The ETFOptimize Advantage

 The ETFOptimize Advantage


The ETFOptimize Advantage

Now you can take advantage of an honest-to-goodness breakthrough in the world of investing – a legitimate paradigm shift, made possible by the unique, creative application of state-of-the-art technological resources – combined with 50-years of collective quantitative-design experience – to the challenges of volatile financial markets.

ETFOptimize is a pioneer in designing algorithmically based investment strategies for Individual Investors and Investment Advisors. What makes our quantitative approaches unique and so successful is that we have isolated more than 50 uncorrelated data sets derived from time series in the following groups: 1) macroeconomic indicators2) market-internal measures (breadth)3) stock fundamentals, and 4) proprietary technical indicators.

We construct sophisticated market-exposure, ETF ranking, and position selection systems from these time series to offer robust signals that accurately guide our strategies to attain the optimum performance regardless of the market environment – whether bullish, bearish, or sideways and volatile.

Designers who collectively have more than three decades of experience with investing, investment analysis, and constructing quantitative investment strategies build our carefully-crafted investment systems – as opposed to the typical academics or math PhDs that many quantitative investment shops hire as strategy designers. Generally speaking, these individuals have rarely purchased a share of stock in their lives.

As a result of our designer's substantial pertinent experience, knowing what investors desire and need, clients get exceptionally robust performance, with substantially reduced risk and consistent profitability year after year – what some have called the "Holy Grail of investing."


The ETFOptimize Strategies have an average Annualized Return of 28.71% since 1998 – more than 10-times the return of the average investor during the same period and significantly outperforming all other investment vehicles.  Click to enlarge.


We are proud to have provided quantitative investment strategies to thousands of satisfied individual investors since 1998 and have an A+ rating with the Better Business Bureau – without a single complaint in all those years. Our dedication to your success, backed by a 60-day, 100% money-back guarantee of your satisfaction, ensures that you will be able to achieve your financial goals – and achieve them on your terms.

Creating the ETFOptimize "Strategy Benefits" Over the Last 20+ Years

In 1998, we began conducting annual surveys of thousands of investors about their needs and frustrations related to investment advisors, investment newsletters, model portfolios, investment strategies, and other investment services and products. One thing we consistently asked about was the features that these investors would want in their 'perfect portfolio.'

By 2020, we had surveyed more than 12,000 investors and found that their desires for the 'perfect investment portfolio' might vary from one person to the next, but nearly everyone seemed to agree on core characteristics that would be highly desirable.

From these surveys over the last two decades, we built a list composed of the top-ranked desires of the majority of investors. We then began responding to each investor desire into the subscriptions we offer in our Investment Strategy Suite. If you sign up for any of our models, you will get the following benefits as part of your subscription:

ETFOptimize Strategy Benefits


An ETFOptimize Breakthrough Rocks the Industry

ETFOptimize has combined decades of experience in investment-strategy design with today's advanced computer capabilities, high-quality financial databases, and a state-of-the-art programming approach. We have shocked the investment industry by offering – for the first time – a set of ETF ranking and selection systems that utilize more than 50 different data sets.

We also include an analysis of the performance of critical segments of the market and individual sectors to determine the directional bias of risk assets. This approach establishes our Market Regime Indicator, which identifies whether to hold long ETFs, Defensive ETFs, cash-proxy ETFs, or inverse ETFs (only one strategy employs an inverse ETF, and it's rare).

The ETFOptimize strategies are unique because no other strategy builder of which we are aware utilizes so many uncorrelated drivers of market performance in each strategy. Most ETF strategy builders take the easiest shortcut and use Momentum (usually just a positive price change) or similar, simple technical indicators because price is the most readily available data for ETFs.

Because ETFs are based on market indices, they are usually not accompanied by the plethora of data that is available for individual stocks. However, ETFOptimize goes the extra mile, and each weekend we calculate billions of bits of data, compiling the indicators, ratios, and data sets for all the stocks that comprise each of the indices which are the basis of the individual ETFs used in our strategies.

It requires an enormous amount of computer horsepower and very high-quality, point-in-time data, but the effort is well worth it because the result is highly accurate signals that drive the performance of each strategy.

