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  +18.19%

Max Drawdown-12.64%

Asset Allocation

SSO15%
TQQQ15%
QQQ70%
This strategy trades monthly

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)

Summary

Initial BalanceFinal BalanceCAGR Stdev Best YearWorst YearMax. DrawdownSharpe Ratio
Portfolio$10,000$45,63318.19%14.61%42.18%-4.50%-12.64%1.16
Buy & Hold$10,000$27,38811.73%7.48%26.80%-3.76%-11.21%1.41
Benchmark$10,000$31,17213.33%11.51%32.24%-4.56%-16.18%1.07

Holdings

SymbolAmountPriceTotal Price
SSO43$159.48$6,858
TQQQ83$99.85$8,288
QQQ136$223.28$30,366
Cash$122
YearPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
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 +0.44% +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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark 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%
MonthPortfolio ReturnPortfolio BalanceBuy & Hold ReturnBenchmark Return
January +6.85%$45,633 +3.21% +2.93%
PeriodPortfolio ReturnBuy & Hold ReturnBenchmark 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%
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% +7.31%-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 : +1.48%
SPY : +2.24%
+2.01% +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% +4.42% +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%-1.25% +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% +9.17% +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% +3.77% +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 : +9.70%
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%-2.41%-0.77%
6/30/157/31/15170% QQQ
30% TQQQ
QQQ : +4.14%
TQQQ : +12.89%
+6.77% +3.13% +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 : +8.29%
+8.29% +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% +4.06% +1.25%
6/30/168/1/16170% MDY
30% CASH
MDY : +3.55%
CASH : 0.00%
+2.49% +3.55% +3.56%
8/1/1610/31/16315% 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 : +0.16%
MDY : +0.02%
+0.06% +0.94% +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 : +7.73%
+7.73% +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%
9/3/199/30/19115% TQQQ
70% QQQ
15% CASH
TQQQ : +4.52%
QQQ : +1.50%
CASH : 0.00%
+1.73% +0.96% +2.55%
9/30/1910/31/191100% TLT
TLT : -1.51%
-1.51% +1.60% +2.21%
10/31/191/21/20315% SSO
70% QQQ
15% TQQQ
SSO : +19.12%
QQQ : +13.09%
TQQQ : +43.59%
+18.57% +7.16% +9.76%
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
6/30/11MDY44Sell$159.48$14$7,003
TLT135Buy$74.89$20$10,130
SSO119Sell$25.29$6$3,003
10/31/11TLT95Sell$93.36$18$8,851
QQQ166Buy$52.97$18$8,811
11/30/11QQQ166Sell$51.54$17$8,539
TLT1Sell$95.22$0$95
SPY82Buy$105.86$17$8,698
DateSymbolAmountTypePriceFeesTotal Price
