1.11%-0.05%
2/29/163/31/16160% TLT
20% BND
20% LQD
TLT : -0.50%
BND : +0.47%
LQD : +3.20%
+0.43% +4.31% +6.73%
3/31/165/2/16120% BND
20% LQD
60% MDY
BND : -0.17%
LQD : +1.02%
MDY : +1.72%
+1.20%-0.65% +1.19%
5/2/168/1/16320% LQD
60% MDY
20% JNK
LQD : +3.02%
MDY : +5.40%
JNK : +3.16%
+4.48% +7.97% +4.86%
8/1/1610/31/16320% LQD
20% JNK
60% QQQ
LQD : -1.50%
JNK : +2.35%
QQQ : +0.84%
+0.67%-2.65%-1.53%
10/31/1611/30/16140% JNK
60% QQQ
JNK : -0.28%
QQQ : +0.03%
-0.09%-0.84% +3.69%
11/30/162/28/17340% JNK
60% MDY
JNK : +4.15%
MDY : +6.13%
+5.34% +6.35% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/175/31/17320% JNK
20% LQD
60% QQQ
JNK : +1.46%
LQD : +1.82%
QQQ : +8.46%
+5.73% +3.83% +2.54%
5/31/176/30/17120% LQD
60% QQQ
20% BND
LQD : +0.08%
QQQ : -2.71%
BND : -0.35%
-1.68%0.00% +0.64%
6/30/178/31/17220% LQD
60% QQQ
20% JNK
LQD : +1.04%
QQQ : +5.80%
JNK : +0.65%
+3.82% +2.97% +2.36%
8/31/1710/2/17120% LQD
60% QQQ
20% BND
LQD : -0.35%
QQQ : -0.61%
BND : -0.90%
-0.62% +0.48% +2.46%
10/2/1711/30/17220% LQD
60% QQQ
20% JNK
LQD : -0.43%
QQQ : +6.15%
JNK : -0.56%
+3.49% +4.14% +5.03%
11/30/171/2/18120% LQD
20% JNK
60% MDY
LQD : +0.14%
JNK : +0.01%
MDY : +0.79%
+0.50% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/181/31/18120% LQD
60% QQQ
20% BND
LQD : -0.96%
QQQ : +6.46%
BND : -1.35%
+3.41% +2.65% +4.88%
1/31/184/2/18260% QQQ
40% IEF
QQQ : -8.42%
IEF : -0.08%
-5.08%-5.26%-8.30%
4/2/185/31/18240% IEF
60% TLT
IEF : -0.81%
TLT : -0.72%
-0.76% +4.96% +5.23%
5/31/187/2/18140% BND
60% MDY
BND : -0.27%
MDY : +0.02%
-0.10% +0.98% +0.79%
7/2/187/31/18120% BND
20% JNK
60% QQQ
BND : -0.37%
JNK : +1.38%
QQQ : +1.71%
+1.23% +1.24% +3.48%
7/31/1810/31/18320% JNK
60% QQQ
20% LQD
JNK : -1.17%
QQQ : -6.51%
LQD : -2.56%
-4.65%-4.65%-3.37%
10/31/1812/31/18260% TLT
40% IEF
TLT : +7.32%
IEF : +3.76%
+5.90%-3.69%-7.11%
12/31/181/31/19160% TLT
40% BND
TLT : -0.02%
BND : +0.70%
+0.27% +6.28% +8.00%
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% +1.96% +3.24%
2/28/195/31/19320% LQD
20% JNK
60% QQQ
LQD : +4.66%
JNK : -0.46%
QQQ : +1.42%
+1.69% +2.15%-0.79%
5/31/197/1/19120% LQD
20% BND
60% TLT
LQD : +3.03%
BND : +0.84%
TLT : +0.31%
+0.96% +5.99% +7.93%
7/1/199/3/19220% LQD
20% BND
60% SPY
LQD : +3.44%
BND : +2.62%
SPY : -2.06%
-0.02% +1.74%-1.66%
9/3/199/30/19120% LQD
20% BND
60% QQQ
LQD : -1.06%
BND : -1.05%
QQQ : +1.50%
+0.48% +0.89% +2.55%
