Custom Portfolio Simulator
Construct a multi-asset portfolio mix on-the-fly to test custom allocation strategies.
MODEL PORTFOLIO PERFORMANCE HISTORY
2026-08-29
Executive Summary
The Custom Portfolio Simulator model portfolio provides research-grade current exposure tracking and performance analysis. It achieved an inception-to-date Compound Annual Growth Rate (CAGR) of 7.98% with a Maximum Drawdown of -9.84%. Focusing on the most recent 5-year window, the portfolio maintained a CAGR of 7.86%. The model aggregates 130 completed trades with a Sharpe Ratio of 1.10.
🛡️ Custom Portfolio Simulator Drawdown Shield & Downside Protection
Why Drawdown Dictates Longevity →Peak Drawdown Defense
-9.8% (vs -25.1% B&H)
+15.2% shallower drawdown
Downside Efficiency
1.49 Sortino
+0.32 vs 1.17 B&H
Capital Sheltered from Risk
27.5% of Time
Earning Treasury yield during downturns
* Drawdown Shield demonstrates how systematic trend-following bounded historical drawdowns and protected principal capital compared to passive Buy & Hold.
📊 Portfolio Performance Summary
| Metric | 1Y | 5Y | 10Y | Full | ||||
|---|---|---|---|---|---|---|---|---|
| Strategy | B&H | Strategy | B&H | Strategy | B&H | Strategy | B&H | |
| Max Drawdown | -6.67% | -7.91% | -9.84% | -25.05% | -9.84% | -25.05% | -9.84% | -25.05% |
| Sharpe Ratio | 1.35 | 1.36 | 1.11 | 0.54 | 1.19 | 0.80 | 1.10 | 0.86 |
| Sortino Ratio | 1.75 | 1.88 | 1.45 | 0.80 | 1.56 | 1.07 | 1.49 | 1.17 |
| CAGR | 13.06% | 14.95% | 7.86% | 6.17% | 8.49% | 8.36% | 7.98% | 8.67% |
| % Time Invested | 75.7% | 100.0% | 59.6% | 100.0% | 70.0% | 100.0% | 72.5% | 100.0% |
| Trades / Year | 2.0 | 0.0 | 4.4 | 0.0 | 6.4 | 0.0 | 6.7 | 0.0 |
Active Portfolio Composition
| Ticker | Description & Strategy | Style | Max Weight | Current Exposure | Last Action |
|---|---|---|---|---|---|
| SPY | SPDR S&P 500 ETF Trust Excess Return MMA | investing | 40% | 40% | Invested: Buy 2026-05-14 |
| TLT | iShares 20+ Year Treasury Bond ETF Excess Return MMA | investing | 40% | 26.7% | Partial (66%): Buy 2026-06-01 |
| IAU | iShares Gold Trust Buy and Hold | investing | 20% | 20% | Invested: Buy 2007-03-01 |
Cumulative Growth Performance
Asset Correlation & Trend Shifts
Analyze how different assets move together and how active strategy trends affect their relationship. Lookback Period:
Portfolio Type / Trend Phase:
Trend Insights
Currently showing the baseline Pearson correlation (r) of the raw asset daily returns over the selected lookback window.
Asset Correlation Matrix
Pearson Correlation Coefficients (r) on Daily Returns -1.0 (Inverse) 0.0 (Neutral) +1.0 (Positive)
Top 5 Diversifier Suggestions
Lowest Pearson correlation (r) candidates evaluated dynamically across all system assets:
Multi-Horizon Correlation View Matrix in Compare Studio →
Alternatives Return vs. Correlation Space
Unified Portfolio Activity Log
Aggregated trade execution history across all portfolio members with portfolio-level weight allocation.
