60/40 משופר

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פירוט האסטרטגיה
ביצועים היסטורים

תשואה חודשית

אלוקציה עדכנית

	MDY	SHY	TLT
2023-04-28	0	0.6	0.4

גרף ביצועים מתחילת השנה

גרף התשואה מתחילת השנה מול אינדקס ההשוואה

ביצועי תעודות הסל

finviz dynamic chart for MDY

finviz dynamic chart for TLT

finviz dynamic chart for SHY

רשימת ה- Trades

Trade List
	symbol	weight	entry.date	exit.date	entry.price	exit.price	return
1	SHY	60	2003-01-31	2003-02-28	59.08	59.31	0.24
2	TLT	40	2003-01-31	2003-02-28	44.98	46.37	1.24
3	SHY	60	2003-02-28	2003-03-31	59.31	59.41	0.11
4	TLT	40	2003-02-28	2003-03-31	46.37	45.74	-0.55
5	SHY	60	2003-03-31	2003-04-30	59.41	59.51	0.10
6	TLT	40	2003-03-31	2003-04-30	45.74	46.22	0.42
7	MDY	60	2003-04-30	2003-05-30	62.86	68.28	5.18
8	TLT	40	2003-04-30	2003-05-30	46.22	49.14	2.53
9	MDY	60	2003-05-30	2003-06-30	68.28	68.90	0.54
10	TLT	40	2003-05-30	2003-06-30	49.14	48.26	-0.72
11	MDY	60	2003-06-30	2003-07-31	68.90	71.36	2.14
12	TLT	40	2003-06-30	2003-07-31	48.26	43.44	-3.99
13	MDY	60	2003-07-31	2003-08-29	71.36	74.54	2.67
14	SHY	40	2003-07-31	2003-08-29	59.52	59.50	-0.02
15	MDY	60	2003-08-29	2003-09-30	74.54	73.48	-0.86
16	SHY	40	2003-08-29	2003-09-30	59.50	60.07	0.38
17	MDY	60	2003-09-30	2003-10-31	73.48	79.10	4.60
18	TLT	40	2003-09-30	2003-10-31	46.62	45.21	-1.21
19	MDY	60	2003-10-31	2003-11-28	79.10	81.98	2.18
20	SHY	40	2003-10-31	2003-11-28	59.82	59.78	-0.02
21	MDY	60	2003-11-28	2003-12-31	81.98	83.15	0.86
22	SHY	40	2003-11-28	2003-12-31	59.78	60.19	0.27
23	MDY	60	2003-12-31	2004-01-30	83.15	84.96	1.31
24	TLT	40	2003-12-31	2004-01-30	45.97	46.83	0.74
25	MDY	60	2004-01-30	2004-02-27	84.96	87.01	1.45
26	TLT	40	2004-01-30	2004-02-27	46.83	47.90	0.91
27	MDY	60	2004-02-27	2004-03-31	87.01	87.37	0.25
28	TLT	40	2004-02-27	2004-03-31	47.90	48.57	0.56
29	MDY	60	2004-03-31	2004-04-30	87.37	84.21	-2.17
30	TLT	40	2004-03-31	2004-04-30	48.57	45.55	-2.49
31	SHY	100	2004-04-30	2004-05-28	60.08	60.08	0.00
32	MDY	60	2004-05-28	2004-06-30	86.34	88.06	1.20
33	SHY	40	2004-05-28	2004-06-30	60.08	60.06	-0.01
34	MDY	60	2004-06-30	2004-07-30	88.06	84.02	-2.75
35	SHY	40	2004-06-30	2004-07-30	60.06	60.23	0.11
36	SHY	60	2004-07-30	2004-08-31	60.23	60.68	0.44
37	TLT	40	2004-07-30	2004-08-31	46.61	48.55	1.67
38	SHY	60	2004-08-31	2004-09-30	60.68	60.62	-0.06
39	TLT	40	2004-08-31	2004-09-30	48.55	49.01	0.38
40	MDY	60	2004-09-30	2004-10-29	86.07	87.54	1.02
41	TLT	40	2004-09-30	2004-10-29	49.01	49.88	0.71
42	MDY	60	2004-10-29	2004-11-30	87.54	92.88	3.66
43	TLT	40	2004-10-29	2004-11-30	49.88	48.69	-0.96
44	MDY	60	2004-11-30	2004-12-31	92.88	96.37	2.25
45	TLT	40	2004-11-30	2004-12-31	48.69	49.98	1.06
46	MDY	60	2004-12-31	2005-01-31	96.37	94.06	-1.44
47	TLT	40	2004-12-31	2005-01-31	49.98	51.76	1.43
48	MDY	60	2005-01-31	2005-02-28	94.06	97.48	2.18
49	TLT	40	2005-01-31	2005-02-28	51.76	51.00	-0.59
50	MDY	60	2005-02-28	2005-03-31	97.48	96.07	-0.87
51	TLT	40	2005-02-28	2005-03-31	51.00	50.77	-0.18
52	MDY	60	2005-03-31	2005-04-29	96.07	92.50	-2.23
53	TLT	40	2005-03-31	2005-04-29	50.77	52.73	1.55
54	SHY	60	2005-04-29	2005-05-31	60.73	60.97	0.24
55	TLT	40	2005-04-29	2005-05-31	52.73	54.38	1.26
