The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio seeks to provide exposure across US stock market and US bond market, and invests in leveraged ETFs to seek enhanced returns.
The Portfolio combines a US bond market strategy, a US stock market strategy and a leveraged 60/40 strategy.
The Leveraged ETFs (3x) have a maximum allocation of 20% of the Portfolio.
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 (0% to 100%), the Stocks Strategy (0% to 100%) and the Leveraged-60/40 Strategy (0% to 20%).

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

Stocks Strategy0% to 100%

Bonds Strategy0% to 100%

Leveraged-60/40 Strategy0% to 20%

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

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 three best-performing ETFs from : MUB (Municipal Bonds), CWB (Convertible Securities), 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 3 best-performing ETFs from: MUB CWB BND LQD

No Assets rising trend

Buy/Hold ETFIEF

Leveraged-60/40 Strategy

The strategy aims to provide exposure to the US stock market (60%) and Long-Term US Treasuries (40%) only during rising trends, and invests in leveraged ETFs. 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 a basket of 3x leveraged ETFs : 30% S&P 500 (SPXL), 30% Nasdaq (TQQQ) and 40% Long-Term US Treasuries (TMF). If in a falling trend, we assume a Risk-Off market environment and the strategy stays out of market.

S&P 500 Index trend detection

Risk-On Market Regime

Buy/Hold ETFsTQQQ (30%), SPXL (30%), TMF (40%)

Risk-Off Market Regime

Out of market

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  7

Return +14.21%

Max Drawdown-9.57%

Asset Allocation

TMF8%
CWB6%
BND6%
LQD6%
QQQ60%
Cash14%
This strategy trades monthly

Last refresh:
9/20/19

Last trading day:
9/3/19

Next trading day:
9/30/19

Stop Orders
TMF$30.60
LQD$123.62
BND$82.74
QQQ$176.28
CWB$49.84

Start Year:
2011

Benchmark:
SPY

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

List of ETFs traded:

QQQ
Nasdaq 100

SPY
S&P 500

MDY
Midcap 400

TLT
Long-Term US Treasuries

MUB
US Municipal Bonds

CWB
US Convertible Securities

BND
US Total Bond Market

LQD
US Corporate Bonds

IEF
Intermediate-term US Treasuries

TQQQ
ProShares UltraPro QQQ (leveraged 3X)

SPXL
Direxion Daily S&P 500 Bull 3X Shares

TMF
Direxion Daily 20+ Year Treasury Bull 3X Shares

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$31,98914.21%10.51%29.30%-3.68%-9.57%1.24
Buy & Hold$10,000$25,26911.18%7.58%20.45%-3.77%-11.22%1.32
Benchmark$10,000$27,82712.41%11.63%32.07%-4.55%-16.09%0.99

