BACKTEST · VOLATILITY
Low-volatility stock selection
Nine sector ETFs: each month hold the 3 with the lowest 60 day volatility.
From 2015-01-02 to 2024-12-31, this rule made 68 trades and returned +96.1%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 28.7%.
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SCORE
Portfolio equity vs benchmark
The rule
Nine sector ETFs: each month hold the 3 with the lowest 60 day volatility. Orders fill at the next close.
ENTER WHEN
First session of the month: hold the 3 calmest sectors
EXIT WHEN
Next monthly rebalance
FIRST TRADE, FROM THE REPORT
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Did it beat SPY?
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How it did over time
Strategy in orange-red. SPY buy and hold in light.
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The same result in an AI chat
This is how the result looks when an AI agent such as Claude or ChatGPT runs it. It uses the same engine report.
Strategy equity in orange-red, SPY in light. Historical test only.
Every trade
68 trades and 416 fills, straight from the engine report. Each fill shows the day the signal fired, the day it filled, and why. This run used 0 bps fees and 0 bps slippage on each fill, except when a modeled option expires. A basis point (bps) is one hundredth of one percent.
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2015-04-01 | 2015-04-02 | XLI | Buy | $55.43 | allocation |
| 2015-04-01 | 2015-04-02 | XLP | Buy | $49.13 | allocation |
| 2015-04-01 | 2015-04-02 | XLY | Buy | $75.69 | allocation |
| 2015-05-01 | 2015-05-04 | XLI | Sell | $56.42 | allocation |
| 2015-05-01 | 2015-05-04 | XLY | Sell | $76.51 | allocation |
| 2015-05-01 | 2015-05-04 | XLF | Buy | $24.58 | allocation |
| 2015-05-01 | 2015-05-04 | XLP | Buy | $48.88 | allocation |
| 2015-06-01 | 2015-06-02 | XLF | Sell | $24.66 | allocation |
| 2015-06-01 | 2015-06-02 | XLI | Sell | $56.17 | allocation |
| 2015-06-01 | 2015-06-02 | XLB | Buy | $50.79 | allocation |
| 2015-06-01 | 2015-06-02 | XLP | Buy | $48.66 | allocation |
| 2015-06-01 | 2015-06-02 | XLY | Buy | $76.69 | allocation |
| 2015-07-01 | 2015-07-02 | XLB | Sell | $48.51 | allocation |
| 2015-07-01 | 2015-07-02 | XLP | Sell | $48.17 | allocation |
| 2015-07-01 | 2015-07-02 | XLY | Sell | $77.20 | allocation |
| 2015-07-01 | 2015-07-02 | XLI | Buy | $54.23 | allocation |
| 2015-08-03 | 2015-08-04 | XLP | Sell | $50.38 | allocation |
| 2015-08-03 | 2015-08-04 | XLY | Sell | $80.29 | allocation |
| 2015-08-03 | 2015-08-04 | XLI | Buy | $53.93 | allocation |
| 2015-09-01 | 2015-09-02 | XLI | Sell | $51.04 | allocation |
| 2015-09-01 | 2015-09-02 | XLY | Sell | $74.62 | allocation |
| 2015-09-01 | 2015-09-02 | XLP | Buy | $46.97 | allocation |
| 2015-09-01 | 2015-09-02 | XLU | Buy | $41.34 | allocation |
| 2015-10-01 | 2015-10-02 | XLP | Sell | $47.84 | allocation |
| 2015-10-01 | 2015-10-02 | XLU | Sell | $43.35 | allocation |
| 2015-10-01 | 2015-10-02 | XLI | Buy | $50.41 | allocation |
| 2015-11-02 | 2015-11-03 | XLI | Sell | $54.94 | allocation |
| 2015-11-02 | 2015-11-03 | XLP | Buy | $49.94 | allocation |
| 2015-11-02 | 2015-11-03 | XLU | Buy | $43.93 | allocation |
| 2015-11-02 | 2015-11-03 | XLY | Buy | $81.65 | allocation |
| 2015-12-01 | 2015-12-02 | XLP | Sell | $49.59 | allocation |
| 2015-12-01 | 2015-12-02 | XLY | Sell | $80.90 | allocation |
| 2015-12-01 | 2015-12-02 | XLI | Buy | $54.44 | allocation |
