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  +18.85%

Max Drawdown-12.62%

Asset Allocation

SSO15%
TQQQ15%
QQQ70%
This strategy trades monthly

Last refresh:
2/20/20

Last trading day:
10/31/19

Next trading day:
3/2/20

Stop Orders
SSO$142.21
TQQQ$84.30
QQQ$211.61

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$48,69118.85%14.74%42.09%-4.51%-12.62%1.19
Buy & Hold$10,000$28,39412.06%7.51%26.80%-3.76%-11.21%1.44
Benchmark$10,000$31,70313.41%11.51%32.24%-4.56%-16.18%1.08

Holdings

SymbolAmountPriceTotal Price
SSO43$164.39$7,069
TQQQ83$114.70$9,520
QQQ136$234.78$31,930
Cash$172
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
2011 +26.68%$12,668 +13.66% +0.85%
2012 +13.82%$14,419 +9.95% +15.93%
2013 +42.09%$20,488 +12.71% +32.24%
2014 +12.63%$23,076 +18.30% +13.43%
2015-4.51%$22,035 +1.30% +1.24%
2016 +15.83%$25,523 +8.39% +11.97%
2017 +36.95%$34,953 +18.83% +21.67%
2018 +8.97%$38,087-3.76%-4.56%
2019 +12.26%$42,757 +26.80% +31.18%
2020 +13.88%$48,691 +7.03% +4.68%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-0.20%$9,980-0.30% +1.27%
February +5.51%$10,530 +2.83% +3.48%
March-0.10%$10,519 +0.45% +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 +4.41%$10,623 +0.96%-2.00%
August +9.67%$11,650 +0.49%-5.48%
September +13.20%$13,188 +1.89%-6.92%
October-4.10%$12,647 +3.79% +10.88%
November-1.57%$12,449 +0.29%-0.40%
December +1.76%$12,668 +1.54% +1.04%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +7.86%$13,664 +3.20% +4.62%
February +7.43%$14,679 +1.52% +4.33%
March +6.81%$15,678 +0.05% +3.21%
April-2.10%$15,348 +1.60%-0.67%
May-6.93%$14,284 +0.27%-5.98%
June-1.67%$14,046 +0.88% +4.03%
July +3.79%$14,579 +2.12% +1.19%
August-1.71%$14,330 +1.36% +2.50%
September +1.65%$14,567-0.25% +2.53%
October-4.65%$13,890-1.72%-1.82%
November +1.70%$14,126 +1.25% +0.56%
December +2.07%$14,419-0.64% +0.89%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.86%$14,976 +1.28% +5.11%
February +0.99%$15,125 +0.97% +1.28%
March +5.76%$15,996 +2.01% +3.78%
April +1.77%$16,279 +2.87% +1.92%
May +3.63%$16,870-1.24% +2.36%
June-3.33%$16,309-2.47%-1.34%
July +5.33%$17,179 +2.70% +5.15%
August-3.84%$16,520-1.96%-2.99%
September +5.70%$17,462 +2.95% +3.16%
October +7.09%$18,700 +3.24% +4.61%
November +5.04%$19,642 +0.67% +2.97%
December +4.31%$20,488 +1.20% +2.59%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-3.80%$19,709 +0.46%-3.52%
February +4.89%$20,672 +3.24% +4.54%
March-3.61%$19,925-0.13% +0.83%
April-0.99%$19,728 +0.49% +0.69%