Completed trades reflect standard market cycles. An Open or Mark-to-Market exit denotes an active position (either in the primary asset or a cash/yield sleeve) valued at the current price for reporting purposes. Interest entries record yield accrued from cash or cash alternatives (like BIL) during out-of-market defensive periods.
| Entry Date | Exit Date | Ticker | Type | Allocation | Entry Price | Exit Price | Net Return % | Exit Reason |
|---|---|---|---|---|---|---|---|---|
| 🔒 Active Positions & Recent Execution Signals Hidden Trading on delayed data carries high execution risk. Current allocations, pending next-day rebalances, and active execution signals (last 60 days) require a Premium subscription. Subscribe to Unlock | ||||||||
| 2026-02-05 | 2026-06-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 1.14% | Interest Income |
| 2024-10-11 | 2026-06-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.07 | 6.76% | Interest Income |
| 2026-04-07 | 2026-05-14 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-11-21 | 2026-05-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $86.66 | $84.20 | -2.88% | Signal |
| 2025-05-01 | 2026-04-07 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $552.60 | $654.96 | 18.47% | Signal |
| 2025-09-29 | 2026-02-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $85.71 | $84.99 | -0.89% | Signal |
| 2025-02-12 | 2025-11-21 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.03 | 3.29% | Interest Income |
| 2024-12-12 | 2025-09-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.03 | 3.37% | Interest Income |
| 2025-07-17 | 2025-09-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.64% | Interest Income |
| 2025-04-30 | 2025-07-17 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $539.97 | $617.56 | 14.31% | Signal |
| 2025-03-28 | 2025-05-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.39% | Interest Income |
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2025-04-07 | 2025-04-30 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2023-11-08 | 2025-04-07 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $423.02 | $482.40 | 13.98% | Stop |
| 2023-04-19 | 2025-04-07 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $395.66 | $482.40 | 21.86% | Stop |
| 2024-01-04 | 2025-03-28 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $454.59 | $557.68 | 22.62% | Signal |
| 2025-01-21 | 2025-02-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $81.95 | $81.68 | -0.38% | Signal |
| 2024-12-24 | 2025-01-21 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2024-11-04 | 2024-12-24 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $85.41 | $81.16 | -5.03% | Stop |
| 2024-11-04 | 2024-12-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $85.41 | $85.11 | -0.40% | Signal |
| 2024-10-11 | 2024-11-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-10-11 | 2024-11-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.29% | Interest Income |
| 2024-08-05 | 2024-10-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $91.37 | $86.23 | -5.67% | Stop |
| 2024-08-05 | 2024-10-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $91.37 | $86.23 | -5.67% | Stop |
| 2024-08-05 | 2024-10-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $91.37 | $86.23 | -5.67% | Stop |
| 2024-06-11 | 2024-08-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.78% | Interest Income |
| 2024-05-07 | 2024-08-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 1.29% | Interest Income |
| 2021-08-18 | 2024-08-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.11 | 10.85% | Interest Income |
| 2024-05-31 | 2024-06-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $82.11 | $82.89 | 0.90% | Signal |
| 2022-03-15 | 2024-05-31 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.10 | 9.75% | Interest Income |
| 2024-05-03 | 2024-05-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $81.61 | $82.49 | 1.03% | Signal |
| 2024-04-11 | 2024-05-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.34% | Interest Income |
| 2024-01-26 | 2024-04-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $84.13 | $81.73 | -2.89% | Stop |
| 2023-05-23 | 2024-01-26 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.04 | 3.68% | Interest Income |
| 2023-11-03 | 2024-01-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.87% | Interest Income |
| 2022-11-18 | 2023-11-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.05 | 4.95% | Interest Income |
| 2023-01-27 | 2023-11-03 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $385.97 | $418.76 | 8.44% | Signal |
| 2023-02-15 | 2023-05-23 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $89.86 | $87.81 | -2.33% | Stop |
| 2022-05-10 | 2023-04-19 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.03 | 3.32% | Interest Income |
| 2021-12-29 | 2023-02-15 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.03 | 2.64% | Interest Income |
| 2022-02-25 | 2023-01-27 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.02 | 2.36% | Interest Income |
| 2022-10-25 | 2022-11-18 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $360.54 | $378.57 | 4.95% | Signal |
| 2022-10-03 | 2022-10-25 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.23% | Interest Income |
| 2022-06-02 | 2022-10-03 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $386.43 | $343.68 | -11.11% | Stop |