| 2015-12-01 | 2015-12-02 | XLU | Buy | $42.20 | allocation |
| 2016-01-04 | 2016-01-05 | XLP | Sell | $50.17 | allocation |
| 2016-01-04 | 2016-01-05 | XLU | Sell | $43.50 | allocation |
| 2016-01-04 | 2016-01-05 | XLI | Buy | $52.44 | allocation |
| 2016-01-04 | 2016-01-05 | XLY | Buy | $76.72 | allocation |
| 2016-02-01 | 2016-02-02 | XLP | Sell | $50.28 | allocation |
| 2016-02-01 | 2016-02-02 | XLY | Sell | $73.11 | allocation |
Show all 416 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2016-02-01 | 2016-02-02 | XLI | Buy | $48.87 | allocation |
| 2016-02-01 | 2016-02-02 | XLU | Buy | $46.05 | allocation |
| 2016-03-01 | 2016-03-02 | XLI | Sell | $53.18 | allocation |
| 2016-03-01 | 2016-03-02 | XLP | Buy | $51.56 | allocation |
| 2016-03-01 | 2016-03-02 | XLU | Buy | $46.31 | allocation |
| 2016-04-01 | 2016-04-04 | XLU | Sell | $49.60 | allocation |
| 2016-04-01 | 2016-04-04 | XLI | Buy | $55.10 | allocation |
| 2016-04-01 | 2016-04-04 | XLP | Buy | $53.64 | allocation |
| 2016-05-02 | 2016-05-03 | XLI | Sell | $55.99 | allocation |
| 2016-05-02 | 2016-05-03 | XLP | Buy | $52.80 | allocation |
| 2016-05-02 | 2016-05-03 | XLU | Buy | $48.77 | allocation |
| 2016-06-01 | 2016-06-02 | XLP | Sell | $53.22 | allocation |
| 2016-06-01 | 2016-06-02 | XLU | Sell | $49.30 | allocation |
| 2016-06-01 | 2016-06-02 | XLI | Buy | $56.04 | allocation |
| 2016-06-01 | 2016-06-02 | XLY | Buy | $79.63 | allocation |
| 2016-07-01 | 2016-07-05 | XLI | Sell | $55.68 | allocation |
| 2016-07-01 | 2016-07-05 | XLP | Sell | $55.20 | allocation |
| 2016-07-01 | 2016-07-05 | XLY | Sell | $78.23 | allocation |
| 2016-07-01 | 2016-07-05 | XLU | Buy | $52.87 | allocation |
| 2016-07-01 | 2016-07-05 | XLV | Buy | $72.09 | allocation |
| 2016-08-01 | 2016-08-02 | XLV | Sell | $75.39 | allocation |
| 2016-08-01 | 2016-08-02 | XLP | Buy | $54.68 | allocation |
| 2016-08-01 | 2016-08-02 | XLU | Buy | $51.81 | allocation |
| 2016-09-01 | 2016-09-02 | XLP | Sell | $54.82 | allocation |
| 2016-09-01 | 2016-09-02 | XLU | Buy | $49.63 | allocation |
| 2016-09-01 | 2016-09-02 | XLV | Buy | $72.65 | allocation |
| 2016-10-03 | 2016-10-04 | XLP | Sell | $52.42 | allocation |
| 2016-10-03 | 2016-10-04 | XLU | Sell | $47.29 | allocation |
| 2016-10-03 | 2016-10-04 | XLV | Sell | $71.91 | allocation |
| 2016-10-03 | 2016-10-04 | XLK | Buy | $47.47 | allocation |
| 2016-10-03 | 2016-10-04 | XLY | Buy | $79.71 | allocation |
| 2016-11-01 | 2016-11-02 | XLK | Sell | $46.71 | allocation |
| 2016-11-01 | 2016-11-02 | XLV | Sell | $66.65 | allocation |
| 2016-11-01 | 2016-11-02 | XLY | Sell | $77.08 | allocation |
| 2016-11-01 | 2016-11-02 | XLP | Buy | $52.44 | allocation |
| 2016-12-01 | 2016-12-02 | XLK | Sell | $46.69 | allocation |
| 2016-12-01 | 2016-12-02 | XLY | Sell | $81.44 | allocation |
| 2016-12-01 | 2016-12-02 | XLI | Buy | $62.81 | allocation |
| 2016-12-01 | 2016-12-02 | XLP | Buy | $50.57 | allocation |
| 2017-01-03 | 2017-01-04 | XLI | Sell | $62.96 | allocation |
| 2017-01-03 | 2017-01-04 | XLP | Sell | $51.90 | allocation |
| 2017-01-03 | 2017-01-04 | XLY | Sell | $82.97 | allocation |
| 2017-01-03 | 2017-01-04 | XLB | Buy | $50.72 | allocation |
| 2017-02-01 | 2017-02-02 | XLB | Sell | $51.99 | allocation |
| 2017-02-01 | 2017-02-02 | XLI | Buy | $63.15 | allocation |
| 2017-02-01 | 2017-02-02 | XLP | Buy | $52.66 | allocation |
| 2017-02-01 | 2017-02-02 | XLY | Buy | $84.60 | allocation |
