回撤状态机多资产趋势

多资产趋势 + 峰值回撤风险缩放 · 独立策略页 · 逐日净值随行情更新

行情最新日期：2026-10-15 · 回测计算包含每日净值序列，月底信号、下月执行

回撤状态机多资产趋势

多资产趋势 + 峰值回撤风险缩放

回测口径(2026-09-30 修正):月末收盘出信号 → 下一交易日收盘成交,新持仓从成交日之后开始计收益(旧版在信号当天就用新持仓计收益,有前视偏差);每次调仓按换手额扣成本,单边 0.2%(全仓一卖一买 0.4%)。修正后各策略年化普遍下降约 0.5–2 个百分点。

1使用与多资产趋势相同的前三名动量选仓和 BIL 绝对动量过滤
2组合从历史峰值回撤超过 8% 时，风险仓位缩放到 60%；超过 15% 时缩放到 30%
3缩放出的资金留在 BIL，直到下次月末信号；信号在下一交易日执行
4它牺牲一部分上行收益换取更浅的历史回撤，适合更关注资金曲线稳定性的跟踪账户

回测区间—

当前信号（2026-10-15）

DBC 33% | QQQ 33% | DBMF 33% · 回撤状态 100%

年化收益

+22.3%

年化波动

+17.5%

Sharpe

1.16

最大回撤

-23.8%

Calmar

0.93

SPY 年化

+12.2%

60/40 年化

+7.4%

净值与回撤

调仓日志

共 203 次调仓，月度再平衡 · 日期为信号日(收盘)，下一交易日收盘成交

日期	持仓
2026-10-15	DBC 33%QQQ 33%DBMF 33%
2026-09-30	DBC 33%QQQ 33%BTC-USD 33%
2026-08-31	DBC 33%QQQ 33%DBMF 33%
2026-07-31	DBC 20%QQQ 20%DBMF 20%BIL 40%
2026-06-30	QQQ 20%DBMF 20%DBC 20%BIL 40%
2026-05-29	QQQ 33%DBC 33%GLD 33%
2026-04-30	DBC 33%QQQ 33%GLD 33%
2026-03-31	DBC 33%GLD 33%DBMF 33%
2026-02-27	GLD 33%DBMF 33%DBC 33%
2026-01-30	GLD 33%DBC 33%DBMF 33%
2025-12-31	GLD 20%QQQ 20%DBMF 20%BIL 40%
2025-11-28	GLD 33%QQQ 33%DBMF 33%
2025-10-31	GLD 33%QQQ 33%BTC-USD 33%
2025-09-30	BTC-USD 33%GLD 33%QQQ 33%
2025-08-29	BTC-USD 33%GLD 33%QQQ 33%
2025-07-31	BTC-USD 33%GLD 33%QQQ 33%
2025-06-30	BTC-USD 33%GLD 33%QQQ 33%
2025-05-30	BTC-USD 33%GLD 33%QQQ 33%
2025-04-30	BTC-USD 33%GLD 33%QQQ 33%
2025-03-31	GLD 33%BTC-USD 33%DBC 33%
2025-02-28	GLD 33%BTC-USD 33%QQQ 33%
2025-01-31	BTC-USD 33%GLD 33%QQQ 33%
2024-12-31	BTC-USD 33%QQQ 33%GLD 33%
2024-11-29	BTC-USD 33%QQQ 33%GLD 33%
2024-10-31	BTC-USD 33%GLD 33%QQQ 33%
2024-09-30	BTC-USD 33%GLD 33%QQQ 33%
2024-08-30	BTC-USD 33%GLD 33%QQQ 33%
2024-07-31	BTC-USD 33%GLD 33%QQQ 33%
2024-06-28	BTC-USD 33%QQQ 33%GLD 33%
2024-05-31	BTC-USD 33%QQQ 33%GLD 33%
2024-04-30	BTC-USD 33%QQQ 33%GLD 33%
2024-03-28	BTC-USD 33%QQQ 33%GLD 33%
2024-02-29	BTC-USD 33%QQQ 33%GLD 33%
2024-01-31	BTC-USD 33%QQQ 33%GLD 33%
2023-12-29	BTC-USD 33%QQQ 33%GLD 33%
2023-11-30	BTC-USD 33%QQQ 33%GLD 33%