Several of our models also include a Ranking System component that takes into consideration a plethora of macroeconomic and fundamental factors used to select the most profitable ETF to own at any given time. The advantage of considering so many critical components, rather than just one or two (as is used by most other ETF-strategy providers), is the accuracy and robustness we obtain by making the extra effort.

This multi-faceted, 50-plus component approach to ETF selection is a first for any quantitative strategy provider, investment advisor, or fund manager of which we are aware.

By combining two very valuable investment tools of the modern era (ETFs and quantitative strategies), and then adding our innovative, breakthrough approach that improves accuracy and turbocharges performance in all market environments, we can offer an investment product that checks every box on an investor's wish list – attaining high-performance with minimal drawdowns, low trading frequency, and plentiful diversification.

The ETFOptimize strategies are a quantum leap in sophistication and performance over previous investment approaches...

This approach offers users a dramatic improvement in return and consistency over prior quantitative-strategy offerings by other firms that usually depend on (at most) two or three – indicators for determining market exposure and asset selection (most subscription strategies use momentum harvesting alone). The result of our more sophisticated, robust approach is that ETFOptimize provides a variety of more highly profitable and more consistently robust investment strategies than any other source to help you meet your wealth-accumulation goals.

Sophisticated Ranking Systems Select the Optimum ETFs

Our carefully engineered Ranking Systems are designed to select the optimum ETF to hold at any given time, whether stocks are in a bull market, bear market, or during volatile, sideways conditions. The objective of each strategy is always to select the ETF that will produce the highest risk-adjusted return that is possible for the conditions. By that, we mean achieving the maximum upside performance with the minimal downside risk. We accomplish this goal by building some innovative programming into our ranking systems.

We have developed several sophisticated Ranking Systems, customized for each strategy's approach. An example of one of our most highly developed Ranking Systems is our " Optimum RAR" (Risk-Adjusted Return) Ranking System which we utilize in the Adaptive Equity Rotation (2 ETF) Strategy, which is one of our highest-performance strategies (36% AR). The function of a Ranking System in quantitative investing is to place a universe of ETFs (or stocks) in a sequentially ordered, composite series, based on the components of the Ranking System. Most quantitative strategy developers use simple screening factors, such as "Strongest 6-month Return," to select the ETFs to hold any given time. In the case of more advanced system developers, they may have multiple factors in their Buy Rules for selecting the appropriate position. 

However, you'll immediately see from reviewing the Ranking System Profile below of our "Optimum RAR" Ranking System that we have taken the selection of the optimum investment asset to an entirely new level of sophistication and effectiveness.

The "Optimum RAR" Ranking System quantifies 10 groups of data, including market internals, stock fundamentals, technical ratios, and econometric relationships, and others selected from more than 50 robust, uncorrelated data-set nodes. Each group is assigned an adaptive weight, based on its historic and recent relationship with performance under different conditions. Then a numeric value is calculated for all 10 of the major groups, which is converted into a composite score from 1 to 10. Depending on that composite score, the system determines the current status of market conditions – and it's forecast for the next two weeks, four weeks, and six weeks. The ranking system also determines a specific rank for each asset in the strategy's universe of ETFs.

On a weekly basis, our "Optimum RAR" Ranking System performs an analysis of more than three dozen criteria – identified below:


Optimum RAR Ranking System

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The ETFOptimize Difference

Our suite of turnkey, quantitative investment strategies relies on the latest technology and state-of-the-art databases to generate systematic ranking and timing systems that automatically assess the market and economic conditions. Our ranking and timing systems select the optimum ETF to hold in a portfolio at any point in time.

The ETFOptimize strategy designers have a combined half-century of experience building quantitative investment strategies and as active investors. We have constructed each approach from evidence-based, scientifically sound correlations and cause-and-effect relationships inherent in financial markets and asset prices.

There is a crucial difference between the ETFOptimize strategies and other ETF-based, adaptive strategies or model ETF portfolios offered by the handful of our peers of which we are aware. This small group includes some well-known investment brokerages, a few investment advisors, and 1-2 independent websites. The difference between ETFOptimize and other strategy providers is in the breadth of data we utilize in each strategy, combined with our unique and sophisticated algorithms and programming.