| 2017-03-01 | 2017-03-02 | XLI | Sell | $66.25 | allocation |
| 2017-03-01 | 2017-03-02 | XLP | Sell | $55.35 | allocation |
| 2017-03-01 | 2017-03-02 | XLY | Sell | $87.13 | allocation |
| 2017-03-01 | 2017-03-02 | XLK | Buy | $52.74 | allocation |
| 2017-03-01 | 2017-03-02 | XLV | Buy | $75.50 | allocation |
| 2017-04-03 | 2017-04-04 | XLK | Sell | $53.30 | allocation |
| 2017-04-03 | 2017-04-04 | XLV | Sell | $74.38 | allocation |
| 2017-04-03 | 2017-04-04 | XLP | Buy | $54.65 | allocation |
| 2017-04-03 | 2017-04-04 | XLY | Buy | $87.46 | allocation |
| 2017-05-01 | 2017-05-02 | XLK | Sell | $54.91 | allocation |
| 2017-05-01 | 2017-05-02 | XLY | Sell | $90.28 | allocation |
| 2017-05-01 | 2017-05-02 | XLP | Buy | $54.60 | allocation |
| 2017-06-01 | 2017-06-02 | XLK | Sell | $57.19 | allocation |
| 2017-06-01 | 2017-06-02 | XLP | Sell | $57.27 | allocation |
| 2017-06-01 | 2017-06-02 | XLV | Buy | $77.42 | allocation |
| 2017-06-01 | 2017-06-02 | XLY | Buy | $92.24 | allocation |
| 2017-07-03 | 2017-07-05 | XLV | Sell | $79.85 | allocation |
| 2017-07-03 | 2017-07-05 | XLY | Sell | $89.32 | allocation |
| 2017-07-03 | 2017-07-05 | XLP | Buy | $54.85 | allocation |
| 2017-07-03 | 2017-07-05 | XLU | Buy | $51.47 | allocation |
| 2017-08-01 | 2017-08-02 | XLU | Sell | $53.75 | allocation |
| 2017-08-01 | 2017-08-02 | XLP | Buy | $55.22 | allocation |
| 2017-08-01 | 2017-08-02 | XLV | Buy | $79.53 | allocation |
| 2017-09-01 | 2017-09-05 | XLU | Sell | $54.94 | allocation |
| 2017-09-01 | 2017-09-05 | XLV | Sell | $80.88 | allocation |
| 2017-09-01 | 2017-09-05 | XLI | Buy | $67.83 | allocation |
| 2017-09-01 | 2017-09-05 | XLP | Buy | $55.05 | allocation |
| 2017-10-02 | 2017-10-03 | XLI | Sell | $71.80 | allocation |
| 2017-10-02 | 2017-10-03 | XLU | Sell | $52.99 | allocation |
| 2017-10-02 | 2017-10-03 | XLP | Buy | $53.94 | allocation |
| 2017-10-02 | 2017-10-03 | XLY | Buy | $90.63 | allocation |
| 2017-11-01 | 2017-11-02 | XLI | Sell | $71.90 | allocation |
| 2017-11-01 | 2017-11-02 | XLY | Sell | $91.33 | allocation |
| 2017-11-01 | 2017-11-02 | XLP | Buy | $53.13 | allocation |
| 2017-12-01 | 2017-12-04 | XLI | Sell | $74.21 | allocation |
| 2017-12-01 | 2017-12-04 | XLP | Sell | $56.72 | allocation |
| 2017-12-01 | 2017-12-04 | XLY | Sell | $97.73 | allocation |
| 2017-12-01 | 2017-12-04 | XLB | Buy | $59.68 | allocation |
| 2017-12-01 | 2017-12-04 | XLV | Buy | $82.28 | allocation |
| 2018-01-02 | 2018-01-03 | XLB | Sell | $61.82 | allocation |
| 2018-01-02 | 2018-01-03 | XLP | Buy | $56.52 | allocation |
| 2018-01-02 | 2018-01-03 | XLV | Buy | $84.41 | allocation |
| 2018-01-02 | 2018-01-03 | XLY | Buy | $100.65 | allocation |
| 2018-02-01 | 2018-02-02 | XLV | Sell | $86.89 | allocation |
| 2018-02-01 | 2018-02-02 | XLY | Sell | $105.59 | allocation |
| 2018-02-01 | 2018-02-02 | XLI | Buy | $77.99 | allocation |
| 2018-02-01 | 2018-02-02 | XLP | Buy | $56.47 | allocation |
| 2018-03-01 | 2018-03-02 | XLI | Sell | $75.13 | allocation |
| 2018-03-01 | 2018-03-02 | XLY | Sell | $103.05 | allocation |
| 2018-03-01 | 2018-03-02 | XLP | Buy | $53.74 | allocation |
| 2018-03-01 | 2018-03-02 | XLU | Buy | $48.94 | allocation |
| 2018-04-02 | 2018-04-03 | XLU | Sell | $50.31 | allocation |
| 2018-04-02 | 2018-04-03 | XLP | Buy | $52.02 | allocation |
| 2018-04-02 | 2018-04-03 | XLY | Buy | $99.68 | allocation |
| 2018-05-01 | 2018-05-02 | XLU | Sell | $51.35 | allocation |