2023-10-31	BTC-USD 33%GLD 33%QQQ 33%
2023-09-29	QQQ 20%DBC 20%BTC-USD 20%BIL 40%
2023-08-31	QQQ 33%BTC-USD 33%GLD 33%
2023-07-31	QQQ 33%BTC-USD 33%GLD 33%
2023-06-30	BTC-USD 33%QQQ 33%GLD 33%
2023-05-31	BTC-USD 33%QQQ 33%GLD 33%
2023-04-28	BTC-USD 33%GLD 33%QQQ 33%
2023-03-31	BTC-USD 33%QQQ 33%GLD 33%
2023-02-28	BTC-USD 60%BIL 40%
2023-01-31	GLD 20%BTC-USD 20%DBC 20%BIL 40%
2022-12-30	GLD 30%DBC 30%BIL 40%
2022-11-30	DBC 30%GLD 30%BIL 40%
2022-10-31	DBMF 30%DBC 30%BIL 40%
2022-09-30	DBMF 60%BIL 40%
2022-08-31	DBMF 30%DBC 30%BIL 40%
2022-07-29	DBC 30%DBMF 30%BIL 40%
2022-06-30	DBC 50%DBMF 50%
2022-05-31	DBC 50%DBMF 50%
2022-04-29	DBC 33%DBMF 33%GLD 33%
2022-03-31	DBC 33%GLD 33%DBMF 33%
2022-02-28	DBC 30%GLD 30%BIL 40%
2022-01-31	DBC 60%BIL 40%
2021-12-31	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-11-30	BTC-USD 20%QQQ 20%DBC 20%BIL 40%
2021-10-29	BTC-USD 33%DBC 33%QQQ 33%
2021-09-30	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-08-31	BTC-USD 33%QQQ 33%DBC 33%
2021-07-30	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-06-30	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-05-28	BTC-USD 10%DBC 10%QQQ 10%BIL 70%
2021-04-30	BTC-USD 33%DBC 33%QQQ 33%
2021-03-31	BTC-USD 33%DBC 33%QQQ 33%
2021-02-26	BTC-USD 33%DBC 33%QQQ 33%
2021-01-29	BTC-USD 33%QQQ 33%DBC 33%
2020-12-31	BTC-USD 33%QQQ 33%GLD 33%
2020-11-30	BTC-USD 33%QQQ 33%DBC 33%
2020-10-30	BTC-USD 20%QQQ 20%GLD 20%BIL 40%
2020-09-30	BTC-USD 20%QQQ 20%GLD 20%BIL 40%
2020-08-31	QQQ 20%BTC-USD 20%GLD 20%BIL 40%
2020-07-31	QQQ 20%GLD 20%BTC-USD 20%BIL 40%
2020-06-30	QQQ 10%GLD 10%BTC-USD 10%BIL 70%
2020-05-29	QQQ 10%GLD 10%BTC-USD 10%BIL 70%
2020-04-30	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2020-03-31	TLT 15%GLD 15%BIL 70%
2020-02-28	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2020-01-31	BTC-USD 10%QQQ 10%GLD 10%BIL 70%
2019-12-31	QQQ 10%BTC-USD 10%GLD 10%BIL 70%
2019-11-29	QQQ 10%BTC-USD 10%TLT 10%BIL 70%