May +4.30%$20,576 +2.84% +2.32%
June +2.16%$21,021 +1.87% +2.06%
July +0.85%$21,200-0.68%-1.34%
August +7.02%$22,688 +4.61% +3.94%
September-1.97%$22,240-2.09%-1.37%
October +1.78%$22,636 +2.77% +2.34%
November +6.10%$24,016 +3.02% +2.74%
December-3.91%$23,076 +0.72%-0.25%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January-1.68%$22,689 +2.24%-2.96%
February +6.43%$24,148 +1.24% +5.61%
March-0.98%$23,912-0.22%-1.57%
April-1.06%$23,658-0.90% +0.98%
May +2.87%$24,336 +0.27% +1.29%
June-3.57%$23,467-2.67%-2.03%
July +7.08%$25,129 +3.12% +2.26%
August-8.84%$22,907-4.24%-6.09%
September +1.96%$23,357-0.94%-2.54%
October-0.41%$23,262 +5.21% +8.49%
November-3.31%$22,493 +0.17% +0.36%
December-2.04%$22,035-1.65%-1.72%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +5.57%$23,263-1.80%-4.97%
February +3.09%$23,982 +1.00%-0.08%
March-0.50%$23,863 +4.35% +6.71%
April +1.01%$24,103-0.72% +0.39%
May +3.69%$24,992 +2.06% +1.69%
June-3.55%$24,104 +2.13% +0.35%
July +2.93%$24,810 +3.91% +3.64%
August +0.08%$24,830-0.02% +0.12%
September +2.38%$25,420-0.15% +0.01%
October-2.32%$24,829-2.78%-1.73%
November +0.30%$24,903-0.63% +3.68%
December +2.49%$25,523 +0.99% +2.02%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +4.02%$26,548 +2.24% +1.79%
February +4.86%$27,837 +2.96% +3.92%
March +2.25%$28,463 +0.25% +0.13%
April +3.41%$29,435 +1.57% +0.99%
May +4.90%$30,876 +1.82% +1.41%
June-2.52%$30,098 +0.05% +0.64%
July +3.38%$31,115 +1.47% +2.05%
August +2.24%$31,811 +1.37% +0.29%
September +0.18%$31,868 +0.35% +2.01%
October +5.94%$33,761 +2.18% +2.36%
November +2.82%$34,713 +2.15% +3.05%
December +0.69%$34,953 +1.01% +1.21%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +10.91%$38,766 +3.19% +5.63%
February-4.17%$37,148-2.91%-3.63%
March-2.83%$36,096-0.80%-2.74%
April-4.54%$34,459-0.43% +0.52%
May +1.71%$35,049 +3.55% +2.43%
June +0.48%$35,217 +0.72% +0.58%
July +2.81%$36,205 +1.55% +3.70%
August +7.61%$38,961 +3.41% +3.19%
September-0.32%$38,837-0.94% +0.60%
October-8.97%$35,352-6.85%-6.90%
November +1.79%$35,985 +1.44% +1.85%
December +5.84%$38,087-5.14%-8.79%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +0.10%$38,125 +6.28% +7.99%
February +2.17%$38,951 +2.00% +3.24%
March +4.90%$40,860 +3.00% +1.81%
April +7.56%$43,947 +2.70% +4.08%
May-9.59%$39,731-3.59%-6.37%
June +0.95%$40,107 +5.40% +6.95%
July +0.16%$40,172 +1.27% +1.51%
August-2.37%$39,219 +1.47%-1.67%
September-0.60%$38,985 +0.38% +1.94%
October-1.50%$38,399 +1.60% +2.21%
November +5.72%$40,595 +2.40% +3.61%
