BACKTEST · ALLOCATION
Risk parity (inverse-volatility / equal risk contribution)
SPY, TLT and GLD weighted each month by inverse 60 day volatility, so each holds about the same risk. No leverage.
From 2015-01-02 to 2024-12-31, this rule made 3 trades and returned +69.2%. Buying and holding SPY returned +185.3% over the same dates. The largest drop from a past high was 22.9%.
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SCORE
Portfolio equity vs benchmark
The rule
SPY, TLT and GLD weighted each month by inverse 60 day volatility, so each holds about the same risk. No leverage. Orders fill at the next close.
ENTER WHEN
First session of the month: weight SPY, TLT and GLD by inverse 60 day volatility
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
3 trades and 351 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 | GLD | Buy | $115.28 | allocation |
| 2015-04-01 | 2015-04-02 | SPY | Buy | $206.44 | allocation |
| 2015-04-01 | 2015-04-02 | TLT | Buy | $130.73 | allocation |
| 2015-05-01 | 2015-05-04 | GLD | Sell | $114.10 | allocation |
| 2015-05-01 | 2015-05-04 | SPY | Buy | $211.32 | allocation |
| 2015-05-01 | 2015-05-04 | TLT | Buy | $122.83 | allocation |
| 2015-06-01 | 2015-06-02 | SPY | Sell | $211.36 | allocation |
| 2015-06-01 | 2015-06-02 | TLT | Sell | $119.44 | allocation |
| 2015-06-01 | 2015-06-02 | GLD | Buy | $114.46 | allocation |
| 2015-07-01 | 2015-07-02 | TLT | Sell | $116.07 | allocation |
| 2015-07-01 | 2015-07-02 | GLD | Buy | $111.76 | allocation |
| 2015-07-01 | 2015-07-02 | SPY | Buy | $207.32 | allocation |
| 2015-08-03 | 2015-08-04 | SPY | Sell | $209.32 | allocation |
| 2015-08-03 | 2015-08-04 | TLT | Sell | $122.57 | allocation |
| 2015-08-03 | 2015-08-04 | GLD | Buy | $104.31 | allocation |
| 2015-09-01 | 2015-09-02 | SPY | Sell | $195.41 | allocation |
| 2015-09-01 | 2015-09-02 | GLD | Buy | $108.62 | allocation |
| 2015-09-01 | 2015-09-02 | TLT | Buy | $120.98 | allocation |
| 2015-10-01 | 2015-10-02 | GLD | Sell | $108.99 | allocation |
| 2015-10-01 | 2015-10-02 | SPY | Sell | $195.00 | allocation |
| 2015-10-01 | 2015-10-02 | TLT | Buy | $124.56 | allocation |
| 2015-11-02 | 2015-11-03 | GLD | Sell | $106.98 | allocation |
| 2015-11-02 | 2015-11-03 | SPY | Sell | $211.00 | allocation |
| 2015-11-02 | 2015-11-03 | TLT | Buy | $120.95 | allocation |
| 2015-12-01 | 2015-12-02 | GLD | Sell | $100.69 | allocation |
| 2015-12-01 | 2015-12-02 | TLT | Sell | $122.87 | allocation |
| 2015-12-01 | 2015-12-02 | SPY | Buy | $208.53 | allocation |
| 2016-01-04 | 2016-01-05 | GLD | Sell | $103.18 | allocation |
| 2016-01-04 | 2016-01-05 | SPY | Buy | $201.36 | allocation |
| 2016-01-04 | 2016-01-05 | TLT | Buy | $120.96 | allocation |
| 2016-02-01 | 2016-02-02 | SPY | Sell | $190.16 | allocation |
| 2016-02-01 | 2016-02-02 | GLD | Buy | $108.09 | allocation |
| 2016-02-01 | 2016-02-02 | TLT | Buy | $129.02 | allocation |