2019-10-31	BTC-USD 20%GLD 20%TLT 20%BIL 40%
2019-09-30	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2019-08-30	BTC-USD 20%TLT 20%GLD 20%BIL 40%
2019-07-31	BTC-USD 20%GLD 20%TLT 20%BIL 40%
2019-06-28	BTC-USD 20%GLD 20%QQQ 20%BIL 40%
2019-05-31	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2019-04-30	QQQ 10%BTC-USD 10%TLT 10%BIL 70%
2019-03-29	QQQ 10%TLT 10%GLD 10%BIL 70%
2019-02-28	GLD 10%QQQ 10%TLT 10%BIL 70%
2019-01-31	GLD 10%TLT 10%QQQ 10%BIL 70%
2018-12-31	GLD 15%TLT 15%BIL 70%
2018-11-30	QQQ 30%BIL 70%
2018-10-31	QQQ 30%BIL 70%
2018-09-28	QQQ 10%BTC-USD 10%DBC 10%BIL 70%
2018-08-31	QQQ 15%DBC 15%BIL 70%
2018-07-31	BTC-USD 10%QQQ 10%DBC 10%BIL 70%
2018-06-29	BTC-USD 10%QQQ 10%DBC 10%BIL 70%
2018-05-31	BTC-USD 10%DBC 10%QQQ 10%BIL 70%
2018-04-30	BTC-USD 10%DBC 10%QQQ 10%BIL 70%
2018-03-29	BTC-USD 10%QQQ 10%DBC 10%BIL 70%
2018-02-28	BTC-USD 20%QQQ 20%DBC 20%BIL 40%
2018-01-31	BTC-USD 20%QQQ 20%DBC 20%BIL 40%
2017-12-29	BTC-USD 33%QQQ 33%DBC 33%
2017-11-30	BTC-USD 33%QQQ 33%DBC 33%
2017-10-31	BTC-USD 33%QQQ 33%DBC 33%
2017-09-29	BTC-USD 33%QQQ 33%DBC 33%
2017-08-31	BTC-USD 33%QQQ 33%GLD 33%
2017-07-31	BTC-USD 33%QQQ 33%DBC 33%
2017-06-30	BTC-USD 50%QQQ 50%
2017-05-31	BTC-USD 33%QQQ 33%GLD 33%
2017-04-28	BTC-USD 33%QQQ 33%GLD 33%
2017-03-31	BTC-USD 33%QQQ 33%DBC 33%
2017-02-28	BTC-USD 33%QQQ 33%DBC 33%
2017-01-31	BTC-USD 33%DBC 33%QQQ 33%
2016-12-30	BTC-USD 33%DBC 33%QQQ 33%
2016-11-30	BTC-USD 33%DBC 33%QQQ 33%
2016-10-31	BTC-USD 33%QQQ 33%DBC 33%
2016-09-30	BTC-USD 33%QQQ 33%GLD 33%
2016-08-31	BTC-USD 33%TLT 33%QQQ 33%
2016-07-29	BTC-USD 33%GLD 33%TLT 33%
2016-06-30	BTC-USD 33%GLD 33%TLT 33%
2016-05-31	BTC-USD 33%TLT 33%GLD 33%
2016-04-29	BTC-USD 33%GLD 33%TLT 33%
2016-03-31	BTC-USD 20%GLD 20%TLT 20%BIL 40%
2016-02-29	BTC-USD 33%GLD 33%TLT 33%
2016-01-29	BTC-USD 30%TLT 30%BIL 40%
2015-12-31	BTC-USD 30%QQQ 30%BIL 40%
2015-11-30	BTC-USD 30%QQQ 30%BIL 40%
2015-10-30	BTC-USD 20%QQQ 20%TLT 20%BIL 40%
