The Algorithmic Trading Portfolio combines Trend Following and Position Sizing models to take positions in ETFs.
The Portfolio seeks to provide exposure to the US stock market, and invests in leveraged ETFs to seek enhanced returns.
The Portfolio combines a US stock market strategy and a leveraged strategy.
The Leveraged ETFs (2x and 3x) have a maximum allocation of 30% 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 Stocks Strategy (70% to 100%) and the Leverage Strategy (0% to 30%).

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 Strategy70% to 100%

Leverage Strategy0% to 30%

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

Leverage Strategy

The strategy aims to provide exposure to the US stock market 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 one of two leveraged ETFs : S&P 500 (SSO) or Nasdaq (TQQQ). 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 1 to 2 best-performing ETFs from: TQQQ SSO

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  8

Return  +16.21%

Max Drawdown-12.59%

Asset Allocation

SSO15%
TQQQ15%
QQQ70%
This strategy trades monthly

Last refresh:
11/11/19

Last trading day:
10/31/19

Next trading day:
12/2/19

Stop Orders
TQQQ$62.04
SSO$126.19
QQQ$189.72

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

TQQQ
ProShares UltraPro QQQ (leveraged 3X)

SSO
ProShares Ultra S&P 500 (leveraged 2X)

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$38,17216.21%14.53%42.18%-4.48%-12.59%1.05
Buy & Hold$10,000$25,62211.13%7.52%22.23%-3.77%-11.22%1.33
Benchmark$10,000$28,76312.58%11.52%32.07%-4.55%-16.09%1.01

