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Adaptive Equity Rotation (2 ETF) Strategy

This Strategy Profile page provides you with an information-rich introduction to our Adaptive Equity Rotation (2 ETF) Strategy (or "Equity-2" for short) and a profile of its many features and benefits.

Below you'll find data and charts of the strategy's historical and recent performance, its robust performance during the Financial Crisis, info showing its Risk-Adjusted Return, the makeup of the universe of ETFs from which it chooses, a description of the many significant benefits that accrue to an investor using this strategy's guidance.

Paid subscribers receive
specifics on all current positions held, detailed transaction documentation, comprehensive news and statistics for each holding, Closed Position performance documentation, and a comprehensive set of the strategy's performance data, statistics, and charts, all updated each weekend so you know exactly where your investments stand in relationship to the big picture. If you would like to see the complete Premium Strategy details that are not provided by this page, you may subscribe with the confidence of knowing you have a 60-day, 100% money-back guarantee if you choose to discontinue the subscription.

If you have any questions about this – or any of our other strategies, please contact us for prompt assistance.

You can gain access to the Premium Strategy page by clicking this link or any of the blue links throughout the page below for instant access to the current ETFs being held by the strategy, all historical trades, related news, and a multitude of actionable details. Why not put this strategy's consistently climbing performance – providing positive returns in any economic or market environment – to work for you today?



The information on this page was most recently updated on:

Sunday, May 19, 2019

Strategies are updated each week by 12-noon (EST) on Sunday. We will announce any unexpected delays.
Trades should be filled at mid-day on Monday (Tuesday if Monday is a holiday).




A smooth, steadily climbing performance chart: As you can see from this chart that runs from the strategy's inception on July 1, 2006-to-Present, the Adaptive Equity Rotation (2 ETF) Strategy provides a steady and consistent upward assent in its equity curve.  The Adaptive Equity Rotation (2 ETF) Strategy's performance is shown by the red line while its benchmark, the SPDR S&P 500 ETF (SPY), is indicated by the blue line.

Performance Chart


Performance Chart - Since Inception

KEY: The blue line shown as the benchmark is a buy-and-hold of the S&P 500 Index.
The red line shows the "Adaptive Equity Rotation (2 ETF) Strategy's" performance since inception.
As you can see from the lower two windows ('% Cash Invested' and '# Positions'), during the Financial Crisis from late-2008 to mid-2009, the Equity Rotation-2 Strategy sold both its long ETF positions and automatically moved into cash as a defensive measure. This strategy is programmed to use Cash as a defensive asset during the most severe contractionary periods. Otherwise, it is rotating to the optimum equity-based ETF at all times.


 The Adaptive Equity Rotation (2 ETF) Strategy (aka, "Equity-2") is our highest-performing strategy, with an annual return of 36%. In 2017, the strategy produced a return of 65.98% with a maximum drawdown (MDD) of just -8.84%. The Equity-2 Strategy has an Average Annual Maximum Drawdown (AAMD) of just -14.74%, which situates it just slightly above the AAMD average for all of our strategies at -11.84%. The Equity-2 Strategy has been profitable every year and has outperformed its S&P 500 benchmark in all but one of its years since inception (92%), with a shortfall of just -1.09% in 2009 (when it still produced a return of 22.37%). The average annual performance of the Equity-2 strategy is 35% per year – the highest average outperformance in our strategy lineup.


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With a compound annual growth rate in the mid-30% range, this Equity-only, two-ETF strategy nearly quintuples (487%-times) the average return of its benchmark (the S&P 500 index), and according to Morningstar, outperforms 100% of mutual funds in the last 3, 5, 10, and 20 years. Since inception in July 2006, it has outperformed its benchmark every year since inception and has never experienced a money-losing year.

This strategy's equity curve may appear more volatile than that shown by our other strategy charts, but that's because this strategy is attaining the highest performance of all our strategies, with the most aggressive selection of ETF assets, including 2x leveraged versions when it is safe and appropriate. While the occasional pullback may be sharp, the recovery is also more rapid and aggressive. This strategy does not have a fixed income component to smooth its performance (as is the case with our Asset Allocation 2-4 strategy, which uses this strategy as one of its two components), so its performance is aggressive. Strategy subscribers should be prepared for the fast action that comes from this strategy's aggressiveness and high-performance profile.