| 2018-05-01 | 2018-05-02 | XLY | Sell | $103.13 | allocation |
| 2018-05-01 | 2018-05-02 | XLP | Buy | $49.03 | allocation |
| 2018-05-01 | 2018-05-02 | XLV | Buy | $81.09 | allocation |
| 2018-06-01 | 2018-06-04 | XLP | Sell | $50.07 | allocation |
| 2018-06-01 | 2018-06-04 | XLV | Sell | $83.67 | allocation |
| 2018-06-01 | 2018-06-04 | XLU | Buy | $49.81 | allocation |
| 2018-06-01 | 2018-06-04 | XLY | Buy | $107.73 | allocation |
| 2018-07-02 | 2018-07-03 | XLU | Sell | $52.48 | allocation |
| 2018-07-02 | 2018-07-03 | XLP | Buy | $51.35 | allocation |
| 2018-07-02 | 2018-07-03 | XLV | Buy | $83.92 | allocation |
| 2018-07-02 | 2018-07-03 | XLY | Buy | $108.90 | allocation |
| 2018-08-01 | 2018-08-02 | XLP | Sell | $53.66 | allocation |
| 2018-08-01 | 2018-08-02 | XLV | Sell | $89.28 | allocation |
| 2018-08-01 | 2018-08-02 | XLY | Buy | $111.48 | allocation |
| 2018-09-04 | 2018-09-05 | XLV | Sell | $92.41 | allocation |
| 2018-09-04 | 2018-09-05 | XLY | Sell | $115.91 | allocation |
| 2018-09-04 | 2018-09-05 | XLP | Buy | $54.33 | allocation |
| 2018-10-01 | 2018-10-02 | XLV | Sell | $95.51 | allocation |
| 2018-10-01 | 2018-10-02 | XLP | Buy | $54.20 | allocation |
| 2018-10-01 | 2018-10-02 | XLY | Buy | $115.28 | allocation |
| 2018-11-01 | 2018-11-02 | XLP | Sell | $55.11 | allocation |
| 2018-11-01 | 2018-11-02 | XLY | Sell | $107.97 | allocation |
| 2018-11-01 | 2018-11-02 | XLU | Buy | $53.15 | allocation |
| 2018-11-01 | 2018-11-02 | XLV | Buy | $89.26 | allocation |
| 2018-12-03 | 2018-12-04 | XLU | Sell | $56.19 | allocation |
| 2018-12-03 | 2018-12-04 | XLV | Sell | $93.28 | allocation |
| 2018-12-03 | 2018-12-04 | XLP | Buy | $55.36 | allocation |
| 2019-01-02 | 2019-01-03 | XLU | Sell | $52.00 | allocation |
| 2019-01-02 | 2019-01-03 | XLP | Buy | $50.19 | allocation |
| 2019-01-02 | 2019-01-03 | XLV | Buy | $83.47 | allocation |
| 2019-02-01 | 2019-02-04 | XLV | Sell | $90.49 | allocation |
| 2019-02-01 | 2019-02-04 | XLP | Buy | $53.56 | allocation |
| 2019-02-01 | 2019-02-04 | XLU | Buy | $54.64 | allocation |
| 2019-03-01 | 2019-03-04 | XLU | Sell | $57.23 | allocation |
| 2019-03-01 | 2019-03-04 | XLP | Buy | $54.15 | allocation |
| 2019-03-01 | 2019-03-04 | XLV | Buy | $91.69 | allocation |
| 2019-04-01 | 2019-04-02 | XLP | Sell | $55.46 | allocation |
| 2019-04-01 | 2019-04-02 | XLU | Buy | $57.85 | allocation |
| 2019-04-01 | 2019-04-02 | XLV | Buy | $91.68 | allocation |
| 2019-05-01 | 2019-05-02 | XLP | Sell | $56.98 | allocation |
| 2019-05-01 | 2019-05-02 | XLU | Sell | $57.98 | allocation |
| 2019-05-01 | 2019-05-02 | XLV | Sell | $89.48 | allocation |
| 2019-05-01 | 2019-05-02 | XLY | Buy | $118.70 | allocation |
| 2019-06-03 | 2019-06-04 | XLP | Sell | $56.82 | allocation |
| 2019-06-03 | 2019-06-04 | XLU | Sell | $58.88 | allocation |
| 2019-06-03 | 2019-06-04 | XLY | Buy | $112.99 | allocation |
| 2019-07-01 | 2019-07-02 | XLY | Sell | $120.51 | allocation |
| 2019-07-01 | 2019-07-02 | XLP | Buy | $58.93 | allocation |
| 2019-07-01 | 2019-07-02 | XLU | Buy | $60.29 | allocation |
| 2019-07-01 | 2019-07-02 | XLV | Buy | $93.60 | allocation |
| 2019-08-01 | 2019-08-02 | XLP | Sell | $59.23 | allocation |
| 2019-08-01 | 2019-08-02 | XLU | Sell | $60.15 | allocation |
| 2019-08-01 | 2019-08-02 | XLV | Buy | $91.05 | allocation |
| 2019-09-03 | 2019-09-04 | XLP | Sell | $61.62 | allocation |
| 2019-09-03 | 2019-09-04 | XLU | Sell | $63.75 | allocation |