Holdings

SymbolAmountPriceTotal Price
TMF75$30.01$2,251
LQD14$127.17$1,780
BND22$84.19$1,852
QQQ102$190.80$19,462
CWB36$53.10$1,912
Cash$4,733
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2011 +19.85%$11,985 +13.78% +0.83%
2012 +11.51%$13,364 +9.99% +15.86%
2013 +29.30%$17,280 +12.72% +32.07%
2014 +17.70%$20,338 +18.40% +13.38%
2015-3.68%$19,589 +1.29% +1.23%
2016 +14.90%$22,507 +8.41% +11.94%
2017 +27.13%$28,613 +18.87% +21.61%
2018 +1.98%$29,180-3.77%-4.55%
2019 +9.63%$31,989 +20.45% +20.94%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980-0.30% +1.26%
February +4.52%$10,431 +2.84% +3.45%
March +0.67%$10,501 +0.44% +0.02%
April +2.94%$10,810 +2.57% +2.86%
May-0.43%$10,764 +0.66%-1.11%
June-2.77%$10,466-2.14%-1.68%
July +3.78%$10,862 +0.98%-1.98%
August +5.21%$11,428 +0.51%-5.45%
September +9.85%$12,554 +1.92%-6.88%
October-3.09%$12,166 +3.80% +10.81%
November-3.26%$11,769 +0.29%-0.41%
December +1.84%$11,985 +1.56% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.40%$12,752 +3.21% +4.60%
February +4.22%$13,290 +1.53% +4.30%
March +3.36%$13,737 +0.04% +3.20%
April-1.57%$13,521 +1.60%-0.67%
May-3.62%$13,032 +0.29%-5.96%
June-0.87%$12,918 +0.87% +4.03%
July +3.79%$13,408 +2.13% +1.17%
August-1.07%$13,264 +1.36% +2.49%
September +1.37%$13,446-0.25% +2.52%
October-3.05%$13,036-1.73%-1.82%
November +1.80%$13,271 +1.26% +0.57%
December +0.70%$13,364-0.65% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.90%$14,019 +1.28% +5.08%
February +1.08%$14,171 +0.98% +1.27%
March +4.35%$14,788 +2.02% +3.77%
April +2.14%$15,105 +2.89% +1.91%
May +0.81%$15,228-1.26% +2.34%
June-2.70%$14,817-2.48%-1.32%
July +4.63%$15,503 +2.71% +5.14%
August-3.43%$14,971-1.97%-2.98%
September +4.32%$15,617 +2.96% +3.15%
October +5.23%$16,434 +3.26% +4.60%
November +2.63%$16,867 +0.66% +2.95%
December +2.45%$17,280 +1.19% +2.57%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.82%$17,138 +0.48%-3.50%
February +4.39%$17,890 +3.25% +4.52%
March-2.35%$17,469-0.13% +0.82%
April-0.37%$17,405 +0.50% +0.69%
May +3.53%$18,020 +2.85% +2.31%
June +1.81%$18,346 +1.87% +2.05%
July +0.66%$18,468-0.68%-1.34%
August +6.13%$19,600 +4.63% +3.93%
September-1.96%$19,216-2.10%-1.37%
October +2.68%$19,731 +2.78% +2.34%
November +4.88%$20,694 +3.04% +2.74%
December-1.72%$20,338 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.69%$20,682 +2.26%-2.94%
February +3.44%$21,394 +1.22% +5.60%
March +0.34%$21,466-0.21%-1.57%
April-1.84%$21,070-0.91% +0.98%
May +1.68%$21,425 +0.27% +1.28%
June-3.46%$20,683-2.66%-2.02%
July +4.74%$21,663 +3.11% +2.25%
August-7.06%$20,134-4.25%-6.06%
September +1.63%$20,462-0.94%-2.54%
October-0.22%$20,416 +5.22% +8.47%
November-2.03%$20,002 +0.17% +0.36%
December-2.06%$19,589-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.35%$20,442-1.80%-4.96%
February +2.30%$20,913 +1.00%-0.08%
March0.00%$20,913 +4.36% +6.70%
April +0.13%$20,940-0.72% +0.39%
May +2.50%$21,464 +2.07% +1.69%
June +1.28%$21,739 +2.15% +0.35%
July +3.98%$22,604 +3.92% +3.63%
August-0.27%$22,543-0.03% +0.12%
September +0.67%$22,693-0.15% +0.01%
October-1.79%$22,286-2.79%-1.73%
November-0.88%$22,090-0.64% +3.67%
December +1.89%$22,507 +0.99% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +2.64%$23,101 +2.25% +1.78%
February +3.57%$23,926 +2.96% +3.91%
March +1.40%$24,260 +0.25% +0.13%
April +2.83%$24,946 +1.58% +0.99%
May +3.91%$25,922 +1.83% +1.41%
June-1.51%$25,531 +0.06% +0.64%
July +2.83%$26,253 +1.47% +2.04%
August +2.41%$26,887 +1.38% +0.29%
September-0.49%$26,755 +0.35% +2.01%
October +4.02%$27,831 +2.18% +2.35%
November +1.88%$28,355 +2.15% +3.05%
December +0.91%$28,613 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.34%$30,426 +3.19% +5.62%
February-3.74%$29,289-2.92%-3.63%
March-2.44%$28,575-0.80%-2.73%
April-3.36%$27,614-0.43% +0.51%
May +2.43%$28,284 +3.56% +2.43%
June +0.57%$28,445 +0.73% +0.57%
July +1.71%$28,930 +1.54% +3.69%
August +5.41%$30,495 +3.42% +3.18%
September-0.96%$30,202-0.94% +0.59%
October-7.47%$27,946-6.86%-6.89%
November +1.50%$28,365 +1.44% +1.85%
December +2.87%$29,180-5.14%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.09%$29,205 +6.29% +7.98%
February +3.24%$30,152 +2.01% +3.23%
March +4.92%$31,635 +3.01% +1.80%
April +4.54%$33,072 +2.70% +4.07%
May-5.12%$31,379-3.58%-6.36%
June +1.10%$31,723 +5.41% +6.93%
July +0.20%$31,785 +1.27% +1.51%
August +1.39%$32,228 +1.49%-1.67%
September-0.74%$31,989 +0.53% +2.46%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +5.92% +7.95% +4.62%
2 years +19.56% +22.21% +23.21%
3 years +40.96% +34.40% +45.90%
5 years +66.47% +61.40% +66.82%
7 years +137.91% +99.63% +137.29%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/112/28/1118% TMF
6% TQQQ
6% SPXL
20% CWB
60% MDY
TMF : +4.14%
TQQQ : +8.60%
SPXL : +10.02%
CWB : +1.47%
MDY : +4.12%
