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  +16.31%

Max Drawdown-12.61%

Asset Allocation

SSO15%
TQQQ15%
QQQ70%
This strategy trades monthly

Last refresh:
12/9/19

Last trading day:
10/31/19

Next trading day:
12/31/19

Stop Orders
TQQQ$69.16
SSO$134.77
QQQ$197.20

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$38,96616.31%14.54%42.18%-4.51%-12.61%1.06
Buy & Hold$10,000$26,09911.25%7.51%24.53%-3.77%-11.23%1.34
Benchmark$10,000$29,27712.68%11.50%32.07%-4.55%-16.09%1.02

Holdings

SymbolAmountPriceTotal Price
TQQQ80$76.40$6,112
SSO41$142.60$5,847
QQQ131$204.07$26,733
Cash$275
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2011 +26.60%$12,660 +13.70% +0.83%
2012 +13.85%$14,413 +9.98% +15.86%
2013 +42.18%$20,493 +12.75% +32.07%
2014 +12.62%$23,080 +18.35% +13.38%
2015-4.51%$22,038 +1.30% +1.23%
2016 +12.13%$24,712 +8.40% +11.94%
2017 +36.29%$33,681 +18.86% +21.61%
2018 +9.27%$36,803-3.77%-4.55%
2019 +5.88%$38,966 +24.53% +27.24%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980-0.31% +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 +9.62%$11,646 +0.49%-5.45%
September +13.15%$13,177 +1.89%-6.88%
October-4.08%$12,639 +3.81% +10.81%
November-1.56%$12,442 +0.29%-0.41%
December +1.75%$12,660 +1.55% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.86%$13,655 +3.21% +4.60%
February +7.34%$14,657 +1.53% +4.30%
March +6.82%$15,657 +0.05% +3.20%
April-2.09%$15,330 +1.59%-0.67%
May-6.91%$14,271 +0.27%-5.96%
June-1.67%$14,032 +0.88% +4.03%
July +3.82%$14,568 +2.12% +1.17%
August-1.72%$14,317 +1.36% +2.49%
September +1.66%$14,554-0.25% +2.52%
October-4.62%$13,882-1.73%-1.82%
November +1.70%$14,118 +1.26% +0.57%
December +2.09%$14,413-0.65% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.88%$14,972 +1.29% +5.08%
February +0.99%$15,120 +0.98% +1.27%
March +5.78%$15,994 +2.02% +3.77%
April +1.77%$16,277 +2.88% +1.91%
May +3.64%$16,869-1.25% +2.34%
June-3.33%$16,308-2.47%-1.32%
July +5.35%$17,181 +2.72% +5.14%
August-3.85%$16,520-1.97%-2.98%
September +5.71%$17,464 +2.96% +3.15%
October +7.09%$18,703 +3.25% +4.60%
November +5.03%$19,644 +0.66% +2.95%
December +4.32%$20,493 +1.20% +2.57%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.81%$19,713 +0.47%-3.50%
February +4.89%$20,676 +3.24% +4.52%
March-3.58%$19,936-0.13% +0.82%
April-0.99%$19,738 +0.49% +0.69%
May +4.28%$20,583 +2.85% +2.31%
June +2.16%$21,028 +1.87% +2.05%
July +0.86%$21,208-0.68%-1.34%
August +6.99%$22,691 +4.62% +3.93%
September-1.97%$22,245-2.10%-1.37%
October +1.77%$22,639 +2.78% +2.34%
November +6.11%$24,022 +3.03% +2.74%
December-3.92%$23,080 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.69%$22,691 +2.25%-2.94%
February +6.43%$24,150 +1.24% +5.60%
March-0.99%$23,912-0.22%-1.57%
April-1.05%$23,661-0.90% +0.98%
May +2.86%$24,337 +0.27% +1.28%