| 2019-09-03 | 2019-09-04 | XLV | Buy | $90.13 | allocation |
| 2019-10-01 | 2019-10-02 | XLU | Sell | $63.73 | allocation |
| 2019-10-01 | 2019-10-02 | XLP | Buy | $60.03 | allocation |
| 2019-10-01 | 2019-10-02 | XLV | Buy | $87.95 | allocation |
| 2019-11-01 | 2019-11-04 | XLV | Sell | $94.58 | allocation |
| 2019-11-01 | 2019-11-04 | XLP | Buy | $60.56 | allocation |
| 2019-11-01 | 2019-11-04 | XLU | Buy | $63.27 | allocation |
| 2019-12-02 | 2019-12-03 | XLP | Sell | $62.04 | allocation |
| 2019-12-02 | 2019-12-03 | XLV | Sell | $98.83 | allocation |
| 2019-12-02 | 2019-12-03 | XLU | Buy | $62.81 | allocation |
| 2019-12-02 | 2019-12-03 | XLY | Buy | $120.22 | allocation |
| 2020-01-02 | 2020-01-03 | XLY | Sell | $125.83 | allocation |
| 2020-01-02 | 2020-01-03 | XLP | Buy | $62.38 | allocation |
| 2020-01-02 | 2020-01-03 | XLU | Buy | $63.94 | allocation |
| 2020-02-03 | 2020-02-04 | XLU | Sell | $68.51 | allocation |
| 2020-02-03 | 2020-02-04 | XLP | Buy | $63.56 | allocation |
| 2020-02-03 | 2020-02-04 | XLY | Buy | $128.51 | allocation |
| 2020-03-02 | 2020-03-03 | XLP | Sell | $60.26 | allocation |
| 2020-03-02 | 2020-03-03 | XLU | Sell | $65.03 | allocation |
| 2020-03-02 | 2020-03-03 | XLV | Buy | $94.54 | allocation |
| 2020-03-02 | 2020-03-03 | XLY | Buy | $116.91 | allocation |
| 2020-04-01 | 2020-04-02 | XLP | Sell | $54.92 | allocation |
| 2020-04-01 | 2020-04-02 | XLV | Sell | $87.57 | allocation |
| 2020-04-01 | 2020-04-02 | XLY | Buy | $94.05 | allocation |
| 2020-05-01 | 2020-05-04 | XLY | Sell | $112.85 | allocation |
| 2020-05-01 | 2020-05-04 | XLP | Buy | $57.59 | allocation |
| 2020-05-01 | 2020-05-04 | XLV | Buy | $97.78 | allocation |
| 2020-06-01 | 2020-06-02 | XLY | Sell | $126.44 | allocation |
| 2020-06-01 | 2020-06-02 | XLP | Buy | $59.80 | allocation |
| 2020-06-01 | 2020-06-02 | XLV | Buy | $102.58 | allocation |
| 2020-07-01 | 2020-07-02 | XLY | Sell | $129.51 | allocation |
| 2020-07-01 | 2020-07-02 | XLP | Buy | $58.99 | allocation |
| 2020-07-01 | 2020-07-02 | XLV | Buy | $101.60 | allocation |
| 2020-08-03 | 2020-08-04 | XLP | Sell | $63.31 | allocation |
| 2020-08-03 | 2020-08-04 | XLY | Sell | $137.81 | allocation |
| 2020-08-03 | 2020-08-04 | XLU | Buy | $60.83 | allocation |
| 2020-08-03 | 2020-08-04 | XLV | Buy | $106.15 | allocation |
| 2020-09-01 | 2020-09-02 | XLP | Sell | $66.84 | allocation |
| 2020-09-01 | 2020-09-02 | XLV | Sell | $109.44 | allocation |
| 2020-09-01 | 2020-09-02 | XLU | Buy | $60.39 | allocation |
| 2020-10-01 | 2020-10-02 | XLU | Sell | $60.69 | allocation |
| 2020-10-01 | 2020-10-02 | XLP | Buy | $64.10 | allocation |
| 2020-10-01 | 2020-10-02 | XLV | Buy | $104.16 | allocation |
| 2020-10-01 | 2020-10-02 | XLY | Buy | $148.27 | allocation |
| 2020-11-02 | 2020-11-03 | XLP | Sell | $64.29 | allocation |
| 2020-11-02 | 2020-11-03 | XLV | Sell | $105.00 | allocation |
| 2020-11-02 | 2020-11-03 | XLY | Sell | $147.16 | allocation |
| 2020-11-02 | 2020-11-03 | XLU | Buy | $64.67 | allocation |
| 2020-12-01 | 2020-12-02 | XLP | Sell | $66.94 | allocation |
| 2020-12-01 | 2020-12-02 | XLV | Sell | $111.49 | allocation |
| 2020-12-01 | 2020-12-02 | XLU | Buy | $63.70 | allocation |
| 2021-01-04 | 2021-01-05 | XLP | Sell | $66.72 | allocation |
| 2021-01-04 | 2021-01-05 | XLU | Sell | $61.11 | allocation |
| 2021-01-04 | 2021-01-05 | XLV | Sell | $113.77 | allocation |
| 2021-01-04 | 2021-01-05 | XLY | Buy | $160.61 | allocation |
