Overall Statistics
class OptimizedModulatedAutosequencers(QCAlgorithm):

    def Initialize(self):
        self.SetStartDate(2009,1, 1)  # Set Start Date
        self.SetEndDate(2018,12,31)  # Set Start Date
        self.SetCash(100000)  # Set Strategy Cash
        self.AddEquity("SPY", Resolution.Daily)
        self.AddEquity("IEF", Resolution.Daily)
        self.SetBenchmark("SPY")


    def OnData(self, data):
        '''OnData event is the primary entry point for your algorithm. Each new data point will be pumped in here.
            Arguments:
                data: Slice object keyed by symbol containing the stock data
        '''

        if not self.Portfolio.Invested:
            self.SetHoldings("SPY", .79)
            self.SetHoldings("IEF", .21)