'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.
To make the best use of our content... (continue reading for guidance on using the ETFOptimize Content)
Stocks On a Precarious Perch ⬅ Latest
Part 1 - Featured Indicators: CBOE Options Equity Put/Call Ratio
October 7, 2021
Pushing on a String
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
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