56	MDY	60	2005-05-31	2005-06-30	97.79	100.33	1.56
57	TLT	40	2005-05-31	2005-06-30	54.38	55.56	0.86
58	MDY	60	2005-06-30	2005-07-29	100.33	105.48	3.08
59	TLT	40	2005-06-30	2005-07-29	55.56	53.68	-1.35
60	MDY	60	2005-07-29	2005-08-31	105.48	104.46	-0.58
61	TLT	40	2005-07-29	2005-08-31	53.68	55.55	1.39
62	MDY	60	2005-08-31	2005-09-30	104.46	105.12	0.38
63	TLT	40	2005-08-31	2005-09-30	55.55	53.54	-1.44
64	MDY	60	2005-09-30	2005-10-31	105.12	101.98	-1.80
65	SHY	40	2005-09-30	2005-10-31	61.11	61.06	-0.03
66	MDY	60	2005-10-31	2005-11-30	101.98	107.76	3.40
67	SHY	40	2005-10-31	2005-11-30	61.06	61.30	0.16
68	MDY	60	2005-11-30	2005-12-30	107.76	108.44	0.38
69	SHY	40	2005-11-30	2005-12-30	61.30	61.51	0.14
70	MDY	60	2005-12-30	2006-01-31	108.44	114.22	3.20
71	TLT	40	2005-12-30	2006-01-31	54.28	53.36	-0.68
72	MDY	60	2006-01-31	2006-02-28	114.22	113.90	-0.17
73	SHY	40	2006-01-31	2006-02-28	61.62	61.64	0.01
74	MDY	60	2006-02-28	2006-03-31	113.90	116.86	1.56
75	TLT	40	2006-02-28	2006-03-31	53.96	51.48	-1.84
76	MDY	60	2006-03-31	2006-04-28	116.86	118.43	0.81
77	SHY	40	2006-03-31	2006-04-28	61.75	61.89	0.09
78	MDY	60	2006-04-28	2006-05-31	118.43	113.30	-2.60
79	SHY	40	2006-04-28	2006-05-31	61.89	61.99	0.07
80	SHY	100	2006-05-31	2006-06-30	61.99	62.14	0.24
81	SHY	100	2006-06-30	2006-07-31	62.14	62.55	0.66
82	SHY	60	2006-07-31	2006-08-31	62.55	63.02	0.45
83	TLT	40	2006-07-31	2006-08-31	51.85	53.43	1.22
84	SHY	60	2006-08-31	2006-09-29	63.02	63.30	0.26
85	TLT	40	2006-08-31	2006-09-29	53.43	54.45	0.77
86	SHY	60	2006-09-29	2006-10-31	63.30	63.56	0.25
87	TLT	40	2006-09-29	2006-10-31	54.45	54.70	0.18
88	MDY	60	2006-10-31	2006-11-30	116.28	119.90	1.87
89	TLT	40	2006-10-31	2006-11-30	54.70	55.96	0.93
90	MDY	60	2006-11-30	2006-12-29	119.90	119.48	-0.21
91	TLT	40	2006-11-30	2006-12-29	55.96	54.67	-0.93
92	MDY	60	2006-12-29	2007-01-31	119.48	123.49	2.01
93	TLT	40	2006-12-29	2007-01-31	54.67	53.90	-0.56
94	MDY	60	2007-01-31	2007-02-28	123.49	124.81	0.65
95	SHY	40	2007-01-31	2007-02-28	64.01	64.48	0.29
96	MDY	60	2007-02-28	2007-03-30	124.81	126.49	0.80
97	TLT	40	2007-02-28	2007-03-30	55.96	55.00	-0.68
98	MDY	60	2007-03-30	2007-04-30	126.49	129.99	1.66
99	TLT	40	2007-03-30	2007-04-30	55.00	55.30	0.21
100	MDY	60	2007-04-30	2007-05-31	129.99	136.66	3.08
101	TLT	40	2007-04-30	2007-05-31	55.30	54.22	-0.78
102	MDY	60	2007-05-31	2007-06-29	136.66	133.69	-1.31
103	SHY	40	2007-05-31	2007-06-29	64.92	65.23	0.19
104	MDY	60	2007-06-29	2007-07-31	133.69	127.41	-2.82
105	SHY	40	2007-06-29	2007-07-31	65.23	65.82	0.36
106	SHY	60	2007-07-31	2007-08-31	65.82	66.62	0.73
107	TLT	40	2007-07-31	2007-08-31	55.45	56.44	0.72
108	SHY	60	2007-08-31	2007-09-28	66.62	66.88	0.23
109	TLT	40	2007-08-31	2007-09-28	56.44	56.57	0.09
110	MDY	60	2007-09-28	2007-10-31	132.25	135.66	1.54
111	TLT	40	2007-09-28	2007-10-31	56.57	57.60	0.73
112	MDY	60	2007-10-31	2007-11-30	135.66	128.97	-2.96
113	TLT	40	2007-10-31	2007-11-30	57.60	60.67	2.14
114	SHY	60	2007-11-30	2007-12-31	68.40	68.61	0.18
115	TLT	40	2007-11-30	2007-12-31	60.67	60.29	-0.25
116	SHY	60	2007-12-31	2008-01-31	68.61	69.74	0.99
117	TLT	40	2007-12-31	2008-01-31	60.29	61.55	0.84