9/30/1910/31/19120% LQD
20% BND
60% TLT
LQD : +0.04%
BND : -0.09%
TLT : -1.51%
-0.92% +1.62% +2.21%
10/31/1912/2/19120% LQD
60% QQQ
20% JNK
LQD : -0.36%
QQQ : +2.59%
JNK : +0.10%
+1.50% +1.34% +2.74%
12/2/1912/31/19160% QQQ
40% JNK
QQQ : +4.54%
JNK : +1.69%
+3.40% +2.40% +3.79%
12/31/192/20/20260% QQQ
20% JNK
20% LQD
QQQ : +9.99%
JNK : +0.62%
LQD : +2.61%
+6.64% +7.25% +4.69%
DateSymbolAmountTypePriceFeesTotal Price
1/31/07LQD63Buy$62.36$8$3,937
MDY46Buy$128.73$12$5,933
5/31/07MDY2Sell$142.46$1$284
LQD63Sell$62.96$8$3,959
IEF71Buy$59.19$8$4,211
7/2/07QQQ147Buy$42.80$13$6,304
MDY44Sell$141.09$12$6,196
8/31/07LQD34Buy$63.41$4$2,160
QQQ1Buy$43.55$0$44
IEF71Sell$61.60$9$4,365
BND42Buy$50.69$4$2,133
12/31/07QQQ148Sell$45.71$14$6,752
TLT104Buy$64.27$13$6,697
DateSymbolAmountTypePriceFeesTotal Price
4/30/08LQD34Sell$66.24$5$2,248
JNK39Buy$56.84$4$2,221
QQQ161Buy$42.17$14$6,803
TLT104Sell$65.05$14$6,752
6/2/08QQQ161Sell$44.12$14$7,089
BND1Buy$53.38$0$53
JNK1Buy$56.97$0$57
TLT109Buy$63.55$14$6,941
6/30/08JNK44Buy$55.09$5$2,429
TLT2Sell$64.99$0$130
BND43Sell$53.14$5$2,280
7/31/08JNK84Sell$54.47$9$4,566
IEF68Buy$67.17$9$4,577
9/2/08IEF68Sell$68.57$9$4,653
BND88Buy$53.78$9$4,742
TLT1Sell$67.14$0$67
10/31/08BND88Sell$51.75$9$4,545
IEF68Buy$67.52$9$4,601
TLT1Sell$66.25$0$66
12/1/08IEF68Sell$73.74$10$5,004
BND98Buy$54.10$11$5,312
TLT4Sell$78.65$1$314
12/31/08TLT2Sell$86.09$0$172
LQD43Buy$66.19$6$2,852
BND48Sell$56.55$5$2,709
DateSymbolAmountTypePriceFeesTotal Price
3/31/09QQQ289Buy$27.20$16$7,877
TLT99Sell$76.67$15$7,575
BND50Sell$55.65$6$2,777
IEF69Buy$75.41$10$5,214
LQD43Sell$61.91$5$2,657
4/30/09BND49Buy$55.91$5$2,745
JNK60Buy$46.38$6$2,788
IEF69Sell$73.34$10$5,050
QQQ17Sell$30.75$1$522
6/1/09JNK3Sell$50.73$0$152
BND49Sell$55.91$5$2,734
QQQ272Sell$32.65$18$8,863
LQD45Buy$65.08$6$2,934
MDY92Buy$95.08$17$8,765
6/30/09LQD2Sell$66.98$0$134
MDY92Sell$92.46$17$8,489
QQQ266Buy$32.68$17$8,710
8/31/09MDY90Buy$104.52$19$9,426
QQQ266Sell$35.96$19$9,546
JNK1Buy$53.79$0$54
LQD1Buy$71.00$0$71
11/2/09SPY113Buy$84.95$19$9,619
JNK2Sell$57.15$0$114
MDY90Sell$106.01$19$9,522
11/30/09LQD1Buy$73.30$0$73
JNK1Buy$57.74$0$58
QQQ254Buy$39.17$20$9,969
SPY113Sell$89.53$20$10,097
DateSymbolAmountTypePriceFeesTotal Price
2/1/10LQD45Sell$72.35$7$3,249
MDY86Buy$114.50$20$9,867
JNK2Sell$60.09$0$120
BND55Buy$59.32$7$3,269
QQQ254Sell$38.96$20$9,876
3/1/10BND55Sell$59.61$7$3,272
