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%
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
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
Asset Allocation
| SSO | 15% |
| TQQQ | 15% |
| QQQ | 70% |
Last refresh:
1/21/20
Last trading day:
10/31/19
Next trading day:
1/31/20
| Stop Orders | |
|---|---|
| SSO | $145.19 |
| TQQQ | $80.70 |
| QQQ | $206.97 |
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)
| Symbol | Amount | Price | Total Price |
|---|---|---|---|
| SSO | 43 | $159.48 | $6,858 |
| TQQQ | 83 | $99.85 | $8,288 |
| QQQ | 136 | $223.28 | $30,366 |
| Cash | $122 |
| Year | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return |
|---|---|---|---|---|
| 2011 | +26.54% | $12,654 | +13.69% | +0.85% |
| 2012 | +13.73% | $14,391 | +9.95% | +15.93% |
| 2013 | +42.18% | $20,461 | +12.69% | +32.24% |
| 2014 | +12.61% | $23,041 | +18.32% | +13.43% |
| 2015 | -4.50% | $22,004 | +1.30% | +1.24% |
| 2016 | +15.84% | $25,490 | +8.38% | +11.97% |
| 2017 | +36.92% | $34,902 | +18.83% | +21.67% |
| 2018 | +8.98% | $38,035 | -3.76% | -4.56% |
| 2019 | +12.28% | $42,706 | +26.80% | +31.18% |
| 2020 | +6.85% | $45,633 | +3.21% | +2.93% |
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -0.20% | $9,980 | -0.30% | +1.27% | February | +5.51% | $10,530 | +2.83% | +3.48% | March | -0.10% | $10,519 | +0.44% | +0.01% | April | +2.66% | $10,799 | +2.55% | +2.89% | May | -2.62% | $10,516 | +0.65% | -1.12% | June | -3.25% | $10,174 | -2.13% | -1.68% | July | +4.38% | $10,620 | +0.96% | -2.00% | August | +9.61% | $11,641 | +0.50% | -5.48% | September | +13.13% | $13,170 | +1.90% | -6.92% | October | -4.08% | $12,633 | +3.79% | +10.88% | November | -1.57% | $12,435 | +0.29% | -0.40% | December | +1.76% | $12,654 | +1.55% | +1.04% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +7.80% | $13,641 | +3.20% | +4.62% | February | +7.40% | $14,650 | +1.52% | +4.33% | March | +6.81% | $15,647 | +0.04% | +3.21% | April | -2.10% | $15,318 | +1.60% | -0.67% | May | -6.95% | $14,254 | +0.27% | -5.98% | June | -1.67% | $14,016 | +0.88% | +4.03% | July | +3.80% | $14,549 | +2.12% | +1.19% | August | -1.70% | $14,301 | +1.36% | +2.50% | September | +1.66% | $14,538 | -0.25% | +2.53% | October | -4.65% | $13,862 | -1.73% | -1.82% | November | +1.70% | $14,098 | +1.25% | +0.56% | December | +2.08% | $14,391 | -0.64% | +0.89% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +3.87% | $14,948 | +1.28% | +5.11% | February | +1.00% | $15,097 | +0.97% | +1.28% | March | +5.76% | $15,967 | +2.01% | +3.78% | April | +1.77% | $16,250 | +2.87% | +1.92% | May | +3.63% | $16,840 | -1.25% | +2.36% | June | -3.32% | $16,281 | -2.47% | -1.34% | July | +5.34% | $17,151 | +2.70% | +5.15% | August | -3.84% | $16,492 | -1.96% | -2.99% | September | +5.72% | $17,435 | +2.95% | +3.16% | October | +7.09% | $18,672 | +3.24% | +4.61% | November | +5.04% | $19,614 | +0.67% | +2.97% | December | +4.32% | $20,461 | +1.19% | +2.59% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -3.81% | $19,681 | +0.47% | -3.52% | February | +4.89% | $20,644 | +3.24% | +4.54% | March | -3.60% | $19,901 | -0.13% | +0.83% | April | -0.99% | $19,704 | +0.49% | +0.69% | May | +4.28% | $20,548 | +2.84% | +2.32% | June | +2.16% | $20,992 | +1.87% | +2.06% | July | +0.85% | $21,171 | -0.68% | -1.34% | August | +7.00% | $22,654 | +4.62% | +3.94% | September | -1.97% | $22,207 | -2.10% | -1.37% | October | +1.77% | $22,600 | +2.77% | +2.34% | November | +6.11% | $23,981 | +3.02% | +2.74% | December | -3.92% | $23,041 | +0.72% | -0.25% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | -1.68% | $22,653 | +2.25% | -2.96% | February | +6.45% | $24,113 | +1.23% | +5.61% | March | -0.98% | $23,877 | -0.22% | -1.57% | April | -1.06% | $23,623 | -0.90% | +0.98% | May | +2.87% | $24,301 | +0.27% | +1.29% | June | -3.58% | $23,432 | -2.67% | -2.03% | July | +7.09% | $25,094 | +3.13% | +2.26% | August | -8.85% | $22,872 | -4.24% | -6.09% | September | +1.96% | $23,321 | -0.94% | -2.54% | October | -0.40% | $23,227 | +5.21% | +8.49% | November | -3.30% | $22,460 | +0.17% | +0.36% | December | -2.03% | $22,004 | -1.65% | -1.72% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +5.55% | $23,226 | -1.80% | -4.97% | February | +3.08% | $23,941 | +1.00% | -0.08% | March | -0.49% | $23,824 | +4.35% | +6.71% | April | +1.01% | $24,064 | -0.72% | +0.39% | May | +3.69% | $24,951 | +2.06% | +1.69% | June | -3.52% | $24,072 | +2.14% | +0.35% | July | +2.93% | $24,777 | +3.91% | +3.64% | August | +0.08% | $24,797 | -0.03% | +0.12% | September | +2.38% | $25,387 | -0.15% | +0.01% | October | -2.32% | $24,797 | -2.78% | -1.73% | November | +0.30% | $24,871 | -0.63% | +3.68% | December | +2.49% | $25,490 | +0.99% | +2.02% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +4.03% | $26,516 | +2.24% | +1.79% | February | +4.86% | $27,804 | +2.96% | +3.92% | March | +2.25% | $28,429 | +0.25% | +0.13% | April | +3.41% | $29,398 | +1.57% | +0.99% | May | +4.89% | $30,836 | +1.82% | +1.41% | June | -2.52% | $30,060 | +0.06% | +0.64% | July | +3.37% | $31,074 | +1.47% | +2.05% | August | +2.23% | $31,768 | +1.38% | +0.29% | September | +0.18% | $31,825 | +0.35% | +2.01% | October | +5.94% | $33,714 | +2.17% | +2.36% | November | +2.81% | $34,663 | +2.15% | +3.05% | December | +0.69% | $34,902 | +1.01% | +1.21% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +10.92% | $38,713 | +3.19% | +5.63% | February | -4.18% | $37,095 | -2.91% | -3.63% | March | -2.84% | $36,043 | -0.80% | -2.74% | April | -4.53% | $34,409 | -0.43% | +0.52% | May | +1.72% | $35,000 | +3.55% | +2.43% | June | +0.48% | $35,168 | +0.72% | +0.58% | July | +2.81% | $36,155 | +1.54% | +3.70% | August | +7.62% | $38,911 | +3.41% | +3.19% | September | -0.32% | $38,786 | -0.94% | +0.60% | October | -8.98% | $35,302 | -6.85% | -6.90% | November | +1.79% | $35,933 | +1.44% | +1.85% | December | +5.85% | $38,035 | -5.13% | -8.79% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +0.10% | $38,073 | +6.28% | +7.99% | February | +2.17% | $38,901 | +2.00% | +3.24% | March | +4.90% | $40,809 | +3.00% | +1.81% | April | +7.56% | $43,896 | +2.70% | +4.08% | May | -9.60% | $39,680 | -3.59% | -6.37% | June | +0.96% | $40,059 | +5.40% | +6.95% | July | +0.16% | $40,123 | +1.27% | +1.51% | August | -2.38% | $39,170 | +1.48% | -1.67% | September | -0.61% | $38,933 | +0.38% | +1.94% | October | -1.50% | $38,349 | +1.60% | +2.21% | November | +5.72% | $40,544 | +2.40% | +3.61% | December | +5.33% | $42,706 | +1.39% | +2.91% |