| 2016-03-01 | 2016-03-02 | GLD | Sell | $118.68 | allocation |
| 2016-03-01 | 2016-03-02 | SPY | Buy | $199.00 | allocation |
| 2016-03-01 | 2016-03-02 | TLT | Buy | $128.96 | allocation |
| 2016-04-01 | 2016-04-04 | GLD | Sell | $116.15 | allocation |
| 2016-04-01 | 2016-04-04 | SPY | Buy | $206.25 | allocation |
| 2016-04-01 | 2016-04-04 | TLT | Buy | $130.76 | allocation |
| 2016-05-02 | 2016-05-03 | GLD | Sell | $122.96 | allocation |
Show all 351 fills
| Signal date | Fill date | Ticker | Side | Price | Reason |
|---|---|---|---|---|---|
| 2016-05-02 | 2016-05-03 | TLT | Sell | $129.43 | allocation |
| 2016-05-02 | 2016-05-03 | SPY | Buy | $206.16 | allocation |
| 2016-06-01 | 2016-06-02 | TLT | Sell | $131.36 | allocation |
| 2016-06-01 | 2016-06-02 | GLD | Buy | $115.67 | allocation |
| 2016-06-01 | 2016-06-02 | SPY | Buy | $210.91 | allocation |
| 2016-07-01 | 2016-07-05 | SPY | Sell | $208.41 | allocation |
| 2016-07-01 | 2016-07-05 | TLT | Sell | $142.33 | allocation |
| 2016-07-01 | 2016-07-05 | GLD | Buy | $129.47 | allocation |
| 2016-08-01 | 2016-08-02 | TLT | Sell | $138.33 | allocation |
| 2016-08-01 | 2016-08-02 | GLD | Buy | $130.27 | allocation |
| 2016-08-01 | 2016-08-02 | SPY | Buy | $215.55 | allocation |
| 2016-09-01 | 2016-09-02 | TLT | Sell | $138.63 | allocation |
| 2016-09-01 | 2016-09-02 | GLD | Buy | $126.57 | allocation |
| 2016-09-01 | 2016-09-02 | SPY | Buy | $218.37 | allocation |
| 2016-10-03 | 2016-10-04 | TLT | Sell | $135.21 | allocation |
| 2016-10-03 | 2016-10-04 | GLD | Buy | $120.97 | allocation |
| 2016-10-03 | 2016-10-04 | SPY | Buy | $214.68 | allocation |
| 2016-11-01 | 2016-11-02 | GLD | Sell | $123.64 | allocation |
| 2016-11-01 | 2016-11-02 | SPY | Sell | $209.74 | allocation |
| 2016-11-01 | 2016-11-02 | TLT | Buy | $131.58 | allocation |
| 2016-12-01 | 2016-12-02 | SPY | Sell | $219.68 | allocation |
| 2016-12-01 | 2016-12-02 | TLT | Sell | $119.60 | allocation |
| 2016-12-01 | 2016-12-02 | GLD | Buy | $112.14 | allocation |
| 2017-01-03 | 2017-01-04 | GLD | Sell | $110.86 | allocation |
| 2017-01-03 | 2017-01-04 | TLT | Sell | $120.10 | allocation |
| 2017-01-03 | 2017-01-04 | SPY | Buy | $226.58 | allocation |
| 2017-02-01 | 2017-02-02 | GLD | Sell | $115.84 | allocation |
| 2017-02-01 | 2017-02-02 | TLT | Sell | $119.05 | allocation |
| 2017-02-01 | 2017-02-02 | SPY | Buy | $227.77 | allocation |
| 2017-03-01 | 2017-03-02 | SPY | Sell | $238.27 | allocation |
| 2017-03-01 | 2017-03-02 | GLD | Buy | $117.58 | allocation |
| 2017-03-01 | 2017-03-02 | TLT | Buy | $119.04 | allocation |
| 2017-04-03 | 2017-04-04 | GLD | Sell | $119.62 | allocation |
| 2017-04-03 | 2017-04-04 | TLT | Sell | $121.01 | allocation |
| 2017-04-03 | 2017-04-04 | SPY | Buy | $235.48 | allocation |
| 2017-05-01 | 2017-05-02 | SPY | Sell | $238.77 | allocation |
| 2017-05-01 | 2017-05-02 | GLD | Buy | $119.65 | allocation |
