NFCI 金融条件 + QQQ/OPPJ 双重动量

Chicago Fed NFCI 替代 OECD CLI 做 risk-on/off · 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

NFCI 金融条件 + QQQ/OPPJ 双重动量

Chicago Fed NFCI 替代 OECD CLI 做 risk-on/off

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每月末查 Chicago Fed NFCI（National Financial Conditions Index, 周更）
2NFCI < 0（金融条件宽松）→ Risk-On：比较 QQQ vs OPPJ 12 月动量
3NFCI ≥ 0（金融条件紧）→ Risk-Off：AGG vs BIL
4NFCI 是同步指标（金融条件实时），CLI 是领先指标（经济动能），二者互补但不易简单合成。NFCI 更能抓住牛市，但风险时机识别没那么早

回测区间—

当前信号（2026-10-15）

NFCI=-0.50 Risk-On → OPPJ 100% (QQQ 20.9% vs OPPJ 36.5%)

年化收益

+14.7%

年化波动

+20.1%

Sharpe

0.63

最大回撤

-28.6%

Calmar

0.52

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	信号
2026-10-15	OPPJ 100%	Risk-On (NFCI=-0.50)
2026-09-30	OPPJ 100%	Risk-On (NFCI=-0.52)
2026-08-31	OPPJ 100%	Risk-On (NFCI=-0.55)
2026-07-31	OPPJ 100%	Risk-On (NFCI=-0.54)
2026-06-30	OPPJ 100%	Risk-On (NFCI=-0.51)
2026-05-29	OPPJ 100%	Risk-On (NFCI=-0.51)
2026-04-30	OPPJ 100%	Risk-On (NFCI=-0.49)
2026-03-31	OPPJ 100%	Risk-On (NFCI=-0.46)
2026-02-27	OPPJ 100%	Risk-On (NFCI=-0.51)
2026-01-30	OPPJ 100%	Risk-On (NFCI=-0.56)
2025-12-31	OPPJ 100%	Risk-On (NFCI=-0.54)
2025-11-28	OPPJ 100%	Risk-On (NFCI=-0.51)
2025-10-31	QQQ 100%	Risk-On (NFCI=-0.51)
2025-09-30	QQQ 100%	Risk-On (NFCI=-0.52)
2025-08-29	QQQ 100%	Risk-On (NFCI=-0.53)
2025-07-31	QQQ 100%	Risk-On (NFCI=-0.52)
2025-06-30	QQQ 100%	Risk-On (NFCI=-0.49)
2025-05-30	QQQ 100%	Risk-On (NFCI=-0.46)
2025-04-30	QQQ 100%	Risk-On (NFCI=-0.39)
2025-03-31	QQQ 100%	Risk-On (NFCI=-0.41)
2025-02-28	QQQ 100%	Risk-On (NFCI=-0.48)
2025-01-31	QQQ 100%	Risk-On (NFCI=-0.51)
2024-12-31	QQQ 100%	Risk-On (NFCI=-0.48)
2024-11-29	QQQ 100%	Risk-On (NFCI=-0.47)
2024-10-31	QQQ 100%	Risk-On (NFCI=-0.44)
2024-09-30	QQQ 100%	Risk-On (NFCI=-0.42)
2024-08-30	QQQ 100%	Risk-On (NFCI=-0.39)
2024-07-31	OPPJ 100%	Risk-On (NFCI=-0.36)
2024-06-28	OPPJ 100%	Risk-On (NFCI=-0.38)
2024-05-31	OPPJ 100%	Risk-On (NFCI=-0.41)
2024-04-30	OPPJ 100%	Risk-On (NFCI=-0.41)
2024-03-28	QQQ 100%	Risk-On (NFCI=-0.43)
2024-02-29	QQQ 100%	Risk-On (NFCI=-0.43)
2024-01-31	QQQ 100%	Risk-On (NFCI=-0.40)
2023-12-29	QQQ 100%	Risk-On (NFCI=-0.37)
2023-11-30	QQQ 100%	Risk-On (NFCI=-0.32)
2023-10-31	OPPJ 100%	Risk-On (NFCI=-0.28)
2023-09-29	QQQ 100%	Risk-On (NFCI=-0.31)