| 2021-02-01 | 2021-02-02 | XLV | Sell | $115.80 | allocation |
| 2021-02-01 | 2021-02-02 | XLY | Sell | $169.75 | allocation |
| 2021-02-01 | 2021-02-02 | XLP | Buy | $64.58 | allocation |
| 2021-03-01 | 2021-03-02 | XLP | Sell | $63.83 | allocation |
| 2021-03-01 | 2021-03-02 | XLV | Sell | $113.75 | allocation |
| 2021-03-01 | 2021-03-02 | XLY | Sell | $163.03 | allocation |
| 2021-03-01 | 2021-03-02 | XLI | Buy | $92.66 | allocation |
| 2021-04-01 | 2021-04-05 | XLI | Sell | $100.00 | allocation |
| 2021-04-01 | 2021-04-05 | XLP | Sell | $68.85 | allocation |
| 2021-04-01 | 2021-04-05 | XLU | Buy | $64.68 | allocation |
| 2021-04-01 | 2021-04-05 | XLV | Buy | $117.20 | allocation |
| 2021-05-03 | 2021-05-04 | XLV | Sell | $122.84 | allocation |
| 2021-05-03 | 2021-05-04 | XLP | Buy | $69.79 | allocation |
| 2021-05-03 | 2021-05-04 | XLU | Buy | $66.46 | allocation |
| 2021-06-01 | 2021-06-02 | XLP | Sell | $70.83 | allocation |
| 2021-06-01 | 2021-06-02 | XLU | Buy | $65.10 | allocation |
| 2021-06-01 | 2021-06-02 | XLV | Buy | $121.33 | allocation |
| 2021-07-01 | 2021-07-02 | XLU | Sell | $64.02 | allocation |
| 2021-07-01 | 2021-07-02 | XLV | Sell | $128.29 | allocation |
| 2021-07-01 | 2021-07-02 | XLI | Buy | $103.29 | allocation |
| 2021-07-01 | 2021-07-02 | XLP | Buy | $69.93 | allocation |
| 2021-08-02 | 2021-08-03 | XLI | Sell | $103.99 | allocation |
| 2021-08-02 | 2021-08-03 | XLV | Sell | $134.17 | allocation |
| 2021-08-02 | 2021-08-03 | XLP | Buy | $71.53 | allocation |
| 2021-08-02 | 2021-08-03 | XLU | Buy | $66.86 | allocation |
| 2021-09-01 | 2021-09-02 | XLU | Sell | $70.07 | allocation |
| 2021-09-01 | 2021-09-02 | XLK | Buy | $158.73 | allocation |
| 2021-09-01 | 2021-09-02 | XLP | Buy | $72.92 | allocation |
| 2021-09-01 | 2021-09-02 | XLV | Buy | $136.70 | allocation |
| 2021-10-01 | 2021-10-04 | XLK | Sell | $148.06 | allocation |
| 2021-10-01 | 2021-10-04 | XLP | Sell | $68.80 | allocation |
| 2021-10-01 | 2021-10-04 | XLU | Buy | $64.76 | allocation |
| 2021-10-01 | 2021-10-04 | XLV | Buy | $125.39 | allocation |
| 2021-11-01 | 2021-11-02 | XLU | Sell | $67.21 | allocation |
| 2021-11-01 | 2021-11-02 | XLV | Sell | $134.50 | allocation |
| 2021-11-01 | 2021-11-02 | XLI | Buy | $105.13 | allocation |
| 2021-11-01 | 2021-11-02 | XLP | Buy | $71.84 | allocation |
| 2021-12-01 | 2021-12-02 | XLP | Sell | $70.69 | allocation |
| 2021-12-01 | 2021-12-02 | XLI | Buy | $102.32 | allocation |
| 2021-12-01 | 2021-12-02 | XLV | Buy | $130.13 | allocation |
| 2022-01-03 | 2022-01-04 | XLI | Sell | $107.05 | allocation |
| 2022-01-03 | 2022-01-04 | XLP | Sell | $77.62 | allocation |
| 2022-01-03 | 2022-01-04 | XLU | Buy | $70.65 | allocation |
| 2022-01-03 | 2022-01-04 | XLV | Buy | $137.60 | allocation |
| 2022-02-01 | 2022-02-02 | XLP | Sell | $76.81 | allocation |
| 2022-02-01 | 2022-02-02 | XLU | Sell | $69.34 | allocation |
| 2022-02-01 | 2022-02-02 | XLV | Buy | $133.35 | allocation |
| 2022-03-01 | 2022-03-02 | XLU | Sell | $68.16 | allocation |
| 2022-03-01 | 2022-03-02 | XLV | Sell | $131.19 | allocation |
| 2022-03-01 | 2022-03-02 | XLP | Buy | $75.25 | allocation |
| 2022-04-01 | 2022-04-04 | XLU | Sell | $74.92 | allocation |
| 2022-04-01 | 2022-04-04 | XLP | Buy | $76.41 | allocation |
| 2022-04-01 | 2022-04-04 | XLV | Buy | $136.92 | allocation |
| 2022-05-02 | 2022-05-03 | XLP | Sell | $76.40 | allocation |
| 2022-05-02 | 2022-05-03 | XLV | Sell | $129.89 | allocation |