| 2017-05-01 | 2017-05-02 | TLT | Buy | $121.70 | allocation |
| 2017-06-01 | 2017-06-02 | GLD | Sell | $121.61 | allocation |
| 2017-06-01 | 2017-06-02 | SPY | Sell | $244.17 | allocation |
| 2017-06-01 | 2017-06-02 | TLT | Buy | $125.62 | allocation |
| 2017-07-03 | 2017-07-05 | TLT | Sell | $124.49 | allocation |
| 2017-07-03 | 2017-07-05 | GLD | Buy | $116.52 | allocation |
| 2017-07-03 | 2017-07-05 | SPY | Buy | $242.77 | allocation |
| 2017-08-01 | 2017-08-02 | SPY | Sell | $247.44 | allocation |
| 2017-08-01 | 2017-08-02 | TLT | Sell | $124.71 | allocation |
| 2017-08-01 | 2017-08-02 | GLD | Buy | $120.40 | allocation |
| 2017-09-01 | 2017-09-05 | GLD | Sell | $127.46 | allocation |
| 2017-09-01 | 2017-09-05 | SPY | Sell | $246.06 | allocation |
| 2017-09-01 | 2017-09-05 | TLT | Buy | $128.76 | allocation |
| 2017-10-02 | 2017-10-03 | GLD | Sell | $120.83 | allocation |
| 2017-10-02 | 2017-10-03 | TLT | Sell | $124.40 | allocation |
| 2017-10-02 | 2017-10-03 | SPY | Buy | $252.86 | allocation |
| 2017-11-01 | 2017-11-02 | GLD | Sell | $121.19 | allocation |
| 2017-11-01 | 2017-11-02 | SPY | Sell | $257.59 | allocation |
| 2017-11-01 | 2017-11-02 | TLT | Buy | $125.30 | allocation |
| 2017-12-01 | 2017-12-04 | GLD | Sell | $121.18 | allocation |
| 2017-12-01 | 2017-12-04 | TLT | Sell | $126.61 | allocation |
| 2017-12-01 | 2017-12-04 | SPY | Buy | $264.14 | allocation |
| 2018-01-02 | 2018-01-03 | SPY | Sell | $270.47 | allocation |
| 2018-01-02 | 2018-01-03 | TLT | Sell | $126.09 | allocation |
| 2018-01-02 | 2018-01-03 | GLD | Buy | $124.82 | allocation |
| 2018-02-01 | 2018-02-02 | SPY | Sell | $275.45 | allocation |
| 2018-02-01 | 2018-02-02 | GLD | Buy | $126.39 | allocation |
| 2018-02-01 | 2018-02-02 | TLT | Buy | $119.58 | allocation |
| 2018-03-01 | 2018-03-02 | SPY | Sell | $269.08 | allocation |
| 2018-03-01 | 2018-03-02 | GLD | Buy | $125.39 | allocation |
| 2018-03-01 | 2018-03-02 | TLT | Buy | $118.35 | allocation |
| 2018-04-02 | 2018-04-03 | GLD | Sell | $126.30 | allocation |
| 2018-04-02 | 2018-04-03 | SPY | Sell | $260.77 | allocation |
| 2018-04-02 | 2018-04-03 | TLT | Buy | $120.94 | allocation |
| 2018-05-01 | 2018-05-02 | SPY | Sell | $263.20 | allocation |
| 2018-05-01 | 2018-05-02 | GLD | Buy | $123.65 | allocation |
| 2018-05-01 | 2018-05-02 | TLT | Buy | $118.28 | allocation |
| 2018-06-01 | 2018-06-04 | TLT | Sell | $119.43 | allocation |
| 2018-06-01 | 2018-06-04 | GLD | Buy | $122.37 | allocation |
| 2018-06-01 | 2018-06-04 | SPY | Buy | $274.90 | allocation |
| 2018-07-02 | 2018-07-03 | GLD | Sell | $118.65 | allocation |
| 2018-07-02 | 2018-07-03 | TLT | Sell | $122.00 | allocation |
| 2018-07-02 | 2018-07-03 | SPY | Buy | $270.90 | allocation |
| 2018-08-01 | 2018-08-02 | GLD | Sell | $114.52 | allocation |
| 2018-08-01 | 2018-08-02 | TLT | Sell | $118.63 | allocation |
| 2018-08-01 | 2018-08-02 | SPY | Buy | $282.39 | allocation |