December +5.33%$42,757 +1.39% +2.91%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +3.36%$44,195 +2.57%-0.04%
February +10.17%$48,691 +4.35% +4.73%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark Return
1 year +25.01% +25.19% +23.17%
2 years +31.07% +30.37% +28.75%
3 years +74.91% +47.43% +50.75%
5 years +101.64% +64.62% +76.38%
7 years +221.92% +122.18% +154.72%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/113/31/11215% TQQQ
15% SSO
70% MDY
TQQQ : -4.00%
SSO : +6.06%
MDY : +6.82%
+5.08% +3.29% +3.49%
3/31/115/2/11115% SSO
70% MDY
15% CASH
SSO : +5.04%
MDY : +1.49%
CASH : 0.00%
+1.80% +2.40% +2.73%
5/2/115/31/11115% SSO
70% MDY
15% TQQQ
SSO : -2.48%
MDY : -0.61%
TQQQ : -10.83%
-2.42% +0.80%-0.96%
5/31/116/30/11130% SSO
70% MDY
SSO : -4.15%
MDY : -2.93%
-3.30%-2.13%-1.69%
6/30/1110/31/114100% TLT
TLT : +24.17%
+24.17% +7.30%-4.42%
10/31/1111/30/11130% TLT
70% QQQ
TLT : +1.59%
QQQ : -3.09%
-1.69% +0.29%-0.40%
11/30/111/3/12130% TLT
70% SPY
TLT : +1.49%
SPY : +2.24%
+2.02% +1.64% +2.65%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/3/122/29/12215% TQQQ
15% SSO
70% MDY
TQQQ : +43.57%
SSO : +14.16%
MDY : +9.72%
+15.46% +4.67% +7.47%
2/29/124/30/12215% TQQQ
15% SSO
70% QQQ
TQQQ : +7.46%
SSO : +4.57%
QQQ : +3.41%
+4.19% +1.65% +2.53%
4/30/125/31/12115% SSO
70% QQQ
15% CASH
SSO : -11.70%
QQQ : -7.41%
CASH : 0.00%
-6.94% +0.27%-6.00%
5/31/128/31/123100% TLT
TLT : +0.33%
+0.33% +4.41% +7.93%
8/31/1210/1/12170% QQQ
15% TQQQ
15% SSO
QQQ : +0.33%
TQQQ : +1.21%
SSO : +5.02%
+1.17%-0.16% +2.81%
10/1/1210/31/12115% TQQQ
15% SSO
70% SPY
TQQQ : -12.70%
SSO : -5.07%
SPY : -2.47%
-4.39%-1.81%-2.08%
10/31/1211/30/12115% SSO
70% MDY
15% CASH
SSO : +0.55%
MDY : +1.89%
CASH : 0.00%
+1.41% +1.25% +0.56%
11/30/1212/31/12130% SSO
70% MDY
SSO : +1.66%
MDY : +1.88%
+1.81%-0.64% +0.89%
12/31/121/31/13170% MDY
30% TLT
MDY : +6.65%
TLT : -3.57%
+3.58% +1.28% +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 : +13.49%
+8.66% +5.96% +7.15%
4/30/135/31/13115% TQQQ
15% SSO
70% SPY
TQQQ : +10.26%
SSO : +4.15%
SPY : +1.95%
+3.53%-1.24% +2.36%
5/31/137/1/13115% TQQQ
15% SSO
70% QQQ
TQQQ : -9.86%
SSO : -2.40%
QQQ : -2.18%
-3.37%-1.88%-0.76%
7/1/137/31/13115% SSO
70% QQQ
15% CASH
SSO : +8.74%
QQQ : +5.24%
CASH : 0.00%
+4.98% +2.09% +4.56%
7/31/139/3/13115% SSO
15% TQQQ
70% MDY
SSO : -5.61%
TQQQ : -0.55%
MDY : -4.40%
-4.00%-2.30%-2.56%
9/3/131/31/14515% SSO
15% TQQQ
70% QQQ
SSO : +18.26%
TQQQ : +43.68%
QQQ : +13.92%
+19.04% +9.16% +9.51%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/31/142/28/14115% SSO