+4.21% +2.84% +3.47%
2/28/113/31/1118% TMF
6% TQQQ
6% SPXL
6% CWB
60% MDY
6% LQD
6% MUB
2% CASH
TMF : -0.91%
TQQQ : -11.96%
SPXL : -0.70%
CWB : -0.36%
MDY : +2.18%
LQD : -0.93%
MUB : -1.59%
CASH : 0.00%
+0.30% +0.44% +0.02%
3/31/115/2/1118% TMF
6% SPXL
6% CWB
60% MDY
6% LQD
6% MUB
8% CASH
TMF : +6.79%
SPXL : +7.56%
CWB : +1.53%
MDY : +1.50%
LQD : +2.33%
MUB : +2.48%
CASH : 0.00%
+2.28% +2.41% +2.73%
5/2/115/31/1118% TMF
6% SPXL
6% CWB
60% MDY
6% LQD
6% MUB
6% TQQQ
2% CASH
TMF : +9.18%
SPXL : -3.46%
CWB : -0.60%
MDY : -0.61%
LQD : +0.63%
MUB : +1.80%
TQQQ : -10.83%
CASH : 0.00%
-0.38% +0.81%-0.97%
5/31/116/30/1118% TMF
6% SPXL
60% MDY
6% LQD
6% MUB
6% BND
8% CASH
TMF : -7.72%
SPXL : -6.43%
MDY : -2.93%
LQD : -1.19%
MUB : -0.53%
BND : -0.78%
CASH : 0.00%
-2.91%-2.14%-1.69%
6/30/118/31/1128% TMF
6% SPXL
6% LQD
6% MUB
6% BND
6% TQQQ
60% TLT
2% CASH
TMF : +43.57%
SPXL : -42.26%
LQD : +2.37%
MUB : +3.55%
BND : +2.91%
TQQQ : -16.13%
TLT : +14.05%
CASH : 0.00%
+8.94% +1.49%-7.38%
8/31/1110/31/1128% LQD
8% MUB
8% BND
75% TLT
LQD : +2.46%
MUB : -0.97%
BND : +0.36%
TLT : +8.44%
+6.48% +5.79% +3.22%
10/31/1111/30/1116% LQD
6% MUB
6% BND
8% TMF
6% SPXL
6% TQQQ
60% QQQ
2% CASH
LQD : -3.54%
MUB : +0.23%
BND : -0.46%
TMF : +4.44%
SPXL : -4.06%
TQQQ : -23.76%
QQQ : -3.08%
CASH : 0.00%
-3.39% +0.29%-0.41%
11/30/111/3/12110% MUB
10% BND
8% TMF
6% SPXL
60% SPY
6% CASH
MUB : +2.20%
BND : +0.46%
TMF : +4.22%
SPXL : +5.93%
SPY : +2.25%
CASH : 0.00%
+2.31% +1.65% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/1226% MUB
8% TMF
6% SPXL
6% TQQQ
6% LQD
6% CWB
60% MDY
2% CASH
MUB : +1.90%
TMF : -5.48%
SPXL : +23.81%
TQQQ : +43.57%
LQD : +3.48%
CWB : +8.03%
MDY : +9.73%
CASH : 0.00%
+10.25% +4.69% +7.46%
2/29/124/2/1216% MUB
8% TMF
6% SPXL
6% TQQQ
6% LQD
6% CWB
60% QQQ
2% CASH
MUB : -1.27%
TMF : -17.92%
SPXL : +11.25%
TQQQ : +18.55%
LQD : -1.56%
CWB : +0.69%
QQQ : +5.73%
CASH : 0.00%
+3.66% +0.72% +3.97%
4/2/124/30/1216% MUB
6% SPXL
6% TQQQ
6% LQD
6% CWB
60% QQQ
10% CASH
MUB : +0.53%
SPXL : -5.11%
TQQQ : -9.52%
LQD : +0.42%
CWB : -2.89%
QQQ : -2.58%
CASH : 0.00%
-2.54% +0.92%-1.39%
4/30/125/31/1216% SPXL
6% LQD
6% CWB
60% QQQ
6% BND
8% TMF
8% CASH
SPXL : -21.25%
LQD : +0.35%
CWB : -5.34%
QQQ : -7.40%
BND : +0.53%
TMF : +28.40%
CASH : 0.00%
-3.71% +0.29%-6.01%
5/31/127/2/1216% LQD
6% BND
8% TMF
6% TQQQ
6% MUB
60% TLT
8% CASH
LQD : +1.00%
BND : -0.13%
TMF : -3.23%
TQQQ : +10.11%
MUB : -1.58%
TLT : -1.06%
CASH : 0.00%
-0.33% +1.57% +4.37%
7/2/128/31/1226% LQD
6% BND
8% TMF
6% TQQQ
6% MUB
60% TLT
6% SPXL
2% CASH
LQD : +2.47%
BND : +0.78%
TMF : -9.98%
TQQQ : +17.43%
MUB : +1.99%
TLT : +1.00%
SPXL : +8.63%
CASH : 0.00%
+1.68% +2.81% +3.41%
8/31/1210/1/1216% LQD
6% TQQQ
6% MUB
6% SPXL
60% QQQ
6% CWB
10% CASH
LQD : +0.97%
TQQQ : +1.21%
MUB : +0.12%
SPXL : +7.88%
QQQ : +0.34%
CWB : +2.40%
CASH : 0.00%
+0.96%-0.16% +2.80%
10/1/1210/31/1216% LQD
6% TQQQ
6% MUB
6% SPXL
6% CWB
60% SPY
8% TMF
2% CASH
LQD : +0.67%
TQQQ : -12.70%
MUB : +0.12%
SPXL : -7.07%
CWB : -0.23%
SPY : -2.47%
TMF : -3.50%
CASH : 0.00%
-2.91%-1.82%-2.08%
10/31/1211/30/1216% LQD
6% MUB
6% SPXL
6% CWB
8% TMF
60% MDY
8% CASH
LQD : -1.12%
MUB : +1.21%
SPXL : +0.64%
CWB : +0.32%
TMF : +3.51%
MDY : +1.89%
CASH : 0.00%
+1.48% +1.26% +0.57%
11/30/1212/31/1216% LQD
6% MUB
6% SPXL
6% CWB
8% TMF
60% MDY
6% TQQQ
2% CASH
LQD : -0.73%
MUB : -2.97%
SPXL : +2.11%
CWB : +2.02%
TMF : -8.19%
MDY : +1.88%
TQQQ : -2.44%
CASH : 0.00%
+0.35%-0.65% +0.89%
12/31/121/31/13110% LQD
6% SPXL
10% CWB
8% TMF
60% MDY
6% TQQQ
LQD : -1.69%
SPXL : +15.12%
CWB : +2.53%
TMF : -9.95%
MDY : +6.66%
TQQQ : +7.24%
+4.63% +1.28% +5.12%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/134/1/1326% SPXL
20% CWB
8% TMF
60% MDY
6% TQQQ
SPXL : +13.40%
CWB : +2.32%
TMF : +3.48%
MDY : +4.25%
TQQQ : +6.91%
+4.51% +2.92% +4.71%
4/1/134/30/1316% SPXL
10% CWB
8% TMF
60% MDY
6% TQQQ
10% MUB
SPXL : +5.94%
CWB : +1.43%
TMF : +11.23%
MDY : +1.20%
TQQQ : +8.62%
MUB : +1.13%
+2.75% +2.98% +2.32%
4/30/135/31/1316% SPXL
6% CWB
8% TMF
6% TQQQ
6% LQD
60% SPY
6% BND
2% CASH
SPXL : +6.48%
CWB : +1.64%
TMF : -14.98%
TQQQ : +10.26%
LQD : -3.60%
SPY : +1.96%
BND : -2.32%
CASH : 0.00%
+0.73%-1.26% +2.36%
5/31/137/1/1316% SPXL
20% CWB
6% TQQQ
60% QQQ
8% CASH
SPXL : -3.66%
CWB : -2.73%
TQQQ : -9.86%
QQQ : -2.19%
CASH : 0.00%
-2.67%-1.89%-0.76%
7/1/137/31/1316% SPXL
20% CWB
60% QQQ
8% TMF
6% CASH
SPXL : +13.60%
CWB : +4.26%
QQQ : +5.24%
TMF : -8.48%
CASH : 0.00%
+4.13% +2.09% +4.56%
7/31/139/3/1316% SPXL
20% CWB
8% TMF
60% MDY
6% TQQQ
SPXL : -8.50%
CWB : -0.87%
TMF : -8.70%
MDY : -4.40%
TQQQ : -0.40%
-4.04%-2.31%-2.56%
9/3/139/30/1316% SPXL
20% CWB
8% TMF
6% TQQQ
60% QQQ
SPXL : +7.94%
CWB : +2.07%
TMF : +5.97%
TQQQ : +12.52%
QQQ : +3.83%
+4.42% +3.32% +2.70%
9/30/1310/31/1316% SPXL
6% CWB
8% TMF
6% TQQQ
60% QQQ
6% LQD
6% BND