Adaptive Equity Rotation (2 ETF) Strategy

Description & Statistics

Our Adaptive Equity Rotation (2 ETF) Strategy dynamically combines the two optimum Equity-based ETF assets (from a 212-ETF universe). These two high-performance ETFs combine to produce a very high-return, low-volatility portfolio that consistently provides you with exceptional returns during virtually any type of market situation. When conditions become extremely negative, the strategy exits the market and holds a cash-proxy ETF (SHY), thereby eliminating the risk of significant loss of capital.

This strategy selects ETFs from a universe of 196 standard-long equity ETFs and 10 leveraged-long equity ETFs. There are no 3x-leveraged ETFs or inverse ETFs used in this strategy. The ETFs selected are determined by our mechanical, rules-based market-assessment system. The Equity-2 Strategy boasts a compound annual growth rate of about 33% – a return that is nearly 5 times the annual return of the S&P 500 over that time – with more than 70% winning trades.*

Adaptive Equity Rotation (2 ETF) Strategy

Inception: July 1, 2006
Rebalance Frequency: Weekly
Average Position Hold Time: 64.4 market sessions (about 3.2 months)
Nearest Benchmark: Vanguard Total Stock Market ETF (VTI)

Annualized Return (since inception):  32.26%
3 Year Return: 139.36%
Total Return since Inception: 4,137.03%
Benchmark Return since Inception: 196.70%
Financial Crisis & Recovery Return:  324% (see below)
Percentage of Winning Trades: 71.67%
Biggest Winner, Biggest Loser:  55.44%, -12.28%

Winning Trades Held for:  74.78 Days avg
Losing Trades Held for:  38.35 Days avg
*Past performance is not necessarily indicative of future returns.

Number of Money-Losing Years: 0 of 12 = ZERO
Number of Years Outperforming the S&P 500:  11 of 12
Strategy's Average Annual Max Drawdown (AAMDD): -14.74%**
Last Year's (2017) Max Drawdown: -8.84%
Benchmark's Max Drawdown (since inception): -56.78% (in 2008-2009)
Standard Deviation: 14.66%

Annualized Alpha: 25.08%

RISK-ADJUSTED RETURN (Higher is better)
Sharpe Ratio - Since Inception: 1.49  (Compare to Benchmark at 0.62)
Sharpe Ratio - Last 3 Yrs: 2.07  (Compare to Benchmark at 1.42)
Sortino Ratio - Since Inception: 2.23  (Compare to Benchmark at 0.80)
Sortino Ratio - Last 3 Yrs: 2.89  (Compare to Benchmark at 2.02)

(Our abbreviated name for this strategy is "Equity-2 or EQ-2")

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*Past performance is not necessarily indicative of future returns. **Average Annual Max Drawdown (AAMDD) is the average of the deepest drawdown each year since inception, which we believe is the best representation of the peak-to-trough declines you might experience as a subscriber.


Adaptive Equity Rotation (2 ETF) Strategy

Protecting You from Systemic Market Losses

Outperformance is nothing if it isn't accompanied by downside protection when the market begins to slide. After all, who wants an aggressive investment approach that produces an excellent performance when stocks are rising – but loses it all (and perhaps more) when conditions turn negative? (There are already far too many investment approaches that match that description.) 

However, your quantitative investment strategy provides you with protection from loss whenever there is risk of a significant market decline. The Equity-2 Strategy has never lost money during any year since inception, providing subscribers with a robust investment method that consistently produces a substantial return, year after year.* This consistency is perhaps one of the most powerful benefits that any investment approach could have. It provides steady compounding of your money and reduces the extreme stress that can result from portfolio losses.

Then, when economic and marketing conditions begin to recover coming out of a recession, the Equity-2 strategy rotates to the two equity ETFs that are optimum for those conditions, which can often consist of 2x-leveraged equity ETFs. The combination of the optimal ETF selections at any given time – for all types of conditions – produces a phenomenal overall performance with very little risk of losing money in any given year.*

Investors using this strategy (and others that utilize leveraged ETFs) should be aware that commonplace market turbulence during bull markets – such as occurs during garden-variety -10% corrections – can result in the strategy incurring short-term -20% drawdowns. The ETFOptimize strategies invariably recover quickly after the drawdown because underlying conditions remain consistently bullish (otherwise, the strategy would have rotated to defensive positions). Investors should be aware of these occurrences and always keep in mind they are temporary – and hopefully learn to ignore them. Again, if underlying conditions had changed, the strategy would have rotated to the appropriate position.