70% QQQ
15% CASH
SSO : +8.62%
QQQ : +4.74%
CASH : 0.00%
+4.61% +3.24% +4.55%
2/28/143/31/14115% SSO
70% QQQ
15% TQQQ
SSO : +1.11%
QQQ : -3.12%
TQQQ : -11.12%
-3.69%-0.13% +0.83%
3/31/144/30/14130% SSO
70% MDY
SSO : +0.83%
MDY : -1.88%
-1.07% +0.49% +0.69%
4/30/146/2/14115% SSO
15% TQQQ
70% SPY
SSO : +4.25%
TQQQ : +12.73%
SPY : +2.03%
+3.97% +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
15% TQQQ
70% QQQ
SSO : +1.29%
TQQQ : +11.62%
QQQ : +5.02%
+5.45% +1.73% +1.13%
9/30/1410/31/14170% QQQ
30% CASH
QQQ : +2.23%
CASH : 0.00%
+1.56% +2.77% +2.35%
10/31/1412/31/14270% QQQ
15% TQQQ
15% SSO
QQQ : +1.79%
TQQQ : -0.07%
SSO : +4.23%
+1.88% +3.76% +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 : +9.70%
MDY : +4.61%
+6.14% +0.62% +4.98%
3/2/153/31/15115% SSO
70% MDY
15% TQQQ
SSO : -4.96%
MDY : +0.16%
TQQQ : -10.20%
-2.16%-0.03%-2.19%
3/31/154/30/15115% SSO
70% MDY
15% CASH
SSO : +1.42%
MDY : -1.87%
CASH : 0.00%
-1.10%-0.90% +0.98%
4/30/156/30/15215% SSO
70% QQQ
15% TQQQ
SSO : -2.26%
QQQ : -0.69%
TQQQ : -2.17%
-1.15%-2.40%-0.77%
6/30/157/31/15170% QQQ
30% TQQQ
QQQ : +4.14%
TQQQ : +12.89%
+6.77% +3.12% +2.26%
7/31/158/31/15170% QQQ
15% TQQQ
15% SSO
QQQ : -7.20%
TQQQ : -13.27%
SSO : -12.44%
-8.90%-4.24%-6.10%
8/31/1511/2/152100% TLT
TLT : +0.68%
+0.68% +4.89% +6.99%
11/2/1511/30/15115% SSO
15% TQQQ
70% QQQ
SSO : -2.08%
TQQQ : -12.55%
QQQ : -0.91%
-2.83%-0.47%-0.81%
11/30/1512/31/15115% SSO
70% QQQ
15% CASH
SSO : -4.18%
QQQ : -1.99%
CASH : 0.00%
-2.02%-1.65%-1.73%
12/31/153/31/163100% TLT
TLT : +8.30%
+8.30% +3.49% +1.33%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
3/31/165/2/16170% MDY
30% SSO
MDY : +1.72%
SSO : +1.70%
+1.71%-0.54% +1.19%
5/2/166/30/16270% MDY
15% SSO
15% TQQQ
MDY : +1.38%
SSO : -7.81%
TQQQ : -7.52%
-1.33% +4.05% +1.25%
6/30/168/1/16170% MDY
30% CASH
MDY : +3.55%
CASH : 0.00%
+2.49% +3.55% +3.56%
8/1/1610/31/16315% SSO
15% TQQQ
70% QQQ
SSO : -4.04%
TQQQ : +1.90%
QQQ : +0.84%
+0.27%-2.61%-1.53%
10/31/1611/30/16130% TQQQ
70% QQQ
TQQQ : +0.72%
QQQ : +0.03%
+0.24%-0.63% +3.69%
11/30/162/28/17315% TQQQ
15% SSO
70% MDY
TQQQ : +34.12%
SSO : +15.57%
MDY : +6.13%
+11.74% +6.31% +7.93%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
2/28/176/30/17415% TQQQ
15% SSO
70% QQQ
TQQQ : +19.00%
SSO : +5.09%
QQQ : +5.94%
+7.77% +3.73% +3.20%
6/30/177/31/17115% SSO
70% QQQ
15% CASH
SSO : +3.53%
QQQ : +3.65%
CASH : 0.00%
+3.08% +1.47% +2.06%
7/31/1711/30/17415% SSO
70% QQQ
15% TQQQ
SSO : +14.79%
QQQ : +8.12%
TQQQ : +24.22%