| 2022-05-02 | 2022-05-03 | XLI | Buy | $95.97 | allocation |
| 2022-05-02 | 2022-05-03 | XLU | Buy | $70.80 | allocation |
| 2022-06-01 | 2022-06-02 | XLP | Sell | $74.57 | allocation |
| 2022-06-01 | 2022-06-02 | XLU | Sell | $74.71 | allocation |
| 2022-06-01 | 2022-06-02 | XLI | Buy | $95.92 | allocation |
| 2022-06-01 | 2022-06-02 | XLV | Buy | $131.36 | allocation |
| 2022-07-01 | 2022-07-05 | XLI | Sell | $86.78 | allocation |
| 2022-07-01 | 2022-07-05 | XLV | Sell | $128.93 | allocation |
| 2022-07-01 | 2022-07-05 | XLP | Buy | $72.75 | allocation |
| 2022-07-01 | 2022-07-05 | XLU | Buy | $69.40 | allocation |
| 2022-08-01 | 2022-08-02 | XLU | Sell | $73.88 | allocation |
| 2022-08-01 | 2022-08-02 | XLP | Buy | $74.82 | allocation |
| 2022-08-01 | 2022-08-02 | XLV | Buy | $130.95 | allocation |
| 2022-09-01 | 2022-09-02 | XLU | Sell | $74.60 | allocation |
| 2022-09-01 | 2022-09-02 | XLP | Buy | $72.56 | allocation |
| 2022-09-01 | 2022-09-02 | XLV | Buy | $124.99 | allocation |
| 2022-10-03 | 2022-10-04 | XLV | Sell | $126.47 | allocation |
| 2022-10-03 | 2022-10-04 | XLP | Buy | $68.91 | allocation |
| 2022-10-03 | 2022-10-04 | XLU | Buy | $68.86 | allocation |
| 2022-11-01 | 2022-11-02 | XLP | Sell | $71.25 | allocation |
| 2022-11-01 | 2022-11-02 | XLU | Sell | $66.39 | allocation |
| 2022-11-01 | 2022-11-02 | XLV | Sell | $130.57 | allocation |
| 2022-11-01 | 2022-11-02 | XLI | Buy | $92.60 | allocation |
| 2022-12-01 | 2022-12-02 | XLI | Sell | $102.33 | allocation |
| 2022-12-01 | 2022-12-02 | XLP | Buy | $77.19 | allocation |
| 2022-12-01 | 2022-12-02 | XLV | Buy | $139.78 | allocation |
| 2023-01-03 | 2023-01-04 | XLI | Sell | $99.29 | allocation |
| 2023-01-03 | 2023-01-04 | XLV | Sell | $135.82 | allocation |
| 2023-01-03 | 2023-01-04 | XLP | Buy | $74.56 | allocation |
| 2023-02-01 | 2023-02-02 | XLI | Sell | $103.39 | allocation |
| 2023-02-01 | 2023-02-02 | XLP | Buy | $73.69 | allocation |
| 2023-02-01 | 2023-02-02 | XLV | Buy | $133.08 | allocation |
| 2023-03-01 | 2023-03-02 | XLI | Sell | $102.56 | allocation |
| 2023-03-01 | 2023-03-02 | XLP | Sell | $72.48 | allocation |
| 2023-03-01 | 2023-03-02 | XLF | Buy | $35.43 | allocation |
| 2023-03-01 | 2023-03-02 | XLV | Buy | $127.74 | allocation |
| 2023-04-03 | 2023-04-04 | XLF | Sell | $31.91 | allocation |
| 2023-04-03 | 2023-04-04 | XLP | Sell | $74.95 | allocation |
| 2023-04-03 | 2023-04-04 | XLV | Sell | $130.93 | allocation |
| 2023-04-03 | 2023-04-04 | XLI | Buy | $99.09 | allocation |
| 2023-05-01 | 2023-05-02 | XLP | Sell | $77.29 | allocation |
| 2023-05-01 | 2023-05-02 | XLV | Sell | $133.64 | allocation |
| 2023-05-01 | 2023-05-02 | XLI | Buy | $99.49 | allocation |
| 2023-06-01 | 2023-06-02 | XLI | Sell | $100.94 | allocation |
| 2023-06-01 | 2023-06-02 | XLP | Buy | $73.61 | allocation |
| 2023-06-01 | 2023-06-02 | XLU | Buy | $65.12 | allocation |
| 2023-06-01 | 2023-06-02 | XLV | Buy | $130.32 | allocation |
| 2023-07-03 | 2023-07-05 | XLU | Sell | $66.68 | allocation |
| 2023-07-03 | 2023-07-05 | XLP | Buy | $74.62 | allocation |
| 2023-07-03 | 2023-07-05 | XLV | Buy | $131.57 | allocation |
| 2023-08-01 | 2023-08-02 | XLP | Sell | $75.61 | allocation |
| 2023-08-01 | 2023-08-02 | XLU | Sell | $66.25 | allocation |
| 2023-08-01 | 2023-08-02 | XLV | Sell | $133.54 | allocation |
| 2023-08-01 | 2023-08-02 | XLF | Buy | $35.03 | allocation |
| 2023-09-01 | 2023-09-05 | XLF | Sell | $34.34 | allocation |