|---|
| Month | Portfolio Return | Portfolio Balance | Buy & Hold Return | Benchmark Return | January | +6.85% | $45,633 | +3.21% | +2.93% |
|---|
| Period | Portfolio Return | Buy & Hold Return | Benchmark Return |
|---|---|---|---|
| 1 year | +19.86% | +23.14% | +25.03% |
| 2 years | +17.88% | +22.06% | +22.00% |
| 3 years | +72.10% | +46.38% | +54.04% |
| 5 years | +101.44% | +60.71% | +83.16% |
| 7 years | +205.28% | +116.33% | +153.66% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/11 | 3/31/11 | 2 | 15% TQQQ 15% SSO 70% MDY | TQQQ : -4.00% SSO : +6.06% MDY : +6.82% | +5.08% | +3.29% | +3.49% |
| 3/31/11 | 5/2/11 | 1 | 15% SSO 70% MDY 15% CASH | SSO : +5.04% MDY : +1.49% CASH : 0.00% | +1.80% | +2.40% | +2.73% |
| 5/2/11 | 5/31/11 | 1 | 15% SSO 70% MDY 15% TQQQ | SSO : -2.48% MDY : -0.61% TQQQ : -10.83% | -2.42% | +0.80% | -0.96% |
| 5/31/11 | 6/30/11 | 1 | 30% SSO 70% MDY | SSO : -4.15% MDY : -2.93% | -3.30% | -2.13% | -1.69% |
| 6/30/11 | 10/31/11 | 4 | 100% TLT | TLT : +24.17% | +24.17% | +7.31% | -4.42% |
| 10/31/11 | 11/30/11 | 1 | 30% TLT 70% QQQ | TLT : +1.59% QQQ : -3.09% | -1.69% | +0.29% | -0.40% |
| 11/30/11 | 1/3/12 | 1 | 30% TLT 70% SPY | TLT : +1.48% SPY : +2.24% | +2.01% | +1.64% | +2.65% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/3/12 | 2/29/12 | 2 | 15% TQQQ 15% SSO 70% MDY | TQQQ : +43.57% SSO : +14.16% MDY : +9.72% | +15.46% | +4.67% | +7.47% |
| 2/29/12 | 4/30/12 | 2 | 15% TQQQ 15% SSO 70% QQQ | TQQQ : +7.46% SSO : +4.57% QQQ : +3.41% | +4.19% | +1.65% | +2.53% |
| 4/30/12 | 5/31/12 | 1 | 15% SSO 70% QQQ 15% CASH | SSO : -11.70% QQQ : -7.41% CASH : 0.00% | -6.94% | +0.27% | -6.00% |
| 5/31/12 | 8/31/12 | 3 | 100% TLT | TLT : +0.33% | +0.33% | +4.42% | +7.93% |
| 8/31/12 | 10/1/12 | 1 | 70% QQQ 15% TQQQ 15% SSO | QQQ : +0.33% TQQQ : +1.21% SSO : +5.02% | +1.17% | -0.16% | +2.81% |
| 10/1/12 | 10/31/12 | 1 | 15% TQQQ 15% SSO 70% SPY | TQQQ : -12.70% SSO : -5.07% SPY : -2.47% | -4.39% | -1.81% | -2.08% |
| 10/31/12 | 11/30/12 | 1 | 15% SSO 70% MDY 15% CASH | SSO : +0.55% MDY : +1.89% CASH : 0.00% | +1.41% | +1.25% | +0.56% |
| 11/30/12 | 12/31/12 | 1 | 30% SSO 70% MDY | SSO : +1.66% MDY : +1.88% | +1.81% | -0.64% | +0.89% |
| 12/31/12 | 1/31/13 | 1 | 70% MDY 30% TLT | MDY : +6.65% TLT : -3.57% | +3.58% | +1.28% | +5.12% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/13 | 4/30/13 | 3 | 70% MDY 15% TQQQ 15% SSO | MDY : +5.92% TQQQ : +16.60% SSO : +13.49% | +8.66% | +5.96% | +7.15% |
| 4/30/13 | 5/31/13 | 1 | 15% TQQQ 15% SSO 70% SPY | TQQQ : +10.26% SSO : +4.15% SPY : +1.95% | +3.53% | -1.25% | +2.36% |
| 5/31/13 | 7/1/13 | 1 | 15% TQQQ 15% SSO 70% QQQ | TQQQ : -9.86% SSO : -2.40% QQQ : -2.18% | -3.37% | -1.88% | -0.76% |
| 7/1/13 | 7/31/13 | 1 | 15% SSO 70% QQQ 15% CASH | SSO : +8.74% QQQ : +5.24% CASH : 0.00% | +4.98% | +2.09% | +4.56% |
| 7/31/13 | 9/3/13 | 1 | 15% SSO 15% TQQQ 70% MDY | SSO : -5.61% TQQQ : -0.55% MDY : -4.40% | -4.00% | -2.30% | -2.56% |
| 9/3/13 | 1/31/14 | 5 | 15% SSO 15% TQQQ 70% QQQ | SSO : +18.26% TQQQ : +43.68% QQQ : +13.92% | +19.04% | +9.17% | +9.51% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/14 | 2/28/14 | 1 | 15% SSO 70% QQQ 15% CASH | SSO : +8.62% QQQ : +4.74% CASH : 0.00% | +4.61% | +3.24% | +4.55% |