| 2018-09-04 | 2018-09-05 | GLD | Sell | $113.32 | allocation |
| 2018-09-04 | 2018-09-05 | SPY | Buy | $289.03 | allocation |
| 2018-09-04 | 2018-09-05 | TLT | Buy | $119.71 | allocation |
| 2018-10-01 | 2018-10-02 | GLD | Sell | $113.87 | allocation |
| 2018-10-01 | 2018-10-02 | TLT | Sell | $116.86 | allocation |
| 2018-10-01 | 2018-10-02 | SPY | Buy | $291.56 | allocation |
| 2018-11-01 | 2018-11-02 | SPY | Sell | $271.89 | allocation |
| 2018-11-01 | 2018-11-02 | GLD | Buy | $116.65 | allocation |
| 2018-11-01 | 2018-11-02 | TLT | Buy | $112.00 | allocation |
| 2018-12-03 | 2018-12-04 | SPY | Sell | $270.25 | allocation |
| 2018-12-03 | 2018-12-04 | TLT | Sell | $117.82 | allocation |
| 2018-12-03 | 2018-12-04 | GLD | Buy | $117.12 | allocation |
| 2019-01-02 | 2019-01-03 | SPY | Sell | $244.21 | allocation |
| 2019-01-02 | 2019-01-03 | GLD | Buy | $122.43 | allocation |
| 2019-01-02 | 2019-01-03 | TLT | Buy | $123.54 | allocation |
| 2019-02-01 | 2019-02-04 | SPY | Sell | $271.96 | allocation |
| 2019-02-01 | 2019-02-04 | TLT | Sell | $120.42 | allocation |
| 2019-02-01 | 2019-02-04 | GLD | Buy | $123.96 | allocation |
| 2019-03-01 | 2019-03-04 | GLD | Sell | $121.56 | allocation |
| 2019-03-01 | 2019-03-04 | TLT | Sell | $119.59 | allocation |
| 2019-03-01 | 2019-03-04 | SPY | Buy | $279.40 | allocation |
| 2019-04-01 | 2019-04-02 | GLD | Sell | $121.98 | allocation |
| 2019-04-01 | 2019-04-02 | TLT | Sell | $124.60 | allocation |
| 2019-04-01 | 2019-04-02 | SPY | Buy | $285.97 | allocation |
| 2019-05-01 | 2019-05-02 | GLD | Sell | $119.94 | allocation |
| 2019-05-01 | 2019-05-02 | TLT | Sell | $123.31 | allocation |
| 2019-05-01 | 2019-05-02 | SPY | Buy | $291.18 | allocation |
| 2019-06-03 | 2019-06-04 | SPY | Sell | $280.53 | allocation |
| 2019-06-03 | 2019-06-04 | GLD | Buy | $125.15 | allocation |
| 2019-06-03 | 2019-06-04 | TLT | Buy | $130.93 | allocation |
| 2019-07-01 | 2019-07-02 | GLD | Sell | $133.41 | allocation |
| 2019-07-01 | 2019-07-02 | SPY | Buy | $296.43 | allocation |
| 2019-07-01 | 2019-07-02 | TLT | Buy | $133.26 | allocation |
| 2019-08-01 | 2019-08-02 | GLD | Sell | $135.89 | allocation |
| 2019-08-01 | 2019-08-02 | TLT | Sell | $136.51 | allocation |
| 2019-08-01 | 2019-08-02 | SPY | Buy | $292.62 | allocation |
| 2019-09-03 | 2019-09-04 | SPY | Sell | $294.04 | allocation |
| 2019-09-03 | 2019-09-04 | TLT | Sell | $147.43 | allocation |
| 2019-09-03 | 2019-09-04 | GLD | Buy | $146.66 | allocation |
| 2019-10-01 | 2019-10-02 | TLT | Sell | $143.61 | allocation |
| 2019-10-01 | 2019-10-02 | GLD | Buy | $141.26 | allocation |
| 2019-10-01 | 2019-10-02 | SPY | Buy | $288.06 | allocation |
| 2019-11-01 | 2019-11-04 | SPY | Sell | $307.37 | allocation |
| 2019-11-01 | 2019-11-04 | TLT | Sell | $138.71 | allocation |
| 2019-11-01 | 2019-11-04 | GLD | Buy | $142.15 | allocation |
| 2019-12-02 | 2019-12-03 | GLD | Sell | $139.11 | allocation |
