Historical positions

*For ETFs with limited historical data, we used an equivalent mutual fund or simulated returns using daily adjusted closing prices of the underlying index.

Max Aggressive Momentum allocates the same as Aggressive but uses UPRO, EDC, and TYD instead of SSO, EET and UST

Conservative Momentum

MonthSSOVEAVWOBNDSHYUSTLQD
January 2000 100%
February 2000 100%
March 2000 100%
April 200050%50%
May 2000 100%
June 2000 100%
July 2000 50%50%
August 2000 100%
September 200050% 50%
October 2000 100%
November 2000 100%
December 2000 100%
January 2001 100%
February 2001 100%
March 2001 100%
April 2001 100%
May 2001 50%50%
June 2001 100%
July 2001 100%
August 2001 100%
September 2001 100%
October 2001 100%
November 2001 100%
December 2001 100%
January 2002 100%
February 2002 100%
March 2002 100%
April 2002 100%
May 2002 100%
June 2002 100%
July 2002 100%
August 2002 100%
September 2002 100%
October 2002 100%
November 2002 100%
December 200250% 50%
January 2003 100%
February 2003 100%
March 2003 100%
April 2003 100%
May 2003 50%50%
June 2003 50%50%
July 2003 50%50%
August 2003 100%
September 2003 50%50%
October 2003 50%50%
November 2003 50%50%
December 2003 50%50%
January 2004 50%50%
February 2004 50%50%
March 2004 50%50%
April 2004 50%50%
May 2004 100%
June 2004 100%
July 2004 100%
August 2004 100%
September 2004 50%50%
October 2004 50%50%
November 2004 50%50%
December 2004 50%50%
January 2005 50%50%
February 2005 50%50%
March 2005 50%50%
April 2005 100%
May 2005 100%
June 2005 100%
July 2005 50%50%
August 200550% 50%
September 2005 50%50%
October 2005 100%
November 2005 100%
December 2005 100%
January 2006 50%50%
February 2006 50%50%
March 2006 50%50%
April 2006 100%
May 2006 100%
June 2006 100%
July 2006 50%50%
August 2006 50% 50%
September 2006 50%50%
October 200650%50%
November 2006 50%50%
December 2006 50%50%
January 2007 50%50%
February 2007 50%50%
March 2007 50% 50%
April 2007 50%50%
May 2007 50%50%
June 2007 100%
July 2007 100%
August 2007 100%
September 2007 50%50%
October 2007 50%50%
November 2007 50%50%
December 2007 100%
January 2008 100%
February 2008 100%
March 2008 100%
April 2008 100%
May 2008 50%50%
June 2008 100%
July 2008 100%
August 2008 100%
September 2008 100%
October 2008 100%
November 2008 100%
December 2008 100%
January 2009 100%
February 2009 100%
March 2009 100%
April 2009 100%
May 2009 50%50%
June 2009 50%50%
July 2009 50%50%
August 2009 50%50%
September 200950%50%
October 2009 50%50%
November 2009 50%50%
December 200950% 50%
January 2010 100%
February 2010 100%
March 201050% 50%
April 201050% 50%
May 201050% 50%
June 2010 100%
July 2010 100%
August 2010 50%50%
September 2010 100%
October 2010 50%50%
November 2010 50%50%
December 201050% 50%
January 2011 100%
February 201150%50%
March 201150%50%
April 201150% 50%