LQD46Buy$73.14$7$3,371
JNK1Buy$60.51$0$61
MDY2Sell$120.71$0$241
6/1/10MDY84Sell$119.88$20$10,050
BND55Buy$60.78$7$3,350
TLT138Buy$73.79$20$10,203
JNK56Sell$59.84$7$3,344
8/31/10TLT4Sell$83.23$1$332
BND55Sell$63.11$7$3,464
JNK58Buy$63.68$7$3,701
9/30/10JNK2Sell$65.94$0$132
LQD1Sell$80.57$0$80
TLT134Sell$81.14$22$10,851
QQQ249Buy$44.52$22$11,108
11/30/10QQQ7Sell$47.26$1$330
JNK58Buy$66.56$8$3,868
LQD45Sell$79.06$7$3,551
12/31/10QQQ242Sell$49.50$24$11,955
JNK2Buy$68.38$0$137
MDY80Buy$147.21$24$11,800
DateSymbolAmountTypePriceFeesTotal Price
2/28/11LQD52Buy$79.35$8$4,134
JNK58Sell$70.67$8$4,091
MDY1Sell$156.85$0$157
5/31/11JNK58Sell$72.18$8$4,178
BND67Buy$64.04$9$4,299
6/30/11BND1Sell$63.80$0$64
MDY79Sell$159.48$25$12,574
TLT170Buy$74.76$25$12,735
10/31/11TLT170Sell$93.20$32$15,812
LQD5Buy$85.92$1$430
BND8Buy$66.43$1$532
QQQ279Buy$52.97$30$14,808
11/30/11LQD57Sell$83.21$9$4,733
BND70Buy$66.39$9$4,657
QQQ279Sell$51.54$29$14,351
SPY136Buy$105.86$29$14,426
DateSymbolAmountTypePriceFeesTotal Price
1/3/12JNK67Buy$72.26$10$4,851
SPY136Sell$108.67$30$14,750
MDY100Buy$145.70$29$14,599
LQD56Buy$86.04$10$4,828
BND144Sell$66.96$19$9,623
2/29/12QQQ266Buy$59.10$31$15,752
MDY100Sell$160.50$32$16,018
JNK2Buy$75.35$0$151
LQD2Buy$89.40$0$179
5/31/12JNK69Sell$72.95$10$5,023
QQQ266Sell$57.04$30$15,142
LQD2Sell$89.75$0$179
BND74Buy$68.66$10$5,091
TLT146Buy$104.49$31$15,286
8/31/12BND74Sell$69.66$10$5,145
TLT146Sell$105.25$31$15,336
JNK65Buy$78.23$10$5,095
LQD1Sell$93.64$0$93
QQQ246Buy$62.79$31$15,477
10/1/12LQD1Sell$94.92$0$95
SPY124Buy$124.88$31$15,516
QQQ246Sell$63.25$31$15,528
10/31/12SPY124Sell$122.28$30$15,132
MDY94Buy$162.23$30$15,280
LQD1Sell$95.94$0$96
JNK1Sell$79.50$0$79
DateSymbolAmountTypePriceFeesTotal Price
1/31/13MDY4Sell$181.77$1$726
LQD53Sell$93.70$10$4,956
JNK70Buy$81.32$11$5,704
4/30/13LQD59Buy$96.72$11$5,718
JNK66Sell$84.48$11$5,565
SPY123Buy$139.74$34$17,222
MDY90Sell$193.30$35$17,362
5/31/13LQD59Sell$93.61$11$5,512
JNK71Buy$82.53$12$5,871
QQQ253Buy$68.20$35$17,289
SPY123Sell$143.04$35$17,559
7/1/13IEF125Buy$89.95$22$11,266
JNK139Sell$81.05$23$11,243
QQQ1Sell$66.98$0$67
7/31/13QQQ252Sell$70.77$36$17,798
IEF4Buy$89.60$1$359
MDY84Buy$206.07$35$17,344
9/3/13IEF2Sell$87.82$0$175
MDY84Sell$197.79$33$16,581
QQQ237Buy$70.89$34$16,835
9/30/13QQQ2Sell$73.90$0$148
IEF127Sell$89.96$23$11,402
BND85Buy$67.75$12$5,770
JNK70Buy$82.68$12$5,799