| 2/28/14 | 3/31/14 | 1 | 15% SSO 70% QQQ 15% TQQQ | SSO : +1.11% QQQ : -3.12% TQQQ : -11.12% | -3.69% | -0.13% | +0.83% |
| 3/31/14 | 4/30/14 | 1 | 30% SSO 70% MDY | SSO : +0.83% MDY : -1.88% | -1.07% | +0.49% | +0.69% |
| 4/30/14 | 6/2/14 | 1 | 15% SSO 15% TQQQ 70% SPY | SSO : +4.25% TQQQ : +12.73% SPY : +2.03% | +3.97% | +2.64% | +2.44% |
| 6/2/14 | 6/30/14 | 1 | 30% SSO 70% SPY | SSO : +3.43% SPY : +1.54% | +2.11% | +2.07% | +1.95% |
| 6/30/14 | 9/30/14 | 3 | 15% SSO 15% TQQQ 70% QQQ | SSO : +1.29% TQQQ : +11.62% QQQ : +5.02% | +5.45% | +1.73% | +1.13% |
| 9/30/14 | 10/31/14 | 1 | 70% QQQ 30% CASH | QQQ : +2.23% CASH : 0.00% | +1.56% | +2.77% | +2.35% |
| 10/31/14 | 12/31/14 | 2 | 70% QQQ 15% TQQQ 15% SSO | QQQ : +1.79% TQQQ : -0.07% SSO : +4.23% | +1.88% | +3.77% | +2.49% |
| 12/31/14 | 2/2/15 | 1 | 15% SSO 70% MDY 15% CASH | SSO : -4.31% MDY : -0.74% CASH : 0.00% | -1.16% | +2.68% | -1.76% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/2/15 | 3/2/15 | 1 | 30% SSO 70% MDY | SSO : +9.70% MDY : +4.61% | +6.14% | +0.62% | +4.98% |
| 3/2/15 | 3/31/15 | 1 | 15% SSO 70% MDY 15% TQQQ | SSO : -4.96% MDY : +0.16% TQQQ : -10.20% | -2.16% | -0.03% | -2.19% |
| 3/31/15 | 4/30/15 | 1 | 15% SSO 70% MDY 15% CASH | SSO : +1.42% MDY : -1.87% CASH : 0.00% | -1.10% | -0.90% | +0.98% |
| 4/30/15 | 6/30/15 | 2 | 15% SSO 70% QQQ 15% TQQQ | SSO : -2.26% QQQ : -0.69% TQQQ : -2.17% | -1.15% | -2.41% | -0.77% |
| 6/30/15 | 7/31/15 | 1 | 70% QQQ 30% TQQQ | QQQ : +4.14% TQQQ : +12.89% | +6.77% | +3.13% | +2.26% |
| 7/31/15 | 8/31/15 | 1 | 70% QQQ 15% TQQQ 15% SSO | QQQ : -7.20% TQQQ : -13.27% SSO : -12.44% | -8.90% | -4.24% | -6.10% |
| 8/31/15 | 11/2/15 | 2 | 100% TLT | TLT : +0.68% | +0.68% | +4.89% | +6.99% |
| 11/2/15 | 11/30/15 | 1 | 15% SSO 15% TQQQ 70% QQQ | SSO : -2.08% TQQQ : -12.55% QQQ : -0.91% | -2.83% | -0.47% | -0.81% |
| 11/30/15 | 12/31/15 | 1 | 15% SSO 70% QQQ 15% CASH | SSO : -4.18% QQQ : -1.99% CASH : 0.00% | -2.02% | -1.65% | -1.73% |
| 12/31/15 | 3/31/16 | 3 | 100% TLT | TLT : +8.29% | +8.29% | +3.49% | +1.33% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 3/31/16 | 5/2/16 | 1 | 70% MDY 30% SSO | MDY : +1.72% SSO : +1.70% | +1.71% | -0.54% | +1.19% |
| 5/2/16 | 6/30/16 | 2 | 70% MDY 15% SSO 15% TQQQ | MDY : +1.38% SSO : -7.81% TQQQ : -7.52% | -1.33% | +4.06% | +1.25% |
| 6/30/16 | 8/1/16 | 1 | 70% MDY 30% CASH | MDY : +3.55% CASH : 0.00% | +2.49% | +3.55% | +3.56% |
| 8/1/16 | 10/31/16 | 3 | 15% SSO 15% TQQQ 70% QQQ | SSO : -4.04% TQQQ : +1.90% QQQ : +0.84% | +0.27% | -2.61% | -1.53% |
| 10/31/16 | 11/30/16 | 1 | 30% TQQQ 70% QQQ | TQQQ : +0.72% QQQ : +0.03% | +0.24% | -0.63% | +3.69% |
| 11/30/16 | 2/28/17 | 3 | 15% TQQQ 15% SSO 70% MDY | TQQQ : +34.12% SSO : +15.57% MDY : +6.13% | +11.74% | +6.31% | +7.93% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 2/28/17 | 6/30/17 | 4 | 15% TQQQ 15% SSO 70% QQQ | TQQQ : +19.00% SSO : +5.09% QQQ : +5.94% | +7.77% | +3.73% | +3.20% |
| 6/30/17 | 7/31/17 | 1 | 15% SSO 70% QQQ 15% CASH | SSO : +3.53% QQQ : +3.65% CASH : 0.00% | +3.08% | +1.47% | +2.06% |