Holdings

SymbolAmountPriceTotal Price
TQQQ80$73.35$5,868
SSO41$137.98$5,657
QQQ131$200.96$26,326
Cash$322
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2011 +26.64%$12,664 +13.73% +0.83%
2012 +13.85%$14,418 +9.98% +15.86%
2013 +42.18%$20,499 +12.73% +32.07%
2014 +12.63%$23,088 +18.36% +13.38%
2015-4.48%$22,053 +1.30% +1.23%
2016 +12.13%$24,729 +8.40% +11.94%
2017 +36.27%$33,698 +18.86% +21.61%
2018 +9.30%$36,831-3.77%-4.55%
2019 +3.64%$38,172 +22.23% +25.01%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980-0.30% +1.26%
February +5.53%$10,532 +2.84% +3.45%
March-0.10%$10,521 +0.44% +0.02%
April +2.67%$10,802 +2.56% +2.86%
May-2.63%$10,518 +0.65%-1.11%
June-3.24%$10,177-2.14%-1.68%
July +4.39%$10,624 +0.97%-1.98%
August +9.65%$11,649 +0.50%-5.45%
September +13.16%$13,182 +1.90%-6.88%
October-4.09%$12,643 +3.81% +10.81%
November-1.56%$12,446 +0.29%-0.41%
December +1.75%$12,664 +1.55% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.86%$13,659 +3.21% +4.60%
February +7.34%$14,662 +1.53% +4.30%
March +6.82%$15,662 +0.05% +3.20%
April-2.09%$15,335 +1.60%-0.67%
May-6.91%$14,276 +0.27%-5.96%
June-1.67%$14,038 +0.88% +4.03%
July +3.79%$14,570 +2.12% +1.17%
August-1.70%$14,323 +1.36% +2.49%
September +1.65%$14,559-0.25% +2.52%
October-4.62%$13,887-1.73%-1.82%
November +1.70%$14,123 +1.26% +0.57%
December +2.09%$14,418-0.65% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.88%$14,977 +1.29% +5.08%
February +0.99%$15,126 +0.98% +1.27%
March +5.77%$15,999 +2.02% +3.77%
April +1.77%$16,282 +2.88% +1.91%
May +3.64%$16,875-1.25% +2.34%
June-3.32%$16,314-2.48%-1.32%
July +5.35%$17,187 +2.72% +5.14%
August-3.85%$16,526-1.97%-2.98%
September +5.71%$17,469 +2.96% +3.15%
October +7.10%$18,709 +3.25% +4.60%
November +5.03%$19,650 +0.66% +2.95%
December +4.32%$20,499 +1.20% +2.57%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.81%$19,719 +0.47%-3.50%
February +4.88%$20,682 +3.25% +4.52%
March-3.58%$19,942-0.13% +0.82%
April-1.00%$19,743 +0.50% +0.69%
May +4.29%$20,589 +2.85% +2.31%
June +2.18%$21,037 +1.87% +2.05%
July +0.85%$21,216-0.68%-1.34%
August +6.99%$22,699 +4.63% +3.93%
September-1.96%$22,253-2.10%-1.37%
October +1.78%$22,648 +2.78% +2.34%
November +6.11%$24,031 +3.03% +2.74%
December-3.92%$23,088 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.68%$22,700 +2.25%-2.94%
February +6.44%$24,163 +1.23% +5.60%
March-0.98%$23,926-0.22%-1.57%
April-1.05%$23,675-0.90% +0.98%
May +2.86%$24,351 +0.27% +1.28%
June-3.56%$23,484-2.67%-2.02%
July +7.08%$25,147 +3.13% +2.25%