10/31/13LQD64Buy$92.96$12$5,961
QQQ3Sell$77.56$0$232
BND85Sell$68.33$12$5,796
DateSymbolAmountTypePriceFeesTotal Price
3/31/14MDY81Buy$232.40$38$18,862
QQQ232Sell$82.93$38$19,201
JNK1Buy$88.32$0$88
LQD2Buy$95.84$0$192
4/30/14JNK1Sell$88.81$0$89
MDY81Sell$228.94$37$18,507
SPY112Buy$168.11$38$18,866
LQD2Sell$97.12$0$194
6/2/14SPY1Sell$172.21$0$172
BND91Buy$70.06$13$6,388
JNK70Sell$89.56$13$6,257
LQD1Buy$98.04$0$98
6/30/14QQQ217Buy$89.07$39$19,367
JNK71Buy$90.47$13$6,436
SPY111Sell$175.57$39$19,449
BND91Sell$70.29$13$6,384
7/31/14BND92Buy$70.09$13$6,461
JNK71Sell$88.32$13$6,258
QQQ3Sell$90.12$1$270
9/2/14QQQ3Sell$94.91$1$284
JNK73Buy$90.66$13$6,631
BND92Sell$70.65$13$6,487
LQD1Buy$99.77$0$100
9/30/14BND93Buy$70.49$13$6,569
JNK73Sell$88.33$13$6,435
QQQ1Sell$93.92$0$94
12/31/14BND2Buy$71.63$0$144
LQD1Buy$100.67$0$101
QQQ210Sell$98.52$41$20,648
MDY82Buy$247.10$41$20,303
DateSymbolAmountTypePriceFeesTotal Price
3/2/15JNK78Buy$89.53$14$6,997
MDY1Sell$258.64$1$258
BND95Sell$72.16$14$6,841
LQD1Buy$102.07$0$102
4/30/15JNK77Buy$89.64$14$6,916
LQD68Sell$101.94$14$6,918
MDY81Sell$256.26$42$20,716
QQQ203Buy$102.94$42$20,939
6/30/15IEF144Buy$95.83$28$13,827
JNK155Sell$88.18$27$13,641
QQQ2Sell$102.64$0$205
8/31/15TLT188Buy$108.65$41$20,467
BND190Buy$71.84$27$13,677
IEF144Sell$97.36$28$13,992
QQQ201Sell$99.99$40$20,058
9/30/15BND95Sell$72.42$14$6,866
LQD68Buy$100.08$14$6,819
TLT2Sell$110.79$0$221
11/2/15TLT186Sell$109.83$41$20,388
QQQ186Buy$110.14$41$20,527
BND1Sell$72.30$0$72
12/31/15BND94Sell$72.03$14$6,757
TLT185Buy$109.05$40$20,215
IEF138Buy$97.41$27$13,469
QQQ186Sell$107.82$40$20,014
LQD68Sell$99.41$14$6,746
DateSymbolAmountTypePriceFeesTotal Price
2/1/16IEF138Sell$100.42$28$13,830
BND192Buy$72.75$28$13,996
TLT2Sell$114.78$0$229
2/29/16TLT2Sell$118.69$0$237
LQD71Buy$100.58$14$7,155
BND95Sell$73.52$14$6,970
3/31/16MDY86Buy$249.91$43$21,535
LQD2Sell$104.21$0$208
TLT181Sell$118.57$43$21,418
5/2/16BND97Sell$74.33$14$7,196
JNK85Buy$85.42$15$7,275
8/1/16QQQ204Buy$112.29$46$22,953
JNK1Buy$88.47$0$89
MDY86Sell$270.07$46$23,180
LQD1Buy$109.33$0$110
10/31/16LQD70Sell$108.12$15$7,553
JNK84Buy$90.91$15$7,652
11/30/16QQQ204Sell$114.18$47$23,246
MDY81Buy$284.00$46$23,050
DateSymbolAmountTypePriceFeesTotal Price
2/28/17QQQ193Buy$126.72$49$24,506
LQD76Buy$107.13$16$8,158
MDY81Sell$302.62$49$24,463
JNK85Sell$95.18$16$8,074
5/31/17BND114Buy$75.53$17$8,628