June-3.57%$23,469-2.67%-2.02%
July +7.09%$25,133 +3.12% +2.25%
August-8.85%$22,908-4.24%-6.06%
September +1.96%$23,357-0.95%-2.54%
October-0.40%$23,263 +5.22% +8.47%
November-3.30%$22,495 +0.18% +0.36%
December-2.03%$22,038-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.56%$23,264-1.81%-4.96%
February +3.08%$23,980 +0.99%-0.08%
March-0.49%$23,862 +4.37% +6.70%
April +1.01%$24,102-0.72% +0.39%
May +3.69%$24,991 +2.07% +1.69%
June-3.53%$24,110 +2.14% +0.35%
July +2.93%$24,817 +3.92% +3.63%
August +0.09%$24,839-0.03% +0.12%
September +2.38%$25,431-0.15% +0.01%
October-2.33%$24,838-2.79%-1.73%
November-2.56%$24,201-0.62% +3.67%
December +2.11%$24,712 +0.99% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.58%$25,596 +2.25% +1.78%
February +4.82%$26,829 +2.97% +3.91%
March +2.24%$27,430 +0.25% +0.13%
April +3.41%$28,365 +1.57% +0.99%
May +4.90%$29,754 +1.82% +1.41%
June-2.50%$29,009 +0.06% +0.64%
July +3.37%$29,987 +1.47% +2.04%
August +2.24%$30,658 +1.38% +0.29%
September +0.18%$30,714 +0.35% +2.01%
October +5.93%$32,534 +2.18% +2.35%
November +2.81%$33,449 +2.15% +3.05%
December +0.69%$33,681 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +10.90%$37,352 +3.19% +5.62%
February-4.17%$35,795-2.91%-3.63%
March-2.84%$34,780-0.80%-2.73%
April-4.53%$33,203-0.43% +0.51%
May +1.72%$33,773 +3.56% +2.43%
June +0.48%$33,934 +0.72% +0.57%
July +2.80%$34,884 +1.55% +3.69%
August +7.60%$37,536 +3.41% +3.18%
September-0.32%$37,415-0.94% +0.59%
October-8.70%$34,161-6.86%-6.89%
November +1.78%$34,770 +1.44% +1.85%
December +5.85%$36,803-5.15%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.10%$36,839 +6.29% +7.98%
February +2.17%$37,638 +2.01% +3.23%
March +4.90%$39,483 +3.00% +1.80%
April +7.57%$42,470 +2.70% +4.07%
May-9.61%$38,390-3.59%-6.36%
June +0.95%$38,756 +5.41% +6.93%
July +0.16%$38,818 +1.27% +1.51%
August-2.36%$37,903 +1.47%-1.67%
September-0.59%$37,680 +0.38% +1.94%
October-1.50%$37,113 +1.60% +2.20%
November +5.69%$39,226 +2.40% +3.61%
December-0.66%$38,966-0.45%-0.14%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +5.88% +24.53% +27.24%
2 years +15.69% +19.84% +21.45%
3 years +57.68% +42.44% +47.69%
5 years +68.83% +56.41% +67.36%
7 years +170.35% +108.71% +150.62%
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 : +24.17%
+24.17% +7.32%-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 : +1.48%
SPY : +2.25%
+2.02% +1.64% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/12270% MDY
15% SSO
15% TQQQ
MDY : +9.73%
SSO : +14.18%
TQQQ : +43.57%
+15.47% +4.70% +7.46%
2/29/124/30/12215% SSO
15% TQQQ
70% QQQ
SSO : +4.56%
TQQQ : +7.69%
QQQ : +3.40%
+4.22% +1.64% +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 : +0.32%
+0.32% +4.42% +7.93%
8/31/1210/1/12115% SSO
15% TQQQ
70% QQQ
SSO : +5.01%
TQQQ : +1.21%