| 7/31/17 | 11/30/17 | 4 | 15% SSO 70% QQQ 15% TQQQ | SSO : +14.79% QQQ : +8.12% TQQQ : +24.22% | +11.54% | +6.17% | +7.93% |
| 11/30/17 | 1/2/18 | 1 | 15% SSO 15% TQQQ 70% MDY | SSO : +3.34% TQQQ : +5.93% MDY : +0.79% | +1.94% | +1.52% | +1.94% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/2/18 | 2/28/18 | 2 | 15% SSO 15% TQQQ 70% QQQ | SSO : -4.25% TQQQ : +10.77% QQQ : +5.08% | +4.53% | -0.31% | +1.07% |
| 2/28/18 | 4/2/18 | 1 | 70% QQQ 30% CASH | QQQ : -7.22% CASH : 0.00% | -5.05% | -2.48% | -4.84% |
| 4/2/18 | 5/31/18 | 2 | 100% TLT | TLT : -0.72% | -0.72% | +4.89% | +5.23% |
| 5/31/18 | 7/2/18 | 1 | 30% TLT 70% MDY | TLT : +0.16% MDY : +0.02% | +0.06% | +0.94% | +0.79% |
| 7/2/18 | 10/31/18 | 4 | 15% SSO 15% TQQQ 70% QQQ | SSO : +3.94% TQQQ : +10.45% QQQ : -1.94% | +0.80% | -3.32% | 0.00% |
| 10/31/18 | 1/31/19 | 3 | 100% TLT | TLT : +7.73% | +7.73% | +2.27% | +0.32% |
| Start | End | Months | Assets | Asset Performance | Portfolio Performance | Buy & Hold Performance | Benchmark Performance |
|---|---|---|---|---|---|---|---|
| 1/31/19 | 2/28/19 | 1 | 30% TLT 70% MDY | TLT : -1.77% MDY : +3.91% | +2.21% | +2.00% | +3.24% |
| 2/28/19 | 5/31/19 | 3 | 15% TQQQ 15% SSO 70% QQQ | TQQQ : +7.02% SSO : +5.39% QQQ : +0.22% | +2.02% | +1.99% | -0.79% |
| 5/31/19 | 7/1/19 | 1 | 100% TLT | TLT : +0.31% | +0.31% | +6.00% | +7.93% |
| 7/1/19 | 7/31/19 | 1 | 70% SPY 15% SSO 15% TQQQ | SPY : +0.20% SSO : +0.44% TQQQ : +1.73% | +0.47% | +0.70% | +0.60% |
| 7/31/19 | 9/3/19 | 1 | 70% SPY 30% SSO | SPY : -2.64% SSO : -9.24% | -4.62% | +0.89% | -2.25% |
| 9/3/19 | 9/30/19 | 1 | 15% TQQQ 70% QQQ 15% CASH | TQQQ : +4.52% QQQ : +1.50% CASH : 0.00% | +1.73% | +0.96% | +2.55% |
| 9/30/19 | 10/31/19 | 1 | 100% TLT | TLT : -1.51% | -1.51% | +1.60% | +2.21% |
| 10/31/19 | 1/21/20 | 3 | 15% SSO 70% QQQ 15% TQQQ | SSO : +19.12% QQQ : +13.09% TQQQ : +43.59% | +18.57% | +7.16% | +9.76% |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 1/31/11 | SSO | 62 | Buy | $23.90 | $3 | $1,485 |
| MDY | 46 | Buy | $150.04 | $14 | $6,916 | |
| TQQQ | 450 | Buy | $3.32 | $3 | $1,497 | |
| 3/15/11 | TQQQ | 450 | Sell (stop order) | $3.20 | $3 | $1,437 |
| 3/31/11 | SSO | 1 | Sell | $25.45 | $0 | $25 |
| MDY | 1 | Sell | $160.92 | $0 | $161 | |
| 5/2/11 | TQQQ | 420 | Buy | $3.82 | $3 | $1,608 |
| SSO | 2 | Sell | $26.84 | $0 | $54 | |
| 5/23/11 | TQQQ | 420 | Sell (stop order) | $3.42 | $3 | $1,434 |
| 5/31/11 | MDY | 1 | Sell | $163.64 | $0 | $163 |
| SSO | 60 | Buy | $26.28 | $3 | $1,580 | |
| 6/30/11 | MDY | 44 | Sell | $159.48 | $14 | $7,003 |
| TLT | 135 | Buy | $74.89 | $20 | $10,130 | |
| SSO | 119 | Sell | $25.29 | $6 | $3,003 | |
| 10/31/11 | TLT | 95 | Sell | $93.36 | $18 | $8,851 |
| QQQ | 166 | Buy | $52.97 | $18 | $8,811 | |
| 11/30/11 | QQQ | 166 | Sell | $51.54 | $17 | $8,539 |
| TLT | 1 | Sell | $95.22 | $0 | $95 | |
| SPY | 82 | Buy | $105.86 | $17 | $8,698 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 1/3/12 | MDY | 60 | Buy | $145.70 | $17 | $8,759 |
| SPY | 82 | Sell | $108.67 | $18 | $8,893 | |
| SSO | 83 | Buy | $22.92 | $4 | $1,906 | |
| TLT | 39 | Sell | $97.02 | $8 | $3,776 | |
| TQQQ | 636 | Buy | $2.99 | $4 | $1,905 | |
| 2/29/12 | TQQQ | 127 | Sell | $4.31 | $1 | $546 |
| MDY | 60 | Sell | $160.50 | $19 | $9,611 | |