2023-08-31	OPPJ 100%	Risk-On (NFCI=-0.33)
2023-07-31	OPPJ 100%	Risk-On (NFCI=-0.28)
2023-06-30	QQQ 100%	Risk-On (NFCI=-0.23)
2023-05-31	OPPJ 100%	Risk-On (NFCI=-0.21)
2023-04-28	OPPJ 100%	Risk-On (NFCI=-0.19)
2023-03-31	OPPJ 100%	Risk-On (NFCI=-0.15)
2023-02-28	OPPJ 100%	Risk-On (NFCI=-0.27)
2023-01-31	OPPJ 100%	Risk-On (NFCI=-0.31)
2022-12-30	OPPJ 100%	Risk-On (NFCI=-0.22)
2022-11-30	OPPJ 100%	Risk-On (NFCI=-0.18)
2022-10-31	OPPJ 100%	Risk-On (NFCI=-0.13)
2022-09-30	OPPJ 100%	Risk-On (NFCI=-0.11)
2022-08-31	OPPJ 100%	Risk-On (NFCI=-0.23)
2022-07-29	OPPJ 100%	Risk-On (NFCI=-0.22)
2022-06-30	OPPJ 100%	Risk-On (NFCI=-0.17)
2022-05-31	OPPJ 100%	Risk-On (NFCI=-0.26)
2022-04-29	OPPJ 100%	Risk-On (NFCI=-0.34)
2022-03-31	QQQ 100%	Risk-On (NFCI=-0.37)
2022-02-28	QQQ 100%	Risk-On (NFCI=-0.44)
2022-01-31	QQQ 100%	Risk-On (NFCI=-0.54)
2021-12-31	QQQ 100%	Risk-On (NFCI=-0.56)
2021-11-30	QQQ 100%	Risk-On (NFCI=-0.55)
2021-10-29	QQQ 100%	Risk-On (NFCI=-0.62)
2021-09-30	QQQ 100%	Risk-On (NFCI=-0.65)
2021-08-31	QQQ 100%	Risk-On (NFCI=-0.65)
2021-07-30	QQQ 100%	Risk-On (NFCI=-0.66)
2021-06-30	QQQ 100%	Risk-On (NFCI=-0.69)
2021-05-28	QQQ 100%	Risk-On (NFCI=-0.69)
2021-04-30	QQQ 100%	Risk-On (NFCI=-0.68)
2021-03-31	QQQ 100%	Risk-On (NFCI=-0.65)
2021-02-26	QQQ 100%	Risk-On (NFCI=-0.63)
2021-01-29	QQQ 100%	Risk-On (NFCI=-0.62)
2020-12-31	QQQ 100%	Risk-On (NFCI=-0.60)
2020-11-30	QQQ 100%	Risk-On (NFCI=-0.57)
2020-10-30	QQQ 100%	Risk-On (NFCI=-0.51)
2020-09-30	QQQ 100%	Risk-On (NFCI=-0.49)
2020-08-31	QQQ 100%	Risk-On (NFCI=-0.51)
2020-07-31	QQQ 100%	Risk-On (NFCI=-0.47)
2020-06-30	QQQ 100%	Risk-On (NFCI=-0.39)
2020-05-29	QQQ 100%	Risk-On (NFCI=-0.27)
2020-04-30	AGG 100%	Risk-Off (NFCI=0.16)
2020-03-31	AGG 100%	Risk-Off (NFCI=0.27)
2020-02-28	QQQ 100%	Risk-On (NFCI=-0.29)
2020-01-31	QQQ 100%	Risk-On (NFCI=-0.62)
2019-12-31	QQQ 100%	Risk-On (NFCI=-0.55)
2019-11-29	QQQ 100%	Risk-On (NFCI=-0.57)
2019-10-31	QQQ 100%	Risk-On (NFCI=-0.55)
2019-09-30	QQQ 100%	Risk-On (NFCI=-0.51)
2019-08-30	QQQ 100%	Risk-On (NFCI=-0.53)
2019-07-31	QQQ 100%	Risk-On (NFCI=-0.58)
2019-06-28	QQQ 100%	Risk-On (NFCI=-0.57)
2019-05-31	QQQ 100%	Risk-On (NFCI=-0.58)
2019-04-30	QQQ 100%	Risk-On (NFCI=-0.61)
2019-03-29	QQQ 100%	Risk-On (NFCI=-0.60)
2019-02-28	QQQ 100%	Risk-On (NFCI=-0.58)
