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, a leveraged 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 Stocks Strategy (80% to 100%), the Leverage Strategy (0% to 10%) and the Leveraged-60/40 Strategy (0% to 10%).

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 Strategy80% to 100%

Leverage Strategy0% to 10%

Leveraged-60/40 Strategy0% to 10%

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 3X leveraged ETFs : S&P 500 (SPXL) 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 3X leveraged ETF (TMF) if this asset is trending up (if Long-Term US Treasuries are trending down, the strategy stays out of market).

S&P 500 Index trend detection

Risk-On Market Regime

Buy/Hold the best-performing ETF from: TQQQ SPXL

Risk-Off Market Regime

Risk-Off Asset rising trend ?

Yes

Buy/HoldTMF

No

Out of market

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  8

Return +15.91%

Max Drawdown-11.84%

Asset Allocation

TMF4%
QQQ80%
Cash16%
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
QQQ$176.28

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)

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$36,39915.91%13.88%36.18%-6.01%-11.84%1.07
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
TMF42$30.01$1,260
QQQ154$190.80$29,383
Cash$5,756
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2011 +29.27%$12,927 +13.78% +0.83%
2012 +10.25%$14,252 +9.99% +15.86%
2013 +36.18%$19,409 +12.72% +32.07%
2014 +13.28%$21,987 +18.40% +13.38%
2015-6.01%$20,666 +1.29% +1.23%
2016 +20.57%$24,916 +8.41% +11.94%
2017 +31.02%$32,646 +18.87% +21.61%
2018 +5.98%$34,599-3.77%-4.55%
2019 +5.20%$36,399 +20.45% +20.94%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980-0.30% +1.26%
February +5.11%$10,490 +2.84% +3.45%
March +1.95%$10,695 +0.44% +0.02%
April +3.49%$11,068 +2.57% +2.86%
May-0.83%$10,976 +0.66%-1.11%
June-3.47%$10,595-2.14%-1.68%
July +5.37%$11,164 +0.98%-1.98%
August +11.68%$12,468 +0.51%-5.45%
September +15.92%$14,453 +1.92%-6.88%
October-6.66%$13,490 +3.80% +10.81%
November-5.54%$12,742 +0.29%-0.41%
December +1.45%$12,927 +1.56% +1.03%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.09%$13,844 +3.21% +4.60%
February +4.64%$14,486 +1.53% +4.30%
March +5.49%$15,282 +0.04% +3.20%
April-1.88%$14,994 +1.60%-0.67%
May-4.75%$14,282 +0.29%-5.96%
June-2.14%$13,976 +0.87% +4.03%
July +4.58%$14,616 +2.13% +1.17%
August-3.73%$14,071 +1.36% +2.49%
September +0.97%$14,208-0.25% +2.52%
October-3.50%$13,711-1.73%-1.82%
November +2.12%$14,002 +1.26% +0.57%
