ETFOptimize Insights

Data-driven Analysis of the Critical Market Indicators
that Determine Strategy Timing and Selection


'ETFOptimize Insights' Index

 

Each of the ETFOptimize Insights articles linked below provides our Premium Strategy subscribers (and after a 3-7 day delay, all complimentary subscribers) with a detailed analysis of one or more of the dozens of proprietary indicators we utilize in our models. We will feature an indicator when one has a significant change, or its signal is critical to understanding the market's recent movements.

Our rules-based investment strategies rely on composites of multiple robust indicators to provide a diversified set of Risk Signals, optimized for each model's approach, targeted volatility, and defined level of risk. The Signals from our proprietary Risk Score Composites determine when a strategy should reduce exposure to potential market volatility and switch to defensive positions or a cash-proxy ETF. Meanwhile, each model's sophisticated ranking system selects the optimum ETF for conditions. The result is an exceptionally smooth performance with Risk-Adjusted Returns attaining levels of 2.00 to 3.00+ over spans of many years.

Our ETFOptimize Insights articles regularly highlight one of our proprietary Risk Score Composites, particularly when one can provide a unique insight into an unusual aspect of the equity or fixed-income markets. We have Risk Score Composites constructed from 50+ distinct, high-quality, point-in-time (PIT) data series in these categories:

Breadth Indicators ($BI),
Fundamental Risk Indicators ($FI),
Intermarket and Exogenous Indicators ($IEI)
Macroeconomic Indicators ($MI),
Sentiment Indicators ($SI)
, and
Technical Indicators ($TI)

See a partial list of the 50+ proprietary indicators from which we build our algorithmic investment strategies.

ETFOptimize Insights Articles Publication Date

 

Three Causes of Recent Extreme Volatility—and How to Avoid It ⬅ Latest
Featured Indicators: Long-Term Support Line, Percent SPY is Above It's 200-Day SMA, S&P 500 200-Day Breadth


December 1, 2020

Critical Warning Signaled! 
Featured Indicators: S&P 500 Issues Above 200-Day, Percent S&P 500 is Above It's 200-Day SMA

November 15, 2020

A Mixed Bag…
Featured Indicator: S&P 500 Breadth Composite, S&P 500 Earnings Composite (PBEC)
November 9, 2020
Uncertainty Ahead
Featured Indicator: Momentum of Fear, S&P 500 Earnings Composite (PBEC)
November 2, 2020

Robustly Bullish Indicators 
Featured Indicator: Volatility, Momentum of Fear, Technical Signals

October 12, 2020
Market at a Critical Inflection Point
Featured Indicator: $MI02–Corporate AAA/BBB Yield Differential

September 14, 2020

Key Recession Indicator Says: "Not Yet"
Featured Indicator: $MI01–Unemployment Signal

November 5, 2019

Critical Indicator Gives Bullish Signal
Featured Indicators: Buying Opportunity Indicator

November 25, 2018

The Coming Earnings Slowdown (Not!)
Featured Indicators: $FRS01–SP500-Progressive Blend Earnings Composite

November 11, 2018

Are We On the Cusp of a Bear Market?
Featured Indicators: $Market Regime Score

March 29, 2018

Typical Correction – or Something More?

February 14, 2018

Coming Soon
More insightful articles featuring detailed analysis of market conditions

Coming Soon
More articles...

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