August-8.85%$22,922-4.24%-6.06%
September +1.96%$23,372-0.94%-2.54%
October-0.40%$23,278 +5.22% +8.47%
November-3.30%$22,510 +0.18% +0.36%
December-2.03%$22,053-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.57%$23,282-1.81%-4.96%
February +3.08%$23,999 +1.00%-0.08%
March-0.49%$23,882 +4.36% +6.70%
April +1.00%$24,121-0.72% +0.39%
May +3.69%$25,010 +2.07% +1.69%
June-3.52%$24,129 +2.14% +0.35%
July +2.93%$24,837 +3.92% +3.63%
August +0.08%$24,858-0.03% +0.12%
September +2.38%$25,450-0.15% +0.01%
October-2.33%$24,858-2.79%-1.73%
November-2.57%$24,218-0.63% +3.67%
December +2.11%$24,729 +0.99% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.58%$25,614 +2.25% +1.78%
February +4.81%$26,846 +2.97% +3.91%
March +2.24%$27,448 +0.24% +0.13%
April +3.40%$28,382 +1.57% +0.99%
May +4.90%$29,772 +1.82% +1.41%
June-2.50%$29,027 +0.06% +0.64%
July +3.37%$30,005 +1.47% +2.04%
August +2.23%$30,675 +1.38% +0.29%
September +0.18%$30,731 +0.35% +2.01%
October +5.92%$32,551 +2.17% +2.35%
November +2.81%$33,467 +2.15% +3.05%
December +0.69%$33,698 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +10.89%$37,369 +3.19% +5.62%
February-4.17%$35,812-2.91%-3.63%
March-2.83%$34,798-0.80%-2.73%
April-4.53%$33,220-0.43% +0.51%
May +1.72%$33,790 +3.55% +2.43%
June +0.48%$33,952 +0.73% +0.57%
July +2.80%$34,904 +1.55% +3.69%
August +7.63%$37,568 +3.41% +3.18%
September-0.33%$37,445-0.94% +0.59%
October-8.70%$34,186-6.86%-6.89%
November +1.79%$34,798 +1.44% +1.85%
December +5.84%$36,831-5.15%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.10%$36,866 +6.29% +7.98%
February +2.21%$37,679 +2.01% +3.23%
March +4.90%$39,524 +3.00% +1.80%
April +7.56%$42,511 +2.70% +4.07%
May-9.60%$38,431-3.59%-6.36%
June +0.95%$38,796 +5.41% +6.93%
July +0.17%$38,862 +1.27% +1.51%
August-2.35%$37,947 +1.48%-1.67%
September-0.58%$37,727 +0.38% +1.94%
October-1.51%$37,159 +1.60% +2.20%
November +2.73%$38,172 +0.05% +1.65%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +9.70% +15.94% +14.03%
2 years +14.06% +18.81% +20.76%
3 years +57.62% +41.19% +48.03%
5 years +58.84% +54.63% +64.00%
7 years +170.28% +103.51% +148.39%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/113/31/11215% TQQQ
70% MDY
15% SSO
TQQQ : -4.00%
MDY : +6.82%
SSO : +6.09%
+5.09% +3.29% +3.49%
3/31/115/2/11170% MDY
15% SSO
15% CASH
MDY : +1.50%
SSO : +5.03%
CASH : 0.00%
+1.80% +2.41% +2.73%
5/2/115/31/11170% MDY
15% SSO
15% TQQQ
MDY : -0.61%
SSO : -2.51%
TQQQ : -10.83%
-2.43% +0.80%-0.97%
5/31/116/30/11170% MDY
30% SSO
MDY : -2.93%