118	SHY	60	2008-01-31	2008-02-29	69.74	70.46	0.62
119	TLT	40	2008-01-31	2008-02-29	61.55	61.27	-0.18
120	SHY	60	2008-02-29	2008-03-31	70.46	70.64	0.15
121	TLT	40	2008-02-29	2008-03-31	61.27	62.58	0.86
122	SHY	60	2008-03-31	2008-04-30	70.64	70.05	-0.50
123	TLT	40	2008-03-31	2008-04-30	62.58	61.03	-0.99
124	MDY	60	2008-04-30	2008-05-30	125.97	132.81	3.26
125	TLT	40	2008-04-30	2008-05-30	61.03	59.39	-1.08
126	MDY	60	2008-05-30	2008-06-30	132.81	123.38	-4.26
127	SHY	40	2008-05-30	2008-06-30	69.81	69.98	0.10
128	MDY	60	2008-06-30	2008-07-31	123.38	121.14	-1.09
129	TLT	40	2008-06-30	2008-07-31	60.96	60.74	-0.15
130	SHY	60	2008-07-31	2008-08-29	70.28	70.61	0.28
131	TLT	40	2008-07-31	2008-08-29	60.74	62.40	1.10
132	SHY	60	2008-08-29	2008-09-30	70.61	71.16	0.47
133	TLT	40	2008-08-29	2008-09-30	62.40	63.32	0.59
134	SHY	60	2008-09-30	2008-10-31	71.16	71.94	0.66
135	TLT	40	2008-09-30	2008-10-31	63.32	62.14	-0.75
136	SHY	60	2008-10-31	2008-11-28	71.94	72.74	0.66
137	TLT	40	2008-10-31	2008-11-28	62.14	71.05	5.74
138	SHY	60	2008-11-28	2008-12-31	72.74	73.14	0.34
139	TLT	40	2008-11-28	2008-12-31	71.05	80.74	5.46
140	SHY	60	2008-12-31	2009-01-30	73.14	72.83	-0.26
141	TLT	40	2008-12-31	2009-01-30	80.74	70.19	-5.23
142	SHY	60	2009-01-30	2009-02-27	72.83	72.72	-0.09
143	TLT	40	2009-01-30	2009-02-27	70.19	69.11	-0.61
144	SHY	100	2009-02-27	2009-03-31	72.72	73.08	0.50
145	SHY	60	2009-03-31	2009-04-30	73.08	72.96	-0.10
146	TLT	40	2009-03-31	2009-04-30	71.91	66.91	-2.78
147	MDY	60	2009-04-30	2009-05-29	85.40	87.91	1.76
148	SHY	40	2009-04-30	2009-05-29	72.96	73.00	0.02
149	MDY	60	2009-05-29	2009-06-30	87.91	88.69	0.53
150	SHY	40	2009-05-29	2009-06-30	73.00	72.94	-0.04
151	MDY	60	2009-06-30	2009-07-31	88.69	96.07	5.00
152	SHY	40	2009-06-30	2009-07-31	72.94	73.02	0.04
153	MDY	60	2009-07-31	2009-08-31	96.07	100.26	2.62
154	SHY	40	2009-07-31	2009-08-31	73.02	73.31	0.16
155	MDY	60	2009-08-31	2009-09-30	100.26	105.93	3.39
156	TLT	40	2009-08-31	2009-09-30	66.76	68.40	0.98
157	MDY	60	2009-09-30	2009-10-30	105.93	101.15	-2.71
158	TLT	40	2009-09-30	2009-10-30	68.40	66.61	-1.05
159	MDY	60	2009-10-30	2009-11-30	101.15	105.40	2.52
160	TLT	40	2009-10-30	2009-11-30	66.61	67.42	0.49
161	MDY	60	2009-11-30	2009-12-31	105.40	111.82	3.66
162	TLT	40	2009-11-30	2009-12-31	67.42	63.14	-2.54
163	MDY	60	2009-12-31	2010-01-29	111.82	108.22	-1.93
164	SHY	40	2009-12-31	2010-01-29	73.40	73.99	0.32
165	MDY	60	2010-01-29	2010-02-26	108.22	113.70	3.04
166	SHY	40	2010-01-29	2010-02-26	73.99	74.11	0.06
167	MDY	60	2010-02-26	2010-03-31	113.70	121.85	4.30
168	SHY	40	2010-02-26	2010-03-31	74.11	73.91	-0.11
169	MDY	60	2010-03-31	2010-04-30	121.85	126.93	2.50
170	SHY	40	2010-03-31	2010-04-30	73.91	74.13	0.12
171	MDY	60	2010-04-30	2010-05-28	126.93	117.98	-4.23
172	TLT	40	2010-04-30	2010-05-28	65.39	68.74	2.04
173	MDY	60	2010-05-28	2010-06-30	117.98	110.23	-3.94
174	TLT	40	2010-05-28	2010-06-30	68.74	72.72	2.32
175	SHY	60	2010-06-30	2010-07-30	74.78	74.92	0.12
176	TLT	40	2010-06-30	2010-07-30	72.72	72.03	-0.38
177	SHY	60	2010-07-30	2010-08-31	74.92	75.10	0.14
178	TLT	40	2010-07-30	2010-08-31	72.03	78.08	3.36