May 2011 50%50%
June 201150% 50%
July 201150%50%
August 2011 100%
September 2011 100%
October 2011 100%
November 201150% 50%
December 2011 100%
January 2012 100%
February 201250% 50%
March 201250% 50%
April 201250%50%
May 2012 100%
June 2012 100%
July 201250%50%
August 2012 100%
September 2012 100%
October 201250% 50%
November 2012 50%50%
December 2012 50%50%
January 2013 50%50%
February 2013 100%
March 201350%50%
April 2013 100%
May 201350%50%
June 2013 100%
July 2013 100%
August 2013 100%
September 2013 100%
October 201350%50%
November 201350%50%
December 201350%50%
January 2014 100%
February 2014 100%
March 201450%50%
April 201450% 50%
May 201450%50%
June 201450% 50%
July 201450% 50%
August 201450% 50%
September 201450% 50%
October 2014 100%
November 2014 100%
December 2014 100%
January 2015 100%
February 2015 100%
March 2015 100%
April 2015 100%
May 2015 50%50%
June 2015 100%
July 2015 100%
August 2015 100%
September 2015 100%
October 2015 100%
November 2015 100%
December 2015 100%
January 2016 100%
February 2016 100%
March 2016 100%
April 201650% 50%
May 2016 50%50%
June 2016 100%
July 2016 100%
August 201650% 50%
September 201650% 50%
October 2016 50%50%
November 2016 100%
December 2016 100%
January 2017 100%
February 2017 100%
March 201750% 50%
April 2017 100%
May 2017 50%50%
June 2017 50%50%
July 2017 50%50%
August 2017 50%50%
September 2017 50%50%
October 201750%50%
November 201750% 50%
December 201750%50%
January 201850% 50%
February 2018 100%
March 2018 100%
April 2018 100%
May 2018 100%
June 2018 100%
July 2018 100%
August 2018 100%
September 2018 100%
October 2018 100%
November 2018 100%
December 2018 100%
January 2019 100%
February 201950%50%
March 201950%50%
April 201950%50%
May 201950%50%
June 2019 100%
July 201950%50%
August 2019 100%
September 2019 100%
October 2019 100%
November 2019 50%50%
December 201950% 50%
January 202050% 50%
February 2020 100%
March 2020 100%
April 2020 100%
May 2020 100%
June 2020 100%
July 202050% 50%
August 202050% 50%
September 202050% 50%
October 202050% 50%
November 2020 100%
December 2020 50% 50%
January 2021 50% 50%
February 2021 100%
March 2021 100%
April 2021 100%
May 2021 100%
June 2021 100%
July 202150% 50%
August 2021 100%
September 2021 50% 50%
October 2021 100%
November 2021 100%
December 2021 100%
January 2022 100%
February 2022 100%
March 2022 100%
April 2022 100%
May 2022 100%
June 2022 100%
July 2022 100%
August 2022 100%
September 2022 100%

Aggressive Momentum

MonthSSOEFOEETBNDSHYUST
Jan 2000 100%
Feb 2000 100%
Mar 2000 100%
Apr 200033%33%33%
May 2000 100%
Jun 2000 100%
Jul 2000 33%33%33%
Aug 2000 100%
Sep 200033% 33%33%
Oct 2000 100%
Nov 2000 100%
Dec 2000 100%
Jan 2001 100%
Feb 2001 100%
Mar 2001 100%
Apr 2001 100%
May 2001 33%33%33%
Jun 2001 100%
Jul 2001 100%
Aug 2001 100%
Sep 2001 100%