December +1.79%$14,252-0.65% +0.88%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.92%$15,096 +1.28% +5.08%
February +1.17%$15,273 +0.98% +1.27%
March +5.24%$16,073 +2.02% +3.77%
April +1.44%$16,304 +2.89% +1.91%
May +1.82%$16,600-1.26% +2.34%
June-2.95%$16,111-2.48%-1.32%
July +4.09%$16,770 +2.71% +5.14%
August-3.44%$16,193-1.97%-2.98%
September +4.93%$16,991 +2.96% +3.15%
October +6.13%$18,033 +3.26% +4.60%
November +4.00%$18,755 +0.66% +2.95%
December +3.49%$19,409 +1.19% +2.57%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-2.15%$18,991 +0.48%-3.50%
February +4.12%$19,773 +3.25% +4.52%
March-3.84%$19,013-0.13% +0.82%
April-1.06%$18,812 +0.50% +0.69%
May +3.04%$19,384 +2.85% +2.31%
June +2.07%$19,785 +1.87% +2.05%
July +1.40%$20,062-0.68%-1.34%
August +6.57%$21,381 +4.63% +3.93%
September-1.73%$21,012-2.10%-1.37%
October +2.39%$21,514 +2.78% +2.34%
November +5.82%$22,767 +3.04% +2.74%
December-3.43%$21,987 +0.72%-0.26%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.34%$22,062 +2.26%-2.94%
February +1.51%$22,396 +1.22% +5.60%
March +0.15%$22,430-0.21%-1.57%
April-1.91%$22,001-0.91% +0.98%
May +2.30%$22,508 +0.27% +1.28%
June-3.21%$21,785-2.66%-2.02%
July +5.87%$23,064 +3.11% +2.25%
August-7.61%$21,309-4.25%-6.06%
September +2.26%$21,791-0.94%-2.54%
October-0.54%$21,674 +5.22% +8.47%
November-2.97%$21,030 +0.17% +0.36%
December-1.73%$20,666-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.55%$21,813-1.80%-4.96%
February +3.62%$22,603 +1.00%-0.08%
March-0.52%$22,486 +4.36% +6.70%
April +0.94%$22,698-0.72% +0.39%
May +2.46%$23,257 +2.07% +1.69%
June +1.15%$23,524 +2.15% +0.35%
July +5.08%$24,719 +3.92% +3.63%
August-0.21%$24,666-0.03% +0.12%
September +2.02%$25,165-0.15% +0.01%
October-1.77%$24,720-2.79%-1.73%
November-1.68%$24,305-0.64% +3.67%
December +2.51%$24,916 +0.99% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +1.97%$25,408 +2.25% +1.78%
February +3.40%$26,272 +2.96% +3.91%
March +2.25%$26,864 +0.25% +0.13%
April +3.42%$27,782 +1.58% +0.99%
May +4.88%$29,138 +1.83% +1.41%
June-2.67%$28,361 +0.06% +0.64%
July +3.11%$29,244 +1.47% +2.04%
August +2.64%$30,016 +1.38% +0.29%
September +0.20%$30,075 +0.35% +2.01%
October +5.52%$31,736 +2.18% +2.35%
November +2.00%$32,372 +2.15% +3.05%
December +0.85%$32,646 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +8.52%$35,429 +3.19% +5.62%
February-2.66%$34,485-2.92%-3.63%
March-3.24%$33,368-0.80%-2.73%
April-5.05%$31,682-0.43% +0.51%
May +1.42%$32,132 +3.56% +2.43%
June +0.54%$32,304 +0.73% +0.57%