2019-01-31	QQQ 100%	Risk-On (NFCI=-0.51)
2018-12-31	QQQ 100%	Risk-On (NFCI=-0.43)
2018-11-30	QQQ 100%	Risk-On (NFCI=-0.46)
2018-10-31	QQQ 100%	Risk-On (NFCI=-0.55)
2018-09-28	QQQ 100%	Risk-On (NFCI=-0.59)
2018-08-31	QQQ 100%	Risk-On (NFCI=-0.60)
2018-07-31	QQQ 100%	Risk-On (NFCI=-0.56)
2018-06-29	QQQ 100%	Risk-On (NFCI=-0.54)
2018-05-31	QQQ 100%	Risk-On (NFCI=-0.56)
2018-04-30	OPPJ 100%	Risk-On (NFCI=-0.54)
2018-03-29	QQQ 100%	Risk-On (NFCI=-0.50)
2018-02-28	QQQ 100%	Risk-On (NFCI=-0.54)
2018-01-31	QQQ 100%	Risk-On (NFCI=-0.60)
2017-12-29	QQQ 100%	Risk-On (NFCI=-0.61)
2017-11-30	QQQ 100%	Risk-On (NFCI=-0.60)
2017-10-31	OPPJ 100%	Risk-On (NFCI=-0.59)
2017-09-29	OPPJ 100%	Risk-On (NFCI=-0.57)
2017-08-31	OPPJ 100%	Risk-On (NFCI=-0.56)
2017-07-31	OPPJ 100%	Risk-On (NFCI=-0.57)
2017-06-30	OPPJ 100%	Risk-On (NFCI=-0.57)
2017-05-31	QQQ 100%	Risk-On (NFCI=-0.54)
2017-04-28	QQQ 100%	Risk-On (NFCI=-0.51)
2017-03-31	QQQ 100%	Risk-On (NFCI=-0.48)
2017-02-28	OPPJ 100%	Risk-On (NFCI=-0.48)
2017-01-31	QQQ 100%	Risk-On (NFCI=-0.48)
2016-12-30	QQQ 100%	Risk-On (NFCI=-0.46)
2016-11-30	QQQ 100%	Risk-On (NFCI=-0.43)
2016-10-31	QQQ 100%	Risk-On (NFCI=-0.38)
2016-09-30	QQQ 100%	Risk-On (NFCI=-0.34)
2016-08-31	QQQ 100%	Risk-On (NFCI=-0.35)
2016-07-29	QQQ 100%	Risk-On (NFCI=-0.36)
2016-06-30	QQQ 100%	Risk-On (NFCI=-0.34)
2016-05-31	QQQ 100%	Risk-On (NFCI=-0.37)
2016-04-29	QQQ 100%	Risk-On (NFCI=-0.38)
2016-03-31	QQQ 100%	Risk-On (NFCI=-0.37)
2016-02-29	QQQ 100%	Risk-On (NFCI=-0.32)
2016-01-29	OPPJ 100%	Risk-On (NFCI=-0.30)
2015-12-31	OPPJ 100%	Risk-On (NFCI=-0.36)
2015-11-30	OPPJ 100%	Risk-On (NFCI=-0.44)
2015-10-30	OPPJ 100%	Risk-On (NFCI=-0.46)
2015-09-30	OPPJ 100%	Risk-On (NFCI=-0.40)
2015-08-31	OPPJ 100%	Risk-On (NFCI=-0.42)
2015-07-31	OPPJ 100%	Risk-On (NFCI=-0.50)
2015-06-30	OPPJ 100%	Risk-On (NFCI=-0.54)
2015-05-29	OPPJ 100%	Risk-On (NFCI=-0.54)
2015-04-30	QQQ 100%	Risk-On (NFCI=-0.54)
2015-03-31	QQQ 100%	Risk-On (NFCI=-0.54)
2015-02-27	QQQ 100%	Risk-On (NFCI=-0.52)
2015-01-30	QQQ 100%	Risk-On (NFCI=-0.50)
2014-12-31	QQQ 100%	Risk-On (NFCI=-0.57)
2014-11-28	QQQ 100%	Risk-On (NFCI=-0.65)
2014-10-31	QQQ 100%	Risk-On (NFCI=-0.64)
2014-09-30	QQQ 100%	Risk-On (NFCI=-0.67)
2014-08-29	QQQ 100%	Risk-On (NFCI=-0.72)
2014-07-31	QQQ 100%	Risk-On (NFCI=-0.74)