Oct 2001 100%
Nov 2001 100%
Dec 2001 100%
Jan 2002 100%
Feb 2002 100%
Mar 2002 100%
Apr 2002 100%
May 2002 100%
Jun 2002 100%
Jul 2002 100%
Aug 2002 100%
Sep 2002 100%
Oct 2002 100%
Nov 2002 100%
Dec 200233% 33%33%
Jan 2003 100%
Feb 2003 100%
Mar 2003 100%
Apr 2003 100%
May 200333%33%33%
Jun 200333%33%33%
Jul 200333%33%33%
Aug 2003 100%
Sep 200333%33%33%
Oct 200333%33%33%
Nov 200333%33%33%
Dec 200333%33%33%
Jan 200433%33%33%
Feb 200433%33%33%
Mar 200433%33%33%
Apr 200433%33%33%
May 2004 100%
Jun 2004 100%
Jul 2004 100%
Aug 2004 100%
Sep 2004 33%33%33%
Oct 2004 33%33%33%
Nov 200433%33%33%
Dec 200433%33%33%
Jan 200533%33%33%
Feb 2005 33%33%33%
Mar 200533%33%33%
Apr 2005 100%
May 2005 100%
Jun 2005 100%
Jul 2005 33%33%33%
Aug 200533%33%33%
Sep 2005 33%33%33%
Oct 2005 100%
Nov 2005 100%
Dec 2005 100%
Jan 200633%33%33%
Feb 200633%33%33%
Mar 200633%33%33%
Apr 2006 100%
May 2006 100%
Jun 2006 100%
Jul 200633%33%33%
Aug 200633%33% 33%
Sep 200633%33%33%
Oct 200633%33%33%
Nov 200633%33%33%
Dec 200633%33%33%
Jan 200733%33%33%
Feb 200733%33%33%
Mar 2007 33%33%33%
Apr 200733%33%33%
May 200733%33%33%
Jun 2007 100%
Jul 2007 100%
Aug 2007 100%
Sep 200733% 33%33%
Oct 200733%33%33%
Nov 200733%33%33%
Dec 2007 100%
Jan 2008 100%
Feb 2008 100%
Mar 2008 100%
Apr 2008 100%
May 200833%33%33%
Jun 2008 100%
Jul 2008 100%
Aug 2008 100%
Sep 2008 100%
Oct 2008 100%
Nov 2008 100%
Dec 2008 100%
Jan 2009 100%
Feb 2009 100%
Mar 2009 100%
Apr 2009 100%
May 200933%33%33%
Jun 200933%33%33%
Jul 200933%33%33%
Aug 200933%33%33%
Sep 200933%33%33%
Oct 200933%33%33%
Nov 200933%33%33%
Dec 200933%33%33%
Jan 2010 100%
Feb 2010 100%
Mar 201033%33%33%
Apr 201033%33%33%
May 201033% 33%33%
Jun 2010 100%
Jul 2010 100%
Aug 201033%33%33%
Sep 2010 100%
Oct 201033%33%33%
Nov 201033%33%33%
Dec 201033%33%33%
Jan 2011 100%
Feb 201133%33%33%
Mar 201133%33%33%
Apr 201133%33%33%
May 201133%33%33%
Jun 201133%33%33%
Jul 201133%33%33%
Aug 2011 100%
Sep 2011 100%
Oct 2011 100%
Nov 201133%33%33%
Dec 2011 100%
Jan 2012 100%
Feb 201233%33%33%
Mar 201233%33%33%
Apr 201233%33%33%
May 2012 100%
Jun 2012 100%
Jul 201233%33% 33%
Aug 2012 100%
Sep 2012 100%
Oct 201233%33%33%
Nov 2012 33%33%33%
Dec 201233%33%33%
Jan 201333%33%33%
Feb 2013 100%
Mar 201333%33%33%
Apr 2013 100%
May 201333%33%33%
Jun 2013 100%
Jul 2013 100%
Aug 2013 100%
Sep 2013 100%
Oct 201333%33%33%
Nov 201333%33%33%
Dec 201333%33%33%
Jan 2014 100%
Feb 2014 100%
Mar 201433%33% 33%
Apr 201433%33%33%
May 201433%33%33%
Jun 201433%33%33%
Jul 201433%33%33%
Aug 201433% 33%33%
Sep 201433% 33%33%
Oct 2014 100%
Nov 2014 100%
Dec 2014 100%
Jan 2015 100%
Feb 2015 100%
Mar 2015 100%
Apr 2015 100%
May 201533%33%33%
Jun 2015 100%
Jul 2015 100%
Aug 2015 100%
Sep 2015 100%
Oct 2015 100%
Nov 2015 100%
Dec 2015 100%
Jan 2016 100%
Feb 2016 100%
Mar 2016 100%
Apr 201633%33%33%