SSO : -4.11%
-3.28%-2.14%-1.69%
6/30/1110/31/114100% TLT
TLT : +24.16%
+24.16% +7.33%-4.40%
10/31/1111/30/11130% TLT
70% QQQ
TLT : +1.58%
QQQ : -3.08%
-1.68% +0.29%-0.41%
11/30/111/3/12130% TLT
70% SPY
TLT : +1.49%
SPY : +2.25%
+2.02% +1.65% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/12215% TQQQ
15% SSO
70% MDY
TQQQ : +43.57%
SSO : +14.18%
MDY : +9.73%
+15.47% +4.69% +7.46%
2/29/124/30/12215% TQQQ
15% SSO
70% QQQ
TQQQ : +7.69%
SSO : +4.56%
QQQ : +3.40%
+4.22% +1.65% +2.53%
4/30/125/31/12115% SSO
70% QQQ
15% CASH
SSO : -11.72%
QQQ : -7.41%
CASH : 0.00%
-6.95% +0.27%-6.01%
5/31/128/31/123100% TLT
TLT : +0.33%
+0.33% +4.43% +7.93%
8/31/1210/1/12170% QQQ
15% TQQQ
15% SSO
QQQ : +0.34%
TQQQ : +1.21%
SSO : +5.01%
+1.17%-0.16% +2.80%
10/1/1210/31/12115% TQQQ
15% SSO
70% SPY
TQQQ : -12.70%
SSO : -5.06%
SPY : -2.47%
-4.39%-1.82%-2.08%
10/31/1211/30/12115% SSO
70% MDY
15% CASH
SSO : +0.55%
MDY : +1.89%
CASH : 0.00%
+1.41% +1.26% +0.57%
11/30/1212/31/12130% SSO
70% MDY
SSO : +1.66%
MDY : +1.88%
+1.81%-0.65% +0.89%
12/31/121/31/13170% MDY
30% TLT
MDY : +6.66%
TLT : -3.57%
+3.59% +1.29% +5.12%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/134/30/13370% MDY
15% TQQQ
15% SSO
MDY : +5.92%
TQQQ : +16.60%
SSO : +13.50%
+8.66% +5.98% +7.14%
4/30/135/31/13115% TQQQ
15% SSO
70% SPY
TQQQ : +10.26%
SSO : +4.14%
SPY : +1.96%
+3.53%-1.25% +2.36%
5/31/137/1/13115% TQQQ
15% SSO
70% QQQ
TQQQ : -9.86%
SSO : -2.43%
QQQ : -2.18%
-3.37%-1.89%-0.76%
7/1/137/31/13115% SSO
70% QQQ
15% CASH
SSO : +8.75%
QQQ : +5.24%
CASH : 0.00%
+4.98% +2.10% +4.56%
7/31/139/3/13115% SSO
70% MDY
15% TQQQ
SSO : -5.62%
MDY : -4.40%
TQQQ : -0.40%
-3.98%-2.31%-2.56%
9/3/131/31/14515% SSO
15% TQQQ
70% QQQ
SSO : +18.29%
TQQQ : +43.47%
QQQ : +13.91%
+19.00% +9.19% +9.51%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/142/28/14115% SSO
70% QQQ
15% CASH
SSO : +8.62%
QQQ : +4.72%
CASH : 0.00%
+4.60% +3.25% +4.55%
2/28/143/31/14115% SSO
70% QQQ
15% TQQQ
SSO : +1.12%
QQQ : -3.12%
TQQQ : -11.03%
-3.67%-0.13% +0.83%
3/31/144/30/14130% SSO
70% MDY
SSO : +0.83%
MDY : -1.88%
-1.07% +0.50% +0.70%
4/30/146/2/14115% SSO
70% SPY
15% TQQQ
SSO : +4.24%
SPY : +2.03%
TQQQ : +12.83%
+3.98% +2.64% +2.44%
6/2/146/30/14130% SSO
70% SPY
SSO : +3.43%
SPY : +1.54%
+2.11% +2.07% +1.95%
6/30/149/30/14315% SSO
70% QQQ
15% TQQQ
SSO : +1.28%
QQQ : +5.02%
TQQQ : +11.61%
+5.45% +1.73% +1.13%
9/30/1410/31/14170% QQQ
30% CASH
QQQ : +2.24%
CASH : 0.00%
+1.57% +2.78% +2.35%
10/31/1412/31/14270% QQQ
15% TQQQ
15% SSO
QQQ : +1.80%
TQQQ : -0.14%
SSO : +4.24%