Most strategies offered by other providers rely on one, or perhaps two, indicators or 'factors.' Academics have identified these factors in studies that typically focus on 1) value, 2) momentum, 3) company size, and 4) subjective 'quality' when screening for stocks. The first problem actual investors (as opposed to the academics who came up with them) encountered with this early approach is that there were not enough uncorrelated risk relationships.

The Value Factor (usually the security's price in a ratio with a fundamental measure, such as Earnings) is uncorrelated with the Momentum Factor (positive price change), and that combination offered decent returns in the early days of quantitative investing (before 2007). It's likely that a company won't be considered a 'Value stock' until its price has dropped substantially. However, those shares can stay at low level unless there is a catalyst that will cause a company's equity shares to break out.

The second major problem is that these factors move in-and-out of favor over time. cause a factor that has long worked to become a contra indicator. For example, undervalued stocks were disregarded during the late-90s, dot-com market runup. Then, when the selloff began, value stocks were richly rewarded over the growth stocks that dominated previously and that status remained in place for more than a decade. However, growth became the primary source of Alpha again from 2017-2020 as large-cap technology companies such as Google, Apple, Facebook, and Netflix led the market higher.

The ETFOptimize approach involves the assessment of various market segments, sectors, industries, and countries. It includes analysis of factors related to macroeconomic measures, internal-market breadth statistics, technical indicators, and stock fundamentals. What's unique about our approach is the number of uncorrelated factors and indicators that comprise the ETF-assessment system for each of our Premium Strategies.

The ETFOptimize strategies are build by designers with a half-century of experience in building quant investment-strategies...

The other systematic ETF-strategy providers base their ETF selection on pure momentum or simple technical signals such as moving-average crossovers. These factors are easy to identify based on daily price data alone. There is nothing complicated or sophisticated at all about using momentum. As a result, this lack of comprehensive, robust analysis gets reflected in the performance of our competitor's strategies. They regularly disappoint their users because momentum and simple technical crossovers often give false signals that result in losses. At the very least, they are lagging indicators.

However, ETFOptimize has a unique advantage because we use Point-In-Time, Wall-Street quality databases to assess every company in an index/ETF on many thousands of factors or formulas and then compare each ETF to all other ETFs in the universe using the same parameter. For example, our computers might instantly analyze each of the 2,000 companies in the iShares Russell 2000 ETF (IWM) and rank them sequentially based on a formula such as Enterprise Value-to-Cash Flow (EV/CF).

Also, ETFOptimize uses macroeconomic signals such as unemployment, interest rate trends, industrial production growth, and many others for market analysis and determination of the proper exposure levels. The sophisticated factors we use, proprietary algorithms, and uncorrelated composites provide far more accurate and robust timing and selection signals than any other ETF-advisory service of which we are aware.

The ETF Investment Strategy Suite

Our suite of subscription ETF-based strategies relies on advanced algorithms using quantitative ranking and sophisticated timing systems that automatically assess a variety of measures of the conditions of the market and the economy, resulting in the selection of the optimum ETF to hold in a portfolio at any given time.

Within the parameters of the different investment approaches, the objective of each strategy is to achieve maximum risk-adjusted returns. By that, we mean the highest possible portfolio performance achievable with the least amount of drawdown, volatility, and to put it in human terms... well, the least amount of stress.

Each week our sophisticated ETF-rotation models combine the systematic analysis of nearly three-dozen proven financial market 'tells' with multiple, state-of-the-art econometric and asset-specific databases to create smooth, high-return investment performance through any kind of market environment – bullish, bearish, or sideways and volatile. Whatever drama occurs in the market is irrelevant because the ETFOptimize strategies produce consistent profits, month after month – year after year.

The average Annual Return for our suite of ETF Strategies ranges from 15% to 70% compound growth per year, depending on the strategy examined. Perhaps best of all, 100% of all years have been profitable for each of our models since inception. On average, maximum drawdowns of our portfolios amount to less than about one-third of the worst drawdowns of the overall market, and risk-adjusted returns (which consider downturns) are nearly off-the-charts, with an average Sharpe ratio of 1.48 and an average Sortino ratio of 2.22.