| 2023-09-01 | 2023-09-05 | XLV | Sell | $132.19 | allocation |
| 2023-09-01 | 2023-09-05 | XLI | Buy | $106.97 | allocation |
| 2023-09-01 | 2023-09-05 | XLP | Buy | $71.52 | allocation |
| 2023-10-02 | 2023-10-03 | XLP | Sell | $67.85 | allocation |
| 2023-10-02 | 2023-10-03 | XLV | Sell | $127.42 | allocation |
| 2023-10-02 | 2023-10-03 | XLI | Buy | $99.69 | allocation |
| 2023-11-01 | 2023-11-02 | XLI | Sell | $100.71 | allocation |
| 2023-11-01 | 2023-11-02 | XLP | Sell | $68.67 | allocation |
| 2023-11-01 | 2023-11-02 | XLF | Buy | $33.34 | allocation |
| 2023-11-01 | 2023-11-02 | XLV | Buy | $126.78 | allocation |
| 2023-12-01 | 2023-12-04 | XLF | Sell | $36.13 | allocation |
| 2023-12-01 | 2023-12-04 | XLP | Buy | $71.04 | allocation |
| 2023-12-01 | 2023-12-04 | XLV | Buy | $132.08 | allocation |
| 2024-01-02 | 2024-01-03 | XLF | Sell | $37.44 | allocation |
| 2024-01-02 | 2024-01-03 | XLV | Sell | $138.55 | allocation |
| 2024-01-02 | 2024-01-03 | XLP | Buy | $72.27 | allocation |
| 2024-02-01 | 2024-02-02 | XLF | Sell | $38.98 | allocation |
| 2024-02-01 | 2024-02-02 | XLP | Buy | $74.17 | allocation |
| 2024-02-01 | 2024-02-02 | XLV | Buy | $141.99 | allocation |
| 2024-03-01 | 2024-03-04 | XLF | Sell | $40.39 | allocation |
| 2024-03-01 | 2024-03-04 | XLV | Sell | $146.12 | allocation |
| 2024-03-01 | 2024-03-04 | XLP | Buy | $74.52 | allocation |
| 2024-04-01 | 2024-04-02 | XLF | Sell | $41.67 | allocation |
| 2024-04-01 | 2024-04-02 | XLP | Sell | $75.36 | allocation |
| 2024-04-01 | 2024-04-02 | XLV | Buy | $144.19 | allocation |
| 2024-05-01 | 2024-05-02 | XLF | Sell | $40.46 | allocation |
| 2024-05-01 | 2024-05-02 | XLP | Sell | $75.65 | allocation |
| 2024-05-01 | 2024-05-02 | XLI | Buy | $121.92 | allocation |
| 2024-05-01 | 2024-05-02 | XLV | Buy | $140.48 | allocation |
| 2024-06-03 | 2024-06-04 | XLP | Sell | $77.98 | allocation |
| 2024-06-03 | 2024-06-04 | XLV | Sell | $145.13 | allocation |
| 2024-06-03 | 2024-06-04 | XLI | Buy | $121.70 | allocation |
| 2024-07-01 | 2024-07-02 | XLI | Sell | $121.22 | allocation |
| 2024-07-01 | 2024-07-02 | XLV | Sell | $144.40 | allocation |
| 2024-07-01 | 2024-07-02 | XLF | Buy | $41.68 | allocation |
| 2024-07-01 | 2024-07-02 | XLP | Buy | $76.57 | allocation |
| 2024-08-01 | 2024-08-02 | XLP | Sell | $79.26 | allocation |
| 2024-08-01 | 2024-08-02 | XLV | Sell | $150.86 | allocation |
| 2024-08-01 | 2024-08-02 | XLF | Buy | $42.06 | allocation |
| 2024-09-03 | 2024-09-04 | XLF | Sell | $45.45 | allocation |
| 2024-09-03 | 2024-09-04 | XLP | Buy | $83.48 | allocation |
| 2024-09-03 | 2024-09-04 | XLU | Buy | $76.83 | allocation |
| 2024-09-03 | 2024-09-04 | XLV | Buy | $156.63 | allocation |
| 2024-10-01 | 2024-10-02 | XLU | Sell | $81.47 | allocation |
| 2024-10-01 | 2024-10-02 | XLP | Buy | $82.02 | allocation |
| 2024-10-01 | 2024-10-02 | XLV | Buy | $152.90 | allocation |
| 2024-11-01 | 2024-11-04 | XLP | Sell | $80.37 | allocation |
| 2024-11-01 | 2024-11-04 | XLU | Sell | $77.20 | allocation |
| 2024-11-01 | 2024-11-04 | XLI | Buy | $133.86 | allocation |
| 2024-11-01 | 2024-11-04 | XLV | Buy | $146.77 | allocation |
| 2024-12-02 | 2024-12-03 | XLI | Sell | $142.03 | allocation |
| 2024-12-02 | 2024-12-03 | XLB | Buy | $94.42 | allocation |
| 2024-12-02 | 2024-12-03 | XLP | Buy | $82.69 | allocation |
| 2024-12-02 | 2024-12-03 | XLV | Buy | $146.82 | allocation |
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