+1.88% +3.78% +2.49%
12/31/142/2/15115% SSO
70% MDY
15% CASH
SSO : -4.31%
MDY : -0.74%
CASH : 0.00%
-1.16% +2.69%-1.76%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/2/153/2/15130% SSO
70% MDY
SSO : +9.69%
MDY : +4.62%
+6.14% +0.62% +4.99%
3/2/153/31/15115% SSO
70% MDY
15% TQQQ
SSO : -4.97%
MDY : +0.16%
TQQQ : -10.24%
-2.17%-0.03%-2.19%
3/31/154/30/15115% SSO
70% MDY
15% CASH
SSO : +1.43%
MDY : -1.87%
CASH : 0.00%
-1.09%-0.90% +0.99%
4/30/156/30/15215% SSO
70% QQQ
15% TQQQ
SSO : -2.28%
QQQ : -0.69%
TQQQ : -2.17%
-1.15%-2.41%-0.77%
6/30/157/31/15170% QQQ
30% TQQQ
QQQ : +4.14%
TQQQ : +12.88%
+6.76% +3.13% +2.26%
7/31/158/31/15170% QQQ
15% TQQQ
15% SSO
QQQ : -7.20%
TQQQ : -13.26%
SSO : -12.44%
-8.90%-4.24%-6.09%
8/31/1511/2/152100% TLT
TLT : +0.69%
+0.69% +4.90% +6.99%
11/2/1511/30/15115% SSO
15% TQQQ
70% QQQ
SSO : -2.08%
TQQQ : -12.54%
QQQ : -0.90%
-2.82%-0.46%-0.81%
11/30/1512/31/15115% SSO
70% QQQ
15% CASH
SSO : -4.19%
QQQ : -1.99%
CASH : 0.00%
-2.02%-1.65%-1.73%
12/31/153/31/163100% TLT
TLT : +8.30%
+8.30% +3.50% +1.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/165/2/16170% MDY
30% SSO
MDY : +1.72%
SSO : +1.68%
+1.71%-0.54% +1.19%
5/2/166/30/16270% MDY
15% SSO
15% TQQQ
MDY : +1.38%
SSO : -7.81%
TQQQ : -7.51%
-1.33% +4.06% +1.25%
6/30/168/1/16170% MDY
30% CASH
MDY : +3.55%
CASH : 0.00%
+2.49% +3.55% +3.56%
8/1/1610/31/16370% QQQ
15% TQQQ
15% SSO
QQQ : +0.84%
TQQQ : +1.95%
SSO : -4.05%
+0.27%-2.62%-1.53%
10/31/1611/30/16170% QQQ
30% TQQQ
QQQ : +0.04%
TQQQ : -8.79%
-2.61%-0.63% +3.68%
11/30/161/3/17170% MDY
15% SSO
15% CASH
MDY : +2.32%
SSO : +5.11%
CASH : 0.00%
+2.39% +1.63% +2.81%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/172/28/17270% MDY
15% SSO
15% TQQQ
MDY : +3.31%
SSO : +9.51%
TQQQ : +27.67%
+7.89% +4.62% +4.99%
2/28/176/30/17415% SSO
15% TQQQ
70% QQQ
SSO : +5.09%
TQQQ : +19.03%
QQQ : +5.95%
+7.78% +3.74% +3.20%
6/30/177/31/17115% SSO
70% QQQ
15% CASH
SSO : +3.53%
QQQ : +3.64%
CASH : 0.00%
+3.08% +1.47% +2.05%
7/31/1711/30/17415% SSO
70% QQQ
15% TQQQ
SSO : +14.80%
QQQ : +8.12%
TQQQ : +24.22%
+11.54% +6.18% +7.93%
11/30/171/2/18115% SSO
15% TQQQ
70% MDY
SSO : +3.33%
TQQQ : +5.95%
MDY : +0.79%
+1.95% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/182/28/18215% SSO
15% TQQQ
70% QQQ
SSO : -4.24%
TQQQ : +10.75%
QQQ : +5.08%
+4.53%-0.32% +1.07%
2/28/184/2/18170% QQQ
30% CASH
QQQ : -7.22%
CASH : 0.00%
-5.05%-2.48%-4.84%
4/2/185/31/182100% TLT
TLT : -0.72%
-0.72% +4.90% +5.23%
5/31/187/2/18130% TLT
70% MDY
TLT : +0.16%
MDY : +0.02%
+0.06% +0.95% +0.79%