LQD2Buy$109.52$0$219
JNK85Sell$96.96$16$8,225
QQQ5Sell$137.99$1$689
6/30/17LQD1Sell$110.05$0$110
JNK87Buy$97.02$17$8,458
BND114Sell$75.57$17$8,598
QQQ1Buy$134.79$0$135
8/31/17JNK87Sell$98.04$17$8,512
LQD2Buy$111.64$0$224
BND115Buy$76.85$18$8,855
QQQ3Sell$143.18$1$429
10/2/17QQQ1Sell$142.88$0$143
BND115Sell$76.46$18$8,775
JNK89Buy$98.65$18$8,797
11/30/17QQQ185Sell$152.27$56$28,114
JNK4Buy$98.49$1$395
LQD3Buy$111.66$1$336
MDY82Buy$335.62$55$27,576
DateSymbolAmountTypePriceFeesTotal Price
1/2/18BND120Buy$76.58$18$9,208
QQQ178Buy$155.88$55$27,802
MDY82Sell$339.62$56$27,793
JNK93Sell$98.89$18$9,178
1/31/18QQQ6Sell$166.61$2$998
BND120Sell$75.85$18$9,084
LQD82Sell$111.64$18$9,136
IEF193Buy$98.72$38$19,091
4/2/18TLT234Buy$116.46$55$27,306
IEF9Sell$99.04$2$890
QQQ172Sell$153.19$53$26,296
5/31/18BND240Buy$75.44$36$18,142
MDY78Buy$346.16$54$27,054
IEF184Sell$98.63$36$18,112
TLT234Sell$116.08$54$27,108
7/2/18JNK92Buy$97.59$18$8,996
BND121Sell$75.54$18$9,122
MDY78Sell$347.63$54$27,061
QQQ159Buy$170.59$54$27,178
7/31/18QQQ2Sell$174.20$1$348
BND119Sell$75.56$18$8,974
LQD83Buy$109.52$18$9,108
10/24/18QQQ157Sell  (stop order)$163.52$51$25,621
10/31/18IEF179Buy$97.81$35$17,543
TLT239Buy$110.00$53$26,343
JNK92Sell$98.56$18$9,049
LQD83Sell$107.14$18$8,875
12/31/18BND241Buy$76.89$37$18,568
IEF179Sell$101.89$36$18,202
TLT4Sell$118.52$1$473
DateSymbolAmountTypePriceFeesTotal Price
1/31/19BND121Sell$77.74$19$9,388
LQD83Buy$112.41$19$9,349
TLT235Sell$118.97$56$27,902
MDY85Buy$329.12$56$28,031
2/28/19JNK93Buy$101.99$19$9,504
BND120Sell$77.67$19$9,302
MDY85Sell$343.35$58$29,126
LQD2Buy$112.18$0$225
QQQ166Buy$171.77$57$28,571
5/29/19QQQ166Sell  (stop order)$174.91$58$28,977
5/31/19JNK93Sell$101.93$19$9,461
LQD3Sell$117.88$1$353
TLT224Buy$129.71$58$29,113
BND120Buy$80.60$19$9,691
7/1/19TLT224Sell$130.63$59$29,203
SPY100Buy$292.86$59$29,345
LQD2Sell$121.94$0$243
9/3/19LQD3Sell$126.64$1$379
QQQ159Buy$184.88$59$29,455
BND4Sell$84.07$1$336
SPY100Sell$287.99$58$28,741
9/30/19LQD1Buy$125.80$0$126
TLT209Buy$141.87$59$29,710
BND2Buy$83.52$0$167
QQQ159Sell$188.40$60$29,896
10/31/19LQD1Sell$126.36$0$126
TLT209Sell$140.29$59$29,262
JNK92Buy$106.30$20$9,799
QQQ149Buy$196.65$59$29,359
BND118Sell$83.78$20$9,866
12/2/19LQD77Sell$126.41$19$9,714
QQQ2Sell$202.56$1$404
JNK94Buy$106.83$20$10,062
12/31/19QQQ2Sell$212.61$1$424
JNK92Sell$109.07$20$10,014
LQD80Buy$127.63$20$10,231