QQQ : +0.34%
+1.17%-0.15% +2.80%
10/1/1210/31/12115% SSO
15% TQQQ
70% SPY
SSO : -5.06%
TQQQ : -12.70%
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% SSO
15% TQQQ
MDY : +5.92%
SSO : +13.50%
TQQQ : +16.60%
+8.66% +5.98% +7.14%
4/30/135/31/13115% SSO
15% TQQQ
70% SPY
SSO : +4.14%
TQQQ : +10.26%
SPY : +1.96%
+3.53%-1.25% +2.36%
5/31/137/1/13115% SSO
15% TQQQ
70% QQQ
SSO : -2.43%
TQQQ : -9.86%
QQQ : -2.18%
-3.37%-1.88%-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% +3.24% +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% +0.49% +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% +2.08% +1.95%
6/30/149/30/14315% SSO
15% TQQQ
70% QQQ
SSO : +1.28%
TQQQ : +11.61%
QQQ : +5.02%
+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% +3.77% +2.49%
12/31/142/2/15115% SSO
70% MDY
15% CASH
SSO : -4.31%
MDY : -0.74%
CASH : 0.00%
-1.16% +2.68%-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% +3.12% +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 : +0.68%
+0.68% +4.90% +6.99%
11/2/1511/30/15170% QQQ
15% TQQQ
15% SSO
QQQ : -0.90%
TQQQ : -12.54%
SSO : -2.08%
-2.82%-0.46%-0.81%
11/30/1512/31/15170% QQQ
15% SSO
15% CASH
QQQ : -1.99%
SSO : -4.19%
CASH : 0.00%
-2.02%-1.65%-1.73%
12/31/153/31/163100% TLT
TLT : +8.29%
+8.29% +3.49% +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%-2.61%-1.53%
10/31/1611/30/16170% QQQ
30% TQQQ
QQQ : +0.04%
TQQQ : -8.79%
-2.61%-0.62% +3.68%
11/30/161/3/17115% SSO
70% MDY
15% CASH
SSO : +5.11%
MDY : +2.32%
CASH : 0.00%
+2.39% +1.63% +2.81%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/172/28/17215% SSO
70% MDY
15% TQQQ
SSO : +9.51%
MDY : +3.31%
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%-0.31% +1.07%
2/28/184/2/18170% QQQ
30% CASH
QQQ : -7.22%
CASH : 0.00%
-5.05%-2.49%-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 : +0.17%
MDY : +0.02%
+0.07% +0.95% +0.79%
7/2/1810/1/18315% SSO
15% TQQQ
70% QQQ
SSO : +14.50%
TQQQ : +12.71%
QQQ : +7.50%
+9.33% +3.57% +7.80%
10/1/1810/31/18115% SSO
70% QQQ
15% CASH
SSO : -9.58%
QQQ : -9.14%
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%
2/28/195/31/19315% SSO
15% TQQQ
70% QQQ
SSO : +5.39%
TQQQ : +7.02%
QQQ : +0.22%
+2.02% +1.98%-0.79%
5/31/197/1/191100% TLT
TLT : +0.31%
+0.31% +6.01% +7.93%
7/1/197/31/19115% TQQQ
70% SPY
15% SSO
TQQQ : +1.73%
SPY : +0.20%
SSO : +0.44%
+0.47% +0.70% +0.60%
7/31/199/3/19170% SPY
30% SSO
SPY : -2.64%
SSO : -9.24%
-4.62% +0.89%-2.25%
9/3/199/30/19170% QQQ
15% TQQQ
15% CASH
QQQ : +1.50%
TQQQ : +4.52%
CASH : 0.00%
+1.73% +0.96% +2.55%
9/30/1910/31/191100% TLT
TLT : -1.51%
-1.51% +1.60% +2.21%
10/31/1912/9/19115% SSO
70% QQQ
15% TQQQ
SSO : +6.32%
QQQ : +3.13%
TQQQ : +9.82%
+4.61% +1.94% +3.48%
DateSymbolAmountTypePriceFeesTotal Price
1/31/11MDY46Buy$150.62$14$6,942
SSO62Buy$23.94$3$1,487
TQQQ450Buy$3.32$3$1,497