2% CASH
SPXL : +12.89%
CWB : +2.36%
TMF : +3.73%
TQQQ : +14.23%
QQQ : +4.54%
LQD : +1.40%
BND : +0.45%
CASH : 0.00%
+4.90% +3.26% +4.63%
10/31/131/31/1436% SPXL
6% CWB
8% TMF
6% TQQQ
60% QQQ
6% LQD
6% MUB
2% CASH
SPXL : +4.15%
CWB : +3.14%
TMF : +2.68%
TQQQ : +10.73%
QQQ : +4.11%
LQD : +1.56%
MUB : +1.26%
CASH : 0.00%
+3.93% +2.35% +1.91%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/142/28/1416% SPXL
6% CWB
8% TMF
60% QQQ
6% LQD
6% MUB
8% CASH
SPXL : +13.32%
CWB : +4.25%
TMF : +1.25%
QQQ : +4.73%
LQD : +0.74%
MUB : +0.64%
CASH : 0.00%
+4.08% +3.25% +4.55%
2/28/143/31/1416% SPXL
6% CWB
8% TMF
60% QQQ
6% LQD
6% MUB
6% TQQQ
2% CASH
SPXL : +1.61%
CWB : -2.31%
TMF : +1.30%
QQQ : -3.12%
LQD : -0.43%
MUB : -0.31%
TQQQ : -11.03%
CASH : 0.00%
-2.52%-0.13% +0.83%
3/31/144/30/1416% SPXL
6% CWB
8% TMF
6% LQD
6% MUB
60% MDY
8% CASH
SPXL : +1.25%
CWB : +0.21%
TMF : +5.52%
LQD : +0.92%
MUB : +0.83%
MDY : -1.88%
CASH : 0.00%
-0.49% +0.50% +0.70%
4/30/146/2/1416% SPXL
6% CWB
8% TMF
6% LQD
6% MUB
6% TQQQ
60% SPY
2% CASH
SPXL : +6.54%
CWB : +1.82%
TMF : +6.05%
LQD : +0.55%
MUB : +0.52%
TQQQ : +12.83%
SPY : +2.03%
CASH : 0.00%
+3.04% +2.65% +2.44%
6/2/146/30/1416% SPXL
8% TMF
6% LQD
6% MUB
6% TQQQ
60% SPY
6% BND
2% CASH
SPXL : +5.39%
TMF : +0.81%
LQD : +0.16%
MUB : -0.37%
TQQQ : +9.26%
SPY : +1.54%
BND : -0.07%
CASH : 0.00%
+1.85% +2.07% +1.95%
6/30/149/30/1436% SPXL
8% TMF
6% LQD
6% MUB
6% TQQQ
6% CWB
60% QQQ
2% CASH
SPXL : +1.64%
TMF : +8.11%
LQD : -0.43%
MUB : +1.23%
TQQQ : +11.61%
CWB : -1.49%
QQQ : +5.02%
CASH : 0.00%
+4.41% +1.74% +1.13%
9/30/1410/31/1416% SPXL
8% TMF
6% LQD
6% MUB
60% QQQ
6% BND
8% CASH
SPXL : +5.72%
TMF : +7.63%
LQD : +0.83%
MUB : +0.14%
QQQ : +2.23%
BND : +0.32%
CASH : 0.00%
+2.37% +2.78% +2.35%
10/31/1412/1/1416% SPXL
8% TMF
6% MUB
60% QQQ
6% BND
6% TQQQ
6% CWB
2% CASH
SPXL : +5.52%
TMF : +6.63%
MUB : -0.32%
QQQ : +2.96%
BND : +0.27%
TQQQ : +9.60%
CWB : -0.12%
CASH : 0.00%
+3.20% +2.15% +2.04%
12/1/1412/31/1416% SPXL
8% TMF
6% MUB
60% QQQ
6% BND
6% TQQQ
6% LQD
2% CASH
SPXL : +0.08%
TMF : +10.99%
MUB : +0.44%
QQQ : -1.51%
BND : -0.39%
TQQQ : -9.25%
LQD : -0.07%
CASH : 0.00%
-0.58% +1.60% +0.44%
12/31/142/2/1516% SPXL
8% TMF
6% MUB
6% BND
6% LQD
60% MDY
8% CASH
SPXL : -6.39%
TMF : +29.25%
MUB : +1.10%
BND : +1.86%
LQD : +3.43%
MDY : -0.74%
CASH : 0.00%
+1.90% +2.70%-1.76%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/2/153/2/1516% SPXL
8% TMF
6% MUB
6% BND
6% LQD
60% MDY
6% TQQQ
2% CASH
SPXL : +14.94%
TMF : -14.13%
MUB : -1.82%
BND : -1.89%
LQD : -2.75%
MDY : +4.62%
TQQQ : +22.38%
CASH : 0.00%
+3.49% +0.61% +4.99%
3/2/153/31/1516% SPXL
6% MUB
6% BND
6% LQD
60% MDY
6% TQQQ
10% CASH
SPXL : -7.42%
MUB : +0.21%
BND : +0.47%
LQD : +0.66%
MDY : +0.16%
TQQQ : -10.24%
CASH : 0.00%
-0.88%-0.03%-2.19%
3/31/154/30/1516% SPXL
6% BND
6% LQD
60% MDY
8% TMF
6% CWB
8% CASH
SPXL : +2.21%
BND : -0.92%
LQD : -1.58%
MDY : -1.87%
TMF : -10.65%
CWB : +1.09%
CASH : 0.00%
-1.93%-0.91% +0.99%
4/30/156/1/1516% SPXL
8% TMF
20% CWB
6% TQQQ
60% QQQ
SPXL : +3.63%
TMF : -14.85%
CWB : +1.70%
TQQQ : +6.84%
QQQ : +2.18%
+1.09% +0.06% +1.49%
6/1/156/30/1516% SPXL
20% CWB
6% TQQQ
60% QQQ
8% CASH
SPXL : -7.21%
CWB : -3.72%
TQQQ : -8.80%
QQQ : -3.20%
CASH : 0.00%
-3.62%-2.45%-2.23%
6/30/157/31/1516% SPXL
20% CWB
6% TQQQ
60% QQQ
8% TMF
SPXL : +5.67%
CWB : -0.86%
TQQQ : +12.88%
QQQ : +4.14%
TMF : +12.94%
+4.46% +3.11% +2.26%
7/31/158/31/1516% SPXL
6% TQQQ
60% QQQ
8% TMF
20% MUB
SPXL : -28.18%
TQQQ : -13.26%
QQQ : -7.20%
TMF : -3.13%
MUB : -0.51%
-7.16%-4.25%-6.09%
8/31/159/30/15112% MUB
75% TLT
12% BND
MUB : +0.46%
TLT : +1.56%
BND : +0.42%
+1.28%-0.94%-2.55%
9/30/1511/2/1518% MUB
75% TLT
8% BND
8% LQD
MUB : -0.10%
TLT : -1.26%
BND : -0.57%
LQD : -0.26%
-1.02% +5.90% +9.79%
11/2/1511/30/1516% MUB
6% BND
6% LQD
8% TMF
6% TQQQ
60% QQQ
6% SPXL
2% CASH
MUB : +0.16%
BND : -0.59%
LQD : -0.11%
TMF : -1.83%
TQQQ : -12.54%
QQQ : -0.91%
SPXL : -3.18%
CASH : 0.00%
-1.67%-0.47%-0.81%
11/30/1512/31/1516% MUB
6% LQD
8% TMF
60% QQQ
6% SPXL
6% CWB
8% CASH
MUB : +0.62%
LQD : -1.48%
TMF : -2.82%
QQQ : -1.99%
SPXL : -6.36%
CWB : -3.95%
CASH : 0.00%
-2.09%-1.65%-1.73%
12/31/152/1/16125% MUB
75% TLT
MUB : +0.13%
TLT : +4.84%
+3.66%-1.88%-5.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/162/29/16112% MUB
75% TLT
12% BND
MUB : -0.15%
TLT : +2.98%
BND : +0.65%
+2.30% +1.08%-0.05%
2/29/163/31/1618% MUB
75% TLT
8% BND
8% LQD
MUB : +0.04%
TLT : -0.49%
BND : +0.48%
LQD : +3.20%
-0.07% +4.36% +6.73%
3/31/165/2/1616% MUB
6% BND
6% LQD
6% SPXL
6% TQQQ
60% MDY
8% TMF
2% CASH
MUB : +0.23%
BND : -0.17%
LQD : +1.03%
SPXL : +2.72%
TQQQ : -7.53%
MDY : +1.72%
TMF : -5.73%
CASH : 0.00%
+0.35%-0.54% +1.19%
5/2/166/30/1626% BND
6% LQD
6% SPXL
6% TQQQ
60% MDY
8% TMF
6% CWB
2% CASH
BND : +1.78%
LQD : +2.29%
SPXL : +1.60%
TQQQ : -7.51%
MDY : +1.38%