| 2019-12-02 | 2019-12-03 | TLT | Sell | $141.21 | allocation |
| 2019-12-02 | 2019-12-03 | SPY | Buy | $309.55 | allocation |
| 2020-01-02 | 2020-01-03 | TLT | Sell | $139.12 | allocation |
| 2020-01-02 | 2020-01-03 | GLD | Buy | $145.86 | allocation |
| 2020-01-02 | 2020-01-03 | SPY | Buy | $322.41 | allocation |
| 2020-02-03 | 2020-02-04 | SPY | Sell | $329.06 | allocation |
| 2020-02-03 | 2020-02-04 | GLD | Buy | $146.43 | allocation |
| 2020-02-03 | 2020-02-04 | TLT | Buy | $143.58 | allocation |
| 2020-03-02 | 2020-03-03 | GLD | Sell | $153.89 | allocation |
| 2020-03-02 | 2020-03-03 | SPY | Sell | $300.24 | allocation |
| 2020-03-02 | 2020-03-03 | TLT | Buy | $156.33 | allocation |
| 2020-04-01 | 2020-04-02 | SPY | Sell | $251.83 | allocation |
| 2020-04-01 | 2020-04-02 | TLT | Sell | $168.10 | allocation |
| 2020-04-01 | 2020-04-02 | GLD | Buy | $151.90 | allocation |
| 2020-05-01 | 2020-05-04 | GLD | Sell | $160.34 | allocation |
| 2020-05-01 | 2020-05-04 | SPY | Sell | $283.57 | allocation |
| 2020-05-01 | 2020-05-04 | TLT | Buy | $167.16 | allocation |
| 2020-06-01 | 2020-06-02 | SPY | Sell | $308.08 | allocation |
| 2020-06-01 | 2020-06-02 | GLD | Buy | $162.60 | allocation |
| 2020-06-01 | 2020-06-02 | TLT | Buy | $161.69 | allocation |
| 2020-07-01 | 2020-07-02 | GLD | Sell | $166.98 | allocation |
| 2020-07-01 | 2020-07-02 | SPY | Buy | $312.23 | allocation |
| 2020-07-01 | 2020-07-02 | TLT | Buy | $163.59 | allocation |
| 2020-08-03 | 2020-08-04 | GLD | Sell | $189.59 | allocation |
| 2020-08-03 | 2020-08-04 | SPY | Buy | $330.06 | allocation |
| 2020-08-03 | 2020-08-04 | TLT | Buy | $171.57 | allocation |
| 2020-09-01 | 2020-09-02 | GLD | Sell | $182.62 | allocation |
| 2020-09-01 | 2020-09-02 | SPY | Buy | $357.70 | allocation |
| 2020-09-01 | 2020-09-02 | TLT | Buy | $165.42 | allocation |
| 2020-10-01 | 2020-10-02 | GLD | Sell | $178.54 | allocation |
| 2020-10-01 | 2020-10-02 | SPY | Buy | $333.84 | allocation |
| 2020-10-01 | 2020-10-02 | TLT | Buy | $162.75 | allocation |
| 2020-11-02 | 2020-11-03 | SPY | Sell | $336.03 | allocation |
| 2020-11-02 | 2020-11-03 | GLD | Buy | $178.92 | allocation |
| 2020-11-02 | 2020-11-03 | TLT | Buy | $157.66 | allocation |
| 2020-12-01 | 2020-12-02 | SPY | Sell | $366.79 | allocation |
| 2020-12-01 | 2020-12-02 | TLT | Sell | $156.25 | allocation |
| 2020-12-01 | 2020-12-02 | GLD | Buy | $171.46 | allocation |
| 2021-01-04 | 2021-01-05 | GLD | Sell | $182.87 | allocation |
| 2021-01-04 | 2021-01-05 | TLT | Sell | $156.37 | allocation |
| 2021-01-04 | 2021-01-05 | SPY | Buy | $371.33 | allocation |
| 2021-02-01 | 2021-02-02 | GLD | Sell | $172.11 | allocation |
| 2021-02-01 | 2021-02-02 | TLT | Sell | $151.02 | allocation |
| 2021-02-01 | 2021-02-02 | SPY | Buy | $381.55 | allocation |
| 2021-03-01 | 2021-03-02 | SPY | Sell | $386.54 | allocation |
| 2021-03-01 | 2021-03-02 | TLT | Sell | $141.07 | allocation |