1/3/12MDY60Buy$145.70$17$8,759
SPY82Sell$108.67$18$8,893
SSO83Buy$22.92$4$1,906
TLT39Sell$97.02$8$3,776
TQQQ636Buy$2.99$4$1,905
2/29/12TQQQ127Sell$4.31$1$546
MDY60Sell$160.50$19$9,611
QQQ173Buy$59.10$20$10,245
4/10/12TQQQ509Sell  (stop order)$4.65$5$2,362
4/30/12QQQ1Buy$61.36$0$61
5/31/12TLT136Buy$104.66$28$14,262
QQQ174Sell$57.04$20$9,905
SSO83Sell$24.45$4$2,025
8/31/12QQQ159Buy$62.79$20$10,004
SSO76Buy$28.13$4$2,142
TQQQ434Buy$4.94$4$2,148
TLT136Sell$105.43$29$14,310
10/1/12SPY81Buy$124.88$20$10,136
QQQ159Sell$63.25$20$10,037
SSO3Sell$29.66$0$89
TQQQ2Sell$5.02$0$10
10/19/12TQQQ432Sell  (stop order)$4.40$4$1,897
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$100.87$8$4,245
DateSymbolAmountTypePriceFeesTotal Price
1/31/13SSO69Buy$32.12$4$2,221
TLT42Sell$97.66$8$4,094
MDY2Sell$181.77$1$363
TQQQ482Buy$4.63$4$2,236
4/30/13TQQQ33Sell$5.42$0$178
SPY81Buy$139.74$23$11,342
MDY57Sell$193.30$22$10,996
SSO3Sell$36.60$0$110
5/31/13SSO1Sell$38.27$0$38
QQQ172Buy$68.20$23$11,754
SPY81Sell$143.04$23$11,563
TQQQ29Sell$6.00$0$174
6/20/13TQQQ420Sell  (stop order)$5.43$5$2,276
7/1/13QQQ2Sell$66.98$0$134
7/31/13MDY58Buy$206.07$24$11,976
SSO3Sell$40.94$0$123
QQQ170Sell$70.77$24$12,007
TQQQ387Buy$6.63$5$2,571
9/3/13TQQQ14Sell$6.62$0$92
MDY58Sell$197.79$23$11,449
SSO1Buy$38.80$0$39
QQQ162Buy$70.89$23$11,507
DateSymbolAmountTypePriceFeesTotal Price
1/27/14TQQQ373Sell  (stop order)$9.55$7$3,555
1/31/14QQQ7Buy$81.08$1$569
2/28/14QQQ1Sell$85.26$0$85
TQQQ276Buy$11.15$6$3,084
SSO2Sell$50.24$0$100
3/27/14TQQQ276Sell  (stop order)$9.95$5$2,741
3/31/14QQQ168Sell$82.93$28$13,904
MDY59Buy$232.40$27$13,739
SSO55Buy$51.00$6$2,811
4/30/14TQQQ295Buy$10.01$6$2,959
SSO59Sell$51.63$6$3,040
MDY59Sell$228.94$27$13,480
SPY81Buy$168.11$27$13,644
6/2/14SPY2Buy$172.21$1$345
SSO56Buy$54.04$6$3,032
TQQQ295Sell$11.33$7$3,336
6/30/14SSO57Sell$56.12$6$3,192
QQQ164Buy$89.07$29$14,637
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
10/31/14QQQ1Sell$96.40$0$96
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
QQQ163Sell$98.52$32$16,027
MDY65Buy$247.10$32$16,094
DateSymbolAmountTypePriceFeesTotal Price
2/2/15MDY1Sell$246.25$0$246
SSO59Buy$59.89$7$3,541
3/2/15TQQQ191Buy$19.01$7$3,638
MDY1Buy$258.64$1$259
SSO59Sell$65.96$8$3,884
3/10/15TQQQ191Sell  (stop order)$17.14$7$3,267
3/31/15MDY1Sell$260.10$1$260
SSO1Buy$62.94$0$63
4/30/15TQQQ196Buy$18.01$7$3,537
MDY64Sell$256.26$33$16,368
SSO1Sell$64.09$0$64
QQQ160Buy$102.94$33$16,503
6/30/15SSO55Sell$62.89$7$3,452
QQQ1Sell$102.64$0$102
TQQQ200Buy$17.69$7$3,545
7/31/15SSO57Buy$65.54$7$3,743
QQQ4Buy$107.32$1$430
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$108.83$46$22,900
QQQ163Sell$99.99$33$16,266
11/2/15QQQ146Buy$110.14$32$16,113
SSO53Buy$65.12$7$3,458
TQQQ167Buy$20.58$7$3,444