TMF : +26.78%
CWB : +0.83%
CASH : 0.00%
+2.91% +4.07% +1.25%
6/30/168/1/1616% LQD
6% SPXL
60% MDY
8% TMF
6% CWB
6% MUB
8% CASH
LQD : +0.32%
SPXL : +10.30%
MDY : +3.55%
TMF : +2.12%
CWB : +3.97%
MUB : -0.64%
CASH : 0.00%
+3.14% +3.55% +3.56%
8/1/169/30/1626% LQD
6% SPXL
8% TMF
6% CWB
60% QQQ
6% BND
6% TQQQ
2% CASH
LQD : +0.03%
SPXL : -0.61%
TMF : -13.06%
CWB : +1.97%
QQQ : +2.33%
BND : -0.28%
TQQQ : +6.89%
CASH : 0.00%
+0.83% +0.17% +0.21%
9/30/1610/31/16110% LQD
6% SPXL
10% CWB
60% QQQ
6% TQQQ
8% CASH
LQD : -1.92%
SPXL : -6.06%
CWB : -1.48%
QQQ : -1.85%
TQQQ : -5.01%
CASH : 0.00%
-2.11%-2.79%-1.73%
10/31/1611/30/1616% SPXL
20% CWB
60% QQQ
6% TQQQ
8% TMF
SPXL : +10.46%
CWB : +0.10%
QQQ : +0.04%
TQQQ : -8.79%
TMF : -14.62%
-1.03%-0.64% +3.68%
11/30/161/3/1716% SPXL
20% CWB
60% MDY
14% CASH
SPXL : +7.78%
CWB : +0.72%
MDY : +2.32%
CASH : 0.00%
+2.00% +1.63% +2.81%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/172/28/1726% SPXL
20% CWB
60% MDY
6% TQQQ
8% TMF
SPXL : +14.61%
CWB : +4.70%
MDY : +3.31%
TQQQ : +27.67%
TMF : +4.52%
+5.82% +4.62% +4.99%
2/28/176/30/1746% SPXL
6% CWB
6% TQQQ
8% TMF
6% MUB
60% QQQ
6% LQD
2% CASH
SPXL : +7.40%
CWB : +4.42%
TQQQ : +19.03%
TMF : +8.93%
MUB : +1.58%
QQQ : +5.95%
LQD : +2.32%
CASH : 0.00%
+6.37% +3.75% +3.20%
6/30/177/31/1716% SPXL
6% CWB
8% TMF
6% MUB
60% QQQ
6% LQD
8% CASH
SPXL : +5.45%
CWB : +2.62%
TMF : -2.84%
MUB : +0.47%
QQQ : +3.65%
LQD : +0.36%
CASH : 0.00%
+2.50% +1.47% +2.05%
7/31/178/31/1716% SPXL
6% CWB
8% TMF
6% MUB
60% QQQ
6% LQD
6% TQQQ
2% CASH
SPXL : -0.20%
CWB : -0.14%
TMF : +9.70%
MUB : +0.40%
QQQ : +1.67%
LQD : +0.27%
TQQQ : +4.61%
CASH : 0.00%
+2.07% +1.38% +0.29%
8/31/1710/2/1716% SPXL
6% CWB
8% TMF
60% QQQ
6% LQD
6% TQQQ
6% BND
2% CASH
SPXL : +6.62%
CWB : +0.40%
TMF : -8.16%
QQQ : -0.61%
LQD : -0.36%
TQQQ : -1.18%
BND : -0.91%
CASH : 0.00%
-0.74% +0.58% +2.46%
10/2/1711/30/1726% SPXL
6% CWB
8% TMF
60% QQQ
6% LQD
6% TQQQ
6% MUB
2% CASH
SPXL : +14.32%
CWB : +0.88%
TMF : +1.37%
QQQ : +6.15%
LQD : -0.43%
TQQQ : +19.20%
MUB : -0.78%
CASH : 0.00%
+5.79% +4.13% +5.03%
11/30/171/2/1816% SPXL
10% CWB
8% TMF
10% LQD
6% TQQQ
60% MDY
SPXL : +5.15%
CWB : +0.70%
TMF : +1.15%
LQD : +0.15%
TQQQ : +5.95%
MDY : +0.79%
+1.32% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/181/31/1816% SPXL
6% CWB
8% TMF
6% LQD
6% TQQQ
60% QQQ
6% MUB
2% CASH
SPXL : +14.27%
CWB : +3.12%
TMF : -7.06%
LQD : -0.96%
TQQQ : +20.99%
QQQ : +6.46%
MUB : -1.40%
CASH : 0.00%
+5.47% +2.68% +4.89%
1/31/182/28/1816% SPXL
20% CWB
8% TMF
6% TQQQ
60% QQQ
SPXL : -18.67%
CWB : -2.77%
TMF : -11.52%
TQQQ : -8.83%
QQQ : -1.69%
-4.14%-2.92%-3.64%
2/28/184/2/18120% CWB
60% QQQ
20% CASH
CWB : -2.23%
QQQ : -7.21%
CASH : 0.00%
-4.77%-2.48%-4.84%
4/2/184/30/18120% CWB
60% TLT
6% SPXL
8% TMF
6% TQQQ
CWB : +1.30%
TLT : -2.67%
SPXL : +6.86%
TMF : -11.89%
TQQQ : +8.84%
-1.35% +1.29% +2.73%
4/30/185/31/18160% TLT
6% SPXL
6% TQQQ
20% IEF
8% CASH
TLT : +1.60%
SPXL : +6.07%
TQQQ : +16.52%
IEF : +0.58%
CASH : 0.00%
+2.43% +3.56% +2.43%
5/31/187/2/1816% SPXL
6% TQQQ
6% BND
6% CWB
8% TMF
6% MUB
60% MDY
2% CASH
SPXL : +1.37%
TQQQ : +4.06%
BND : -0.52%
CWB : -0.58%
TMF : +0.93%
MUB : -0.30%
MDY : +0.02%
CASH : 0.00%
+0.33% +0.95% +0.79%
7/2/187/31/1816% SPXL
6% TQQQ
10% CWB
8% TMF
10% MUB
60% QQQ
SPXL : +9.69%
TQQQ : +4.80%
CWB : -0.04%
TMF : -4.95%
MUB : -0.22%
QQQ : +1.70%
+1.47% +1.32% +3.49%
7/31/188/31/1816% SPXL
6% TQQQ
6% CWB
8% TMF
6% MUB
60% QQQ
6% LQD
2% CASH
SPXL : +8.82%
TQQQ : +17.22%
CWB : +1.95%
TMF : +2.94%
MUB : -0.24%
QQQ : +5.36%
LQD : -0.38%
CASH : 0.00%
+5.09% +3.42% +3.19%
8/31/1810/1/1816% SPXL
6% TQQQ
6% CWB
8% TMF
60% QQQ
6% LQD
6% BND
2% CASH
SPXL : +1.93%
TQQQ : -8.98%
CWB : -1.33%
TMF : -8.77%
QQQ : -0.48%
LQD : -0.68%
BND : -1.12%
CASH : 0.00%
-1.60%-1.16% +0.95%
10/1/1810/31/1816% SPXL
10% CWB
60% QQQ
10% LQD
14% CASH
SPXL : -13.83%
CWB : -6.71%
QQQ : -9.14%
LQD : -2.31%
CASH : 0.00%
-7.22%-6.66%-7.23%
10/31/1811/30/18125% IEF
75% TLT
IEF : +0.93%
TLT : +1.38%
+1.27% +1.44% +1.85%
11/30/1812/31/18160% TLT
8% TMF
6% SPXL
6% TQQQ
20% MUB
TLT : +5.43%
TMF : +17.48%
SPXL : -16.88%
TQQQ : -21.15%
MUB : +0.95%
+2.56%-5.14%-8.81%
12/31/181/31/19175% TLT
12% MUB
12% BND
TLT : -0.02%
MUB : -0.03%
BND : +0.70%
+0.07% +6.29% +8.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/1916% BND
8% TMF
6% SPXL
6% TQQQ
6% LQD
6% CWB
60% MDY
2% CASH
BND : -0.49%
TMF : -4.88%
SPXL : +8.83%
TQQQ : +8.14%
LQD : -0.61%
CWB : +3.12%
MDY : +3.91%
CASH : 0.00%
+3.10% +2.01% +3.24%
2/28/194/30/1926% BND
8% TMF
6% SPXL
6% TQQQ
6% LQD
6% CWB
60% QQQ
2% CASH
BND : +1.50%
TMF : +8.88%
SPXL : +16.86%
TQQQ : +29.02%
LQD : +2.97%
CWB : +2.42%
QQQ : +9.20%
CASH : 0.00%
+9.40% +5.79% +5.97%
4/30/195/31/1918% TMF
6% SPXL
6% TQQQ
6% LQD
6% CWB
60% QQQ
6% MUB
2% CASH
TMF : +20.58%
SPXL : -7.73%
TQQQ : -17.38%