| 2021-03-01 | 2021-03-02 | GLD | Buy | $162.41 | allocation |
| 2021-04-01 | 2021-04-05 | SPY | Sell | $406.36 | allocation |
| 2021-04-01 | 2021-04-05 | GLD | Buy | $161.92 | allocation |
| 2021-04-01 | 2021-04-05 | TLT | Buy | $136.91 | allocation |
| 2021-05-03 | 2021-05-04 | TLT | Sell | $139.46 | allocation |
| 2021-05-03 | 2021-05-04 | GLD | Buy | $166.58 | allocation |
| 2021-05-03 | 2021-05-04 | SPY | Buy | $415.62 | allocation |
| 2021-06-01 | 2021-06-02 | GLD | Sell | $178.77 | allocation |
| 2021-06-01 | 2021-06-02 | SPY | Sell | $420.33 | allocation |
| 2021-06-01 | 2021-06-02 | TLT | Buy | $138.53 | allocation |
| 2021-07-01 | 2021-07-02 | GLD | Sell | $167.29 | allocation |
| 2021-07-01 | 2021-07-02 | TLT | Sell | $145.04 | allocation |
| 2021-07-01 | 2021-07-02 | SPY | Buy | $433.72 | allocation |
| 2021-08-02 | 2021-08-03 | TLT | Sell | $150.75 | allocation |
| 2021-08-02 | 2021-08-03 | GLD | Buy | $169.49 | allocation |
| 2021-08-02 | 2021-08-03 | SPY | Buy | $441.15 | allocation |
| 2021-09-01 | 2021-09-02 | GLD | Sell | $169.25 | allocation |
| 2021-09-01 | 2021-09-02 | TLT | Sell | $149.54 | allocation |
| 2021-09-01 | 2021-09-02 | SPY | Buy | $453.19 | allocation |
| 2021-10-01 | 2021-10-04 | SPY | Sell | $428.64 | allocation |
| 2021-10-01 | 2021-10-04 | GLD | Buy | $165.36 | allocation |
| 2021-10-01 | 2021-10-04 | TLT | Buy | $144.98 | allocation |
| 2021-11-01 | 2021-11-02 | SPY | Sell | $461.90 | allocation |
| 2021-11-01 | 2021-11-02 | GLD | Buy | $167.16 | allocation |
| 2021-11-01 | 2021-11-02 | TLT | Buy | $147.09 | allocation |
| 2021-12-01 | 2021-12-02 | SPY | Sell | $457.40 | allocation |
| 2021-12-01 | 2021-12-02 | TLT | Sell | $152.53 | allocation |
| 2021-12-01 | 2021-12-02 | GLD | Buy | $165.24 | allocation |
| 2022-01-03 | 2022-01-04 | SPY | Sell | $477.55 | allocation |
| 2022-01-03 | 2022-01-04 | GLD | Buy | $169.57 | allocation |
| 2022-01-03 | 2022-01-04 | TLT | Buy | $143.70 | allocation |
| 2022-02-01 | 2022-02-02 | SPY | Sell | $457.35 | allocation |
| 2022-02-01 | 2022-02-02 | GLD | Buy | $168.84 | allocation |
| 2022-02-01 | 2022-02-02 | TLT | Buy | $142.20 | allocation |
| 2022-03-01 | 2022-03-02 | GLD | Sell | $179.73 | allocation |
| 2022-03-01 | 2022-03-02 | SPY | Sell | $437.89 | allocation |
| 2022-03-01 | 2022-03-02 | TLT | Buy | $136.47 | allocation |
| 2022-04-01 | 2022-04-04 | GLD | Sell | $180.37 | allocation |
| 2022-04-01 | 2022-04-04 | SPY | Buy | $456.80 | allocation |
| 2022-04-01 | 2022-04-04 | TLT | Buy | $131.46 | allocation |
| 2022-05-02 | 2022-05-03 | GLD | Sell | $174.09 | allocation |
| 2022-05-02 | 2022-05-03 | SPY | Sell | $416.38 | allocation |
| 2022-05-02 | 2022-05-03 | TLT | Buy | $117.97 | allocation |
| 2022-06-01 | 2022-06-02 | SPY | Sell | $417.39 | allocation |
| 2022-06-01 | 2022-06-02 | GLD | Buy | $174.35 | allocation |
| 2022-06-01 | 2022-06-02 | TLT | Buy | $116.28 | allocation |