2014-06-30	QQQ 100%	Risk-On (NFCI=-0.78)
2014-05-30	QQQ 100%	Risk-On (NFCI=-0.79)
2014-04-30	QQQ 100%	Risk-On (NFCI=-0.77)
2014-03-31	QQQ 100%	Risk-On (NFCI=-0.77)
2014-02-28	QQQ 100%	Risk-On (NFCI=-0.77)
2014-01-31	QQQ 100%	Risk-On (NFCI=-0.76)
2013-12-31	QQQ 100%	Risk-On (NFCI=-0.78)
2013-11-29	QQQ 100%	Risk-On (NFCI=-0.77)
2013-10-31	QQQ 100%	Risk-On (NFCI=-0.72)
2013-09-30	QQQ 100%	Risk-On (NFCI=-0.67)
2013-08-30	QQQ 100%	Risk-On (NFCI=-0.66)
2013-07-31	QQQ 100%	Risk-On (NFCI=-0.66)
2013-06-28	QQQ 100%	Risk-On (NFCI=-0.63)
2013-05-31	QQQ 100%	Risk-On (NFCI=-0.69)
2013-04-30	QQQ 100%	Risk-On (NFCI=-0.70)
2013-03-28	QQQ 100%	Risk-On (NFCI=-0.66)
2013-02-28	QQQ 100%	Risk-On (NFCI=-0.65)
2013-01-31	QQQ 100%	Risk-On (NFCI=-0.64)
2012-12-31	QQQ 100%	Risk-On (NFCI=-0.60)
2012-11-30	QQQ 100%	Risk-On (NFCI=-0.55)
2012-10-31	QQQ 100%	Risk-On (NFCI=-0.55)
2012-09-28	QQQ 100%	Risk-On (NFCI=-0.53)
2012-08-31	QQQ 100%	Risk-On (NFCI=-0.46)
2012-07-31	QQQ 100%	Risk-On (NFCI=-0.36)
2012-06-29	QQQ 100%	Risk-On (NFCI=-0.27)
2012-05-31	QQQ 100%	Risk-On (NFCI=-0.26)
2012-04-30	QQQ 100%	Risk-On (NFCI=-0.37)
2012-03-30	QQQ 100%	Risk-On (NFCI=-0.43)
2012-02-29	QQQ 100%	Risk-On (NFCI=-0.40)
2012-01-31	QQQ 100%	Risk-On (NFCI=-0.32)
2011-12-30	QQQ 100%	Risk-On (NFCI=-0.14)
2011-11-30	QQQ 100%	Risk-On (NFCI=-0.07)
2011-10-31	QQQ 100%	Risk-On (NFCI=-0.10)
2011-09-30	QQQ 100%	Risk-On (NFCI=-0.04)
2011-08-31	QQQ 100%	Risk-On (NFCI=-0.13)
2011-07-29	QQQ 100%	Risk-On (NFCI=-0.39)
2011-06-30	QQQ 100%	Risk-On (NFCI=-0.51)
2011-05-31	QQQ 100%	Risk-On (NFCI=-0.56)
2011-04-29	QQQ 100%	Risk-On (NFCI=-0.59)
2011-03-31	QQQ 100%	Risk-On (NFCI=-0.54)
2011-02-28	QQQ 100%	Risk-On (NFCI=-0.57)
2011-01-31	QQQ 100%	Risk-On (NFCI=-0.59)
2010-12-31	QQQ 100%	Risk-On (NFCI=-0.52)
2010-11-30	QQQ 100%	Risk-On (NFCI=-0.44)
2010-10-29	QQQ 100%	Risk-On (NFCI=-0.42)
2010-09-30	QQQ 100%	Risk-On (NFCI=-0.32)
2010-08-31	QQQ 100%	Risk-On (NFCI=-0.26)
2010-07-30	QQQ 100%	Risk-On (NFCI=-0.24)
2010-06-30	QQQ 100%	Risk-On (NFCI=-0.06)
2010-05-28	QQQ 100%	Risk-On (NFCI=-0.06)
2010-04-30	QQQ 100%	Risk-On (NFCI=-0.34)
2010-03-31	QQQ 100%	Risk-On (NFCI=-0.41)
2010-02-26	QQQ 100%	Risk-On (NFCI=-0.24)
2010-01-29	QQQ 100%	Risk-On (NFCI=-0.19)
2010-01-04	QQQ 100%	Risk-On (NFCI=-0.17)