LQD : +1.25%
CWB : -5.79%
QQQ : -8.59%
MUB : +1.00%
CASH : 0.00%
-5.23%-3.58%-6.38%
5/31/197/1/1918% LQD
8% MUB
8% BND
75% TLT
LQD : +3.04%
MUB : -0.10%
BND : +0.84%
TLT : +0.31%
+0.53% +6.00% +7.93%
7/1/199/3/1926% LQD
6% MUB
6% BND
8% TMF
6% SPXL
6% TQQQ
60% SPY
2% CASH
LQD : +3.44%
MUB : +2.01%
BND : +2.62%
TMF : +36.05%
SPXL : -12.58%
TQQQ : -14.34%
SPY : -2.06%
CASH : 0.00%
+0.52% +1.61%-1.66%
9/3/199/20/1916% LQD
6% BND
8% TMF
6% CWB
60% QQQ
14% CASH
LQD : -1.30%
BND : -1.34%
TMF : -11.62%
CWB : +0.99%
QQQ : +2.36%
CASH : 0.00%
+0.39% +1.12% +3.07%
DateSymbolAmountTypePriceFeesTotal Price
1/31/11SPXL99Buy$6.02$1$597
TMF106Buy$7.46$2$792
TQQQ180Buy$3.32$1$599
CWB70Buy$28.30$4$1,985
MDY39Buy$150.62$12$5,886
2/28/11LQD7Buy$80.40$1$564
SPXL6Sell$6.65$0$40
TQQQ8Sell$3.62$0$29
CWB49Sell$28.83$3$1,410
MUB7Buy$80.54$1$565
3/15/11TQQQ172Sell  (stop order)$3.20$1$549
3/31/11SPXL1Buy$6.63$0$7
TMF1Buy$7.76$0$8
MDY1Sell$161.54$0$161
5/2/11TQQQ168Buy$3.82$1$643
SPXL5Sell$7.16$0$36
TMF4Sell$8.32$0$33
MDY1Buy$164.62$0$165
5/23/11TQQQ168Sell  (stop order)$3.42$1$573
5/31/11TMF9Sell$9.12$0$82
SPXL3Buy$6.94$0$21
CWB21Sell$29.34$1$615
BND9Buy$65.86$1$594
6/30/11TQQQ183Buy$3.42$1$627
SPXL4Buy$6.52$0$26
MDY39Sell$160.10$12$6,231
TLT83Buy$75.40$13$6,271
TMF4Buy$8.45$0$34
8/4/11TQQQ183Sell  (stop order)$2.88$1$526
8/8/11SPXL96Sell  (stop order)$3.78$1$362
8/31/11TMF98Sell$12.18$2$1,191
MUB3Buy$86.89$1$261
BND4Buy$67.79$1$272
LQD3Buy$84.64$1$254
TLT15Buy$86.34$3$1,298
10/31/11TLT98Sell$94.00$18$9,194
SPXL148Buy$4.90$1$727
QQQ137Buy$53.19$15$7,302
TQQQ225Buy$3.24$1$730
BND3Sell$68.31$0$205
LQD2Sell$87.07$0$174
MUB2Sell$86.39$0$172
TMF64Buy$15.01$2$963
11/23/11TQQQ225Sell  (stop order)$2.48$1$557
11/30/11SPY66Buy$106.38$14$7,035
MUB5Buy$86.94$1$436
LQD8Sell$84.32$1$673
QQQ137Sell$51.76$14$7,077
SPXL1Buy$4.72$0$5
BND7Buy$68.27$1$479
TMF5Sell$15.74$0$79
DateSymbolAmountTypePriceFeesTotal Price
1/3/12TMF1Sell$16.47$0$16
BND17Sell$68.86$2$1,168
SPY66Sell$109.21$14$7,193
MUB5Sell$89.21$1$445
CWB27Buy$26.22$1$709
TQQQ241Buy$2.99$1$722
LQD8Buy$87.19$1$699
SPXL6Sell$5.02$0$30
MDY49Buy$146.26$14$7,181
2/29/12MDY49Sell$161.13$16$7,880
TMF9Buy$15.63$0$141
QQQ134Buy$59.34$16$7,967
SPXL16Sell$6.24$0$100
TQQQ57Sell$4.31$0$245
3/19/12TMF67Sell  (stop order)$12.88$2$861
4/2/12CWB1Buy$28.75$0$29
TQQQ23Sell$5.13$0$118
MUB1Buy$90.47$0$91
SPXL9Sell$6.97$0$63
QQQ3Sell$62.99$0$189
LQD1Buy$89.53$0$90
4/10/12TQQQ161Sell  (stop order)$4.66$2$749
4/30/12MUB9Sell$91.31$2$820
LQD1Sell$90.27$0$90
BND11Buy$69.96$2$771
SPXL3Buy$6.64$0$20
TMF69Buy$15.53$2$1,074
5/18/12SPXL121Sell  (stop order)$5.25$1$634
5/31/12QQQ131Sell$57.28$15$7,489
TMF17Sell$20.02$1$340
TLT74Buy$105.38$16$7,814
MUB8Buy$92.41$1$741
CWB28Sell$26.64$1$744
TQQQ206Buy$3.79$2$782
7/2/12TMF1Buy$19.45$0$19
TQQQ21Sell$4.19$0$88
SPXL128Buy$6.07$2$779
8/15/12TMF53Sell  (stop order)$17.58$2$930
8/31/12TLT74Sell$106.15$16$7,839
QQQ126Buy$63.05$16$7,960
SPXL8Sell$6.62$0$53
BND11Sell$71.64$2$786
CWB28Buy$28.13$2$789
TQQQ25Sell$4.94$0$123
10/1/12SPXL8Sell$7.17$0$57
TMF57Buy$18.66$2$1,066
CWB1Sell$28.92$0$29
SPY63Buy$125.49$16$7,922
QQQ126Sell$63.52$16$7,988
TQQQ1Sell$5.02$0$5
10/19/12TQQQ159Sell  (stop order)$4.40$1$698
10/31/12SPY63Sell$122.88$15$7,726
MDY47Buy$162.86$15$7,670
SPXL4Buy$6.69$0$27
CWB1Sell$28.97$0$29
11/30/12TMF1Sell$18.79$0$19
TQQQ180Buy$4.39$2$792
SPXL1Buy$6.76$0$7
CWB1Buy$29.18$0$29
12/31/12SPXL2Sell$6.93$0$14
LQD5Buy$96.20$1$482
TQQQ5Buy$4.30$0$22
CWB17Buy$29.89$1$509
MDY1Sell$170.41$0$170
TMF5Buy$17.32$0$87
MUB8Sell$93.53$1$747
DateSymbolAmountTypePriceFeesTotal Price
1/31/13LQD13Sell$94.95$2$1,232
SPXL11Sell$8.01$0$88
CWB46Buy$30.77$3$1,418
MDY1Sell$182.48$0$182
TQQQ4Sell$4.63$0$18
TMF10Buy$15.66$0$157
4/1/13CWB44Sell$31.61$3$1,388
TQQQ5Sell$4.97$0$25
SPXL8Sell$9.12$0$73
MUB15Buy$93.76$3$1,409
4/30/13MUB15Sell$95.20$3$1,425
MDY45Sell$194.05$17$8,715
CWB18Sell$32.19$1$578
TQQQ9Sell$5.42$0$49
LQD9Buy$98.01$2$884
BND12Buy$71.63$2$861
SPY64Buy$140.42$18$9,005
TMF5Sell$18.17$0$91
SPXL3Sell$9.70$0$29
5/14/13TMF66Sell  (stop order)$15.51$2$1,022
5/31/13BND12Sell$70.25$2$841
QQQ133Buy$68.49$18$9,127
SPXL5Sell$10.37$0$52
CWB64Buy$32.85$4$2,107
TQQQ15Sell$6.00$0$90
SPY64Sell$143.74$18$9,181
LQD9Sell$94.86$2$852
6/20/13TQQQ152Sell  (stop order)$5.43$2$824
7/1/13QQQ1Sell$67.26$0$67
TMF89Buy$13.19$2$1,176
7/31/13TQQQ140Buy$6.63$2$930
QQQ132Sell$71.07$19$9,362
MDY44Buy$206.87$18$9,120
TMF13Buy$12.12$0$158
SPXL7Sell$11.44$0$80
9/3/13TQQQ6Sell$6.63$0$40
CWB3Sell$33.42$0$100
TMF5Buy$11.11$0$56
MDY44Sell$198.56$17$8,719
QQQ125Buy$71.19$18$8,917
SPXL3Buy$10.51$0$32
9/30/13BND13Buy$69.53$2$906
TQQQ10Sell$7.49$0$75
SPXL3Sell$11.39$0$34
LQD10Buy$92.53$2$927
TMF2Sell$11.82$0$24
CWB62Sell$34.25$4$2,119
10/31/13SPXL5Sell$12.91$0$64
MUB10Buy$91.11$2$913
TMF1Buy$12.31$0$12
TQQQ10Sell$8.59$0$86