179	SHY	60	2010-08-31	2010-09-30	75.10	75.19	0.07
180	TLT	40	2010-08-31	2010-09-30	78.08	76.12	-1.01
181	MDY	60	2010-09-30	2010-10-29	124.49	128.72	2.04
182	TLT	40	2010-09-30	2010-10-29	76.12	72.72	-1.79
183	MDY	60	2010-10-29	2010-11-30	128.72	132.53	1.78
184	TLT	40	2010-10-29	2010-11-30	72.72	71.49	-0.68
185	MDY	60	2010-11-30	2010-12-31	132.53	141.21	3.93
186	SHY	40	2010-11-30	2010-12-31	75.20	75.07	-0.07
187	MDY	60	2010-12-31	2011-01-31	141.21	143.93	1.15
188	SHY	40	2010-12-31	2011-01-31	75.07	75.17	0.05
189	MDY	60	2011-01-31	2011-02-28	143.93	150.46	2.72
190	SHY	40	2011-01-31	2011-02-28	75.17	75.08	-0.05
191	MDY	60	2011-02-28	2011-03-31	150.46	154.36	1.55
192	SHY	40	2011-02-28	2011-03-31	75.08	74.98	-0.05
193	MDY	60	2011-03-31	2011-04-29	154.36	158.42	1.58
194	SHY	40	2011-03-31	2011-04-29	74.98	75.38	0.21
195	MDY	60	2011-04-29	2011-05-31	158.42	156.97	-0.55
196	TLT	40	2011-04-29	2011-05-31	69.44	71.82	1.37
197	MDY	60	2011-05-31	2011-06-30	156.97	152.98	-1.52
198	TLT	40	2011-05-31	2011-06-30	71.82	70.14	-0.93
199	MDY	60	2011-06-30	2011-07-29	152.98	147.68	-2.08
200	TLT	40	2011-06-30	2011-07-29	70.14	73.24	1.77
201	SHY	60	2011-07-29	2011-08-31	75.87	76.13	0.21
202	TLT	40	2011-07-29	2011-08-31	73.24	80.32	3.87
203	SHY	60	2011-08-31	2011-09-30	76.13	76.06	-0.06
204	TLT	40	2011-08-31	2011-09-30	80.32	90.92	5.28
205	SHY	60	2011-09-30	2011-10-31	76.06	76.08	0.02
206	TLT	40	2011-09-30	2011-10-31	90.92	87.43	-1.53
207	SHY	60	2011-10-31	2011-11-30	76.08	76.12	0.03
208	TLT	40	2011-10-31	2011-11-30	87.43	89.16	0.79
209	MDY	60	2011-11-30	2011-12-30	139.05	138.20	-0.36
210	TLT	40	2011-11-30	2011-12-30	89.16	92.24	1.38
211	MDY	60	2011-12-30	2012-01-31	138.20	147.31	3.95
212	TLT	40	2011-12-30	2012-01-31	92.24	91.93	-0.13
213	MDY	60	2012-01-31	2012-02-29	147.31	153.96	2.71
214	TLT	40	2012-01-31	2012-02-29	91.93	89.55	-1.04
215	MDY	60	2012-02-29	2012-03-30	153.96	156.92	1.16
216	TLT	40	2012-02-29	2012-03-30	89.55	85.76	-1.69
217	MDY	60	2012-03-30	2012-04-30	156.92	156.48	-0.17
218	SHY	40	2012-03-30	2012-04-30	76.05	76.21	0.08
219	MDY	60	2012-04-30	2012-05-31	156.48	146.38	-3.87
220	TLT	40	2012-04-30	2012-05-31	89.90	98.01	3.61
221	SHY	60	2012-05-31	2012-06-29	76.25	76.18	-0.06
222	TLT	40	2012-05-31	2012-06-29	98.01	96.37	-0.67
223	SHY	60	2012-06-29	2012-07-31	76.18	76.34	0.13
224	TLT	40	2012-06-29	2012-07-31	96.37	100.04	1.53
225	SHY	60	2012-07-31	2012-08-31	76.34	76.35	0.00
226	TLT	40	2012-07-31	2012-08-31	100.04	98.72	-0.53
227	MDY	60	2012-08-31	2012-09-28	154.46	157.06	1.01
228	TLT	40	2012-08-31	2012-09-28	98.72	96.22	-1.01
229	MDY	60	2012-09-28	2012-10-31	157.06	155.61	-0.56
230	TLT	40	2012-09-28	2012-10-31	96.22	95.76	-0.19
231	MDY	60	2012-10-31	2012-11-30	155.61	159.18	1.38
232	SHY	40	2012-10-31	2012-11-30	76.31	76.35	0.02
233	MDY	60	2012-11-30	2012-12-31	159.18	162.83	1.37
234	TLT	40	2012-11-30	2012-12-31	97.08	94.66	-1.00
235	MDY	60	2012-12-31	2013-01-31	162.83	174.36	4.25
236	SHY	40	2012-12-31	2013-01-31	76.37	76.38	0.00
237	MDY	60	2013-01-31	2013-02-28	174.36	175.80	0.50
238	SHY	40	2013-01-31	2013-02-28	76.38	76.42	0.02
239	MDY	60	2013-02-28	2013-03-28	175.80	184.32	2.91
240	SHY	40	2013-02-28	2013-03-28	76.42	76.45	0.01