July +1.79%$32,882 +1.54% +3.69%
August +7.08%$35,211 +3.42% +3.18%
September-0.77%$34,940-0.94% +0.59%
October-8.14%$32,096-6.86%-6.89%
November +1.75%$32,659 +1.44% +1.85%
December +5.94%$34,599-5.14%-8.78%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.03%$34,610 +6.29% +7.98%
February +2.42%$35,448 +2.01% +3.23%
March +5.24%$37,304 +3.01% +1.80%
April +6.32%$39,663 +2.70% +4.07%
May-8.51%$36,286-3.58%-6.36%
June +1.04%$36,664 +5.41% +6.93%
July +0.02%$36,672 +1.27% +1.51%
August-0.82%$36,371 +1.49%-1.67%
September +0.08%$36,399 +0.53% +2.46%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +4.18% +7.95% +4.62%
2 years +21.03% +22.21% +23.21%
3 years +44.64% +34.40% +45.90%
5 years +73.23% +61.40% +66.82%
7 years +156.19% +99.63% +137.29%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/116/30/11513% SPXL
4% TMF
80% MDY
3% CASH
SPXL : +7.87%
TMF : +12.82%
MDY : +5.87%
CASH : 0.00%
+6.23% +4.36% +3.51%
6/30/118/31/11214% TMF
80% TLT
6% CASH
TMF : +43.57%
TLT : +14.05%
CASH : 0.00%
+17.34% +1.49%-7.38%
8/31/1110/31/11210% TMF
90% TLT
TMF : +6.47%
TLT : +8.44%
+8.24% +5.79% +3.22%
10/31/1111/30/11180% QQQ
13% TQQQ
7% CASH
QQQ : -3.08%
TQQQ : -23.76%
CASH : 0.00%
-5.55% +0.29%-0.41%
11/30/111/3/1214% TMF
13% SPXL
80% SPY
3% CASH
TMF : +4.22%
SPXL : +5.93%
SPY : +2.25%
CASH : 0.00%
+2.74% +1.65% +2.66%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/1224% TMF
13% SPXL
80% MDY
3% CASH
TMF : -5.48%
SPXL : +23.81%
MDY : +9.73%
CASH : 0.00%
+10.66% +4.69% +7.46%
2/29/124/2/1214% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : -17.92%
TQQQ : +18.55%
QQQ : +5.73%
CASH : 0.00%
+6.28% +0.72% +3.97%
4/2/124/30/12113% TQQQ
80% QQQ
7% CASH
TQQQ : -9.52%
QQQ : -2.58%
CASH : 0.00%
-3.30% +0.92%-1.39%
4/30/125/31/12180% QQQ
4% TMF
16% CASH
QQQ : -7.40%
TMF : +28.40%
CASH : 0.00%
-4.78% +0.29%-6.01%
5/31/128/31/12314% TMF
80% TLT
6% CASH
TMF : -12.54%
TLT : +0.33%
CASH : 0.00%
-1.49% +4.43% +7.93%
8/31/1210/1/12180% QQQ
13% TQQQ
7% CASH
QQQ : +0.34%
TQQQ : +1.21%
CASH : 0.00%
+0.43%-0.16% +2.80%
10/1/1210/31/1214% TMF
13% SPXL
80% SPY
3% CASH
TMF : -3.50%
SPXL : -7.07%
SPY : -2.47%
CASH : 0.00%
-3.04%-1.82%-2.08%
10/31/1212/31/1224% TMF
13% SPXL
80% MDY
3% CASH
TMF : -4.59%
SPXL : +3.17%
MDY : +4.22%
CASH : 0.00%
+3.60% +0.60% +1.46%
12/31/121/31/1314% TMF
90% MDY
6% CASH
TMF : -9.95%
MDY : +6.66%
CASH : 0.00%
+5.60% +1.28% +5.12%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/134/30/1334% TMF
80% MDY
13% SPXL
3% CASH
TMF : +15.56%
MDY : +5.92%
SPXL : +20.62%