7/2/1810/1/18370% QQQ
15% TQQQ
15% SSO
QQQ : +7.50%
TQQQ : +12.71%
SSO : +14.50%
+9.33% +3.57% +7.80%
10/1/1810/31/18170% QQQ
15% SSO
15% CASH
QQQ : -9.14%
SSO : -9.58%
CASH : 0.00%
-7.84%-6.66%-7.23%
10/31/181/31/193100% TLT
TLT : +7.72%
+7.72% +2.27% +0.32%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/19130% TLT
70% MDY
TLT : -1.77%
MDY : +3.91%
+2.21% +2.01% +3.24%
2/28/195/31/19370% QQQ
15% SSO
15% TQQQ
QQQ : +0.22%
SSO : +5.39%
TQQQ : +7.02%
+2.02% +1.99%-0.79%
5/31/197/1/191100% TLT
TLT : +0.32%
+0.32% +6.01% +7.93%
7/1/197/31/19115% TQQQ
15% SSO
70% SPY
TQQQ : +1.73%
SSO : +0.44%
SPY : +0.20%
+0.47% +0.70% +0.60%
7/31/199/3/19130% SSO
70% SPY
SSO : -9.24%
SPY : -2.64%
-4.62% +0.89%-2.25%
9/3/199/30/19115% TQQQ
70% QQQ
15% CASH
TQQQ : +4.52%
QQQ : +1.50%
CASH : 0.00%
+1.73% +0.96% +2.55%
9/30/1910/31/191100% TLT
TLT : -1.51%
-1.51% +1.60% +2.21%
10/31/1911/11/1970% QQQ
15% TQQQ
15% SSO
QQQ : +1.56%
TQQQ : +5.44%
SSO : +2.87%
+2.34% +0.05% +1.65%
DateSymbolAmountTypePriceFeesTotal Price
1/31/11TQQQ450Buy$3.32$3$1,497
MDY46Buy$150.62$14$6,942
SSO62Buy$23.94$3$1,487
3/15/11TQQQ450Sell  (stop order)$3.20$3$1,437
3/31/11SSO1Sell$25.50$0$25
MDY1Sell$161.54$0$161
5/2/11TQQQ420Buy$3.82$3$1,608
SSO2Sell$26.89$0$54
5/23/11TQQQ420Sell  (stop order)$3.42$3$1,434
5/31/11MDY1Sell$164.27$0$164
SSO60Buy$26.32$3$1,582
6/30/11SSO119Sell$25.34$6$3,009
MDY44Sell$160.10$14$7,030
TLT135Buy$75.14$20$10,164
10/31/11QQQ166Buy$53.08$18$8,829
TLT95Sell$93.67$18$8,881
11/30/11QQQ166Sell$51.65$17$8,557
TLT1Sell$95.53$0$95
SPY81Buy$106.38$17$8,634
DateSymbolAmountTypePriceFeesTotal Price
1/3/12MDY60Buy$146.26$18$8,793
TQQQ636Buy$2.99$4$1,905
SPY81Sell$109.21$18$8,828
TLT39Sell$97.34$8$3,789
SSO82Buy$22.96$4$1,886
2/29/12TQQQ127Sell$4.31$1$546
MDY60Sell$161.13$19$9,648
SSO1Buy$26.32$0$26
QQQ173Buy$59.23$20$10,267
4/10/12TQQQ509Sell  (stop order)$4.66$5$2,367
4/30/12SSO1Sell$27.63$0$28
5/31/12TLT135Buy$105.01$28$14,205
QQQ173Sell$57.16$20$9,869
SSO82Sell$24.49$4$2,004
8/31/12QQQ159Buy$62.92$20$10,024
SSO76Buy$28.18$4$2,146
TQQQ434Buy$4.94$4$2,148
TLT135Sell$105.78$29$14,252
10/1/12SPY80Buy$125.49$20$10,059
QQQ159Sell$63.39$20$10,059
TQQQ2Sell$5.02$0$10
SSO3Sell$29.71$0$89
10/19/12TQQQ432Sell  (stop order)$4.40$4$1,897
10/31/12SPY80Sell$122.88$20$9,811
MDY59Buy$162.86$19$9,628
11/30/12SSO74Buy$28.59$4$2,120
12/31/12SSO147Sell$29.18$9$4,281
TLT42Buy$101.20$9$4,259
DateSymbolAmountTypePriceFeesTotal Price
1/31/13SSO69Buy$32.18$4$2,225
TLT42Sell$97.98$8$4,107
MDY2Sell$182.48$1$364
TQQQ483Buy$4.63$4$2,241