BND13Sell$70.12$2$910
QQQ1Buy$77.89$0$78
DateSymbolAmountTypePriceFeesTotal Price
1/27/14TQQQ114Sell  (stop order)$9.55$2$1,087
1/31/14SPXL1Sell$13.50$0$13
QQQ1Sell$81.42$0$81
MUB1Buy$92.63$0$93
TMF1Buy$12.69$0$13
CWB1Buy$36.45$0$37
2/28/14SPXL6Sell$15.36$0$92
QQQ1Sell$85.61$0$85
LQD1Buy$97.15$0$97
TMF3Buy$12.90$0$39
TQQQ95Buy$11.15$2$1,061
3/27/14TQQQ95Sell  (stop order)$9.96$2$944
3/31/14SPXL3Sell$15.67$0$47
TMF4Sell$13.12$0$52
CWB1Sell$37.42$0$37
QQQ124Sell$83.27$21$10,305
LQD1Sell$97.12$0$97
MDY44Buy$233.30$21$10,286
4/30/14MDY44Sell$229.83$20$10,092
TMF6Sell$13.90$0$83
SPXL1Sell$15.93$0$16
MUB1Sell$94.84$0$95
TQQQ104Buy$10.01$2$1,043
SPY61Buy$168.94$21$10,326
6/2/14BND15Buy$71.58$2$1,076
CWB27Sell$38.49$2$1,037
MUB1Buy$95.72$0$96
TMF4Sell$14.80$0$59
SPY1Buy$173.06$0$173
SPXL2Sell$17.04$0$34
TQQQ10Sell$11.34$0$113
6/30/14TMF1Buy$14.98$0$15
BND15Sell$71.82$2$1,075
CWB27Buy$39.31$2$1,063
LQD1Buy$99.91$0$100
QQQ122Buy$89.44$22$10,934
SPXL3Sell$18.03$0$54
TQQQ6Sell$12.44$0$74
SPY62Sell$176.43$22$10,917
9/25/14TQQQ88Sell  (stop order)$13.94$2$1,224
9/30/14CWB27Sell$38.88$2$1,048
SPXL2Buy$18.40$0$37
BND15Buy$72.02$2$1,082
TMF3Sell$16.26$0$49
QQQ1Sell$94.31$0$94
10/31/14CWB30Buy$39.09$2$1,175
LQD11Sell$101.11$2$1,110
MUB1Buy$97.85$0$98
TMF5Sell$17.57$0$88
TQQQ76Buy$15.34$2$1,168
SPXL2Sell$19.53$0$39
BND1Buy$72.54$0$73
12/1/14TMF3Sell$18.81$0$56
SPXL1Sell$20.69$0$21
CWB30Sell$39.20$2$1,174
TQQQ4Sell$16.88$0$67
LQD12Buy$101.68$2$1,223
QQQ1Buy$100.06$0$100
12/15/14TQQQ72Sell  (stop order)$15.38$2$1,105
12/31/14SPXL1Sell$20.79$0$21
TMF9Sell$20.96$0$188
MDY49Buy$248.06$24$12,179
QQQ122Sell$98.94$24$12,047
LQD1Sell$102.02$0$102
DateSymbolAmountTypePriceFeesTotal Price
2/2/15TQQQ80Buy$15.48$2$1,241
MDY1Buy$247.20$0$248
SPXL5Buy$19.54$0$98
TMF17Sell$27.20$1$461
2/6/15TMF60Sell  (stop order)$23.45$3$1,404
3/2/15TQQQ13Sell$19.02$0$247
LQD1Buy$103.44$0$104
MDY1Sell$259.65$1$259
BND1Buy$73.58$0$74
MUB1Buy$98.82$0$99
SPXL6Sell$22.55$0$135
3/10/15TQQQ67Sell  (stop order)$17.14$2$1,146
3/31/15MUB13Sell$99.42$3$1,290
CWB33Buy$38.75$3$1,281
TMF73Buy$23.13$3$1,692
SPXL4Buy$20.96$0$84
4/30/15QQQ122Buy$103.37$25$12,636
LQD12Sell$103.30$2$1,237
CWB74Buy$39.33$6$2,916
TQQQ70Buy$18.02$3$1,264
MDY49Sell$257.25$25$12,580
TMF8Buy$20.75$0$166
SPXL3Sell$21.51$0$64
BND17Sell$73.83$3$1,253
5/11/15TMF81Sell  (stop order)$17.74$3$1,434
6/1/15QQQ2Sell$106.05$0$212
CWB1Sell$40.16$0$40
TQQQ4Sell$19.33$0$77
SPXL1Sell$22.38$0$22
6/30/15QQQ1Sell$103.07$0$103
TQQQ3Buy$17.70$0$53
TMF98Buy$16.72$3$1,642
SPXL2Buy$20.85$0$42
7/31/15TQQQ5Sell$20.06$0$100
SPXL1Sell$22.12$0$22
QQQ1Buy$107.77$0$108
CWB106Sell$38.64$8$4,088
TMF7Sell$18.96$0$132
MUB43Buy$99.00$9$4,266
8/20/15TQQQ64Sell  (stop order)$17.47$2$1,116
8/24/15SPXL58Sell  (stop order)$15.95$2$923
8/31/15TLT137Buy$109.58$30$15,042
MUB19Sell$98.89$4$1,875
BND33Buy$73.10$5$2,417
QQQ120Sell$100.41$24$12,025
TMF91Sell$18.44$3$1,675
9/30/15MUB8Sell$99.74$2$796
LQD16Buy$101.41$3$1,626
TLT1Sell$111.73$0$112
BND11Sell$73.70$2$809
11/2/15BND6Sell$73.57$1$441
LQD5Sell$101.55$1$507
QQQ109Buy$110.60$24$12,080
TMF86Buy$18.80$3$1,620
SPXL56Buy$21.50$2$1,206
MUB4Sell$100.04$1$399
TLT136Sell$110.76$30$15,033
TQQQ59Buy$20.59$2$1,217
11/13/15TQQQ59Sell  (stop order)$18.08$2$1,065
11/30/15CWB31Buy$38.12$2$1,184
BND16Sell$73.43$2$1,173
QQQ1Sell$110.03$0$110
SPXL1Buy$20.90$0$21
MUB1Sell$100.60$0$100
12/31/15QQQ108Sell$108.27$23$11,670
MUB37Buy$101.63$8$3,768
SPXL57Sell$19.65$2$1,118
TMF86Sell$18.08$3$1,552
LQD11Sell$100.73$2$1,106
TLT133Buy$109.98$29$14,657
CWB31Sell$36.76$2$1,137
DateSymbolAmountTypePriceFeesTotal Price
2/1/16MUB25Sell$102.17$5$2,549
TLT2Sell$115.76$0$231
BND32Buy$73.87$5$2,369
2/29/16TLT1Sell$119.69$0$119
MUB7Sell$102.43$1$716
BND10Sell$74.65$1$745
LQD16Buy$101.92$3$1,634
3/31/16SPXL63Buy$19.82$2$1,251
TQQQ73Buy$17.04$2$1,246
TLT130Sell$119.58$31$15,514
TMF72Buy$23.00$3$1,659
MUB4Sell$102.88$1$411
BND6Sell$75.31$1$451
LQD5Sell$105.60$1$527
MDY49Buy$250.88$25$12,318
5/2/16TMF5Buy$21.77$0$109
MUB12Sell$103.53$2$1,240
CWB33Buy$37.39$2$1,236
TQQQ6Buy$15.82$0$95
SPXL2Sell$20.44$0$41
6/24/16TQQQ79Sell  (stop order)$14.69$2$1,158
6/30/16TMF15Sell$27.71$1$415
BND16Sell$77.13$2$1,232
CWB1Buy$37.85$0$38
SPXL1Buy$20.85$0$21
MUB12Buy$105.52$3$1,269
8/1/16SPXL4Sell$23.09$0$92
TQQQ67Buy$19.94$3$1,339
QQQ119Buy$112.76$27$13,445
MDY49Sell$271.12$27$13,258
BND17Buy$77.35$3$1,318
MUB12Sell$105.27$3$1,261
TMF1Buy$28.41$0$28
LQD1Buy$110.79$0$111
9/15/16TMF63Sell  (stop order)$24.80$3$1,559
9/30/16BND17Sell$77.44$3$1,314
QQQ2Sell$115.85$0$231
CWB21Buy$40.45$2$851
LQD8Buy$111.27$2$892
TQQQ4Sell$21.40$0$85
10/31/16TQQQ2Buy$20.41$0$41
TMF75Buy$23.39$4$1,758
QQQ1Sell$114.16$0$114
LQD20Sell$109.57$4$2,187
CWB56Buy$40.01$4$2,245
SPXL3Buy$21.73$0$65
11/4/16TQQQ65Sell  (stop order)$18.69$2$1,212
11/9/16TMF75Sell  (stop order)$20.05$3$1,501