241	MDY	60	2013-03-28	2013-04-30	184.32	185.42	0.36
242	SHY	40	2013-03-28	2013-04-30	76.45	76.50	0.03
243	MDY	60	2013-04-30	2013-05-31	185.42	189.66	1.37
244	TLT	40	2013-04-30	2013-05-31	96.72	90.18	-2.71
245	MDY	60	2013-05-31	2013-06-28	189.66	185.31	-1.38
246	SHY	40	2013-05-31	2013-06-28	76.40	76.32	-0.04
247	MDY	60	2013-06-28	2013-07-31	185.31	197.67	4.00
248	SHY	40	2013-06-28	2013-07-31	76.32	76.45	0.07
249	MDY	60	2013-07-31	2013-08-30	197.67	190.03	-2.32
250	SHY	40	2013-07-31	2013-08-30	76.45	76.37	-0.04
251	MDY	60	2013-08-30	2013-09-30	190.03	200.21	3.21
252	SHY	40	2013-08-30	2013-09-30	76.37	76.54	0.09
253	MDY	60	2013-09-30	2013-10-31	200.21	207.45	2.17
254	SHY	40	2013-09-30	2013-10-31	76.54	76.60	0.03
255	MDY	60	2013-10-31	2013-11-29	207.45	210.03	0.74
256	SHY	40	2013-10-31	2013-11-29	76.60	76.67	0.04
257	MDY	60	2013-11-29	2013-12-31	210.03	216.66	1.89
258	SHY	40	2013-11-29	2013-12-31	76.67	76.53	-0.07
259	MDY	60	2013-12-31	2014-01-31	216.66	211.85	-1.33
260	SHY	40	2013-12-31	2014-01-31	76.53	76.68	0.08
261	MDY	60	2014-01-31	2014-02-28	211.85	222.15	2.92
262	TLT	40	2014-01-31	2014-02-28	87.17	87.63	0.21
263	MDY	60	2014-02-28	2014-03-31	222.15	222.92	0.21
264	TLT	40	2014-02-28	2014-03-31	87.63	88.27	0.29
265	MDY	60	2014-03-31	2014-04-30	222.92	219.60	-0.89
266	TLT	40	2014-03-31	2014-04-30	88.27	90.12	0.84
267	MDY	60	2014-04-30	2014-05-30	219.60	223.19	0.98
268	TLT	40	2014-04-30	2014-05-30	90.12	92.78	1.18
269	MDY	60	2014-05-30	2014-06-30	223.19	232.50	2.50
270	TLT	40	2014-05-30	2014-06-30	92.78	92.54	-0.10
271	MDY	60	2014-06-30	2014-07-31	232.50	222.30	-2.63
272	TLT	40	2014-06-30	2014-07-31	92.54	93.16	0.27
273	SHY	60	2014-07-31	2014-08-29	76.70	76.85	0.11
274	TLT	40	2014-07-31	2014-08-29	93.16	97.56	1.89
275	MDY	60	2014-08-29	2014-09-30	233.55	222.95	-2.72
276	TLT	40	2014-08-29	2014-09-30	97.56	95.50	-0.84
277	SHY	60	2014-09-30	2014-10-31	76.82	76.99	0.14
278	TLT	40	2014-09-30	2014-10-31	95.50	98.19	1.13
279	MDY	60	2014-10-31	2014-11-28	230.82	235.06	1.10
280	TLT	40	2014-10-31	2014-11-28	98.19	101.10	1.19
281	MDY	60	2014-11-28	2014-12-31	235.06	237.02	0.50
282	TLT	40	2014-11-28	2014-12-31	101.10	104.39	1.30
283	MDY	60	2014-12-31	2015-01-30	237.02	234.41	-0.66
284	TLT	40	2014-12-31	2015-01-30	104.39	114.64	3.93
285	MDY	60	2015-01-30	2015-02-27	234.41	246.20	3.02
286	TLT	40	2015-01-30	2015-02-27	114.64	107.60	-2.46
287	MDY	60	2015-02-27	2015-03-31	246.20	249.48	0.80
288	TLT	40	2015-02-27	2015-03-31	107.60	108.78	0.44
289	MDY	60	2015-03-31	2015-04-30	249.48	245.80	-0.89
290	TLT	40	2015-03-31	2015-04-30	108.78	105.05	-1.37
291	MDY	60	2015-04-30	2015-05-29	245.80	249.88	1.00
292	SHY	40	2015-04-30	2015-05-29	77.35	77.38	0.02
293	MDY	60	2015-05-29	2015-06-30	249.88	246.65	-0.78
294	SHY	40	2015-05-29	2015-06-30	77.38	77.40	0.01
295	MDY	60	2015-06-30	2015-07-31	246.65	246.91	0.06
296	SHY	40	2015-06-30	2015-07-31	77.40	77.44	0.02
297	SHY	100	2015-07-31	2015-08-31	77.44	77.40	-0.05
298	SHY	100	2015-08-31	2015-09-30	77.40	77.63	0.29
299	SHY	60	2015-09-30	2015-10-30	77.63	77.52	-0.08
300	TLT	40	2015-09-30	2015-10-30	104.16	103.73	-0.16