| QQQ | 173 | Buy | $59.10 | $20 | $10,245 | |
| 4/10/12 | TQQQ | 509 | Sell (stop order) | $4.65 | $5 | $2,362 |
| 4/30/12 | QQQ | 1 | Buy | $61.36 | $0 | $61 |
| 5/31/12 | TLT | 136 | Buy | $104.66 | $28 | $14,262 |
| QQQ | 174 | Sell | $57.04 | $20 | $9,905 | |
| SSO | 83 | Sell | $24.45 | $4 | $2,025 | |
| 8/31/12 | QQQ | 159 | Buy | $62.79 | $20 | $10,004 |
| SSO | 76 | Buy | $28.13 | $4 | $2,142 | |
| TQQQ | 434 | Buy | $4.94 | $4 | $2,148 | |
| TLT | 136 | Sell | $105.43 | $29 | $14,310 | |
| 10/1/12 | SPY | 81 | Buy | $124.88 | $20 | $10,136 |
| QQQ | 159 | Sell | $63.25 | $20 | $10,037 | |
| SSO | 3 | Sell | $29.66 | $0 | $89 | |
| TQQQ | 2 | Sell | $5.02 | $0 | $10 | |
| 10/19/12 | TQQQ | 432 | Sell (stop order) | $4.40 | $4 | $1,897 |
| 10/31/12 | MDY | 59 | Buy | $162.23 | $19 | $9,591 |
| SPY | 81 | Sell | $122.28 | $20 | $9,885 | |
| 11/30/12 | SSO | 74 | Buy | $28.54 | $4 | $2,116 |
| 12/31/12 | SSO | 147 | Sell | $29.13 | $9 | $4,274 |
| TLT | 42 | Buy | $100.87 | $8 | $4,245 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 1/31/13 | SSO | 69 | Buy | $32.12 | $4 | $2,221 |
| TLT | 42 | Sell | $97.66 | $8 | $4,094 | |
| MDY | 2 | Sell | $181.77 | $1 | $363 | |
| TQQQ | 482 | Buy | $4.63 | $4 | $2,236 | |
| 4/30/13 | TQQQ | 33 | Sell | $5.42 | $0 | $178 |
| SPY | 81 | Buy | $139.74 | $23 | $11,342 | |
| MDY | 57 | Sell | $193.30 | $22 | $10,996 | |
| SSO | 3 | Sell | $36.60 | $0 | $110 | |
| 5/31/13 | SSO | 1 | Sell | $38.27 | $0 | $38 |
| QQQ | 172 | Buy | $68.20 | $23 | $11,754 | |
| SPY | 81 | Sell | $143.04 | $23 | $11,563 | |
| TQQQ | 29 | Sell | $6.00 | $0 | $174 | |
| 6/20/13 | TQQQ | 420 | Sell (stop order) | $5.43 | $5 | $2,276 |
| 7/1/13 | QQQ | 2 | Sell | $66.98 | $0 | $134 |
| 7/31/13 | MDY | 58 | Buy | $206.07 | $24 | $11,976 |
| SSO | 3 | Sell | $40.94 | $0 | $123 | |
| QQQ | 170 | Sell | $70.77 | $24 | $12,007 | |
| TQQQ | 387 | Buy | $6.63 | $5 | $2,571 | |
| 9/3/13 | TQQQ | 14 | Sell | $6.62 | $0 | $92 |
| MDY | 58 | Sell | $197.79 | $23 | $11,449 | |
| SSO | 1 | Buy | $38.80 | $0 | $39 | |
| QQQ | 162 | Buy | $70.89 | $23 | $11,507 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 1/27/14 | TQQQ | 373 | Sell (stop order) | $9.55 | $7 | $3,555 |
| 1/31/14 | QQQ | 7 | Buy | $81.08 | $1 | $569 |
| 2/28/14 | QQQ | 1 | Sell | $85.26 | $0 | $85 |
| TQQQ | 276 | Buy | $11.15 | $6 | $3,084 | |
| SSO | 2 | Sell | $50.24 | $0 | $100 | |
| 3/27/14 | TQQQ | 276 | Sell (stop order) | $9.95 | $5 | $2,741 |
| 3/31/14 | QQQ | 168 | Sell | $82.93 | $28 | $13,904 |
| MDY | 59 | Buy | $232.40 | $27 | $13,739 | |
| SSO | 55 | Buy | $51.00 | $6 | $2,811 | |
| 4/30/14 | TQQQ | 295 | Buy | $10.01 | $6 | $2,959 |
| SSO | 59 | Sell | $51.63 | $6 | $3,040 | |
| MDY | 59 | Sell | $228.94 | $27 | $13,480 | |
| SPY | 81 | Buy | $168.11 | $27 | $13,644 | |
| 6/2/14 | SPY | 2 | Buy | $172.21 | $1 | $345 |
| SSO | 56 | Buy | $54.04 | $6 | $3,032 | |
| TQQQ | 295 | Sell | $11.33 | $7 | $3,336 | |
| 6/30/14 | SSO | 57 | Sell | $56.12 | $6 | $3,192 |
| QQQ | 164 | Buy | $89.07 | $29 | $14,637 | |
| TQQQ | 253 | Buy | $12.43 | $6 | $3,151 | |
| SPY | 83 | Sell | $175.57 | $29 | $14,543 | |
| 9/25/14 | TQQQ | 253 | Sell (stop order) | $13.93 | $7 | $3,517 |