11/30/16MDY46Buy$285.10$26$13,141
CWB2Sell$40.21$0$80
QQQ116Sell$114.66$27$13,274
SPXL7Sell$24.10$0$168
DateSymbolAmountTypePriceFeesTotal Price
1/3/17SPXL3Sell$26.08$0$78
CWB1Buy$40.66$0$41
TMF101Buy$17.80$4$1,801
TQQQ62Buy$21.68$3$1,347
2/28/17TMF1Buy$18.68$0$19
SPXL4Sell$30.01$0$120
QQQ112Buy$127.25$29$14,280
TQQQ11Sell$27.79$1$305
MDY46Sell$303.79$28$13,946
MUB14Buy$102.25$3$1,434
LQD13Buy$108.56$3$1,414
CWB77Sell$42.74$7$3,284
6/16/17TQQQ51Sell  (stop order)$33.21$3$1,690
6/30/17TMF3Sell$20.43$0$61
CWB1Buy$44.81$0$45
7/31/17QQQ1Sell$140.86$0$141
TQQQ42Buy$36.58$3$1,539
CWB1Sell$46.17$0$46
SPXL2Sell$34.26$0$68
TMF5Buy$19.93$0$100
8/31/17MUB14Sell$106.03$3$1,481
CWB1Buy$46.29$0$46
TMF7Sell$21.95$0$153
LQD1Buy$113.13$0$113
SPXL1Buy$34.33$0$34
TQQQ1Sell$38.42$0$38
BND20Buy$77.87$3$1,561
10/2/17BND20Sell$77.47$3$1,546
MUB15Buy$105.58$3$1,587
TQQQ1Buy$38.12$0$38
TMF8Buy$20.24$0$162
SPXL3Sell$36.75$0$110
11/30/17CWB25Buy$47.26$2$1,184
LQD11Buy$113.15$2$1,247
TMF4Buy$20.60$0$83
QQQ111Sell$152.91$34$16,939
MDY50Buy$336.92$34$16,880
SPXL3Sell$42.18$0$126
TQQQ5Sell$45.62$0$228
MUB15Sell$105.18$3$1,575
DateSymbolAmountTypePriceFeesTotal Price
1/2/18TQQQ2Sell$48.53$0$97
QQQ110Buy$156.53$34$17,253
SPXL2Sell$44.53$0$89
MDY50Sell$340.94$34$17,013
LQD10Sell$113.77$2$1,135
MUB16Buy$106.10$3$1,701
CWB23Sell$47.78$2$1,097
1/31/18TQQQ5Sell$58.95$1$294
TMF15Buy$19.52$1$293
MUB16Sell$105.03$3$1,677
CWB86Buy$49.47$9$4,263
QQQ2Sell$167.31$1$334
LQD15Sell$113.13$3$1,694
SPXL3Sell$51.09$0$153
2/2/18TQQQ30Sell  (stop order)$53.96$3$1,616
2/5/18SPXL35Sell  (stop order)$41.72$3$1,457
2/9/18TMF124Sell  (stop order)$17.34$4$2,146
2/28/18QQQ2Sell$165.14$1$330
CWB2Sell$48.29$0$96
4/2/18TLT142Buy$117.45$33$16,711
TQQQ38Buy$43.64$3$1,662
SPXL44Buy$37.86$3$1,669
CWB3Sell$47.40$0$142
QQQ106Sell$153.84$33$16,274
TMF115Buy$19.24$4$2,217
4/25/18TMF115Sell  (stop order)$17.02$4$1,953
4/30/18IEF55Buy$98.38$11$5,422
TLT1Buy$114.77$0$115
SPXL4Sell$40.62$0$162
TQQQ4Sell$47.69$0$190
CWB117Sell$48.21$11$5,629
5/31/18TQQQ4Sell$55.79$0$223
MUB16Buy$105.49$3$1,691
CWB33Buy$50.04$3$1,655
MDY48Buy$347.50$33$16,713
TLT143Sell$117.07$33$16,708
IEF55Sell$99.35$11$5,453
TMF120Buy$18.80$5$2,261
BND22Buy$76.45$3$1,685
SPXL1Sell$43.26$0$43
7/2/18SPXL1Sell$44.03$0$44
MUB10Buy$105.60$2$1,058
MDY48Sell$348.98$34$16,718
CWB23Buy$49.95$2$1,151
TMF1Sell$19.05$0$19
QQQ99Buy$171.31$34$16,994
TQQQ1Sell$58.29$0$58
BND22Sell$76.36$3$1,677
7/31/18QQQ1Sell$174.92$0$175
MUB10Sell$105.79$2$1,056
CWB22Sell$50.13$2$1,101
SPXL3Sell$48.49$0$145
LQD15Buy$110.98$3$1,668
TMF7Buy$18.18$0$128
TQQQ1Sell$61.33$0$61
8/31/18BND23Buy$76.89$4$1,772
MUB16Sell$105.96$3$1,692
SPXL1Sell$52.98$0$53
TQQQ3Sell$72.18$0$216
CWB1Buy$51.31$0$51
LQD1Buy$111.00$0$111
TMF3Buy$18.79$0$56
9/7/18TQQQ25Sell  (stop order)$65.96$3$1,646
9/18/18TMF129Sell  (stop order)$17.21$4$2,216
10/1/18QQQ1Sell$184.89$0$185
CWB24Buy$50.83$2$1,222
BND23Sell$76.33$4$1,752
LQD11Buy$110.69$2$1,220
SPXL1Sell$54.22$0$54
10/10/18SPXL33Sell  (stop order)$46.91$3$1,545
10/31/18IEF70Buy$98.52$14$6,910
LQD27Sell$108.57$6$2,926
QQQ97Sell$168.66$33$16,327
CWB59Sell$47.61$6$2,803
TLT188Buy$110.94$42$20,898
11/30/18TQQQ33Buy$50.60$3$1,673
TLT38Sell$112.92$9$4,282
SPXL38Buy$44.31$3$1,687
MUB53Buy$105.81$11$5,619
IEF70Sell$99.83$14$6,974
TMF138Buy$16.32$5$2,257
12/14/18SPXL38Sell  (stop order)$36.98$3$1,402
12/17/18TQQQ33Sell  (stop order)$40.06$3$1,319
12/31/18TMF138Sell$19.25$5$2,651
BND44Buy$77.73$7$3,427
TLT32Buy$119.53$8$3,833
MUB21Sell$107.24$5$2,248
DateSymbolAmountTypePriceFeesTotal Price
1/31/19TLT182Sell$119.98$44$21,793
MUB32Sell$107.64$7$3,438
SPXL43Buy$40.57$3$1,748
TMF120Buy$19.33$5$2,324
TQQQ37Buy$46.99$3$1,742
MDY53Buy$330.40$35$17,546
LQD15Buy$113.91$3$1,712
BND22Sell$78.59$3$1,726
CWB35Buy$49.85$3$1,748
2/28/19TQQQ2Sell$51.02$0$102
MDY53Sell$344.68$37$18,232
TMF10Buy$18.46$0$185
QQQ104Buy$172.49$36$17,975
BND1Buy$78.52$0$79
SPXL3Sell$44.33$0$133
CWB1Sell$51.61$0$52
4/30/19CWB3Buy$53.07$0$160
TQQQ6Sell$66.09$1$396
BND23Sell$80.02$4$1,837
LQD1Buy$117.51$0$118
SPXL2Sell$52.01$0$104
MUB17Buy$110.41$4$1,881
5/9/19SPXL38Sell  (stop order)$48.18$4$1,827
5/13/19TQQQ29Sell  (stop order)$54.82$3$1,587
5/31/19QQQ104Sell$173.57$36$18,015
BND30Buy$81.48$5$2,449
TLT179Buy$130.81$47$23,462
CWB37Sell$50.20$4$1,854
TMF130Sell$24.43$6$3,170
LQD5Buy$119.45$1$598
MUB5Buy$111.96$1$561
7/1/19MUB6Sell$112.30$1$672
BND8Sell$82.49$1$659
LQD6Sell$123.57$1$740
TMF101Buy$24.76$5$2,506
SPY64Buy$294.30$38$18,873
SPXL36Buy$52.56$4$1,896
TLT179Sell$131.74$47$23,534
TQQQ29Buy$64.23$4$1,866
8/5/19SPXL36Sell  (stop order)$46.13$3$1,657
TQQQ29Sell  (stop order)$55.24$3$1,599
9/3/19LQD1Sell$128.33$0$128
QQQ102Buy$185.65$38$18,974
SPY64Sell$289.40$37$18,485
CWB36Buy$52.37$4$1,889
TMF26Sell$33.82$2$878
MUB16Sell$115.02$4$1,837