+11.54% +6.17% +7.93%
11/30/171/2/18115% SSO
15% TQQQ
70% MDY
SSO : +3.34%
TQQQ : +5.93%
MDY : +0.79%
+1.94% +1.52% +1.94%
StartEndMonthsAssetsAsset PerformancePortfolio PerformanceBuy & Hold PerformanceBenchmark Performance
1/2/182/28/18215% SSO
15% TQQQ
70% QQQ
SSO : -4.25%
TQQQ : +10.77%
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%-2.48%-4.84%
4/2/185/31/182100% TLT
TLT : -0.72%
-0.72% +4.89% +5.23%
5/31/187/2/18130% TLT
70% MDY
TLT : +0.17%
MDY : +0.02%
+0.07% +0.95% +0.79%
7/2/1810/31/18415% SSO
15% TQQQ
70% QQQ
SSO : +3.94%
TQQQ : +10.45%
QQQ : -1.94%
+0.80%-3.32%0.00%
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% +2.00% +3.24%
2/28/195/31/19315% TQQQ
15% SSO
70% QQQ
TQQQ : +7.02%
SSO : +5.39%
QQQ : +0.22%
+2.02% +1.99%-0.79%
5/31/197/1/191100% TLT
TLT : +0.31%
+0.31% +6.00% +7.93%
7/1/197/31/19170% SPY
15% SSO
15% TQQQ
SPY : +0.20%
SSO : +0.44%
TQQQ : +1.73%
+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%
10/31/192/20/20415% SSO
70% QQQ
15% TQQQ
SSO : +22.78%
QQQ : +18.91%
TQQQ : +64.95%
+26.40% +11.13% +11.63%
DateSymbolAmountTypePriceFeesTotal Price
1/31/11SSO62Buy$23.90$3$1,485
MDY46Buy$150.04$14$6,916
TQQQ450Buy$3.32$3$1,497
3/15/11TQQQ450Sell  (stop order)$3.20$3$1,437
3/31/11SSO1Sell$25.45$0$25
MDY1Sell$160.92$0$161
5/2/11TQQQ420Buy$3.82$3$1,608
SSO2Sell$26.84$0$54
5/23/11TQQQ420Sell  (stop order)$3.42$3$1,434
5/31/11MDY1Sell$163.64$0$163
SSO60Buy$26.28$3$1,580
6/30/11SSO119Sell$25.29$6$3,003
TLT136Buy$74.76$20$10,188
MDY44Sell$159.48$14$7,003
10/31/11TLT96Sell$93.20$18$8,929
QQQ166Buy$52.97$18$8,811
11/30/11TLT1Sell$95.06$0$95
QQQ166Sell$51.54$17$8,539
SPY82Buy$105.86$17$8,698
DateSymbolAmountTypePriceFeesTotal Price
1/3/12MDY61Buy$145.70$18$8,905
TLT39Sell$96.86$8$3,770
SSO83Buy$22.92$4$1,906
SPY82Sell$108.67$18$8,893
TQQQ637Buy$2.99$4$1,908
2/29/12TQQQ127Sell$4.31$1$546
MDY61Sell$160.50$20$9,771
QQQ173Buy$59.10$20$10,245
4/10/12TQQQ510Sell  (stop order)$4.65$5$2,367
4/30/12QQQ1Buy$61.36$0$61
5/31/12TLT136Buy$104.49$28$14,239
SSO83Sell$24.45$4$2,025
QQQ174Sell$57.04$20$9,905
8/31/12QQQ159Buy$62.79$20$10,004
SSO76Buy$28.13$4$2,142
TQQQ435Buy$4.94$4$2,153
TLT136Sell$105.25$29$14,285
10/1/12SPY81Buy$124.88$20$10,136
QQQ159Sell$63.25$20$10,037
TQQQ2Sell$5.02$0$10
SSO3Sell$29.66$0$89
10/19/12TQQQ433Sell  (stop order)$4.40$4$1,901
10/31/12MDY59Buy$162.23$19$9,591
SPY81Sell$122.28$20$9,885
11/30/12SSO74Buy$28.54$4$2,116
12/31/12SSO147Sell$29.13$9$4,274
TLT42Buy$100.70$8$4,238
DateSymbolAmountTypePriceFeesTotal Price