May 201633%33%33%
Jun 2016 100%
Jul 2016 100%
Aug 201633%33%33%
Sep 201633%33%33%
Oct 201633%33%33%
Nov 2016 100%
Dec 2016 100%
Jan 2017 100%
Feb 2017 100%
Mar 201733%33%33%
Apr 2017 100%
May 201733%33%33%
Jun 201733%33%33%
Jul 201733%33%33%
Aug 201733%33%33%
Sep 201733%33%33%
Oct 201733%33%33%
Nov 201733%33%33%
Dec 201733%33%33%
Jan 201833%33%33%
Feb 2018 100%
Mar 2018 100%
Apr 2018 100%
May 2018 100%
Jun 2018 100%
Jul 2018 100%
Aug 2018 100%
Sep 2018 100%
Oct 2018 100%
Nov 2018 100%
Dec 2018 100%
Jan 2019 100%
Feb 201933%33%33%
Mar 201933%33% 33%
Apr 201933% 33%33%
May 201933%33% 33%
June 2019 100%
July 201933%33% 33%
August 2019 100%
September 2019 100%
October 2019 100%
November 201933%33% 33%
December 201933%33% 33%
January 202033%33% 33%
February 2020 100%
March 2020 100%
April 2020 100%
May 2020 100%
June 2020 100%
July 202033%33% 33%
Aug 202033%33% 33%
Sep 202033%33% 33%
Oct 202033%33% 33%
Nov 2020 100%
Dec 202033%33% 33%
Jan 202133%33% 33%
Feb 2021 100%
Mar 2021 100%
Apr 2021 100%
May 2021 100%
June 2021 100%
July 2021 33% 33% 33%
August 2021 100%
September 202133% 33% 33%
October 2021 100%
November 2021 100%
December 2021 100%
January 2022 100%
February 2022 100%
March 2022 100%
April 2022 100%
May 2022 100%
June 2022 100%
July 2022 100%
August 2022 100%
September 2022 100%

Global Trend

SPYSCZUBT
Jan-99100%0%0%
Feb-99100%0%0%
Mar-99100%0%0%
Apr-990%100%0%
May-990%100%0%
Jun-990%100%0%
Jul-990%100%0%
Aug-990%100%0%
Sep-990%100%0%
Oct-990%100%0%
Nov-990%100%0%
Dec-990%100%0%
Jan-000%100%0%
Feb-000%100%0%
Mar-000%100%0%
Apr-000%100%0%
May-000%100%0%
Jun-00100%0%0%
Jul-000%0%100%
Aug-000%0%100%
Sep-00100%0%0%
Oct-000%0%100%
Nov-000%0%100%
Dec-000%0%100%
Jan-010%0%100%
Feb-010%0%100%
Mar-010%0%100%
Apr-010%0%100%
May-010%0%100%
Jun-010%0%100%
Jul-010%0%100%
Aug-010%0%100%
Sep-010%0%100%
Oct-010%0%100%
Nov-010%0%100%
Dec-010%0%100%
Jan-02100%0%0%
Feb-020%0%100%
Mar-020%0%100%
Apr-020%100%0%
May-020%100%0%
Jun-020%100%0%
Jul-020%0%100%
Aug-020%0%100%
Sep-020%0%100%
Oct-020%0%100%
Nov-020%0%100%
Dec-020%0%100%
Jan-030%0%100%
Feb-030%0%100%
Mar-030%0%100%
Apr-03100%0%0%
May-030%100%0%
Jun-030%100%0%
Jul-030%100%0%
Aug-030%100%0%
Sep-030%100%0%
Oct-030%100%0%
Nov-030%100%0%
Dec-030%100%0%
Jan-040%100%0%
Feb-040%100%0%
Mar-040%100%0%
Apr-040%100%0%
May-040%100%0%
Jun-040%100%0%
Jul-040%100%0%
Aug-040%0%100%
Sep-040%100%0%
Oct-040%100%0%
Nov-040%100%0%
Dec-040%100%0%
Jan-050%100%0%
Feb-050%100%0%
Mar-050%100%0%
Apr-050%100%0%
May-050%100%0%
Jun-050%100%0%
Jul-050%100%0%
Aug-050%100%0%
Sep-050%100%0%
Oct-050%100%0%
Nov-050%100%0%
Dec-050%100%0%
Jan-060%100%0%
Feb-060%100%0%
Mar-060%100%0%
Apr-060%100%0%
May-060%100%0%
Jun-060%100%0%
Jul-060%100%0%
Aug-060%0%100%
Sep-06100%0%0%
Oct-06100%0%0%
Nov-06100%0%0%
Dec-060%100%0%
Jan-070%100%0%
Feb-070%100%0%