CASH : 0.00%
+8.04% +5.99% +7.14%
4/30/135/31/1314% TMF
13% SPXL
80% SPY
3% CASH
TMF : -14.98%
SPXL : +6.48%
SPY : +1.96%
CASH : 0.00%
+1.81%-1.26% +2.36%
5/31/137/1/13113% TQQQ
80% QQQ
7% CASH
TQQQ : -9.86%
QQQ : -2.19%
CASH : 0.00%
-3.03%-1.89%-0.76%
7/1/137/31/13180% QQQ
4% TMF
16% CASH
QQQ : +5.24%
TMF : -8.48%
CASH : 0.00%
+3.85% +2.09% +4.56%
7/31/139/3/1314% TMF
13% TQQQ
80% MDY
3% CASH
TMF : -8.70%
TQQQ : -0.40%
MDY : -4.40%
CASH : 0.00%
-3.92%-2.31%-2.56%
9/3/131/31/1454% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : +13.77%
TQQQ : +43.47%
QQQ : +13.91%
CASH : 0.00%
+17.33% +9.19% +9.51%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/142/28/1414% TMF
80% QQQ
16% CASH
TMF : +1.25%
QQQ : +4.73%
CASH : 0.00%
+3.83% +3.25% +4.55%
2/28/143/31/1414% TMF
80% QQQ
13% TQQQ
3% CASH
TMF : +1.30%
QQQ : -3.12%
TQQQ : -11.03%
CASH : 0.00%
-3.88%-0.13% +0.83%
3/31/144/30/1414% TMF
13% SPXL
80% MDY
3% CASH
TMF : +5.52%
SPXL : +1.25%
MDY : -1.88%
CASH : 0.00%
-1.12% +0.50% +0.70%
4/30/146/30/1424% TMF
13% SPXL
80% SPY
3% CASH
TMF : +7.34%
SPXL : +12.73%
SPY : +4.02%
CASH : 0.00%
+5.16% +4.78% +4.43%
6/30/149/30/1434% TMF
80% QQQ
13% TQQQ
3% CASH
TMF : +8.11%
QQQ : +5.02%
TQQQ : +11.61%
CASH : 0.00%
+5.85% +1.74% +1.13%
9/30/1410/31/1414% TMF
80% QQQ
16% CASH
TMF : +7.63%
QQQ : +2.23%
CASH : 0.00%
+2.09% +2.78% +2.35%
10/31/1412/31/1424% TMF
80% QQQ
13% TQQQ
3% CASH
TMF : +18.82%
QQQ : +1.80%
TQQQ : -0.14%
CASH : 0.00%
+2.17% +3.79% +2.49%
12/31/142/2/1514% TMF
80% MDY
16% CASH
TMF : +29.25%
MDY : -0.74%
CASH : 0.00%
+0.58% +2.70%-1.76%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/2/153/2/15114% TMF
80% MDY
6% CASH
TMF : -14.13%
MDY : +4.62%
CASH : 0.00%
+1.72% +0.61% +4.99%
3/2/153/31/15180% MDY
13% TQQQ
7% CASH
MDY : +0.16%
TQQQ : -10.24%
CASH : 0.00%
-1.20%-0.03%-2.19%
3/31/154/30/15180% MDY
4% TMF
16% CASH
MDY : -1.87%
TMF : -10.65%
CASH : 0.00%
-1.92%-0.91% +0.99%
4/30/156/1/1514% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : -14.85%
TQQQ : +6.84%
QQQ : +2.18%
CASH : 0.00%
+2.04% +0.06% +1.49%
6/1/156/30/15113% TQQQ
80% QQQ
7% CASH
TQQQ : -8.80%
QQQ : -3.20%
CASH : 0.00%
-3.70%-2.45%-2.23%
6/30/158/31/15213% TQQQ
80% QQQ
4% TMF
3% CASH
TQQQ : -1.69%
QQQ : -2.97%
TMF : +9.85%
CASH : 0.00%
-2.20%-1.26%-3.97%
8/31/1511/2/15210% TMF
90% TLT
TMF : +1.55%
TLT : +0.67%
+0.76% +4.90% +6.99%
11/2/1511/30/1514% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : -1.83%
TQQQ : -12.54%
QQQ : -0.91%
CASH : 0.00%
-2.43%-0.47%-0.81%
11/30/1512/31/1514% TMF
80% QQQ