1/31/13SSO69Buy$32.12$4$2,221
TLT42Sell$97.49$8$4,086
MDY2Sell$181.77$1$363
TQQQ483Buy$4.63$4$2,241
4/30/13SSO3Sell$36.60$0$110
TQQQ34Sell$5.42$0$184
MDY57Sell$193.30$22$10,996
SPY81Buy$139.74$23$11,342
5/31/13QQQ172Buy$68.20$23$11,754
SPY81Sell$143.04$23$11,563
TQQQ28Sell$6.00$0$168
6/20/13TQQQ421Sell  (stop order)$5.43$5$2,281
7/1/13QQQ2Sell$66.98$0$134
SSO1Sell$37.50$0$37
7/31/13SSO3Sell$40.94$0$123
MDY58Buy$206.07$24$11,976
QQQ170Sell$70.77$24$12,007
TQQQ388Buy$6.63$5$2,578
9/3/13TQQQ15Sell$6.62$0$99
MDY58Sell$197.79$23$11,449
QQQ162Buy$70.89$23$11,507
SSO1Buy$38.80$0$39
DateSymbolAmountTypePriceFeesTotal Price
1/27/14TQQQ373Sell  (stop order)$9.55$7$3,555
1/31/14QQQ7Buy$81.08$1$569
2/28/14TQQQ277Buy$11.15$6$3,095
SSO2Sell$50.24$0$100
3/27/14TQQQ277Sell  (stop order)$9.95$6$2,751
3/31/14QQQ169Sell$82.93$28$13,987
SSO56Buy$51.00$6$2,862
MDY59Buy$232.40$27$13,739
4/30/14SSO60Sell$51.63$6$3,092
SPY82Buy$168.11$28$13,813
TQQQ295Buy$10.01$6$2,959
MDY59Sell$228.94$27$13,480
6/2/14SSO56Buy$54.04$6$3,032
SPY1Buy$172.21$0$173
TQQQ295Sell$11.33$7$3,336
6/30/14SSO57Sell$56.12$6$3,192
QQQ165Buy$89.07$29$14,726
TQQQ253Buy$12.43$6$3,151
SPY83Sell$175.57$29$14,543
9/25/14TQQQ253Sell  (stop order)$13.93$7$3,517
9/30/14SSO56Sell$57.07$6$3,190
10/31/14QQQ2Sell$96.40$0$192
TQQQ220Buy$15.33$7$3,379
SSO56Buy$59.57$7$3,343
12/15/14TQQQ220Sell  (stop order)$15.38$7$3,377
12/31/14SSO1Sell$62.34$0$62
MDY65Buy$247.10$32$16,094
QQQ163Sell$98.52$32$16,027
DateSymbolAmountTypePriceFeesTotal Price
2/2/15MDY1Sell$246.25$0$246
SSO59Buy$59.89$7$3,541
3/2/15MDY1Buy$258.64$1$259
SSO59Sell$65.96$8$3,884
TQQQ191Buy$19.01$7$3,638
3/10/15TQQQ191Sell  (stop order)$17.14$7$3,267
3/31/15SSO1Buy$62.94$0$63
MDY1Sell$260.10$1$260
4/30/15MDY64Sell$256.26$33$16,368
TQQQ196Buy$18.01$7$3,537
QQQ160Buy$102.94$33$16,503
SSO1Sell$64.09$0$64
6/30/15QQQ1Sell$102.64$0$102
TQQQ200Buy$17.69$7$3,545
SSO55Sell$62.89$7$3,452
7/31/15QQQ4Buy$107.32$1$430
SSO57Buy$65.54$7$3,743
TQQQ209Sell$20.05$8$4,182
8/20/15TQQQ187Sell  (stop order)$17.46$7$3,258
8/21/15SSO57Sell  (stop order)$57.62$7$3,278
8/31/15TLT210Buy$108.65$46$22,862
QQQ163Sell$99.99$33$16,266
11/2/15TQQQ168Buy$20.58$7$3,464
SSO53Buy$65.12$7$3,458
TLT210Sell$109.83$46$23,018
QQQ146Buy$110.14$32$16,113
11/13/15TQQQ168Sell  (stop order)$18.07$6$3,030
11/30/15SSO1Sell$64.02$0$64
QQQ3Sell$109.57$1$328
12/31/15TLT202Buy$109.05$44$22,072
QQQ143Sell$107.82$31$15,387
SSO52Sell$61.59$6$3,196
DateSymbolAmountTypePriceFeesTotal Price
3/31/16TLT202Sell$118.57$48$23,903
MDY66Buy$249.91$33$16,527