正在加载页面

请稍候，内容即将显示。

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	信号
2026-10-15	OPPJ 100%	Risk-On (NFCI=-0.50)
2026-09-30	OPPJ 100%	Risk-On (NFCI=-0.52)
2026-08-31	OPPJ 100%	Risk-On (NFCI=-0.55)
2026-07-31	OPPJ 100%	Risk-On (NFCI=-0.54)
2026-06-30	OPPJ 100%	Risk-On (NFCI=-0.51)
2026-05-29	OPPJ 100%	Risk-On (NFCI=-0.51)
2026-04-30	OPPJ 100%	Risk-On (NFCI=-0.49)
2026-03-31	OPPJ 100%	Risk-On (NFCI=-0.46)
2026-02-27	OPPJ 100%	Risk-On (NFCI=-0.51)
2026-01-30	OPPJ 100%	Risk-On (NFCI=-0.56)
2025-12-31	OPPJ 100%	Risk-On (NFCI=-0.54)
2025-11-28	OPPJ 100%	Risk-On (NFCI=-0.51)
2025-10-31	QQQ 100%	Risk-On (NFCI=-0.51)
2025-09-30	QQQ 100%	Risk-On (NFCI=-0.52)
2025-08-29	QQQ 100%	Risk-On (NFCI=-0.53)
2025-07-31	QQQ 100%	Risk-On (NFCI=-0.52)
2025-06-30	QQQ 100%	Risk-On (NFCI=-0.49)
2025-05-30	QQQ 100%	Risk-On (NFCI=-0.46)
2025-04-30	QQQ 100%	Risk-On (NFCI=-0.39)
2025-03-31	QQQ 100%	Risk-On (NFCI=-0.41)
2025-02-28	QQQ 100%	Risk-On (NFCI=-0.48)
2025-01-31	QQQ 100%	Risk-On (NFCI=-0.51)
2024-12-31	QQQ 100%	Risk-On (NFCI=-0.48)
2024-11-29	QQQ 100%	Risk-On (NFCI=-0.47)
2024-10-31	QQQ 100%	Risk-On (NFCI=-0.44)
2024-09-30	QQQ 100%	Risk-On (NFCI=-0.42)
2024-08-30	QQQ 100%	Risk-On (NFCI=-0.39)
2024-07-31	OPPJ 100%	Risk-On (NFCI=-0.36)
2024-06-28	OPPJ 100%	Risk-On (NFCI=-0.38)
2024-05-31	OPPJ 100%	Risk-On (NFCI=-0.41)
2024-04-30	OPPJ 100%	Risk-On (NFCI=-0.41)
2024-03-28	QQQ 100%	Risk-On (NFCI=-0.43)
2024-02-29	QQQ 100%	Risk-On (NFCI=-0.43)
2024-01-31	QQQ 100%	Risk-On (NFCI=-0.40)
2023-12-29	QQQ 100%	Risk-On (NFCI=-0.37)
2023-11-30	QQQ 100%	Risk-On (NFCI=-0.32)
2023-10-31	OPPJ 100%	Risk-On (NFCI=-0.28)
2023-09-29	QQQ 100%	Risk-On (NFCI=-0.31)
2023-08-31	OPPJ 100%	Risk-On (NFCI=-0.33)
2023-07-31	OPPJ 100%	Risk-On (NFCI=-0.28)
2023-06-30	QQQ 100%	Risk-On (NFCI=-0.23)
2023-05-31	OPPJ 100%	Risk-On (NFCI=-0.21)
2023-04-28	OPPJ 100%	Risk-On (NFCI=-0.19)
2023-03-31	OPPJ 100%	Risk-On (NFCI=-0.15)
2023-02-28	OPPJ 100%	Risk-On (NFCI=-0.27)
2023-01-31	OPPJ 100%	Risk-On (NFCI=-0.31)
2022-12-30	OPPJ 100%	Risk-On (NFCI=-0.22)
2022-11-30	OPPJ 100%	Risk-On (NFCI=-0.18)
2022-10-31	OPPJ 100%	Risk-On (NFCI=-0.13)