| 2022-05-10 | 2022-06-02 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2022-03-21 | 2022-05-10 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $419.39 | $381.77 | -9.01% | Stop |
| 2020-04-01 | 2022-05-10 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $227.37 | $381.77 | 67.83% | Stop |
| 2022-02-25 | 2022-03-21 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2022-01-28 | 2022-03-15 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $120.16 | $112.66 | -6.29% | Stop |
| 2020-08-11 | 2022-02-25 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $310.21 | $404.23 | 30.24% | Stop |
| 2020-06-25 | 2022-02-25 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $279.47 | $404.23 | 44.57% | Stop |
| 2022-01-05 | 2022-01-28 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2021-07-08 | 2022-01-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $124.97 | $121.89 | -2.52% | Stop |
| 2021-07-08 | 2021-12-29 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $124.97 | $124.23 | -0.64% | Signal |
| 2021-03-01 | 2021-08-18 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $117.42 | $124.98 | 6.39% | Signal |
| 2021-01-20 | 2021-07-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-11-02 | 2021-07-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2021-02-04 | 2021-03-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2020-10-29 | 2021-02-04 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $133.44 | $124.36 | -6.85% | Stop |
| 2020-10-29 | 2021-01-20 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $133.44 | $126.58 | -5.19% | Signal |
| 2020-10-29 | 2020-11-02 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $133.44 | $131.89 | -1.21% | Signal |
| 2020-10-07 | 2020-10-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-07 | 2020-10-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-10-07 | 2020-10-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-29 | 2020-10-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $136.25 | $132.46 | -2.83% | Stop |
| 2020-06-29 | 2020-10-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $136.25 | $132.46 | -2.83% | Stop |
| 2020-06-29 | 2020-10-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $136.25 | $132.46 | -2.83% | Stop |
| 2020-06-29 | 2020-08-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-05 | 2020-06-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-05 | 2020-06-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-06-05 | 2020-06-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-24 | 2020-06-29 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $214.93 | $277.57 | 29.08% | Signal |
| 2020-04-08 | 2020-06-25 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2020-04-03 | 2020-06-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $138.95 | $127.79 | -8.08% | Stop |
| 2020-04-03 | 2020-06-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $138.95 | $127.79 | -8.08% | Stop |
| 2020-04-03 | 2020-06-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $138.95 | $127.79 | -8.08% | Stop |
| 2020-03-24 | 2020-04-08 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $214.93 | $245.69 | 14.25% | Signal |
| 2020-03-12 | 2020-04-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-12 | 2020-04-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-12 | 2020-04-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-10 | 2020-04-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-03-02 | 2020-03-24 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2020-02-27 | 2020-03-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $125.51 | $134.60 | 7.18% | Stop |
| 2019-12-03 | 2020-03-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $114.73 | $134.60 | 17.25% | Stop |
| 2019-12-03 | 2020-03-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $114.73 | $134.60 | 17.25% | Stop |
| 2019-01-16 | 2020-03-10 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $233.33 | $259.45 | 11.14% | Stop |
| 2019-04-08 | 2020-03-02 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $258.86 | $271.82 | 4.95% | Stop |
| 2019-03-28 | 2020-03-02 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $251.90 | $271.82 | 7.86% | Stop |
| 2020-01-14 | 2020-02-27 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.18% | Interest Income |
| 2019-12-03 | 2020-01-14 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $114.73 | $113.39 | -1.22% | Signal |
| 2019-11-08 | 2019-12-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-11-08 | 2019-12-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-11-08 | 2019-12-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2019-10-08 | 2019-11-08 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $119.06 | $110.54 | -7.20% | Stop |
| 2019-10-08 | 2019-11-08 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $119.06 | $110.54 | -7.20% | Stop |
| 2019-10-08 | 2019-11-08 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $119.06 | $110.54 | -7.20% | Stop |
| 2019-09-16 | 2019-10-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-09-16 | 2019-10-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2019-09-16 | 2019-10-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2018-12-11 | 2019-09-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $95.16 | $112.38 | 18.04% | Stop |