| 9/30/14 | SSO | 56 | Sell | $57.07 | $6 | $3,190 |
| 10/31/14 | QQQ | 1 | Sell | $96.40 | $0 | $96 |
| TQQQ | 220 | Buy | $15.33 | $7 | $3,379 | |
| SSO | 56 | Buy | $59.57 | $7 | $3,343 | |
| 12/15/14 | TQQQ | 220 | Sell (stop order) | $15.38 | $7 | $3,377 |
| 12/31/14 | SSO | 1 | Sell | $62.34 | $0 | $62 |
| QQQ | 163 | Sell | $98.52 | $32 | $16,027 | |
| MDY | 65 | Buy | $247.10 | $32 | $16,094 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 2/2/15 | MDY | 1 | Sell | $246.25 | $0 | $246 |
| SSO | 59 | Buy | $59.89 | $7 | $3,541 | |
| 3/2/15 | TQQQ | 191 | Buy | $19.01 | $7 | $3,638 |
| MDY | 1 | Buy | $258.64 | $1 | $259 | |
| SSO | 59 | Sell | $65.96 | $8 | $3,884 | |
| 3/10/15 | TQQQ | 191 | Sell (stop order) | $17.14 | $7 | $3,267 |
| 3/31/15 | MDY | 1 | Sell | $260.10 | $1 | $260 |
| SSO | 1 | Buy | $62.94 | $0 | $63 | |
| 4/30/15 | TQQQ | 196 | Buy | $18.01 | $7 | $3,537 |
| MDY | 64 | Sell | $256.26 | $33 | $16,368 | |
| SSO | 1 | Sell | $64.09 | $0 | $64 | |
| QQQ | 160 | Buy | $102.94 | $33 | $16,503 | |
| 6/30/15 | SSO | 55 | Sell | $62.89 | $7 | $3,452 |
| QQQ | 1 | Sell | $102.64 | $0 | $102 | |
| TQQQ | 200 | Buy | $17.69 | $7 | $3,545 | |
| 7/31/15 | SSO | 57 | Buy | $65.54 | $7 | $3,743 |
| QQQ | 4 | Buy | $107.32 | $1 | $430 | |
| TQQQ | 209 | Sell | $20.05 | $8 | $4,182 | |
| 8/20/15 | TQQQ | 187 | Sell (stop order) | $17.46 | $7 | $3,258 |
| 8/21/15 | SSO | 57 | Sell (stop order) | $57.62 | $7 | $3,278 |
| 8/31/15 | TLT | 210 | Buy | $108.83 | $46 | $22,900 |
| QQQ | 163 | Sell | $99.99 | $33 | $16,266 | |
| 11/2/15 | QQQ | 146 | Buy | $110.14 | $32 | $16,113 |
| SSO | 53 | Buy | $65.12 | $7 | $3,458 | |
| TQQQ | 167 | Buy | $20.58 | $7 | $3,444 | |
| TLT | 210 | Sell | $110.01 | $46 | $23,056 | |
| 11/13/15 | TQQQ | 167 | Sell (stop order) | $18.07 | $6 | $3,012 |
| 11/30/15 | QQQ | 4 | Sell | $109.57 | $1 | $437 |
| SSO | 1 | Sell | $64.02 | $0 | $64 | |
| 12/31/15 | SSO | 52 | Sell | $61.59 | $6 | $3,196 |
| TLT | 201 | Buy | $109.24 | $44 | $22,001 | |
| QQQ | 142 | Sell | $107.82 | $31 | $15,280 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 3/31/16 | TLT | 201 | Sell | $118.77 | $48 | $23,825 |
| SSO | 114 | Buy | $62.53 | $14 | $7,143 | |
| MDY | 66 | Buy | $249.91 | $33 | $16,527 | |
| 5/2/16 | TQQQ | 229 | Buy | $15.81 | $7 | $3,628 |
| SSO | 58 | Sell | $63.85 | $7 | $3,696 | |
| 6/24/16 | TQQQ | 229 | Sell (stop order) | $14.68 | $7 | $3,355 |
| 6/27/16 | SSO | 56 | Sell (stop order) | $59.10 | $7 | $3,303 |
| 6/30/16 | MDY | 2 | Sell | $259.77 | $1 | $518 |
| 8/1/16 | TQQQ | 185 | Buy | $19.94 | $7 | $3,696 |
| MDY | 64 | Sell | $270.07 | $35 | $17,250 | |
| QQQ | 153 | Buy | $112.29 | $34 | $17,215 | |
| SSO | 53 | Buy | $69.68 | $7 | $3,700 | |
| 10/31/16 | SSO | 53 | Sell | $67.13 | $7 | $3,551 |
| QQQ | 1 | Sell | $113.69 | $0 | $113 | |
| TQQQ | 178 | Buy | $20.40 | $7 | $3,638 | |
| 11/30/16 | QQQ | 152 | Sell | $114.18 | $35 | $17,321 |
| MDY | 61 | Buy | $284.00 | $35 | $17,359 | |
| TQQQ | 183 | Sell | $20.63 | $8 | $3,768 | |
| SSO | 51 | Buy | $71.98 | $7 | $3,678 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 2/28/17 | QQQ | 153 | Buy | $126.72 | $39 | $19,427 |