2022-09-30	OPPJ 100%	Risk-On (NFCI=-0.11)
2022-08-31	OPPJ 100%	Risk-On (NFCI=-0.23)
2022-07-29	OPPJ 100%	Risk-On (NFCI=-0.22)
2022-06-30	OPPJ 100%	Risk-On (NFCI=-0.17)
2022-05-31	OPPJ 100%	Risk-On (NFCI=-0.26)
2022-04-29	OPPJ 100%	Risk-On (NFCI=-0.34)
2022-03-31	QQQ 100%	Risk-On (NFCI=-0.37)
2022-02-28	QQQ 100%	Risk-On (NFCI=-0.44)
2022-01-31	QQQ 100%	Risk-On (NFCI=-0.54)
2021-12-31	QQQ 100%	Risk-On (NFCI=-0.56)
2021-11-30	QQQ 100%	Risk-On (NFCI=-0.55)
2021-10-29	QQQ 100%	Risk-On (NFCI=-0.62)
2021-09-30	QQQ 100%	Risk-On (NFCI=-0.65)
2021-08-31	QQQ 100%	Risk-On (NFCI=-0.65)
2021-07-30	QQQ 100%	Risk-On (NFCI=-0.66)
2021-06-30	QQQ 100%	Risk-On (NFCI=-0.69)
2021-05-28	QQQ 100%	Risk-On (NFCI=-0.69)
2021-04-30	QQQ 100%	Risk-On (NFCI=-0.68)
2021-03-31	QQQ 100%	Risk-On (NFCI=-0.65)
2021-02-26	QQQ 100%	Risk-On (NFCI=-0.63)
2021-01-29	QQQ 100%	Risk-On (NFCI=-0.62)
2020-12-31	QQQ 100%	Risk-On (NFCI=-0.60)
2020-11-30	QQQ 100%	Risk-On (NFCI=-0.57)
2020-10-30	QQQ 100%	Risk-On (NFCI=-0.51)
2020-09-30	QQQ 100%	Risk-On (NFCI=-0.49)
2020-08-31	QQQ 100%	Risk-On (NFCI=-0.51)
2020-07-31	QQQ 100%	Risk-On (NFCI=-0.47)
2020-06-30	QQQ 100%	Risk-On (NFCI=-0.39)
2020-05-29	QQQ 100%	Risk-On (NFCI=-0.27)
2020-04-30	AGG 100%	Risk-Off (NFCI=0.16)
2020-03-31	AGG 100%	Risk-Off (NFCI=0.27)
2020-02-28	QQQ 100%	Risk-On (NFCI=-0.29)
2020-01-31	QQQ 100%	Risk-On (NFCI=-0.62)
2019-12-31	QQQ 100%	Risk-On (NFCI=-0.55)
2019-11-29	QQQ 100%	Risk-On (NFCI=-0.57)
2019-10-31	QQQ 100%	Risk-On (NFCI=-0.55)
2019-09-30	QQQ 100%	Risk-On (NFCI=-0.51)
2019-08-30	QQQ 100%	Risk-On (NFCI=-0.53)
2019-07-31	QQQ 100%	Risk-On (NFCI=-0.58)
2019-06-28	QQQ 100%	Risk-On (NFCI=-0.57)
2019-05-31	QQQ 100%	Risk-On (NFCI=-0.58)
2019-04-30	QQQ 100%	Risk-On (NFCI=-0.61)
2019-03-29	QQQ 100%	Risk-On (NFCI=-0.60)
2019-02-28	QQQ 100%	Risk-On (NFCI=-0.58)
2019-01-31	QQQ 100%	Risk-On (NFCI=-0.51)
2018-12-31	QQQ 100%	Risk-On (NFCI=-0.43)
2018-11-30	QQQ 100%	Risk-On (NFCI=-0.46)
2018-10-31	QQQ 100%	Risk-On (NFCI=-0.55)
2018-09-28	QQQ 100%	Risk-On (NFCI=-0.59)
2018-08-31	QQQ 100%	Risk-On (NFCI=-0.60)
2018-07-31	QQQ 100%	Risk-On (NFCI=-0.56)