16% CASH
TMF : -2.82%
QQQ : -1.99%
CASH : 0.00%
-1.70%-1.65%-1.73%
12/31/152/1/161100% TLT
TLT : +4.84%
+4.84%-1.88%-5.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/1/163/31/16290% TLT
10% TMF
TLT : +2.89%
TMF : +8.36%
+3.44% +5.49% +6.67%
3/31/168/1/1644% TMF
80% MDY
13% SPXL
3% CASH
TMF : +23.03%
MDY : +7.64%
SPXL : +16.03%
CASH : 0.00%
+9.12% +7.19% +6.11%
8/1/169/30/1624% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : -13.06%
TQQQ : +6.89%
QQQ : +2.33%
CASH : 0.00%
+2.24% +0.17% +0.21%
9/30/1610/31/16113% TQQQ
80% QQQ
7% CASH
TQQQ : -5.01%
QQQ : -1.85%
CASH : 0.00%
-2.13%-2.79%-1.73%
10/31/1611/30/16113% TQQQ
80% QQQ
4% TMF
3% CASH
TQQQ : -8.79%
QQQ : +0.04%
TMF : -14.62%
CASH : 0.00%
-1.70%-0.64% +3.68%
11/30/161/3/17113% SPXL
80% MDY
7% CASH
SPXL : +7.78%
MDY : +2.32%
CASH : 0.00%
+2.87% +1.63% +2.81%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/172/28/17213% SPXL
80% MDY
4% TMF
3% CASH
SPXL : +14.61%
MDY : +3.31%
TMF : +4.52%
CASH : 0.00%
+4.73% +4.62% +4.99%
2/28/176/30/1744% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : +8.93%
TQQQ : +19.03%
QQQ : +5.95%
CASH : 0.00%
+7.59% +3.75% +3.20%
6/30/177/31/1714% TMF
80% QQQ
16% CASH
TMF : -2.84%
QQQ : +3.65%
CASH : 0.00%
+2.81% +1.47% +2.05%
7/31/178/31/1714% TMF
80% QQQ
13% TQQQ
3% CASH
TMF : +9.70%
QQQ : +1.67%
TQQQ : +4.61%
CASH : 0.00%
+2.32% +1.38% +0.29%
8/31/1710/2/1714% TMF
80% QQQ
13% SPXL
3% CASH
TMF : -8.16%
QQQ : -0.61%
SPXL : +6.62%
CASH : 0.00%
+0.05% +0.58% +2.46%
10/2/1711/30/1724% TMF
80% QQQ
13% TQQQ
3% CASH
TMF : +1.37%
QQQ : +6.15%
TQQQ : +19.20%
CASH : 0.00%
+7.47% +4.13% +5.03%
11/30/171/2/1814% TMF
13% SPXL
80% MDY
3% CASH
TMF : +1.15%
SPXL : +5.15%
MDY : +0.79%
CASH : 0.00%
+1.35% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/182/28/1824% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : -17.44%
TQQQ : +10.75%
QQQ : +5.08%
CASH : 0.00%
+4.76%-0.32% +1.07%
2/28/184/2/18180% QQQ
20% CASH
QQQ : -7.21%
CASH : 0.00%
-5.77%-2.48%-4.84%
4/2/184/30/1814% TMF
90% TLT
6% CASH
TMF : -11.89%
TLT : -2.67%
CASH : 0.00%
-2.88% +1.29% +2.73%
4/30/185/31/18190% TLT
10% CASH
TLT : +1.60%
CASH : 0.00%
+1.44% +3.56% +2.43%
5/31/187/2/18180% MDY
14% TMF
6% CASH
MDY : +0.02%
TMF : +0.93%
CASH : 0.00%
+0.15% +0.95% +0.79%
7/2/1810/1/1834% TMF
80% QQQ
13% TQQQ
3% CASH
TMF : -10.02%
QQQ : +7.50%
TQQQ : +12.71%
CASH : 0.00%
+7.25% +3.57% +7.80%
10/1/1810/31/18180% QQQ
20% CASH
QQQ : -9.14%
CASH : 0.00%
-7.31%-6.66%-7.23%
10/31/1811/30/181100% TLT
TLT : +1.38%
+1.38% +1.44% +1.85%