301	SHY	60	2015-10-30	2015-11-30	77.52	77.32	-0.15
302	TLT	40	2015-10-30	2015-11-30	103.73	102.83	-0.35
303	MDY	60	2015-11-30	2015-12-31	241.19	231.08	-2.52
304	TLT	40	2015-11-30	2015-12-31	102.83	102.52	-0.12
305	SHY	100	2015-12-31	2016-01-29	77.20	77.71	0.65
306	SHY	60	2016-01-29	2016-02-29	77.71	77.79	0.07
307	TLT	40	2016-01-29	2016-02-29	108.24	111.58	1.23
308	SHY	60	2016-02-29	2016-03-31	77.79	77.90	0.08
309	TLT	40	2016-02-29	2016-03-31	111.58	111.48	-0.04
310	MDY	60	2016-03-31	2016-04-29	239.73	242.59	0.71
311	TLT	40	2016-03-31	2016-04-29	111.48	110.66	-0.29
312	MDY	60	2016-04-29	2016-05-31	242.59	248.03	1.35
313	TLT	40	2016-04-29	2016-05-31	110.66	111.55	0.32
314	MDY	60	2016-05-31	2016-06-30	248.03	249.19	0.28
315	TLT	40	2016-05-31	2016-06-30	111.55	119.29	2.77
316	MDY	60	2016-06-30	2016-07-29	249.19	259.76	2.55
317	TLT	40	2016-06-30	2016-07-29	119.29	121.79	0.84
318	MDY	60	2016-07-29	2016-08-31	259.76	260.95	0.27
319	TLT	40	2016-07-29	2016-08-31	121.79	120.56	-0.40
320	MDY	60	2016-08-31	2016-09-30	260.95	259.42	-0.35
321	TLT	40	2016-08-31	2016-09-30	120.56	118.74	-0.60
322	MDY	60	2016-09-30	2016-10-31	259.42	252.53	-1.59
323	TLT	40	2016-09-30	2016-10-31	118.74	113.54	-1.75
324	SHY	100	2016-10-31	2016-11-30	78.15	77.78	-0.47
325	MDY	60	2016-11-30	2016-12-30	272.44	278.37	1.31
326	SHY	40	2016-11-30	2016-12-30	77.78	77.84	0.03
327	MDY	60	2016-12-30	2017-01-31	278.37	282.96	0.99
328	SHY	40	2016-12-30	2017-01-31	77.84	77.92	0.04
329	MDY	60	2017-01-31	2017-02-28	282.96	290.30	1.56
330	SHY	40	2017-01-31	2017-02-28	77.92	77.95	0.01
331	MDY	60	2017-02-28	2017-03-31	290.30	288.99	-0.27
332	SHY	40	2017-02-28	2017-03-31	77.95	78.00	0.03
333	MDY	60	2017-03-31	2017-04-28	288.99	291.24	0.47
334	SHY	40	2017-03-31	2017-04-28	78.00	78.14	0.08
335	MDY	60	2017-04-28	2017-05-31	291.24	289.87	-0.28
336	TLT	40	2017-04-28	2017-05-31	107.20	109.23	0.76
337	MDY	60	2017-05-31	2017-06-30	289.87	294.28	0.91
338	TLT	40	2017-05-31	2017-06-30	109.23	110.09	0.32
339	MDY	60	2017-06-30	2017-07-31	294.28	296.95	0.54
340	TLT	40	2017-06-30	2017-07-31	110.09	109.37	-0.26
341	MDY	60	2017-07-31	2017-08-31	296.95	292.39	-0.92
342	TLT	40	2017-07-31	2017-08-31	109.37	113.09	1.36
343	MDY	60	2017-08-31	2017-09-29	292.39	303.73	2.33
344	TLT	40	2017-08-31	2017-09-29	113.09	110.47	-0.93
345	MDY	60	2017-09-29	2017-10-31	303.73	310.51	1.34
346	TLT	40	2017-09-29	2017-10-31	110.47	110.43	-0.02
347	MDY	60	2017-10-31	2017-11-30	310.51	321.95	2.21
348	TLT	40	2017-10-31	2017-11-30	110.43	111.25	0.30
349	MDY	60	2017-11-30	2017-12-29	321.95	322.70	0.14
350	TLT	40	2017-11-30	2017-12-29	111.25	113.26	0.72
351	MDY	60	2017-12-29	2018-01-31	322.70	331.66	1.67
352	TLT	40	2017-12-29	2018-01-31	113.26	109.57	-1.30
353	MDY	60	2018-01-31	2018-02-28	331.66	316.96	-2.66
354	SHY	40	2018-01-31	2018-02-28	77.82	77.74	-0.04
355	MDY	60	2018-02-28	2018-03-29	316.96	320.05	0.58
356	SHY	40	2018-02-28	2018-03-29	77.74	77.93	0.10
357	MDY	60	2018-03-29	2018-04-30	320.05	318.90	-0.21
358	SHY	40	2018-03-29	2018-04-30	77.93	77.75	-0.09
359	SHY	100	2018-04-30	2018-05-31	77.75	78.02	0.35
360	MDY	60	2018-05-31	2018-06-29	332.04	333.42	0.25
361	TLT	40	2018-05-31	2018-06-29	109.14	109.85	0.26