| 2022-07-01 | 2022-07-05 | SPY | Sell | $381.96 | allocation |
| 2022-07-01 | 2022-07-05 | TLT | Sell | $116.73 | allocation |
| 2022-07-01 | 2022-07-05 | GLD | Buy | $164.75 | allocation |
| 2022-08-01 | 2022-08-02 | GLD | Sell | $164.05 | allocation |
| 2022-08-01 | 2022-08-02 | TLT | Sell | $117.50 | allocation |
| 2022-08-01 | 2022-08-02 | SPY | Buy | $408.06 | allocation |
| 2022-09-01 | 2022-09-02 | GLD | Sell | $159.26 | allocation |
| 2022-09-01 | 2022-09-02 | TLT | Sell | $110.22 | allocation |
| 2022-09-01 | 2022-09-02 | SPY | Buy | $392.24 | allocation |
| 2022-10-03 | 2022-10-04 | GLD | Sell | $160.70 | allocation |
| 2022-10-03 | 2022-10-04 | SPY | Buy | $377.97 | allocation |
| 2022-10-03 | 2022-10-04 | TLT | Buy | $103.54 | allocation |
| 2022-11-01 | 2022-11-02 | SPY | Sell | $374.87 | allocation |
| 2022-11-01 | 2022-11-02 | GLD | Buy | $152.39 | allocation |
| 2022-11-01 | 2022-11-02 | TLT | Buy | $96.35 | allocation |
| 2022-12-01 | 2022-12-02 | GLD | Sell | $167.26 | allocation |
| 2022-12-01 | 2022-12-02 | SPY | Buy | $406.91 | allocation |
| 2022-12-01 | 2022-12-02 | TLT | Buy | $107.09 | allocation |
| 2023-01-03 | 2023-01-04 | GLD | Sell | $172.67 | allocation |
| 2023-01-03 | 2023-01-04 | TLT | Sell | $102.85 | allocation |
| 2023-01-03 | 2023-01-04 | SPY | Buy | $383.76 | allocation |
| 2023-02-01 | 2023-02-02 | TLT | Sell | $108.32 | allocation |
| 2023-02-01 | 2023-02-02 | GLD | Buy | $177.90 | allocation |
| 2023-02-01 | 2023-02-02 | SPY | Buy | $416.78 | allocation |
| 2023-03-01 | 2023-03-02 | GLD | Sell | $170.66 | allocation |
| 2023-03-01 | 2023-03-02 | TLT | Sell | $99.48 | allocation |
| 2023-03-01 | 2023-03-02 | SPY | Buy | $397.81 | allocation |
| 2023-04-03 | 2023-04-04 | GLD | Sell | $187.98 | allocation |
| 2023-04-03 | 2023-04-04 | SPY | Buy | $408.67 | allocation |
| 2023-04-03 | 2023-04-04 | TLT | Buy | $107.13 | allocation |
| 2023-05-01 | 2023-05-02 | GLD | Sell | $187.52 | allocation |
| 2023-05-01 | 2023-05-02 | TLT | Sell | $105.70 | allocation |
| 2023-05-01 | 2023-05-02 | SPY | Buy | $410.84 | allocation |
| 2023-06-01 | 2023-06-02 | GLD | Sell | $181.05 | allocation |
| 2023-06-01 | 2023-06-02 | SPY | Sell | $427.92 | allocation |
| 2023-06-01 | 2023-06-02 | TLT | Buy | $101.99 | allocation |
| 2023-07-03 | 2023-07-05 | SPY | Sell | $443.13 | allocation |
| 2023-07-03 | 2023-07-05 | TLT | Sell | $101.11 | allocation |
| 2023-07-03 | 2023-07-05 | GLD | Buy | $177.84 | allocation |
| 2023-08-01 | 2023-08-02 | GLD | Sell | $179.60 | allocation |
| 2023-08-01 | 2023-08-02 | SPY | Buy | $450.13 | allocation |
| 2023-08-01 | 2023-08-02 | TLT | Buy | $97.09 | allocation |
| 2023-09-01 | 2023-09-05 | SPY | Sell | $449.24 | allocation |
| 2023-09-01 | 2023-09-05 | TLT | Sell | $93.52 | allocation |
| 2023-09-01 | 2023-09-05 | GLD | Buy | $178.64 | allocation |
| 2023-10-02 | 2023-10-03 | SPY | Sell | $421.59 | allocation |