2018-06-29	QQQ 100%	Risk-On (NFCI=-0.54)
2018-05-31	QQQ 100%	Risk-On (NFCI=-0.56)
2018-04-30	OPPJ 100%	Risk-On (NFCI=-0.54)
2018-03-29	QQQ 100%	Risk-On (NFCI=-0.50)
2018-02-28	QQQ 100%	Risk-On (NFCI=-0.54)
2018-01-31	QQQ 100%	Risk-On (NFCI=-0.60)
2017-12-29	QQQ 100%	Risk-On (NFCI=-0.61)
2017-11-30	QQQ 100%	Risk-On (NFCI=-0.60)
2017-10-31	OPPJ 100%	Risk-On (NFCI=-0.59)
2017-09-29	OPPJ 100%	Risk-On (NFCI=-0.57)
2017-08-31	OPPJ 100%	Risk-On (NFCI=-0.56)
2017-07-31	OPPJ 100%	Risk-On (NFCI=-0.57)
2017-06-30	OPPJ 100%	Risk-On (NFCI=-0.57)
2017-05-31	QQQ 100%	Risk-On (NFCI=-0.54)
2017-04-28	QQQ 100%	Risk-On (NFCI=-0.51)
2017-03-31	QQQ 100%	Risk-On (NFCI=-0.48)
2017-02-28	OPPJ 100%	Risk-On (NFCI=-0.48)
2017-01-31	QQQ 100%	Risk-On (NFCI=-0.48)
2016-12-30	QQQ 100%	Risk-On (NFCI=-0.46)
2016-11-30	QQQ 100%	Risk-On (NFCI=-0.43)
2016-10-31	QQQ 100%	Risk-On (NFCI=-0.38)
2016-09-30	QQQ 100%	Risk-On (NFCI=-0.34)
2016-08-31	QQQ 100%	Risk-On (NFCI=-0.35)
2016-07-29	QQQ 100%	Risk-On (NFCI=-0.36)
2016-06-30	QQQ 100%	Risk-On (NFCI=-0.34)
2016-05-31	QQQ 100%	Risk-On (NFCI=-0.37)
2016-04-29	QQQ 100%	Risk-On (NFCI=-0.38)
2016-03-31	QQQ 100%	Risk-On (NFCI=-0.37)
2016-02-29	QQQ 100%	Risk-On (NFCI=-0.32)
2016-01-29	OPPJ 100%	Risk-On (NFCI=-0.30)
2015-12-31	OPPJ 100%	Risk-On (NFCI=-0.36)
2015-11-30	OPPJ 100%	Risk-On (NFCI=-0.44)
2015-10-30	OPPJ 100%	Risk-On (NFCI=-0.46)
2015-09-30	OPPJ 100%	Risk-On (NFCI=-0.40)
2015-08-31	OPPJ 100%	Risk-On (NFCI=-0.42)
2015-07-31	OPPJ 100%	Risk-On (NFCI=-0.50)
2015-06-30	OPPJ 100%	Risk-On (NFCI=-0.54)
2015-05-29	OPPJ 100%	Risk-On (NFCI=-0.54)
2015-04-30	QQQ 100%	Risk-On (NFCI=-0.54)
2015-03-31	QQQ 100%	Risk-On (NFCI=-0.54)
2015-02-27	QQQ 100%	Risk-On (NFCI=-0.52)
2015-01-30	QQQ 100%	Risk-On (NFCI=-0.50)
2014-12-31	QQQ 100%	Risk-On (NFCI=-0.57)
2014-11-28	QQQ 100%	Risk-On (NFCI=-0.65)
2014-10-31	QQQ 100%	Risk-On (NFCI=-0.64)
2014-09-30	QQQ 100%	Risk-On (NFCI=-0.67)
2014-08-29	QQQ 100%	Risk-On (NFCI=-0.72)
2014-07-31	QQQ 100%	Risk-On (NFCI=-0.74)
2014-06-30	QQQ 100%	Risk-On (NFCI=-0.78)
2014-05-30	QQQ 100%	Risk-On (NFCI=-0.79)
2014-04-30	QQQ 100%	Risk-On (NFCI=-0.77)