362	MDY	60	2018-06-29	2018-07-31	333.42	339.10	1.02
363	TLT	40	2018-06-29	2018-07-31	109.85	108.27	-0.57
364	MDY	60	2018-07-31	2018-08-31	339.10	349.83	1.90
365	TLT	40	2018-07-31	2018-08-31	108.27	109.69	0.53
366	MDY	60	2018-08-31	2018-09-28	349.83	346.09	-0.64
367	TLT	40	2018-08-31	2018-09-28	109.69	106.55	-1.15
368	MDY	60	2018-09-28	2018-10-31	346.09	312.83	-5.77
369	SHY	40	2018-09-28	2018-10-31	78.17	78.29	0.06
370	SHY	100	2018-10-31	2018-11-30	78.29	78.59	0.38
371	SHY	100	2018-11-30	2018-12-31	78.59	79.18	0.76
372	SHY	60	2018-12-31	2019-01-31	79.18	79.38	0.15
373	TLT	40	2018-12-31	2019-01-31	111.44	111.86	0.15
374	SHY	60	2019-01-31	2019-02-28	79.38	79.45	0.05
375	TLT	40	2019-01-31	2019-02-28	111.86	110.32	-0.55
376	MDY	60	2019-02-28	2019-03-29	329.39	327.56	-0.33
377	TLT	40	2019-02-28	2019-03-29	110.32	116.47	2.23
378	MDY	60	2019-03-29	2019-04-30	327.56	340.55	2.38
379	TLT	40	2019-03-29	2019-04-30	116.47	114.15	-0.80
380	MDY	60	2019-04-30	2019-05-31	340.55	313.08	-4.84
381	TLT	40	2019-04-30	2019-05-31	114.15	121.96	2.74
382	SHY	60	2019-05-31	2019-06-28	80.67	81.04	0.28
383	TLT	40	2019-05-31	2019-06-28	121.96	123.12	0.38
384	MDY	60	2019-06-28	2019-07-31	337.55	340.72	0.56
385	TLT	40	2019-06-28	2019-07-31	123.12	123.43	0.10
386	MDY	60	2019-07-31	2019-08-30	340.72	326.65	-2.48
387	TLT	40	2019-07-31	2019-08-30	123.43	137.07	4.42
388	SHY	60	2019-08-30	2019-09-30	81.63	81.52	-0.08
389	TLT	40	2019-08-30	2019-09-30	137.07	133.39	-1.07
390	MDY	60	2019-09-30	2019-10-31	336.84	340.43	0.64
391	TLT	40	2019-09-30	2019-10-31	133.39	131.91	-0.45
392	MDY	60	2019-10-31	2019-11-29	340.43	350.38	1.75
393	TLT	40	2019-10-31	2019-11-29	131.91	131.37	-0.16
394	MDY	60	2019-11-29	2019-12-31	350.38	360.12	1.67
395	TLT	40	2019-11-29	2019-12-31	131.37	127.17	-1.28
396	MDY	60	2019-12-31	2020-01-31	360.12	350.60	-1.59
397	SHY	40	2019-12-31	2020-01-31	81.86	82.33	0.23
398	MDY	60	2020-01-31	2020-02-28	350.60	317.63	-5.64
399	TLT	40	2020-01-31	2020-02-28	136.95	146.03	2.65
400	SHY	60	2020-02-28	2020-03-31	83.05	84.09	0.75
401	TLT	40	2020-02-28	2020-03-31	146.03	155.34	2.55
402	SHY	60	2020-03-31	2020-04-30	84.09	84.32	0.16
403	TLT	40	2020-03-31	2020-04-30	155.34	157.23	0.49
404	SHY	60	2020-04-30	2020-05-29	84.32	84.25	-0.05
405	TLT	40	2020-04-30	2020-05-29	157.23	154.46	-0.71
406	SHY	60	2020-05-29	2020-06-30	84.25	84.27	0.01
407	TLT	40	2020-05-29	2020-06-30	154.46	154.98	0.14
408	MDY	60	2020-06-30	2020-07-31	313.88	328.52	2.80
409	TLT	40	2020-06-30	2020-07-31	154.98	161.86	1.77
410	MDY	60	2020-07-31	2020-08-31	328.52	339.91	2.08
411	TLT	40	2020-07-31	2020-08-31	161.86	153.69	-2.02
412	MDY	60	2020-08-31	2020-09-30	339.91	328.75	-1.97
413	SHY	40	2020-08-31	2020-09-30	84.33	84.33	0.00
414	MDY	60	2020-09-30	2020-10-30	328.75	335.97	1.32
415	SHY	40	2020-09-30	2020-10-30	84.33	84.29	-0.02
416	MDY	60	2020-10-30	2020-11-30	335.97	384.01	8.58
417	SHY	40	2020-10-30	2020-11-30	84.29	84.31	0.01
418	MDY	60	2020-11-30	2020-12-31	384.01	408.85	3.88
419	SHY	40	2020-11-30	2020-12-31	84.31	84.34	0.02
420	MDY	60	2020-12-31	2021-01-29	408.85	414.73	0.86
421	SHY	40	2020-12-31	2021-01-29	84.34	84.36	0.01
