'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.
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Pushing on a String ⬅ Latest
Featured Indicators: The Reverse Repo market shows that there is far too much money in the banking system
July 19, 2021
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
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
Robustly Bullish Indicators
Featured Indicator: Volatility, Momentum of Fear, Technical Signals
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
More insightful articles featuring detailed analysis of market conditions