| 2018-12-11 | 2019-09-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $95.16 | $112.38 | 18.04% | Stop |
| 2018-12-11 | 2019-09-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $95.16 | $112.38 | 18.04% | Stop |
| 2019-02-13 | 2019-04-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.36% | Interest Income |
| 2018-12-04 | 2019-03-28 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.74% | Interest Income |
| 2019-01-11 | 2019-02-13 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $230.52 | $246.04 | 6.68% | Signal |
| 2018-12-21 | 2019-01-16 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2018-12-18 | 2019-01-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.15% | Interest Income |
| 2011-08-31 | 2018-12-21 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $94.06 | $220.73 | 134.56% | Stop |
| 2016-06-29 | 2018-12-18 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $174.49 | $228.75 | 31.03% | Stop |
| 2018-10-08 | 2018-12-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.41% | Interest Income |
| 2018-03-13 | 2018-12-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.02 | 1.54% | Interest Income |
| 2018-02-08 | 2018-12-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.02 | 1.68% | Interest Income |
| 2018-07-11 | 2018-12-04 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $245.38 | $247.58 | 0.84% | Signal |
| 2018-07-27 | 2018-10-08 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $94.77 | $89.95 | -5.14% | Stop |
| 2018-02-06 | 2018-07-27 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.86% | Interest Income |
| 2018-05-21 | 2018-07-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.27% | Interest Income |
| 2016-04-29 | 2018-05-21 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $175.18 | $240.64 | 37.30% | Signal |
| 2018-03-01 | 2018-03-13 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $92.82 | $92.72 | -0.15% | Signal |
| 2018-02-06 | 2018-03-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.10% | Interest Income |
| 2017-11-07 | 2018-02-08 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $98.12 | $92.30 | -5.97% | Stop |
| 2017-06-05 | 2018-02-06 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $96.08 | $94.19 | -2.02% | Stop |
| 2017-05-11 | 2018-02-06 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $92.11 | $94.19 | 2.20% | Stop |
| 2017-07-24 | 2017-11-07 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.32% | Interest Income |
| 2016-12-06 | 2017-07-24 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $90.61 | $96.70 | 6.66% | Signal |
| 2017-01-12 | 2017-06-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.28% | Interest Income |
| 2016-11-11 | 2017-05-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.30% | Interest Income |
| 2016-12-06 | 2017-01-12 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $90.61 | $93.48 | 3.12% | Signal |
| 2016-11-11 | 2016-12-06 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-11-11 | 2016-12-06 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2016-10-10 | 2016-11-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $100.47 | $93.17 | -7.31% | Stop |
| 2016-10-10 | 2016-11-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $100.47 | $93.17 | -7.31% | Stop |
| 2016-10-10 | 2016-11-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $100.47 | $93.17 | -7.31% | Stop |
| 2016-09-16 | 2016-10-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-16 | 2016-10-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-09-16 | 2016-10-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2016-01-14 | 2016-09-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $92.53 | $101.60 | 9.75% | Stop |
| 2015-10-07 | 2016-09-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $90.72 | $101.60 | 11.94% | Stop |
| 2015-05-28 | 2016-09-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $89.52 | $101.60 | 13.44% | Stop |
| 2015-11-06 | 2016-06-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2016-02-25 | 2016-04-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2015-12-15 | 2016-02-25 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $171.55 | $163.33 | -4.84% | Signal |
| 2015-09-04 | 2016-01-14 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2015-08-25 | 2015-12-15 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2015-09-17 | 2015-11-06 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $166.76 | $175.78 | 5.35% | Signal |
| 2015-06-04 | 2015-10-07 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2015-08-25 | 2015-09-17 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-05-28 | 2015-09-04 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $89.52 | $90.26 | 0.78% | Signal |
| 2012-08-29 | 2015-08-25 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $111.00 | $162.94 | 46.71% | Stop |
| 2012-03-08 | 2015-08-25 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $106.06 | $162.94 | 53.54% | Stop |
| 2015-05-28 | 2015-06-04 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $89.52 | $86.60 | -3.30% | Signal |
| 2015-05-05 | 2015-05-28 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-05-05 | 2015-05-28 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-05-05 | 2015-05-28 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-03-11 | 2015-05-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $91.88 | $89.78 | -2.34% | Stop |