Simple and Easy

We make it effortless for you to accumulate profits with ETF investing. With the high performance and low drawdowns provided by the ETFOptimize strategies, why would an investor spend time incessantly seeking the slightest edge to try and beat the market with individual stocks (and then get losses as often as gains)? Or allow a mutual fund manager to make repeated money-losing mistakes, when you can sit back, relax, and await the ETFOptimize signals – while getting much higher returns with much lower drawdowns in the process? By rotating between just a few ETFs a year with two-to-seven months between trades, our subscribers are getting returns that on average, are more than TRIPLE the market's performance.

Our model strategies are straightforward to use for non-professional investors because they hold just 1, 2 or 4 positions at a time and don't rely on the rapid churning of trades to generate their outstanding gains. While each portfolio is updated and signals are automatically assessed each week to respond to changes in conditions rapidly, the rotation of the ETF(s) held in the strategies occur with an average of 2 to 7.3 months between trades (depending on the approach). Each plan uses ETFs that are pre-screened for liquidity and stability, allowing our strategies to accommodate virtually any size of a transaction and any size portfolio.

For example, our Asset Allocation: Equity/Fixed Income (4 ETF) Combo Strategy holds positions for an average of 5.3 months. That combination includes two Equity ETFs owned for an average of 66 days (about 3.3 months), while it holds the two Fixed Income ETFs an average of 146.75 market sessions (approximately 7.34 months).

The ETFOptimize Premium Strategies provide you with detailed weekly updates for each model and have pricing that's affordable for virtually any investor – starting at just $9 per month. Each Premium Strategy page is updated to show precisely the performance the model is achieving, all historical transactions, and clear trade signals that provide details of which ETFs to buy or sell and when to make your trades to attain the highest return from each investment.

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The ETFOptimize  quantitative investment strategies have a proven track record of consistently high-performance success over long periods. Our premium model strategies have provided an average annual return of 30.53% since their inception – which is a multiple of more than quadruple (415%) the long-term annual return of the S&P 500, and more than eight times more than the index' return since 2000. The ETFOptimize strategies, collectively, have beaten the S&P 500 in 95.5% of all years!

The ETFOptimize strategies operate using our proprietary, quantitative financial-analysis programming that has been continuously upgraded and refined over the last 25 years, accompanied by high-speed computer servers and high-quality, point-in-time investment and economic databases. As ETFs were developed and became so incredibly popular, we've adapted our approach to embrace these instantly-diversified products.

Why not look over our strategy lineup now and see which one is the best fit for you? It's actually straightforward and affordable to put a high-performance investment strategy to work for you every week of the year. The ETFOptimize models are available by subscription starting at just $14/mo. (We even offer a Free strategy for those who would like a long-term trial before subscribing).

Look around the Internet; we don't think you'll find a superior approach to investing – offered at such an exceptionally low cost, and making consistent, high-performance investment results affordable for even the smallest investor. You keep your money in your account and follow our clear instructions for trades, which occur only about three times per year. We provide you with weekly updates of your strategy and an analysis of the market that always tells you what's critically important.

Plus, you can subscribe without risk because each model is backed by a 60-day, 100% Moneyback Guarantee if you decide that algorithmically based strategies are not your cup of tea. Our firm, Optimized Investments, Inc., has an A+ Rating with the Better Business Bureau and a perfect record of satisfied customers – no complaints – since the BBB began reviewing our firm, which was founded in 1998.

Take a moment to sign up for the strategy of your choice now – while all the benefits of a quantitative approach are fresh in your mind. You can get started for less than 50-cents a day with a very low-risk, high-profit investment strategy that produces solid performance through thick and thin – in any type of market environment.

Moreover, remember that you have nothing to lose – if you change your mind anytime in the first two months – for any reason (or no reason at all) – just let us know and we'll return every penny you paid! Visit our ETF Investment Strategy Suite today and select the quantitative strategy that's perfect for you:

Visit our  ETF Investment Strategy Suite



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