| SSO | 2 | Sell | $83.52 | $0 | $167 | |
| MDY | 61 | Sell | $302.62 | $37 | $18,423 | |
| TQQQ | 31 | Sell | $27.78 | $2 | $859 | |
| 6/16/17 | TQQQ | 149 | Sell (stop order) | $33.19 | $10 | $4,935 |
| 6/30/17 | SSO | 1 | Buy | $88.12 | $0 | $88 |
| QQQ | 2 | Buy | $134.79 | $1 | $270 | |
| 7/31/17 | QQQ | 1 | Sell | $140.27 | $0 | $140 |
| TQQQ | 126 | Buy | $36.57 | $9 | $4,617 | |
| 11/30/17 | TQQQ | 13 | Sell | $45.61 | $1 | $592 |
| QQQ | 154 | Sell | $152.27 | $47 | $23,403 | |
| SSO | 1 | Sell | $105.57 | $0 | $105 | |
| MDY | 72 | Buy | $335.62 | $48 | $24,213 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 1/2/18 | QQQ | 158 | Buy | $155.88 | $49 | $24,678 |
| SSO | 1 | Sell | $109.53 | $0 | $109 | |
| MDY | 72 | Sell | $339.62 | $49 | $24,404 | |
| TQQQ | 4 | Sell | $48.51 | $0 | $194 | |
| 2/2/18 | TQQQ | 109 | Sell (stop order) | $53.95 | $12 | $5,869 |
| 2/5/18 | SSO | 48 | Sell (stop order) | $105.30 | $10 | $5,044 |
| 2/28/18 | QQQ | 1 | Sell | $164.45 | $0 | $164 |
| 4/2/18 | QQQ | 157 | Sell | $153.19 | $48 | $24,003 |
| TLT | 301 | Buy | $116.65 | $70 | $35,182 | |
| 5/31/18 | MDY | 70 | Buy | $346.16 | $48 | $24,280 |
| TLT | 211 | Sell | $116.28 | $49 | $24,486 | |
| 7/2/18 | TQQQ | 90 | Buy | $58.27 | $10 | $5,255 |
| MDY | 70 | Sell | $347.63 | $49 | $24,285 | |
| QQQ | 143 | Buy | $170.59 | $49 | $24,443 | |
| SSO | 47 | Buy | $110.75 | $10 | $5,216 | |
| TLT | 90 | Sell | $116.93 | $21 | $10,503 | |
| 10/5/18 | TQQQ | 90 | Sell (stop order) | $64.62 | $12 | $5,804 |
| 10/10/18 | SSO | 47 | Sell (stop order) | $115.58 | $11 | $5,421 |
| 10/31/18 | QQQ | 143 | Sell | $167.95 | $48 | $23,969 |
| TLT | 320 | Buy | $110.18 | $71 | $35,328 |
| Date | Symbol | Amount | Type | Price | Fees | Total Price |
|---|---|---|---|---|---|---|
| 1/31/19 | TLT | 225 | Sell | $119.17 | $54 | $26,760 |
| MDY | 80 | Buy | $329.12 | $53 | $26,382 | |
| 2/28/19 | QQQ | 158 | Buy | $171.77 | $54 | $27,194 |
| SSO | 51 | Buy | $113.44 | $12 | $5,797 | |
| TLT | 95 | Sell | $117.53 | $22 | $11,143 | |
| MDY | 80 | Sell | $343.35 | $55 | $27,413 | |
| TQQQ | 114 | Buy | $51.00 | $12 | $5,826 | |
| 5/9/19 | SSO | 51 | Sell (stop order) | $120.03 | $12 | $6,109 |
| 5/13/19 | TQQQ | 114 | Sell (stop order) | $54.80 | $12 | $6,235 |
| 5/31/19 | QQQ | 158 | Sell | $172.84 | $55 | $27,254 |
| TLT | 305 | Buy | $129.92 | $79 | $39,705 | |
| 7/1/19 | TLT | 305 | Sell | $130.85 | $80 | $39,829 |
| SPY | 95 | Buy | $292.86 | $56 | $27,877 | |
| SSO | 46 | Buy | $127.87 | $12 | $5,894 | |
| TQQQ | 92 | Buy | $64.21 | $12 | $5,919 | |
| 7/31/19 | SSO | 47 | Buy | $128.95 | $12 | $6,073 |
| TQQQ | 92 | Sell | $65.58 | $12 | $6,021 | |
| 8/5/19 | SSO | 93 | Sell (stop order) | $117.51 | $22 | $10,907 |
| 9/3/19 | TQQQ | 97 | Buy | $58.71 | $11 | $5,706 |
| SPY | 95 | Sell | $287.99 | $55 | $27,304 | |
| QQQ | 144 | Buy | $184.88 | $53 | $26,676 | |
| 9/30/19 | QQQ | 144 | Sell | $188.40 | $54 | $27,075 |
| TLT | 273 | Buy | $142.11 | $78 | $38,874 | |
| TQQQ | 97 | Sell | $61.61 | $12 | $5,964 | |
| 10/31/19 | QQQ | 136 | Buy | $196.65 | $53 | $26,798 |
| SSO | 43 | Buy | $133.35 | $11 | $5,746 | |
| TLT | 273 | Sell | $140.53 | $77 | $38,288 | |
| TQQQ | 83 | Buy | $69.26 | $11 | $5,760 |