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
6/30/11MDY44Sell$160.10$14$7,030
SSO119Sell$25.34$6$3,009
TLT135Buy$75.01$20$10,147
10/31/11TLT95Sell$93.51$18$8,866
QQQ166Buy$53.08$18$8,829
11/30/11SPY81Buy$106.38$17$8,634
QQQ166Sell$51.65$17$8,557
TLT1Sell$95.37$0$95
DateSymbolAmountTypePriceFeesTotal Price
1/3/12MDY60Buy$146.26$18$8,793
SPY81Sell$109.21$18$8,828
TQQQ636Buy$2.99$4$1,905
SSO82Buy$22.96$4$1,886
TLT39Sell$97.17$8$3,782
2/29/12SSO1Buy$26.32$0$26
QQQ173Buy$59.23$20$10,267
TQQQ127Sell$4.31$1$546
MDY60Sell$161.13$19$9,648
4/10/12TQQQ509Sell  (stop order)$4.66$5$2,367
4/30/12SSO1Sell$27.63$0$28
5/31/12QQQ173Sell$57.16$20$9,869
SSO82Sell$24.49$4$2,004
TLT136Buy$104.83$29$14,285
8/31/12TQQQ434Buy$4.94$4$2,148
TLT136Sell$105.59$29$14,332
QQQ159Buy$62.92$20$10,024
SSO76Buy$28.18$4$2,146
10/1/12TQQQ2Sell$5.02$0$10
SSO3Sell$29.71$0$89
SPY80Buy$125.49$20$10,059
QQQ159Sell$63.39$20$10,059
10/19/12TQQQ432Sell  (stop order)$4.40$4$1,897
10/31/12MDY59Buy$162.86$19$9,628
SPY80Sell$122.88$20$9,811
11/30/12SSO74Buy$28.59$4$2,120
12/31/12SSO147Sell$29.18$9$4,281
TLT42Buy$101.03$8$4,252
DateSymbolAmountTypePriceFeesTotal Price
1/31/13MDY2Sell$182.48$1$364
TLT42Sell$97.81$8$4,100
TQQQ483Buy$4.63$4$2,241
SSO69Buy$32.18$4$2,225
4/30/13SPY81Buy$140.42$23$11,397
SSO3Sell$36.67$0$110
TQQQ34Sell$5.42$0$184
MDY57Sell$194.05$22$11,039
5/31/13SSO1Sell$38.34$0$38
SPY81Sell$143.74$23$11,620
TQQQ28Sell$6.00$0$168
QQQ172Buy$68.35$24$11,780
6/20/13TQQQ421Sell  (stop order)$5.43$5$2,281
7/1/13QQQ2Sell$67.13$0$134
7/31/13SSO3Sell$41.01$0$123
TQQQ388Buy$6.63$5$2,578
MDY58Buy$206.87$24$12,022
QQQ170Sell$70.93$24$12,034
9/3/13SSO1Buy$38.86$0$39
QQQ162Buy$71.05$23$11,533
MDY58Sell$198.56$23$11,493
TQQQ15Sell$6.63$0$99
DateSymbolAmountTypePriceFeesTotal Price
1/27/14TQQQ373Sell  (stop order)$9.55$7$3,555
1/31/14QQQ7Buy$81.26$1$570
2/28/14QQQ1Sell$85.44$0$85
SSO2Sell$50.33$0$100
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
4/30/14MDY59Sell$229.83$27$13,533
SSO59Sell$51.73$6$3,046
SPY81Buy$168.94$27$13,712
TQQQ295Buy$10.01$6$2,959
6/2/14SPY1Buy$173.06$0$173
TQQQ295Sell$11.34$7$3,339
SSO56Buy$54.14$6$3,038
6/30/14SSO57Sell$56.22$6$3,198
TQQQ253Buy$12.44$6$3,154
SPY82Sell$176.43$29$14,438
QQQ164Buy$89.26$29$14,668
9/25/14TQQQ253Sell  (stop order)$13.94$7$3,520
9/30/14SSO56Sell$57.17$6$3,195
10/31/14TQQQ220Buy$15.34$7$3,382
QQQ1Sell$96.61$0$96
SSO56Buy$59.67$7$3,348
12/15/14TQQQ220Sell  (stop order)$15.38$7$3,377
12/31/14QQQ163Sell$98.74$32$16,062
SSO1Sell$62.45$0$62
MDY65Buy$248.06$32$16,156
DateSymbolAmountTypePriceFeesTotal Price
2/2/15SSO58Buy$60.00$7$3,487
MDY1Sell$247.20$0$247
3/2/15SSO58Sell$66.08$8$3,825
TQQQ191Buy$19.02$7$3,640
MDY1Buy$259.65$1$260
3/10/15TQQQ191Sell  (stop order)$17.14$7$3,267
3/31/15SSO1Buy$63.05$0$63
MDY2Sell$261.11$1$521