11/30/1812/31/18190% TLT
4% TMF
6% CASH
TLT : +5.43%
TMF : +17.48%
CASH : 0.00%
+5.59%-5.14%-8.81%
12/31/181/31/19190% TLT
10% TMF
TLT : -0.02%
TMF : +0.01%
-0.02% +6.29% +8.01%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/192/28/19114% TMF
80% MDY
6% CASH
TMF : -4.88%
MDY : +3.91%
CASH : 0.00%
+2.44% +2.01% +3.24%
2/28/195/31/1934% TMF
13% TQQQ
80% QQQ
3% CASH
TMF : +31.81%
TQQQ : +7.02%
QQQ : +0.22%
CASH : 0.00%
+2.36% +2.00%-0.79%
5/31/197/1/19110% TMF
90% TLT
TMF : +0.95%
TLT : +0.31%
+0.37% +6.00% +7.93%
7/1/199/3/1924% TMF
13% SPXL
80% SPY
3% CASH
TMF : +36.05%
SPXL : -12.58%
SPY : -2.06%
CASH : 0.00%
-1.84% +1.61%-1.66%
9/3/199/20/1914% TMF
80% QQQ
16% CASH
TMF : -11.62%
QQQ : +2.36%
CASH : 0.00%
+1.42% +1.12% +3.07%
DateSymbolAmountTypePriceFeesTotal Price
1/31/11TMF53Buy$7.46$1$396
MDY52Buy$150.62$16$7,848
SPXL215Buy$6.02$3$1,297
6/30/11TMF122Buy$8.45$2$1,033
SPXL215Sell$6.52$3$1,399
TLT112Buy$75.40$17$8,462
MDY52Sell$160.10$17$8,309
8/31/11TLT17Buy$86.34$3$1,471
TMF73Sell$12.18$2$887
10/27/11TMF102Sell  (stop order)$13.02$3$1,325
10/31/11TLT129Sell$94.00$24$12,102
QQQ202Buy$53.19$21$10,766
TQQQ541Buy$3.24$4$1,756
11/23/11TQQQ541Sell  (stop order)$2.48$3$1,339
11/30/11QQQ202Sell$51.76$21$10,435
SPY95Buy$106.38$20$10,126
SPXL350Buy$4.72$3$1,655
TMF32Buy$15.74$1$505
DateSymbolAmountTypePriceFeesTotal Price
1/3/12SPY95Sell$109.21$21$10,354
SPXL12Sell$5.02$0$60
MDY71Buy$146.26$21$10,405
TMF1Sell$16.47$0$16
2/29/12MDY71Sell$161.13$23$11,417
TQQQ436Buy$4.31$4$1,883
QQQ195Buy$59.34$23$11,594
TMF6Buy$15.63$0$94
SPXL338Sell$6.24$4$2,105
3/19/12TMF37Sell  (stop order)$12.88$1$476
4/2/12TQQQ46Sell$5.13$0$236
4/10/12TQQQ390Sell  (stop order)$4.66$4$1,814
4/30/12QQQ2Sell$61.61$0$123
TMF38Buy$15.53$1$591
5/31/12TMF61Buy$20.02$2$1,224
TLT108Buy$105.38$23$11,404
QQQ193Sell$57.28$22$11,033
8/15/12TMF99Sell  (stop order)$17.58$3$1,737
8/31/12QQQ178Buy$63.05$22$11,245
TQQQ370Buy$4.94$4$1,831
TLT108Sell$106.15$23$11,441
10/1/12TQQQ370Sell$5.02$4$1,854
SPXL256Buy$7.17$4$1,839
TMF30Buy$18.66$1$561
QQQ178Sell$63.52$23$11,284
SPY90Buy$125.49$23$11,317
10/31/12SPXL10Buy$6.69$0$67
MDY67Buy$162.86$22$10,933
SPY90Sell$122.88$22$11,037
12/31/12SPXL266Sell$6.93$4$1,840
MDY8Buy$170.41$3$1,366
TMF2Buy$17.32$0$35
DateSymbolAmountTypePriceFeesTotal Price
1/31/13TMF6Buy$15.66$0$94
SPXL244Buy$8.01$4$1,958
MDY10Sell$182.48$4$1,821
4/30/13TMF3Sell$18.17$0$54
SPXL26Sell$9.70$1$252
MDY65Sell$194.05$25$12,588
SPY92Buy$140.42$26$12,944
5/14/13TMF35Sell  (stop order)$15.51$1$542
5/31/13SPY92Sell$143.74$26$13,198