2015-09-30	TLT 60%BIL 40%
2015-08-31	BIL 100%
2015-07-31	BTC-USD 33%QQQ 33%TLT 33%
2015-06-30	QQQ 50%BTC-USD 50%
2015-05-29	QQQ 50%TLT 50%
2015-04-30	QQQ 50%TLT 50%
2015-03-31	TLT 50%QQQ 50%
2015-02-27	QQQ 50%TLT 50%
2015-01-30	TLT 33%QQQ 33%GLD 33%
2014-12-31	TLT 50%QQQ 50%
2014-11-28	QQQ 50%TLT 50%
2014-10-31	QQQ 50%TLT 50%
2014-09-30	QQQ 50%TLT 50%
2014-08-29	QQQ 50%TLT 50%
2014-07-31	QQQ 50%TLT 50%
2014-06-30	QQQ 33%GLD 33%TLT 33%
2014-05-30	QQQ 50%TLT 50%
2014-04-30	QQQ 50%DBC 50%
2014-03-31	QQQ 50%TLT 50%
2014-02-28	QQQ 50%TLT 50%
2014-01-31	QQQ 100%
2013-12-31	QQQ 100%
2013-11-29	QQQ 100%
2013-10-31	QQQ 100%
2013-09-30	QQQ 100%
2013-08-30	QQQ 100%
2013-07-31	QQQ 100%
2013-06-28	QQQ 60%BIL 40%
2013-05-31	QQQ 100%
2013-04-30	QQQ 50%TLT 50%
2013-03-28	QQQ 100%
2013-02-28	QQQ 60%BIL 40%
2013-01-31	QQQ 50%DBC 50%
2012-12-31	QQQ 33%DBC 33%GLD 33%
2012-11-30	QQQ 33%DBC 33%GLD 33%
2012-10-31	TLT 33%GLD 33%QQQ 33%
2012-09-28	QQQ 33%GLD 33%DBC 33%
2012-08-31	QQQ 33%TLT 33%DBC 33%
2012-07-31	TLT 50%QQQ 50%
2012-06-29	TLT 33%QQQ 33%GLD 33%
2012-05-31	TLT 50%QQQ 50%
2012-04-30	QQQ 50%TLT 50%
2012-03-30	QQQ 33%GLD 33%DBC 33%
2012-02-29	QQQ 33%TLT 33%DBC 33%
2012-01-31	TLT 33%GLD 33%QQQ 33%
2011-12-30	TLT 20%QQQ 20%GLD 20%BIL 40%
2011-11-30	TLT 33%GLD 33%QQQ 33%
2011-10-31	TLT 33%GLD 33%QQQ 33%
2011-09-30	TLT 50%GLD 50%
2011-08-31	GLD 33%TLT 33%DBC 33%
2011-07-29	GLD 33%DBC 33%QQQ 33%
2011-06-30	QQQ 33%DBC 33%GLD 33%
2011-05-31	DBC 33%GLD 33%QQQ 33%
2011-04-29	DBC 33%GLD 33%QQQ 33%
2011-03-31	DBC 33%QQQ 33%GLD 33%
2011-02-28	DBC 33%QQQ 33%GLD 33%
2011-01-31	DBC 33%QQQ 33%GLD 33%
2010-12-31	DBC 33%QQQ 33%GLD 33%
2010-11-30	QQQ 33%DBC 33%GLD 33%
2010-10-29	GLD 33%QQQ 33%DBC 33%
2010-09-30	GLD 33%QQQ 33%DBC 33%
2010-08-31	TLT 50%GLD 50%
2010-07-30	TLT 33%QQQ 33%GLD 33%
2010-06-30	TLT 50%GLD 50%
2010-05-28	GLD 50%TLT 50%
2010-04-30	QQQ 33%GLD 33%DBC 33%
2010-03-31	QQQ 100%
2010-02-26	BIL 100%
2010-01-29	BIL 100%
2010-01-04	BIL 100%