| 2023-10-02 | 2023-10-03 | GLD | Buy | $169.16 | allocation |
| 2023-10-02 | 2023-10-03 | TLT | Buy | $85.06 | allocation |
| 2023-11-01 | 2023-11-02 | GLD | Sell | $184.12 | allocation |
| 2023-11-01 | 2023-11-02 | SPY | Buy | $430.76 | allocation |
| 2023-11-01 | 2023-11-02 | TLT | Buy | $87.04 | allocation |
| 2023-12-01 | 2023-12-04 | GLD | Sell | $187.86 | allocation |
| 2023-12-01 | 2023-12-04 | TLT | Sell | $92.61 | allocation |
| 2023-12-01 | 2023-12-04 | SPY | Buy | $456.69 | allocation |
| 2024-01-02 | 2024-01-03 | GLD | Sell | $189.13 | allocation |
| 2024-01-02 | 2024-01-03 | TLT | Sell | $98.72 | allocation |
| 2024-01-02 | 2024-01-03 | SPY | Buy | $468.79 | allocation |
| 2024-02-01 | 2024-02-02 | GLD | Sell | $188.61 | allocation |
| 2024-02-01 | 2024-02-02 | SPY | Sell | $494.35 | allocation |
| 2024-02-01 | 2024-02-02 | TLT | Buy | $96.07 | allocation |
| 2024-03-01 | 2024-03-04 | SPY | Sell | $512.30 | allocation |
| 2024-03-01 | 2024-03-04 | GLD | Buy | $196.01 | allocation |
| 2024-03-01 | 2024-03-04 | TLT | Buy | $94.09 | allocation |
| 2024-04-01 | 2024-04-02 | GLD | Sell | $210.89 | allocation |
| 2024-04-01 | 2024-04-02 | SPY | Sell | $518.84 | allocation |
| 2024-04-01 | 2024-04-02 | TLT | Buy | $92.04 | allocation |
| 2024-05-01 | 2024-05-02 | GLD | Sell | $213.13 | allocation |
| 2024-05-01 | 2024-05-02 | SPY | Buy | $505.03 | allocation |
| 2024-05-01 | 2024-05-02 | TLT | Buy | $88.94 | allocation |
| 2024-06-03 | 2024-06-04 | GLD | Sell | $215.27 | allocation |
| 2024-06-03 | 2024-06-04 | TLT | Sell | $92.67 | allocation |
| 2024-06-03 | 2024-06-04 | SPY | Buy | $528.39 | allocation |
| 2024-07-01 | 2024-07-02 | GLD | Sell | $215.56 | allocation |
| 2024-07-01 | 2024-07-02 | TLT | Sell | $90.61 | allocation |
| 2024-07-01 | 2024-07-02 | SPY | Buy | $549.01 | allocation |
| 2024-08-01 | 2024-08-02 | TLT | Sell | $98.28 | allocation |
| 2024-08-01 | 2024-08-02 | GLD | Buy | $225.34 | allocation |
| 2024-08-01 | 2024-08-02 | SPY | Buy | $532.90 | allocation |
| 2024-09-03 | 2024-09-04 | SPY | Sell | $550.95 | allocation |
| 2024-09-03 | 2024-09-04 | GLD | Buy | $230.43 | allocation |
| 2024-09-03 | 2024-09-04 | TLT | Buy | $99.01 | allocation |
| 2024-10-01 | 2024-10-02 | SPY | Sell | $568.86 | allocation |
| 2024-10-01 | 2024-10-02 | GLD | Buy | $245.66 | allocation |
| 2024-10-01 | 2024-10-02 | TLT | Buy | $97.66 | allocation |
| 2024-11-01 | 2024-11-04 | GLD | Sell | $252.83 | allocation |
| 2024-11-01 | 2024-11-04 | TLT | Sell | $92.25 | allocation |
| 2024-11-01 | 2024-11-04 | SPY | Buy | $569.81 | allocation |
| 2024-12-02 | 2024-12-03 | GLD | Sell | $243.93 | allocation |
| 2024-12-02 | 2024-12-03 | TLT | Sell | $93.06 | allocation |
| 2024-12-02 | 2024-12-03 | SPY | Buy | $603.91 | allocation |
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Risk warning
Past results do not predict future returns. Not investment advice.