FISCAL-YEAR PERFORMANCE RECORD
Rather than Jan. 1 to Dec. 31, annual returns are measured from July 1 each year to June 30 the following year. We find that this Fiscal-Year approach is more consistent for comparison purposes than using the calendar year, which includes unnecessary volatility related to tax-related, profit-or-loss-related, and holiday-related short-term motivations. Since 1998, we have been launching new Premium Strategies on July 1 of the year they were first presented (live) to the public.
The Fiscal Year Performance table below shows this model's returns across the top line ('Model'), the Benchmark's (the S&P 500 ETF – i.e., SPY for most models) performance in the middle line, and outperformance—or 'excess' performance of the strategy over its Benchmark on the bottom row. This table shows the model has been profitable every year since its inception. This table's last column began on the most recent July 1 and is updated monthly.
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This table shows the Adaptive Equity+ Strategy Strategy's trade-statistic record since inception.
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One of the most important measures of the effectiveness of an investment approach is its
Risk-Adjusted Return, commonly measured by the Sharpe Ratio or Sortino Ratio. These metrics show the ratio of an investment's performance to its volatility. The Sharpe Ratio measures performance against all volatility, while the Sortino Ratio measure performance against downside volatility only. Investors are prone to making emotionally based, injurious decisions when volatility gets high, so the industry has labeled this factor as 'risk.' A strategy with a high Risk-Adjusted Return is one that provides excellent upside performance with low volatility.
Notice the dramatic outperformance of this strategy when
those two ratios are compared to the strategy's benchmark - a buy-and-hold of the SPDR S&P 500 ETF (SPY). Since the inception of this strategy, the Sharp Ratio of SPY is 0.56 while its Sortino Ratio is 0.72 – compared to an exceptional Sharpe ratio of 1.52 and Sortino Ratio of 2.34, respectively, for the Adaptive Equity+ (2 ETF) Strategy.
You can also see from the last entry on the bottom-right side of the table showing Alpha % (average annual outperformance of a portfolio compared to the performance of its benchmark) that this strategy outperforms its benchmark by an average of more than 30% per year! The actual, year-by-year outperformance is shown in the "Performance Stats - Yearly" table (above).
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Benefits of This Strategy...
Consider the impressive advantages that accompany the Adaptive Equity+ Strategy...
STEADY PROFITS: By combining two equity-based ETFs, the Adaptive Equity+ (2 ETF) Strategy provides low-volatility, consistent outperformance regardless of market conditions, accompanied by vastly reduced drawdowns. With an Annual Return of about 39%, an average annual Maximum Drawdown of just -14%, the Adaptive Equity-Plus Strategy rewards users with consistent, continuous positive returns.
HIGH RISK-ADJUSTED RETURN (RAR): The Adaptive Equity+ Strategy's Sortino Ratio of 2.33 since inception is one of the highest Risk-Adjusted Returns of all our strategies, and it has an even higher Sortino Ratio of 3.47 in the last three years. We generally use the Sortino Ratio as an indicator of Risk-Adjusted Return, because it measures the ratio of strategy's upside appreciation to its downside volatility – which is the risk factor about which nearly all investors are most concerned.
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ROBUST GAINS DURING BOTH RALLIES AND DOWNTURNS: The combination of two optimum equity ETFs, selected from a universe of 1,073 well-vetted equity ETFs, provides you with performance that can be double the return of the market during bull rallies, and even producing gains during market downturns. The Adaptive Equity+ Strategy produced a return of 540% during the Financial Crisis and its recovery – during a span that the S&P 500 produced return of 0% – 4-1/2 long years that the average investor had no appreciation of their savings – i.e., dead money. Yet the Equity+ Strategy provided an average Annualized Return of 40% at a time when the S&P 500 was experiencing and recovering from a -56% drawdown!
With our May 2019 revision, when significant market declines occur, this strategy offers a powerful defense by switching to a pair of high-volume, short-term Treasury ETFs (SHY and BIL) that serve as proxies for cash. During the volatile summer months when market volume significantly declines, this strategy switches away from more aggressive and leveraged ETFs to a conservative set of equity ETFs. This approach reduces the strategy's volatility and provides lower annual drawdowns at a time when the market is prone to low-volume swoons. The Equity-Plus Strategy provides investors with an approach that can profit no matter which direction the market is headed – always with a smooth, upward trajectory.
UNEMOTIONAL, EFFICIENT INVESTMENT DECISIONS: Using an unemotional, mathematically driven trading system enables you to ignore the financial media, with its click-bait pessimistic market outlooks, coffee-amped TV talking heads, and hype-reliant internet shysters who attempt to lure you into their capricious agendas that surreptitiously hijack your wallet. Instead, your weekly ETFOptimize Strategy Update will quietly provide you with the accurate intelligence you need, with detailed documentation of trades when they should occur, details of your strategy's performance for the last week, month, year, and since inception.
You get a comprehensive set of performance, trade and risk statistics so you can quickly check your progress toward achieving your financial goals. Subscribers can sleep soundly know that their strategy is always selecting the optimum positions for conditions and perhaps most advantageous of all – knowing that by design, there is little risk of losing money in any given year.
EASY TO USE: The ETFOptimize investment strategies minimize the number of trades needed to attain their high performance, with an average of 3.83 months between trades. The Equity+ is Strategy is our most aggressive model and trades a bit more often, with an average hold time of 33.73 market sessions (about 1.7 months). When a transaction occurs, you receive straightforward details for trades that you can quickly execute with the click of a button at your broker's website. For investors who want to become familiar with each position, we provide a link to complete background data and relevant news for each ETF selected for use by the strategy.
Each of the ETFs in the universes from which our models select has been carefully reviewed for tradability, with a rating of 5 out of 5 from FactSet for an investor's ease of trading a $1 million block. ETFs don't trade like stocks, and you should avoid looking at the daily volume for guidance on an ETF's tradeability. What matters most is the volume of the underlying stocks in the index upon which the ETF is based. The ETFs in our universes have ample underlying volume in their constituent's stocks, and you should never have a problem when making trades of $1 million or less.
The ETFOptimize strategies are unquestionably a breakthrough in the investment world – providing what legitimately may be the easiest way to attain substantial wealth through consistent compounding – and with minimal risk. For investors, this can be the "Holy Grail" – a simple, proven investment approach that produces gains through both bull markets and bear markets alike.
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2) Strategy Trade Alerts – With each weekly update you will receive a Strategy Update Summary email with any Strategy Trade Notices for that week, and the website will provide complete details of any trades recommended by your quantitative model, including links from each of your model's current holdings to historical prices, a wide variety of statistics, charts, and news related to each ETF and its industry. We recommend that you fill ETF transactions in the middle of the following day (Monday – or Tuesday if Monday is a holiday). Note: Across our strategies, the average trade hold time is about 3.83 months, so trades are relatively rare events, but those few trades are enough to make a world of difference!
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4) Perhaps Most Importantly – You'll get the potentially life-changing benefit of consistent and exceptional compound growth of your investment dollars without the stress and corrosive worry about a potential loss of your capital that accompanies most other investment approaches. Each of the ETFOptimize quantitative strategies over-weight on factors that help the models avoid financial loss – the number one cause of poor long-term performance.
An average Sharpe ratio of 1.50 and an average Sortino Ratio of 2.21 consistently rank our strategies atop the lists of highest risk-adjusted return of any mutual fund, professionally managed portfolio, or quantitative investment models available to investors today. Why not put this steady stream of investment profits to work for you starting today?
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