422	MDY	60	2021-01-29	2021-02-26	414.73	442.85	4.07
423	SHY	40	2021-01-29	2021-02-26	84.36	84.31	-0.02
424	MDY	60	2021-02-26	2021-03-31	442.85	464.34	2.91
425	SHY	40	2021-02-26	2021-03-31	84.31	84.27	-0.02
426	MDY	60	2021-03-31	2021-04-30	464.34	484.36	2.59
427	SHY	40	2021-03-31	2021-04-30	84.27	84.31	0.02
428	MDY	60	2021-04-30	2021-05-28	484.36	485.51	0.14
429	SHY	40	2021-04-30	2021-05-28	84.31	84.37	0.02
430	MDY	60	2021-05-28	2021-06-30	485.51	480.22	-0.65
431	SHY	40	2021-05-28	2021-06-30	84.37	84.22	-0.07
432	MDY	60	2021-06-30	2021-07-30	480.22	481.58	0.17
433	TLT	40	2021-06-30	2021-07-30	138.43	143.57	1.49
434	MDY	60	2021-07-30	2021-08-31	481.58	491.25	1.20
435	TLT	40	2021-07-30	2021-08-31	143.57	143.08	-0.14
436	MDY	60	2021-08-31	2021-09-30	491.25	471.58	-2.40
437	TLT	40	2021-08-31	2021-09-30	143.08	138.92	-1.16
438	SHY	60	2021-09-30	2021-10-29	84.25	83.97	-0.20
439	TLT	40	2021-09-30	2021-10-29	138.92	142.34	0.99
440	MDY	60	2021-10-29	2021-11-30	499.30	484.25	-1.81
441	TLT	40	2021-10-29	2021-11-30	142.34	146.29	1.11
442	SHY	60	2021-11-30	2021-12-31	83.92	83.74	-0.13
443	TLT	40	2021-11-30	2021-12-31	146.29	143.34	-0.81
444	MDY	60	2021-12-31	2022-01-31	509.19	472.17	-4.36
445	TLT	40	2021-12-31	2022-01-31	143.34	137.73	-1.57
446	SHY	100	2022-01-31	2022-02-28	83.16	82.80	-0.43
447	SHY	100	2022-02-28	2022-03-31	82.80	81.64	-1.40
448	SHY	100	2022-03-31	2022-04-29	81.64	81.24	-0.50
449	SHY	100	2022-04-29	2022-05-31	81.24	81.72	0.60
450	SHY	100	2022-05-31	2022-06-30	81.72	81.24	-0.59
451	SHY	100	2022-06-30	2022-07-29	81.24	81.57	0.41
452	MDY	60	2022-07-29	2022-08-31	453.73	439.35	-1.90
453	SHY	40	2022-07-29	2022-08-31	81.57	80.91	-0.32
454	SHY	100	2022-08-31	2022-09-30	80.91	79.94	-1.19
455	SHY	100	2022-09-30	2022-10-31	79.94	79.84	-0.13
456	MDY	60	2022-10-31	2022-11-30	440.88	467.42	3.61
457	SHY	40	2022-10-31	2022-11-30	79.84	80.40	0.28
458	MDY	60	2022-11-30	2022-12-30	467.42	441.57	-3.32
459	SHY	40	2022-11-30	2022-12-30	80.40	80.49	0.05
460	MDY	60	2022-12-30	2023-01-31	441.57	482.42	5.55
461	SHY	40	2022-12-30	2023-01-31	80.49	81.12	0.31
462	MDY	60	2023-01-31	2023-02-28	482.42	473.45	-1.12
463	TLT	40	2023-01-31	2023-02-28	106.09	100.94	-1.94
464	MDY	60	2023-02-28	2023-03-31	473.45	458.41	-1.91
465	SHY	40	2023-02-28	2023-03-31	80.46	81.79	0.66
466	MDY	60	2023-03-31	2023-04-28	458.41	454.75	-0.48
467	TLT	40	2023-03-31	2023-04-28	105.83	106.18	0.13

תיאור האסטרטגיה

המודל מציג גרסה אקטיבית יותר ומשופרת של מודל 60/40 הקלאסי
המודל הקלאסי בתקופות מסויימות סבל מירידות חדות MAXDD -30.45% אומנם הרבה פחות ממדד הייחוס MAXDD -55.33% אבל עדיין ירידות שלמשקיע הסביר יקשה להחזיק בתיק
כדי לצמצם את ה- MAXDD הוספנו פילטר הבודק האם הנכס מעל לממוצע הנע של 6 חודשים במידה והבדיקה חיובית אנו משקיעים בנכס בהתאם לאלוקציה 60% מניות , 40% אג"ח
אחרת אנו משקיעים את אותה אלוקציה במזומן.

התשואה השנתית CAGR ירדה קמעה למתחת – 10% אבל הירידה המקסימלית MAXDD צומצמה למתחת 11% כמו גם התנודתיות של התיק

תקופת האיזון מחדש מתבצעת באופן חודשי

תעודות סל

MDY – SPDR S&P MidCap 400 ETF – מניות
TLT- iShares 20+ Year Treasury Bond- אגרות חוב
SHY -iShares 1-3 Year Treasury Bond – אגרות חוב לטווח קצר מהווה תחליף למזומן