| 2015-03-11 | 2015-05-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $91.88 | $89.78 | -2.34% | Stop |
| 2015-03-11 | 2015-05-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $91.88 | $89.78 | -2.34% | Stop |
| 2015-02-17 | 2015-03-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-17 | 2015-03-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2015-02-17 | 2015-03-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2014-10-17 | 2015-02-17 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $87.25 | $92.82 | 6.34% | Stop |
| 2014-04-25 | 2015-02-17 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $79.07 | $92.82 | 17.33% | Stop |
| 2014-02-14 | 2015-02-17 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $75.20 | $92.82 | 23.36% | Stop |
| 2013-08-20 | 2014-10-17 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2013-03-05 | 2014-04-25 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.06% | Interest Income |
| 2013-07-08 | 2014-02-14 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.03% | Interest Income |
| 2013-06-20 | 2013-08-20 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $76.49 | $71.40 | -6.70% | Stop |
| 2013-06-17 | 2013-07-08 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $78.75 | $74.12 | -5.93% | Signal |
| 2013-05-29 | 2013-06-20 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-11-07 | 2013-06-17 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2013-01-30 | 2013-05-29 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $79.69 | $78.97 | -0.95% | Stop |
| 2013-01-30 | 2013-03-05 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $79.69 | $81.00 | 1.59% | Signal |
| 2013-01-07 | 2013-01-30 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2013-01-07 | 2013-01-30 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2012-09-10 | 2013-01-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $83.96 | $80.85 | -3.75% | Stop |
| 2012-09-10 | 2013-01-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $83.96 | $80.85 | -3.75% | Stop |
| 2012-09-10 | 2012-11-07 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $83.96 | $84.31 | 0.37% | Signal |
| 2012-08-16 | 2012-09-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-08-16 | 2012-09-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-08-16 | 2012-09-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-07-11 | 2012-08-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-06-05 | 2012-08-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $86.69 | $82.78 | -4.56% | Stop |
| 2012-04-05 | 2012-08-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $75.88 | $82.78 | 9.04% | Stop |
| 2012-04-05 | 2012-08-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $75.88 | $82.78 | 9.04% | Stop |
| 2011-12-22 | 2012-07-11 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $96.83 | $105.27 | 8.66% | Signal |
| 2012-03-14 | 2012-06-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2012-03-14 | 2012-04-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2012-03-14 | 2012-04-05 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-11-04 | 2012-03-14 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $76.70 | $75.48 | -1.65% | Stop |
| 2011-11-04 | 2012-03-14 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $76.70 | $75.48 | -1.65% | Stop |
| 2011-11-04 | 2012-03-14 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $76.70 | $75.48 | -1.65% | Stop |
| 2011-10-17 | 2012-03-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-08-04 | 2011-12-22 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2011-10-13 | 2011-11-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-13 | 2011-11-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-10-13 | 2011-11-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-30 | 2011-10-17 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $92.80 | $94.18 | 1.43% | Signal |
| 2011-08-04 | 2011-10-13 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $67.31 | $76.05 | 12.92% | Stop |
| 2011-05-18 | 2011-10-13 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.64 | $76.05 | 21.34% | Stop |
| 2010-12-09 | 2011-10-13 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $59.78 | $76.05 | 27.15% | Stop |
| 2011-08-09 | 2011-08-31 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2011-08-08 | 2011-08-30 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2010-07-27 | 2011-08-09 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $84.46 | $87.61 | 3.68% | Stop |
| 2010-11-08 | 2011-08-08 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $92.61 | $89.79 | -3.09% | Stop |
| 2011-03-11 | 2011-08-04 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.02% | Interest Income |
| 2010-10-11 | 2011-08-04 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $88.35 | $95.56 | 8.10% | Signal |
| 2010-12-16 | 2011-05-18 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2011-01-10 | 2011-03-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $59.33 | $59.38 | 0.04% | Signal |
| 2010-12-16 | 2011-01-10 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-11-09 | 2010-12-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.69 | $58.14 | -7.30% | Stop |
| 2010-11-09 | 2010-12-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.69 | $58.14 | -7.30% | Stop |