QQQ193Buy$68.49$26$13,245
TQQQ359Buy$6.00$4$2,158
SPXL218Sell$10.37$5$2,256
6/20/13TQQQ359Sell  (stop order)$5.43$4$1,945
7/1/13QQQ2Sell$67.26$0$134
TMF48Buy$13.19$1$634
7/31/13TMF7Buy$12.12$0$85
TQQQ328Buy$6.63$4$2,179
MDY64Buy$206.87$26$13,266
QQQ191Sell$71.07$27$13,547
9/3/13TMF3Buy$11.11$0$33
QQQ181Buy$71.19$26$12,911
TQQQ12Sell$6.63$0$79
MDY64Sell$198.56$25$12,682
DateSymbolAmountTypePriceFeesTotal Price
1/27/14TQQQ316Sell  (stop order)$9.55$6$3,012
1/31/14TMF1Buy$12.69$0$13
QQQ4Buy$81.42$1$326
2/28/14TMF2Buy$12.90$0$26
TQQQ229Buy$11.15$5$2,558
QQQ1Sell$85.61$0$85
3/27/14TQQQ229Sell  (stop order)$9.96$5$2,276
3/31/14QQQ184Sell$83.27$31$15,291
MDY65Buy$233.30$30$15,195
TMF4Sell$13.12$0$52
SPXL157Buy$15.67$5$2,465
4/30/14SPXL4Sell$15.93$0$64
MDY65Sell$229.83$30$14,909
TMF3Sell$13.90$0$42
SPY89Buy$168.94$30$15,066
6/30/14SPY89Sell$176.43$31$15,671
TMF2Sell$14.98$0$30
QQQ176Buy$89.44$31$15,773
TQQQ206Buy$12.44$5$2,568
SPXL153Sell$18.03$6$2,753
9/25/14TQQQ206Sell  (stop order)$13.94$6$2,866
9/30/14QQQ1Buy$94.31$0$94
TMF1Sell$16.26$0$16
10/31/14TQQQ181Buy$15.34$6$2,782
TMF3Sell$17.57$0$53
12/15/14TQQQ181Sell  (stop order)$15.38$6$2,778
12/31/14QQQ177Sell$98.94$35$17,477
MDY70Buy$248.06$35$17,399
TMF7Sell$20.96$0$146
DateSymbolAmountTypePriceFeesTotal Price
2/2/15MDY1Buy$247.20$0$248
TMF72Buy$27.20$4$1,962
2/6/15TMF113Sell  (stop order)$23.45$5$2,645
3/2/15MDY2Sell$259.65$1$518
TQQQ154Buy$19.02$6$2,935
3/10/15TQQQ154Sell  (stop order)$17.14$5$2,634
3/31/15MDY1Sell$261.11$1$261
TMF38Buy$23.13$2$881
4/30/15TQQQ158Buy$18.02$6$2,853
TMF4Buy$20.75$0$83
MDY68Sell$257.25$35$17,458
QQQ170Buy$103.37$35$17,608
5/11/15TMF42Sell  (stop order)$17.74$1$744
6/1/15QQQ1Sell$106.05$0$106
TQQQ8Sell$19.33$0$154
6/30/15QQQ1Sell$103.07$0$103
TMF51Buy$16.72$2$854
TQQQ9Buy$17.70$0$160
8/20/15TQQQ159Sell  (stop order)$17.47$6$2,772
8/31/15QQQ168Sell$100.41$34$16,835
TMF64Buy$18.44$2$1,183
TLT174Buy$109.58$38$19,105
11/2/15TMF70Sell$18.80$3$1,313
QQQ155Buy$110.60$34$17,177
TQQQ135Buy$20.59$6$2,785
TLT174Sell$110.76$39$19,234
11/13/15TQQQ135Sell  (stop order)$18.08$5$2,436
11/30/15QQQ3Sell$110.03$1$329
12/31/15QQQ152Sell$108.27$33$16,424
TLT187Buy$109.98$41$20,607
TMF45Sell$18.08$2$812
DateSymbolAmountTypePriceFeesTotal Price
2/1/16TLT19Sell$115.76$4$2,195
TMF102Buy$21.14$4$2,161
3/31/16TLT168Sell$119.58$40$20,049
TMF63Sell$23.00$3$1,446
SPXL147Buy$19.82$6$2,919
MDY71Buy$250.88$36$17,848
8/1/16SPXL147Sell$23.09$7$3,387
TQQQ159Buy$19.94$6$3,177
QQQ173Buy$112.76$39$19,546
TMF5Sell$28.41$0$142
MDY71Sell$271.12$38$19,211