TLT210Sell$110.01$46$23,056
11/13/15TQQQ167Sell  (stop order)$18.07$6$3,012
11/30/15QQQ4Sell$109.57$1$437
SSO1Sell$64.02$0$64
12/31/15SSO52Sell$61.59$6$3,196
TLT201Buy$109.24$44$22,001
QQQ142Sell$107.82$31$15,280
DateSymbolAmountTypePriceFeesTotal Price
3/31/16TLT201Sell$118.77$48$23,825
SSO114Buy$62.53$14$7,143
MDY66Buy$249.91$33$16,527
5/2/16TQQQ229Buy$15.81$7$3,628
SSO58Sell$63.85$7$3,696
6/24/16TQQQ229Sell  (stop order)$14.68$7$3,355
6/27/16SSO56Sell  (stop order)$59.10$7$3,303
6/30/16MDY2Sell$259.77$1$518
8/1/16TQQQ185Buy$19.94$7$3,696
MDY64Sell$270.07$35$17,250
QQQ153Buy$112.29$34$17,215
SSO53Buy$69.68$7$3,700
10/31/16SSO53Sell$67.13$7$3,551
QQQ1Sell$113.69$0$113
TQQQ178Buy$20.40$7$3,638
11/30/16QQQ152Sell$114.18$35$17,321
MDY61Buy$284.00$35$17,359
TQQQ183Sell$20.63$8$3,768
SSO51Buy$71.98$7$3,678
DateSymbolAmountTypePriceFeesTotal Price
2/28/17QQQ153Buy$126.72$39$19,427
SSO2Sell$83.52$0$167
MDY61Sell$302.62$37$18,423
TQQQ31Sell$27.78$2$859
6/16/17TQQQ149Sell  (stop order)$33.19$10$4,935
6/30/17SSO1Buy$88.12$0$88
QQQ2Buy$134.79$1$270
7/31/17QQQ1Sell$140.27$0$140
TQQQ126Buy$36.57$9$4,617
11/30/17TQQQ13Sell$45.61$1$592
QQQ154Sell$152.27$47$23,403
SSO1Sell$105.57$0$105
MDY72Buy$335.62$48$24,213
DateSymbolAmountTypePriceFeesTotal Price
1/2/18QQQ158Buy$155.88$49$24,678
SSO1Sell$109.53$0$109
MDY72Sell$339.62$49$24,404
TQQQ4Sell$48.51$0$194
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
4/2/18QQQ157Sell$153.19$48$24,003
TLT301Buy$116.65$70$35,182
5/31/18MDY70Buy$346.16$48$24,280
TLT211Sell$116.28$49$24,486
7/2/18TQQQ90Buy$58.27$10$5,255
MDY70Sell$347.63$49$24,285
QQQ143Buy$170.59$49$24,443
SSO47Buy$110.75$10$5,216
TLT90Sell$116.93$21$10,503
10/5/18TQQQ90Sell  (stop order)$64.62$12$5,804
10/10/18SSO47Sell  (stop order)$115.58$11$5,421
10/31/18QQQ143Sell$167.95$48$23,969
TLT320Buy$110.18$71$35,328
DateSymbolAmountTypePriceFeesTotal Price
1/31/19TLT225Sell$119.17$54$26,760
MDY80Buy$329.12$53$26,382
2/28/19QQQ158Buy$171.77$54$27,194
SSO51Buy$113.44$12$5,797
TLT95Sell$117.53$22$11,143
MDY80Sell$343.35$55$27,413
TQQQ114Buy$51.00$12$5,826
5/9/19SSO51Sell  (stop order)$120.03$12$6,109
5/13/19TQQQ114Sell  (stop order)$54.80$12$6,235
5/31/19QQQ158Sell$172.84$55$27,254
TLT305Buy$129.92$79$39,705
7/1/19TLT305Sell$130.85$80$39,829
SPY95Buy$292.86$56$27,877
SSO46Buy$127.87$12$5,894
TQQQ92Buy$64.21$12$5,919
7/31/19SSO47Buy$128.95$12$6,073
TQQQ92Sell$65.58$12$6,021
8/5/19SSO93Sell  (stop order)$117.51$22$10,907
9/3/19TQQQ97Buy$58.71$11$5,706
SPY95Sell$287.99$55$27,304
QQQ144Buy$184.88$53$26,676
9/30/19QQQ144Sell$188.40$54$27,075
TLT273Buy$142.11$78$38,874
TQQQ97Sell$61.61$12$5,964
10/31/19QQQ136Buy$196.65$53$26,798
SSO43Buy$133.35$11$5,746
TLT273Sell$140.53$77$38,288
TQQQ83Buy$69.26$11$5,760