4/30/13SPY81Buy$140.42$23$11,397
MDY57Sell$194.05$22$11,039
TQQQ33Sell$5.42$0$178
SSO3Sell$36.67$0$110
5/31/13TQQQ29Sell$6.00$0$174
SPY81Sell$143.74$23$11,620
QQQ172Buy$68.35$24$11,780
SSO1Sell$38.34$0$38
6/20/13TQQQ421Sell  (stop order)$5.43$5$2,281
7/1/13QQQ2Sell$67.13$0$134
7/31/13TQQQ388Buy$6.63$5$2,578
QQQ170Sell$70.93$24$12,034
MDY58Buy$206.87$24$12,022
SSO3Sell$41.01$0$123
9/3/13SSO1Buy$38.86$0$39
QQQ162Buy$71.05$23$11,533
TQQQ15Sell$6.63$0$99
MDY58Sell$198.56$23$11,493
DateSymbolAmountTypePriceFeesTotal Price
1/27/14TQQQ373Sell  (stop order)$9.55$7$3,555
1/31/14QQQ7Buy$81.26$1$570
2/28/14SSO2Sell$50.33$0$100
QQQ1Sell$85.44$0$85
TQQQ277Buy$11.15$6$3,095
3/27/14TQQQ277Sell  (stop order)$9.96$6$2,753
3/31/14MDY59Buy$233.30$28$13,792
QQQ168Sell$83.11$28$13,935
SSO55Buy$51.10$6$2,816
4/30/14SSO59Sell$51.73$6$3,046
MDY59Sell$229.83$27$13,533
SPY81Buy$168.94$27$13,712
TQQQ295Buy$10.01$6$2,959
6/2/14SPY2Buy$173.06$1$347
TQQQ295Sell$11.34$7$3,339
SSO56Buy$54.14$6$3,038
6/30/14TQQQ253Buy$12.44$6$3,154
QQQ164Buy$89.26$29$14,668
SPY83Sell$176.43$29$14,614
SSO57Sell$56.22$6$3,198
9/25/14TQQQ253Sell  (stop order)$13.94$7$3,520
9/30/14SSO56Sell$57.17$6$3,195
10/31/14QQQ1Sell$96.61$0$96
TQQQ220Buy$15.34$7$3,382
SSO56Buy$59.67$7$3,348
12/15/14TQQQ220Sell  (stop order)$15.38$7$3,377
12/31/14MDY65Buy$248.06$32$16,156
QQQ163Sell$98.74$32$16,062
SSO1Sell$62.45$0$62
DateSymbolAmountTypePriceFeesTotal Price
2/2/15MDY1Sell$247.20$0$247
SSO59Buy$60.00$7$3,547
3/2/15SSO59Sell$66.08$8$3,891
TQQQ191Buy$19.02$7$3,640
MDY1Buy$259.65$1$260
3/10/15TQQQ191Sell  (stop order)$17.14$7$3,267
3/31/15MDY2Sell$261.11$1$521
SSO1Buy$63.05$0$63
4/30/15TQQQ196Buy$18.02$7$3,539
MDY63Sell$257.25$32$16,174
QQQ160Buy$103.16$33$16,539
SSO1Sell$64.21$0$64
6/30/15QQQ1Sell$102.86$0$103
TQQQ200Buy$17.70$7$3,547
SSO55Sell$63.00$7$3,458
7/31/15QQQ4Buy$107.55$1$431
SSO57Buy$65.66$7$3,750
TQQQ209Sell$20.06$8$4,184
8/20/15TQQQ187Sell  (stop order)$17.47$7$3,260
8/21/15SSO57Sell  (stop order)$57.72$7$3,283
8/31/15TLT209Buy$109.19$46$22,866
QQQ163Sell$100.21$33$16,302
11/2/15TQQQ168Buy$20.59$7$3,466
SSO53Buy$65.24$7$3,465
TLT209Sell$110.38$46$23,023
QQQ146Buy$110.37$32$16,146
11/13/15TQQQ168Sell  (stop order)$18.08$6$3,031
11/30/15SSO1Sell$64.14$0$64
QQQ4Sell$109.81$1$438
12/31/15TLT201Buy$109.60$44$22,074
QQQ142Sell$108.06$31$15,314
SSO52Sell$61.70$6$3,202
DateSymbolAmountTypePriceFeesTotal Price
3/31/16TLT201Sell$119.17$48$23,905
MDY66Buy$250.88$33$16,591
SSO114Buy$62.65$14$7,156
5/2/16TQQQ230Buy$15.82$7$3,646
SSO58Sell$63.96$7$3,702