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调仓日志

共 203 次调仓，月度再平衡 · 日期为信号日(收盘)，下一交易日收盘成交

日期	持仓
2026-10-15	DBC 33%QQQ 33%DBMF 33%
2026-09-30	DBC 33%QQQ 33%BTC-USD 33%
2026-08-31	DBC 33%QQQ 33%DBMF 33%
2026-07-31	DBC 20%QQQ 20%DBMF 20%BIL 40%
2026-06-30	QQQ 20%DBMF 20%DBC 20%BIL 40%
2026-05-29	QQQ 33%DBC 33%GLD 33%
2026-04-30	DBC 33%QQQ 33%GLD 33%
2026-03-31	DBC 33%GLD 33%DBMF 33%
2026-02-27	GLD 33%DBMF 33%DBC 33%
2026-01-30	GLD 33%DBC 33%DBMF 33%
2025-12-31	GLD 20%QQQ 20%DBMF 20%BIL 40%
2025-11-28	GLD 33%QQQ 33%DBMF 33%
2025-10-31	GLD 33%QQQ 33%BTC-USD 33%
2025-09-30	BTC-USD 33%GLD 33%QQQ 33%
2025-08-29	BTC-USD 33%GLD 33%QQQ 33%
2025-07-31	BTC-USD 33%GLD 33%QQQ 33%
2025-06-30	BTC-USD 33%GLD 33%QQQ 33%
2025-05-30	BTC-USD 33%GLD 33%QQQ 33%
2025-04-30	BTC-USD 33%GLD 33%QQQ 33%
2025-03-31	GLD 33%BTC-USD 33%DBC 33%
2025-02-28	GLD 33%BTC-USD 33%QQQ 33%
2025-01-31	BTC-USD 33%GLD 33%QQQ 33%
2024-12-31	BTC-USD 33%QQQ 33%GLD 33%
2024-11-29	BTC-USD 33%QQQ 33%GLD 33%
2024-10-31	BTC-USD 33%GLD 33%QQQ 33%
2024-09-30	BTC-USD 33%GLD 33%QQQ 33%
2024-08-30	BTC-USD 33%GLD 33%QQQ 33%
2024-07-31	BTC-USD 33%GLD 33%QQQ 33%
2024-06-28	BTC-USD 33%QQQ 33%GLD 33%
2024-05-31	BTC-USD 33%QQQ 33%GLD 33%
2024-04-30	BTC-USD 33%QQQ 33%GLD 33%
2024-03-28	BTC-USD 33%QQQ 33%GLD 33%
2024-02-29	BTC-USD 33%QQQ 33%GLD 33%
2024-01-31	BTC-USD 33%QQQ 33%GLD 33%
2023-12-29	BTC-USD 33%QQQ 33%GLD 33%
2023-11-30	BTC-USD 33%QQQ 33%GLD 33%
2023-10-31	BTC-USD 33%GLD 33%QQQ 33%
2023-09-29	QQQ 20%DBC 20%BTC-USD 20%BIL 40%
2023-08-31	QQQ 33%BTC-USD 33%GLD 33%
2023-07-31	QQQ 33%BTC-USD 33%GLD 33%
2023-06-30	BTC-USD 33%QQQ 33%GLD 33%
2023-05-31	BTC-USD 33%QQQ 33%GLD 33%
2023-04-28	BTC-USD 33%GLD 33%QQQ 33%
2023-03-31	BTC-USD 33%QQQ 33%GLD 33%
2023-02-28	BTC-USD 60%BIL 40%
2023-01-31	GLD 20%BTC-USD 20%DBC 20%BIL 40%
2022-12-30	GLD 30%DBC 30%BIL 40%
2022-11-30	DBC 30%GLD 30%BIL 40%
2022-10-31	DBMF 30%DBC 30%BIL 40%
2022-09-30	DBMF 60%BIL 40%
2022-08-31	DBMF 30%DBC 30%BIL 40%
2022-07-29	DBC 30%DBMF 30%BIL 40%
2022-06-30	DBC 50%DBMF 50%
2022-05-31	DBC 50%DBMF 50%
2022-04-29	DBC 33%DBMF 33%GLD 33%
2022-03-31	DBC 33%GLD 33%DBMF 33%
2022-02-28	DBC 30%GLD 30%BIL 40%
2022-01-31	DBC 60%BIL 40%
2021-12-31	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-11-30	BTC-USD 20%QQQ 20%DBC 20%BIL 40%
2021-10-29	BTC-USD 33%DBC 33%QQQ 33%
2021-09-30	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-08-31	BTC-USD 33%QQQ 33%DBC 33%