| 2010-11-16 | 2010-12-09 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-10-25 | 2010-11-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $64.79 | $60.41 | -6.81% | Stop |
| 2010-10-18 | 2010-11-09 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-10-18 | 2010-11-09 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-10-12 | 2010-11-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-03-16 | 2010-10-25 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.09% | Interest Income |
| 2010-06-29 | 2010-10-18 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.83 | $64.21 | 2.14% | Stop |
| 2010-05-24 | 2010-10-18 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $61.63 | $64.21 | 4.13% | Stop |
| 2010-06-01 | 2010-10-12 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $81.19 | $88.01 | 8.34% | Signal |
| 2010-07-16 | 2010-10-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.04% | Interest Income |
| 2010-07-02 | 2010-07-27 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-06-01 | 2010-07-16 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $81.19 | $82.14 | 1.11% | Signal |
| 2009-11-11 | 2010-07-02 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $81.88 | $77.64 | -5.24% | Stop |
| 2009-07-24 | 2010-06-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.11% | Interest Income |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-05-07 | 2010-06-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2010-01-14 | 2010-05-24 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.05% | Interest Income |
| 2009-08-18 | 2010-05-07 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $72.79 | $84.41 | 15.90% | Stop |
| 2009-05-29 | 2010-05-07 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $67.16 | $84.41 | 25.62% | Stop |
| 2010-01-06 | 2010-03-16 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $55.50 | $56.12 | 1.06% | Signal |
| 2010-01-06 | 2010-01-14 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $55.50 | $55.21 | -0.58% | Signal |
| 2009-12-11 | 2010-01-06 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-12-11 | 2010-01-06 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.00% | Interest Income |
| 2009-10-08 | 2009-12-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $60.77 | $56.33 | -7.35% | Stop |
| 2009-05-22 | 2009-12-11 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $56.26 | $56.33 | 0.07% | Stop |
| 2008-07-24 | 2009-11-11 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.50% | Interest Income |
| 2009-04-30 | 2009-10-08 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.07% | Interest Income |
| 2008-01-10 | 2009-08-18 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 1.43% | Interest Income |
| 2009-05-22 | 2009-07-24 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $56.26 | $54.93 | -2.43% | Signal |
| 2008-07-29 | 2009-05-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.42% | Interest Income |
| 2009-04-30 | 2009-05-22 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-04-30 | 2009-05-22 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-01-29 | 2009-04-30 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.59 | $58.58 | -6.45% | Stop |
| 2009-01-29 | 2009-04-30 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.59 | $58.58 | -6.45% | Stop |
| 2009-01-29 | 2009-04-30 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $62.59 | $58.58 | -6.45% | Stop |
| 2009-01-06 | 2009-01-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-01-06 | 2009-01-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2009-01-06 | 2009-01-29 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.01% | Interest Income |
| 2008-07-01 | 2009-01-06 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $53.81 | $66.18 | 22.92% | Stop |
| 2008-06-23 | 2009-01-06 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $52.11 | $66.18 | 26.94% | Stop |
| 2008-06-23 | 2009-01-06 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $52.11 | $66.18 | 26.94% | Stop |
| 2008-06-13 | 2008-07-29 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $96.75 | $89.19 | -7.87% | Signal |
| 2008-02-14 | 2008-07-24 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $97.55 | $92.33 | -5.40% | Signal |
| 2008-05-30 | 2008-07-01 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.16% | Interest Income |
| 2008-05-30 | 2008-06-23 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-05-30 | 2008-06-23 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.12% | Interest Income |
| 2008-01-02 | 2008-06-13 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.83% | Interest Income |
| 2007-11-28 | 2008-05-30 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $53.26 | $51.95 | -2.51% | Stop |
| 2007-09-27 | 2008-05-30 | TLT (iShares 20+ Year Treasury Bond ETF) | Completed | 13.33% | $49.29 | $51.95 | 5.34% | Stop |
| 2008-01-23 | 2008-02-14 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.00 | 0.14% | Interest Income |
| 2007-12-03 | 2008-01-02 | SPY (SPDR S&P 500 ETF Trust) | Completed | 13.33% | $104.99 | $104.37 | -0.65% | Signal |
| 2007-09-18 | 2007-12-03 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.01 | 0.77% | Interest Income |
| 2007-06-12 | 2007-11-28 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.02 | 1.96% | Interest Income |
| 2007-03-16 | 2007-09-27 | CASH (CASH) | Interest | 13.33% | $1.00 | $1.02 | 2.49% | Interest Income |