2014-03-31	QQQ 100%	Risk-On (NFCI=-0.77)
2014-02-28	QQQ 100%	Risk-On (NFCI=-0.77)
2014-01-31	QQQ 100%	Risk-On (NFCI=-0.76)
2013-12-31	QQQ 100%	Risk-On (NFCI=-0.78)
2013-11-29	QQQ 100%	Risk-On (NFCI=-0.77)
2013-10-31	QQQ 100%	Risk-On (NFCI=-0.72)
2013-09-30	QQQ 100%	Risk-On (NFCI=-0.67)
2013-08-30	QQQ 100%	Risk-On (NFCI=-0.66)
2013-07-31	QQQ 100%	Risk-On (NFCI=-0.66)
2013-06-28	QQQ 100%	Risk-On (NFCI=-0.63)
2013-05-31	QQQ 100%	Risk-On (NFCI=-0.69)
2013-04-30	QQQ 100%	Risk-On (NFCI=-0.70)
2013-03-28	QQQ 100%	Risk-On (NFCI=-0.66)
2013-02-28	QQQ 100%	Risk-On (NFCI=-0.65)
2013-01-31	QQQ 100%	Risk-On (NFCI=-0.64)
2012-12-31	QQQ 100%	Risk-On (NFCI=-0.60)
2012-11-30	QQQ 100%	Risk-On (NFCI=-0.55)
2012-10-31	QQQ 100%	Risk-On (NFCI=-0.55)
2012-09-28	QQQ 100%	Risk-On (NFCI=-0.53)
2012-08-31	QQQ 100%	Risk-On (NFCI=-0.46)
2012-07-31	QQQ 100%	Risk-On (NFCI=-0.36)
2012-06-29	QQQ 100%	Risk-On (NFCI=-0.27)
2012-05-31	QQQ 100%	Risk-On (NFCI=-0.26)
2012-04-30	QQQ 100%	Risk-On (NFCI=-0.37)
2012-03-30	QQQ 100%	Risk-On (NFCI=-0.43)
2012-02-29	QQQ 100%	Risk-On (NFCI=-0.40)
2012-01-31	QQQ 100%	Risk-On (NFCI=-0.32)
2011-12-30	QQQ 100%	Risk-On (NFCI=-0.14)
2011-11-30	QQQ 100%	Risk-On (NFCI=-0.07)
2011-10-31	QQQ 100%	Risk-On (NFCI=-0.10)
2011-09-30	QQQ 100%	Risk-On (NFCI=-0.04)
2011-08-31	QQQ 100%	Risk-On (NFCI=-0.13)
2011-07-29	QQQ 100%	Risk-On (NFCI=-0.39)
2011-06-30	QQQ 100%	Risk-On (NFCI=-0.51)
2011-05-31	QQQ 100%	Risk-On (NFCI=-0.56)
2011-04-29	QQQ 100%	Risk-On (NFCI=-0.59)
2011-03-31	QQQ 100%	Risk-On (NFCI=-0.54)
2011-02-28	QQQ 100%	Risk-On (NFCI=-0.57)
2011-01-31	QQQ 100%	Risk-On (NFCI=-0.59)
2010-12-31	QQQ 100%	Risk-On (NFCI=-0.52)
2010-11-30	QQQ 100%	Risk-On (NFCI=-0.44)
2010-10-29	QQQ 100%	Risk-On (NFCI=-0.42)
2010-09-30	QQQ 100%	Risk-On (NFCI=-0.32)
2010-08-31	QQQ 100%	Risk-On (NFCI=-0.26)
2010-07-30	QQQ 100%	Risk-On (NFCI=-0.24)
2010-06-30	QQQ 100%	Risk-On (NFCI=-0.06)
2010-05-28	QQQ 100%	Risk-On (NFCI=-0.06)
2010-04-30	QQQ 100%	Risk-On (NFCI=-0.34)
2010-03-31	QQQ 100%	Risk-On (NFCI=-0.41)
2010-02-26	QQQ 100%	Risk-On (NFCI=-0.24)
2010-01-29	QQQ 100%	Risk-On (NFCI=-0.19)
2010-01-04	QQQ 100%	Risk-On (NFCI=-0.17)