2021-07-30	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-06-30	BTC-USD 20%DBC 20%QQQ 20%BIL 40%
2021-05-28	BTC-USD 10%DBC 10%QQQ 10%BIL 70%
2021-04-30	BTC-USD 33%DBC 33%QQQ 33%
2021-03-31	BTC-USD 33%DBC 33%QQQ 33%
2021-02-26	BTC-USD 33%DBC 33%QQQ 33%
2021-01-29	BTC-USD 33%QQQ 33%DBC 33%
2020-12-31	BTC-USD 33%QQQ 33%GLD 33%
2020-11-30	BTC-USD 33%QQQ 33%DBC 33%
2020-10-30	BTC-USD 20%QQQ 20%GLD 20%BIL 40%
2020-09-30	BTC-USD 20%QQQ 20%GLD 20%BIL 40%
2020-08-31	QQQ 20%BTC-USD 20%GLD 20%BIL 40%
2020-07-31	QQQ 20%GLD 20%BTC-USD 20%BIL 40%
2020-06-30	QQQ 10%GLD 10%BTC-USD 10%BIL 70%
2020-05-29	QQQ 10%GLD 10%BTC-USD 10%BIL 70%
2020-04-30	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2020-03-31	TLT 15%GLD 15%BIL 70%
2020-02-28	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2020-01-31	BTC-USD 10%QQQ 10%GLD 10%BIL 70%
2019-12-31	QQQ 10%BTC-USD 10%GLD 10%BIL 70%
2019-11-29	QQQ 10%BTC-USD 10%TLT 10%BIL 70%
2019-10-31	BTC-USD 20%GLD 20%TLT 20%BIL 40%
2019-09-30	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2019-08-30	BTC-USD 20%TLT 20%GLD 20%BIL 40%
2019-07-31	BTC-USD 20%GLD 20%TLT 20%BIL 40%
2019-06-28	BTC-USD 20%GLD 20%QQQ 20%BIL 40%
2019-05-31	BTC-USD 10%TLT 10%GLD 10%BIL 70%
2019-04-30	QQQ 10%BTC-USD 10%TLT 10%BIL 70%
2019-03-29	QQQ 10%TLT 10%GLD 10%BIL 70%
2019-02-28	GLD 10%QQQ 10%TLT 10%BIL 70%
2019-01-31	GLD 10%TLT 10%QQQ 10%BIL 70%
2018-12-31	GLD 15%TLT 15%BIL 70%
2018-11-30	QQQ 30%BIL 70%
2018-10-31	QQQ 30%BIL 70%
2018-09-28	QQQ 10%BTC-USD 10%DBC 10%BIL 70%
2018-08-31	QQQ 15%DBC 15%BIL 70%
2018-07-31	BTC-USD 10%QQQ 10%DBC 10%BIL 70%
2018-06-29	BTC-USD 10%QQQ 10%DBC 10%BIL 70%
2018-05-31	BTC-USD 10%DBC 10%QQQ 10%BIL 70%
2018-04-30	BTC-USD 10%DBC 10%QQQ 10%BIL 70%
2018-03-29	BTC-USD 10%QQQ 10%DBC 10%BIL 70%
2018-02-28	BTC-USD 20%QQQ 20%DBC 20%BIL 40%
2018-01-31	BTC-USD 20%QQQ 20%DBC 20%BIL 40%
2017-12-29	BTC-USD 33%QQQ 33%DBC 33%
2017-11-30	BTC-USD 33%QQQ 33%DBC 33%
2017-10-31	BTC-USD 33%QQQ 33%DBC 33%
2017-09-29	BTC-USD 33%QQQ 33%DBC 33%
2017-08-31	BTC-USD 33%QQQ 33%GLD 33%
2017-07-31	BTC-USD 33%QQQ 33%DBC 33%
2017-06-30	BTC-USD 50%QQQ 50%
2017-05-31	BTC-USD 33%QQQ 33%GLD 33%
2017-04-28	BTC-USD 33%QQQ 33%GLD 33%
2017-03-31	BTC-USD 33%QQQ 33%DBC 33%
2017-02-28	BTC-USD 33%QQQ 33%DBC 33%
2017-01-31	BTC-USD 33%DBC 33%QQQ 33%
2016-12-30	BTC-USD 33%DBC 33%QQQ 33%
2016-11-30	BTC-USD 33%DBC 33%QQQ 33%
2016-10-31	BTC-USD 33%QQQ 33%DBC 33%