9/15/16TMF34Sell  (stop order)$24.80$2$842
9/30/16TQQQ7Sell$21.40$0$150
10/31/16QQQ1Sell$114.16$0$114
TQQQ4Buy$20.41$0$82
TMF42Buy$23.39$2$984
11/4/16TQQQ156Sell  (stop order)$18.69$6$2,910
11/9/16TMF42Sell  (stop order)$20.05$2$840
11/30/16SPXL131Buy$24.10$6$3,163
MDY68Buy$285.10$39$19,426
QQQ172Sell$114.66$39$19,682
DateSymbolAmountTypePriceFeesTotal Price
1/3/17TMF56Buy$17.80$2$999
SPXL7Sell$26.08$0$182
2/28/17QQQ165Buy$127.25$42$21,038
SPXL124Sell$30.01$7$3,714
MDY68Sell$303.79$41$20,616
TQQQ122Buy$27.79$7$3,397
6/16/17TQQQ122Sell  (stop order)$33.21$8$4,044
6/30/17QQQ2Buy$135.36$1$271
TMF1Sell$20.43$0$20
7/31/17QQQ2Sell$140.86$1$281
TMF3Buy$19.93$0$60
TQQQ103Buy$36.58$8$3,775
8/31/17TMF4Sell$21.95$0$88
TQQQ103Sell$38.42$8$3,949
QQQ1Buy$143.78$0$144
SPXL113Buy$34.33$8$3,887
10/2/17QQQ1Buy$143.48$0$144
TQQQ102Buy$38.12$8$3,896
SPXL113Sell$36.75$8$4,144
TMF5Buy$20.24$0$101
11/30/17MDY76Buy$336.92$51$25,657
TQQQ102Sell$45.62$9$4,644
SPXL99Buy$42.18$8$4,184
QQQ167Sell$152.91$51$25,485
TMF3Buy$20.60$0$62
DateSymbolAmountTypePriceFeesTotal Price
1/2/18SPXL99Sell$44.53$9$4,400
QQQ167Buy$156.53$52$26,193
TQQQ87Buy$48.53$8$4,231
MDY76Sell$340.94$52$25,860
2/2/18TQQQ87Sell  (stop order)$53.96$9$4,685
2/9/18TMF62Sell  (stop order)$17.34$2$1,073
2/28/18QQQ1Sell$165.14$0$165
4/2/18TLT248Buy$117.45$58$29,186
QQQ166Sell$153.84$51$25,486
TMF67Buy$19.24$3$1,292
4/25/18TMF67Sell  (stop order)$17.02$2$1,138
4/30/18TLT1Sell$114.77$0$115
5/31/18TMF239Buy$18.80$9$4,502
MDY73Buy$347.50$51$25,418
TLT247Sell$117.07$58$28,858
7/2/18TMF172Sell$19.05$7$3,270
MDY73Sell$348.98$51$25,425
QQQ150Buy$171.31$51$25,748
TQQQ71Buy$58.29$8$4,147
9/7/18TQQQ71Sell  (stop order)$65.96$9$4,674
9/18/18TMF67Sell  (stop order)$17.21$2$1,151
10/1/18QQQ1Sell$184.89$0$185
10/31/18QQQ149Sell$168.66$50$25,080
TLT289Buy$110.94$64$32,126
11/30/18TMF79Buy$16.32$3$1,292
TLT30Sell$112.92$7$3,381
12/31/18TMF100Buy$19.25$4$1,929
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY83Buy$330.40$55$27,478
TLT259Sell$119.98$62$31,013
TMF71Buy$19.33$3$1,375
2/28/19TMF174Sell$18.46$6$3,206
MDY83Sell$344.68$57$28,551
QQQ164Buy$172.49$57$28,345
TQQQ90Buy$51.02$9$4,601
5/13/19TQQQ90Sell  (stop order)$54.82$10$4,924
5/31/19TLT249Buy$130.81$65$32,637
TMF72Buy$24.43$4$1,762
QQQ164Sell$173.57$57$28,409
7/1/19SPXL90Buy$52.56$9$4,740
TLT249Sell$131.74$66$32,738
SPY99Buy$294.30$58$29,194
TMF90Sell$24.76$4$2,224
8/5/19SPXL90Sell  (stop order)$46.13$8$4,143
9/3/19SPY99Sell$289.40$57$28,593
TMF16Sell$33.82$1$540
QQQ154Buy$185.65$57$28,647