4/30/15MDY63Sell$257.25$32$16,174
TQQQ196Buy$18.02$7$3,539
QQQ160Buy$103.16$33$16,539
SSO1Sell$64.21$0$64
6/30/15SSO55Sell$63.00$7$3,458
TQQQ200Buy$17.70$7$3,547
QQQ1Sell$102.86$0$103
7/31/15SSO57Buy$65.66$7$3,750
QQQ4Buy$107.55$1$431
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
8/31/15QQQ163Sell$100.21$33$16,302
TLT210Buy$109.01$46$22,938
11/2/15TLT210Sell$110.19$46$23,094
QQQ146Buy$110.37$32$16,146
SSO53Buy$65.24$7$3,465
TQQQ168Buy$20.59$7$3,466
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$109.41$44$22,035
QQQ142Sell$108.06$31$15,314
SSO52Sell$61.70$6$3,202
DateSymbolAmountTypePriceFeesTotal Price
3/31/16TLT201Sell$118.96$48$23,863
MDY66Buy$250.88$33$16,591
SSO114Buy$62.65$14$7,156
5/2/16SSO58Sell$63.96$7$3,702
TQQQ230Buy$15.82$7$3,646
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
10/31/16QQQ1Sell$113.93$0$114
SSO53Sell$67.25$7$3,557
TQQQ178Buy$20.41$7$3,640
11/4/16TQQQ363Sell  (stop order)$18.69$14$6,771
11/30/16QQQ152Sell$114.43$35$17,359
SSO50Buy$72.11$7$3,613
MDY59Buy$285.10$34$16,855
DateSymbolAmountTypePriceFeesTotal Price
1/3/17TQQQ171Buy$21.68$7$3,715
SSO2Sell$76.10$0$152
2/28/17MDY59Sell$303.79$36$17,888
QQQ147Buy$127.00$37$18,706
TQQQ27Sell$27.79$2$749
6/16/17TQQQ144Sell  (stop order)$33.21$10$4,773
6/30/17QQQ2Buy$135.09$1$271
SSO1Buy$88.28$0$88
7/31/17QQQ1Sell$140.57$0$140
TQQQ122Buy$36.58$9$4,472
SSO1Sell$91.76$0$92
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
1/2/18SSO1Sell$109.72$0$110
MDY69Sell$340.94$47$23,478
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$116.84$68$33,951
QQQ151Sell$153.53$46$23,137
5/31/18MDY67Buy$347.50$47$23,329
TLT204Sell$116.46$48$23,710
7/2/18MDY67Sell$348.98$47$23,335
TQQQ86Buy$58.29$10$5,023
SSO45Buy$110.95$10$5,003
TLT86Sell$117.12$20$10,052
QQQ138Buy$170.96$47$23,640
9/7/18TQQQ86Sell  (stop order)$65.96$11$5,661
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$110.36$68$34,169
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY77Buy$330.40$51$25,492
TLT217Sell$119.36$52$25,849
2/28/19QQQ153Buy$172.15$53$26,392
TQQQ110Buy$51.02$11$5,623
MDY77Sell$344.68$53$26,487
TLT92Sell$117.72$22$10,809
SSO49Buy$113.64$11$5,580
5/9/19SSO49Sell  (stop order)$120.25$12$5,880
5/13/19TQQQ110Sell  (stop order)$54.82$12$6,018
5/31/19QQQ153Sell$173.22$53$26,450
TLT295Buy$130.13$77$38,465
7/1/19TLT295Sell$131.06$77$38,585
SSO45Buy$128.10$12$5,776
SPY91Buy$294.30$54$26,835
TQQQ89Buy$64.23$11$5,728
7/31/19TQQQ89Sell$65.60$12$5,827
SSO44Buy$129.18$11$5,695
8/5/19SSO89Sell  (stop order)$117.72$21$10,456
9/3/19QQQ139Buy$185.28$52$25,805
TQQQ94Buy$58.73$11$5,532
SPY91Sell$289.40$53$26,283
9/30/19TQQQ94Sell$61.63$12$5,782
TLT264Buy$142.34$75$37,653
QQQ139Sell$188.81$52$26,192
10/31/19QQQ131Buy$197.08$52$25,869
SSO41Buy$133.59$11$5,488
TLT264Sell$140.75$74$37,084
TQQQ80Buy$69.29$11$5,554