2016-09-30	BTC-USD 33%QQQ 33%GLD 33%
2016-08-31	BTC-USD 33%TLT 33%QQQ 33%
2016-07-29	BTC-USD 33%GLD 33%TLT 33%
2016-06-30	BTC-USD 33%GLD 33%TLT 33%
2016-05-31	BTC-USD 33%TLT 33%GLD 33%
2016-04-29	BTC-USD 33%GLD 33%TLT 33%
2016-03-31	BTC-USD 20%GLD 20%TLT 20%BIL 40%
2016-02-29	BTC-USD 33%GLD 33%TLT 33%
2016-01-29	BTC-USD 30%TLT 30%BIL 40%
2015-12-31	BTC-USD 30%QQQ 30%BIL 40%
2015-11-30	BTC-USD 30%QQQ 30%BIL 40%
2015-10-30	BTC-USD 20%QQQ 20%TLT 20%BIL 40%
2015-09-30	TLT 60%BIL 40%
2015-08-31	BIL 100%
2015-07-31	BTC-USD 33%QQQ 33%TLT 33%
2015-06-30	QQQ 50%BTC-USD 50%
2015-05-29	QQQ 50%TLT 50%
2015-04-30	QQQ 50%TLT 50%
2015-03-31	TLT 50%QQQ 50%
2015-02-27	QQQ 50%TLT 50%
2015-01-30	TLT 33%QQQ 33%GLD 33%
2014-12-31	TLT 50%QQQ 50%
2014-11-28	QQQ 50%TLT 50%
2014-10-31	QQQ 50%TLT 50%
2014-09-30	QQQ 50%TLT 50%
2014-08-29	QQQ 50%TLT 50%
2014-07-31	QQQ 50%TLT 50%
2014-06-30	QQQ 33%GLD 33%TLT 33%
2014-05-30	QQQ 50%TLT 50%
2014-04-30	QQQ 50%DBC 50%
2014-03-31	QQQ 50%TLT 50%
2014-02-28	QQQ 50%TLT 50%
2014-01-31	QQQ 100%
2013-12-31	QQQ 100%
2013-11-29	QQQ 100%
2013-10-31	QQQ 100%
2013-09-30	QQQ 100%
2013-08-30	QQQ 100%
2013-07-31	QQQ 100%
2013-06-28	QQQ 60%BIL 40%
2013-05-31	QQQ 100%
2013-04-30	QQQ 50%TLT 50%
2013-03-28	QQQ 100%
2013-02-28	QQQ 60%BIL 40%
2013-01-31	QQQ 50%DBC 50%
2012-12-31	QQQ 33%DBC 33%GLD 33%
2012-11-30	QQQ 33%DBC 33%GLD 33%
2012-10-31	TLT 33%GLD 33%QQQ 33%
2012-09-28	QQQ 33%GLD 33%DBC 33%
2012-08-31	QQQ 33%TLT 33%DBC 33%
2012-07-31	TLT 50%QQQ 50%
2012-06-29	TLT 33%QQQ 33%GLD 33%
2012-05-31	TLT 50%QQQ 50%
2012-04-30	QQQ 50%TLT 50%
2012-03-30	QQQ 33%GLD 33%DBC 33%
2012-02-29	QQQ 33%TLT 33%DBC 33%
2012-01-31	TLT 33%GLD 33%QQQ 33%
2011-12-30	TLT 20%QQQ 20%GLD 20%BIL 40%
2011-11-30	TLT 33%GLD 33%QQQ 33%
2011-10-31	TLT 33%GLD 33%QQQ 33%
2011-09-30	TLT 50%GLD 50%
2011-08-31	GLD 33%TLT 33%DBC 33%
2011-07-29	GLD 33%DBC 33%QQQ 33%
2011-06-30	QQQ 33%DBC 33%GLD 33%
2011-05-31	DBC 33%GLD 33%QQQ 33%
2011-04-29	DBC 33%GLD 33%QQQ 33%
2011-03-31	DBC 33%QQQ 33%GLD 33%
2011-02-28	DBC 33%QQQ 33%GLD 33%
2011-01-31	DBC 33%QQQ 33%GLD 33%
2010-12-31	DBC 33%QQQ 33%GLD 33%
2010-11-30	QQQ 33%DBC 33%GLD 33%
2010-10-29	GLD 33%QQQ 33%DBC 33%
2010-09-30	GLD 33%QQQ 33%DBC 33%
2010-08-31	TLT 50%GLD 50%
2010-07-30	TLT 33%QQQ 33%GLD 33%
2010-06-30	TLT 50%GLD 50%
2010-05-28	GLD 50%TLT 50%
2010-04-30	QQQ 33%GLD 33%DBC 33%
2010-03-31	QQQ 100%
2010-02-26	BIL 100%
2010-01-29	BIL 100%
2010-01-04	BIL 100%