Mar-070%100%0%
Apr-070%100%0%
May-070%100%0%
Jun-070%100%0%
Jul-070%100%0%
Aug-070%100%0%
Sep-070%0%100%
Oct-07100%0%0%
Nov-070%100%0%
Dec-070%0%100%
Jan-080%0%100%
Feb-080%0%100%
Mar-080%0%100%
Apr-080%0%100%
May-080%0%100%
Jun-08100%0%0%
Jul-080%0%100%
Aug-080%0%100%
Sep-080%0%100%
Oct-080%0%100%
Nov-080%0%100%
Dec-080%0%100%
Jan-090%0%100%
Feb-090%0%100%
Mar-090%0%100%
Apr-090%0%100%
May-090%100%0%
Jun-090%100%0%
Jul-090%100%0%
Aug-090%100%0%
Sep-090%100%0%
Oct-090%100%0%
Nov-090%100%0%
Dec-09100%0%0%
Jan-10100%0%0%
Feb-100%100%0%
Mar-10100%0%0%
Apr-10100%0%0%
May-10100%0%0%
Jun-100%0%100%
Jul-100%0%100%
Aug-100%100%0%
Sep-100%100%0%
Oct-100%100%0%
Nov-100%100%0%
Dec-100%100%0%
Jan-110%100%0%
Feb-110%100%0%
Mar-11100%0%0%
Apr-11100%0%0%
May-110%100%0%
Jun-110%100%0%
Jul-11100%0%0%
Aug-110%0%100%
Sep-110%0%100%
Oct-110%0%100%
Nov-11100%0%0%
Dec-110%0%100%
Jan-12100%0%0%
Feb-12100%0%0%
Mar-12100%0%0%
Apr-12100%0%0%
May-12100%0%0%
Jun-120%0%100%
Jul-12100%0%0%
Aug-12100%0%0%
Sep-12100%0%0%
Oct-12100%0%0%
Nov-120%100%0%
Dec-120%100%0%
Jan-130%100%0%
Feb-130%100%0%
Mar-130%100%0%
Apr-13100%0%0%
May-130%100%0%
Jun-13100%0%0%
Jul-13100%0%0%
Aug-13100%0%0%
Sep-130%100%0%
Oct-130%100%0%
Nov-130%100%0%
Dec-130%100%0%
Jan-140%100%0%
Feb-140%100%0%
Mar-140%100%0%
Apr-140%100%0%
May-14100%0%0%
Jun-14100%0%0%
Jul-14100%0%0%
Aug-14100%0%0%
Sep-14100%0%0%
Oct-14100%0%0%
Nov-14100%0%0%
Dec-14100%0%0%
Jan-15100%0%0%
Feb-15100%0%0%
Mar-15100%0%0%
Apr-150%100%0%
May-150%100%0%
Jun-150%100%0%
Jul-150%100%0%
Aug-150%100%0%
Sep-150%0%100%
Oct-150%0%100%
Nov-15100%0%0%
Dec-15100%0%0%
Jan-16100%0%0%
Feb-160%0%100%
Mar-160%0%100%
Apr-16100%0%0%
May-16100%0%0%
Jun-16100%0%0%
Jul-16100%0%0%
Aug-16100%0%0%
Sep-16100%0%0%
Oct-160%100%0%
Nov-16100%0%0%
Dec-16100%0%0%
Jan-17100%0%0%
Feb-17100%0%0%
Mar-17100%0%0%
Apr-170%100%0%
May-170%100%0%
Jun-170%100%0%
Jul-170%100%0%
Aug-170%100%0%
Sep-170%100%0%
Oct-170%100%0%
Nov-170%100%0%
Dec-17100%0%0%
Jan-18100%0%0%
Feb-18100%0%0%
Mar-180%100%0%
Apr-180%100%0%
May-180%0%100%
Jun-18100%0%0%
Jul-18100%0%0%
Aug-18100%0%0%
Sep-18100%0%0%
Oct-18100%0%0%
Nov-180%0%100%
Dec-180%0%100%
Jan-190%0%100%
Feb-19100%0%0%
Mar-190%0%100%
Apr-19100%0%0%
May-19100%0%0%
Jun-190%0%100%
Jul-19100%0%0%
Aug-19100%0%0%
Sep-19100%0%0%
Oct-19100%0%0%
Nov-19100%0%0%
Dec-19100%0%0%
Jan-200%100%0%
Feb-20100%0%0%
Mar-200%0%100%
Apr-200%0%100%
May-200%0%100%
Jun-20100%0%0%
Jul-20100%0%0%
Aug-20100%0%0%
Sep-20100%0%0%
Oct-200%100%0%
Nov-200%100%0%
Dec-200%100%0%
Jan-210%100%0%
Feb-210%100%0%
Mar-210%100%0%
Apr-21100%0%0%
May-21100%0%0%
Jun-21100%0%0%
Jul-21100%0%0%
Aug-21100%0%0%
Sep-21100%0%0%
Oct-21100%0%0%
Nov-21100%0%0%
Dec-21100%0%0%
Jan-22100%0%0%
Feb-22100%0%0%
Mar-220%0%cash
Apr-22100%0%0%
May-220%0%cash
Jun-220%0%cash
Jul-220%0%cash
Aug-220%0%cash
Sep-220%0%cash