6/24/16TQQQ230Sell  (stop order)$14.69$7$3,372
6/27/16SSO56Sell  (stop order)$59.20$7$3,309
6/30/16MDY2Sell$260.78$1$521
8/1/16TQQQ185Buy$19.94$7$3,696
MDY64Sell$271.12$35$17,317
QQQ153Buy$112.53$34$17,252
SSO53Buy$69.81$7$3,707
10/31/16SSO53Sell$67.25$7$3,557
TQQQ179Buy$20.41$7$3,661
QQQ1Sell$113.93$0$114
11/4/16TQQQ364Sell  (stop order)$18.69$14$6,790
11/30/16SSO50Buy$72.11$7$3,613
QQQ152Sell$114.43$35$17,359
MDY59Buy$285.10$34$16,855
DateSymbolAmountTypePriceFeesTotal Price
1/3/17TQQQ171Buy$21.68$7$3,715
SSO2Sell$76.10$0$152
2/28/17TQQQ27Sell$27.79$2$749
MDY59Sell$303.79$36$17,888
QQQ147Buy$127.00$37$18,706
6/16/17TQQQ144Sell  (stop order)$33.21$10$4,773
6/30/17SSO1Buy$88.28$0$88
QQQ2Buy$135.09$1$271
7/31/17TQQQ122Buy$36.58$9$4,472
SSO1Sell$91.76$0$92
QQQ1Sell$140.57$0$140
11/30/17MDY69Buy$336.92$46$23,294
TQQQ13Sell$45.62$1$592
SSO1Sell$105.76$0$106
QQQ148Sell$152.60$45$22,540
DateSymbolAmountTypePriceFeesTotal Price
1/2/18MDY69Sell$340.94$47$23,478
SSO1Sell$109.72$0$110
QQQ152Buy$156.22$47$23,793
TQQQ4Sell$48.53$0$194
2/2/18TQQQ105Sell  (stop order)$53.96$11$5,654
2/5/18SSO46Sell  (stop order)$105.49$10$4,843
2/28/18QQQ1Sell$164.81$0$164
4/2/18TLT290Buy$117.04$68$34,009
QQQ151Sell$153.53$46$23,137
5/31/18TLT204Sell$116.66$48$23,751
MDY67Buy$347.50$47$23,329
7/2/18SSO45Buy$110.95$10$5,003
TLT86Sell$117.32$20$10,069
MDY67Sell$348.98$47$23,335
TQQQ87Buy$58.29$10$5,081
QQQ138Buy$170.96$47$23,640
9/7/18TQQQ87Sell  (stop order)$65.96$11$5,727
10/1/18SSO2Sell$127.55$1$255
QQQ2Buy$184.52$1$370
10/10/18SSO43Sell  (stop order)$115.79$10$4,969
10/31/18QQQ140Sell$168.32$47$23,518
TLT309Buy$110.55$68$34,228
DateSymbolAmountTypePriceFeesTotal Price
1/31/19TLT217Sell$119.56$52$25,893
MDY78Buy$330.40$52$25,823
2/28/19QQQ153Buy$172.15$53$26,392
MDY78Sell$344.68$54$26,831
TQQQ110Buy$51.02$11$5,623
SSO49Buy$113.64$11$5,580
TLT92Sell$117.92$22$10,827
5/9/19SSO49Sell  (stop order)$120.25$12$5,880
5/13/19TQQQ110Sell  (stop order)$54.82$12$6,018
5/31/19TLT294Buy$130.35$77$38,400
QQQ153Sell$173.22$53$26,450
7/1/19TQQQ90Buy$64.23$12$5,792
SSO45Buy$128.10$12$5,776
TLT294Sell$131.29$77$38,522
SPY91Buy$294.30$54$26,835
7/31/19TQQQ90Sell$65.60$12$5,892
SSO44Buy$129.18$11$5,695
8/5/19SSO89Sell  (stop order)$117.72$21$10,456
9/3/19QQQ140Buy$185.28$52$25,991
SPY91Sell$289.40$53$26,283
TQQQ94Buy$58.73$11$5,532
9/30/19QQQ140Sell$188.81$53$26,381
TLT264Buy$142.58$75$37,716
TQQQ94Sell$61.63$12$5,782
10/31/19TQQQ80Buy$69.29$11$5,554
QQQ131Buy$197.08$52$25,869
TLT264Sell$140.99$74$37,147
SSO41Buy$133.59$11$5,488