SSO114Buy$62.53$14$7,143
5/2/16TQQQ230Buy$15.81$7$3,644
SSO57Sell$63.85$7$3,632
6/24/16TQQQ230Sell  (stop order)$14.68$7$3,370
6/27/16SSO57Sell  (stop order)$59.10$7$3,362
6/30/16MDY2Sell$259.77$1$518
8/1/16MDY64Sell$270.07$35$17,250
TQQQ185Buy$19.94$7$3,696
SSO53Buy$69.68$7$3,700
QQQ153Buy$112.29$34$17,215
10/31/16SSO53Sell$67.13$7$3,551
QQQ1Sell$113.69$0$113
TQQQ178Buy$20.40$7$3,638
11/30/16SSO51Buy$71.98$7$3,678
MDY61Buy$284.00$35$17,359
QQQ152Sell$114.18$35$17,321
TQQQ183Sell$20.63$8$3,768
DateSymbolAmountTypePriceFeesTotal Price
2/28/17QQQ153Buy$126.72$39$19,427
TQQQ30Sell$27.78$2$832
MDY61Sell$302.62$37$18,423
SSO2Sell$83.52$0$167
6/16/17TQQQ150Sell  (stop order)$33.19$10$4,969
6/30/17SSO2Buy$88.12$0$177
QQQ2Buy$134.79$1$270
7/31/17SSO1Sell$91.60$0$91
TQQQ127Buy$36.57$9$4,654
QQQ1Sell$140.27$0$140
11/30/17MDY72Buy$335.62$48$24,213
SSO1Sell$105.57$0$105
TQQQ13Sell$45.61$1$592
QQQ154Sell$152.27$47$23,403
DateSymbolAmountTypePriceFeesTotal Price
1/2/18MDY72Sell$339.62$49$24,404
TQQQ5Sell$48.51$0$242
QQQ158Buy$155.88$49$24,678
SSO1Sell$109.53$0$109
2/2/18TQQQ109Sell  (stop order)$53.95$12$5,869
2/5/18SSO48Sell  (stop order)$105.30$10$5,044
2/28/18QQQ1Sell$164.45$0$164
4/2/18TLT302Buy$116.46$70$35,241
QQQ157Sell$153.19$48$24,003
5/31/18MDY70Buy$346.16$48$24,280
TLT212Sell$116.08$49$24,560
7/2/18QQQ143Buy$170.59$49$24,443
MDY70Sell$347.63$49$24,285
SSO47Buy$110.75$10$5,216
TLT90Sell$116.74$21$10,486
TQQQ90Buy$58.27$10$5,255
10/5/18TQQQ90Sell  (stop order)$64.62$12$5,804
10/10/18SSO47Sell  (stop order)$115.58$11$5,421
10/31/18TLT321Buy$110.00$71$35,381
QQQ143Sell$167.95$48$23,969
DateSymbolAmountTypePriceFeesTotal Price
1/31/19MDY80Buy$329.12$53$26,382
TLT225Sell$118.97$54$26,715
2/28/19QQQ158Buy$171.77$54$27,194
TQQQ114Buy$51.00$12$5,826
MDY80Sell$343.35$55$27,413
TLT96Sell$117.33$23$11,241
SSO51Buy$113.44$12$5,797
5/9/19SSO51Sell  (stop order)$120.03$12$6,109
5/13/19TQQQ114Sell  (stop order)$54.80$12$6,235
5/31/19TLT306Buy$129.71$79$39,771
QQQ158Sell$172.84$55$27,254
7/1/19TQQQ93Buy$64.21$12$5,983
SPY95Buy$292.86$56$27,877
SSO46Buy$127.87$12$5,894
TLT306Sell$130.63$80$39,893
7/31/19TQQQ93Sell$65.58$12$6,087
SSO47Buy$128.95$12$6,073
8/5/19SSO93Sell  (stop order)$117.51$22$10,907
9/3/19QQQ145Buy$184.88$54$26,861
TQQQ97Buy$58.71$11$5,706
SPY95Sell$287.99$55$27,304
9/30/19TQQQ97Sell$61.61$12$5,964
TLT274Buy$141.87$78$38,950
QQQ145Sell$188.40$55$27,263
10/31/19QQQ136Buy$196.65$53$26,798
SSO43Buy$133.35$11$5,746
TLT274Sell$140.29$77$38,363
TQQQ83Buy$69.26$11$5,760