In the next section, you'll see how this strategy switched to cash before the Financial Crisis downturn – losing no principal at all – while many investors lost more than half of their life's savings. When the recovery got underway, the Eq-2 Strategy entered an incredibly profitable stretch in which it appreciated 324% while investors in the S&P 500, mutual funds, and other investments were struggling to get back to even for a full 5-1/2 years, gaining 0% in all that time – virtually dead money for 66 long months.


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Adaptive Equity Rotation (2 ETF) Strategy

Financial Crisis Performance

To demonstrate how this strategy protects you from severe market losses and achieves strong performance, the best example we can provide is the Financial Crisis, when the S&P 500 benchmark plummeted throughout all of 2008 and into the first quarter of 2009, losing -57% of its value. Meanwhile, the ETFOptimize Equity-2 Strategy first switched to a cash proxy ETF during the downturn, then consistently rotated to the two optimum ETFs for conditions and outperformed its benchmark by a huge margin.

We show the story in two charts:

The Left Chart below presents the 2007 High to Financial Crisis Bottom.  These developments began at the early-December 10, 2007 high just before the downturn, until the lowest point at the Financial Crisis trough on March 9, 2009.  Notice that this strategy lost absolutely nothing because it was holding cash while the S&P 500 plummeted -55%.

The Right Chart below shows the Financial Crisis & Recovery.  This includes our strategy's performance from the December 2007 high, through the Financial Crisis low in March 2009, and progresses until some 5 years later when the benchmark finally recovered the -55% loss it suffered during the Crisis. By the time the S&P 500 benchmark returned to breakeven (0% return), our Adaptive Equity Rotation (2 ETF) Strategy had produced an impressive performance of 324% for strategy subscribers.


The Equity-2 Strategy lost 0% while its benchmark declined by -55%

Financial Crisis stats

  The Equity-2 Strategy gained 324% while the benchmark simply recovered its losses (0%)

 Financial Prices – and Recovery stats

2007 High to Financial Crisis Bottom – From the December 2007 high just before the Financial Crisis began to its low on March 9, 2009, this strategy's benchmark, theS&P 500 index lost -55.37%. However, during the same period, our Adaptive Equity Rotation (2 ETF) Strategy exited the market in late November – just prior to the beginning of the downturn. This strategy correctly anticipated the worst market selloff since the Great Depression, and subscribers sat peacefully in cash, watching the crisis unfold without a worry about their financial security.


Financial Crisis & Recovery – The strategy's benchmark, the S&P 500 index, descended from its December 2007 high (just before the Financial Crisis) through its low on March 9, 2009, and lost -55.37%. Then, as shown in the chart above, the market began to gain ground and over a total of 60 months, it finally recovered that -55% loss. However, during all that time, buy-and-hold investors had 'dead money,' and waited 5 long years to return to breakeven (0% return), while our Adaptive Equity Rotation (2 ETF) Strategy produced an impressive return of 324%.


Eliminating significant market declines – and the recovery time required – is one of several ways that this ETFOptimize strategy produces considerable outperformance. However, it is also generating substantial outperformance in all other types of market conditions. During long, bull rallies, which constitute about 70% of the market's time, this strategy is usually holding 2x-leveraged equity-based ETFs. Owning two ETFs from different market segments produces a very steady equity curve and eliminates unnecessary drama, offering an investment plan that creates virtually zero stress for subscribers.


Make Money During Crashes


Adaptive Equity Rotation (2 ETF) Strategy

Year-by-Year Performance Detail

As millions of investors and their advisors become concerned about changing economic indicators or the latest threatening headline, not knowing what the future holds, subscribers to the Adaptive Equity Rotation (2 ETF) Strategy can sit back and ignore all that noise. The Equity-2 Strategy assesses as many as 28 different data sets each weekend and determines the optimum ETF to own for any economic or market condition that can affect stocks, bonds, and alternatives.

Our Adaptive Equity Rotation (2 ETF) Strategy has provided subscribers with profits every single year since inception, regardless of the performance of the economy or the stock market. This benefit may be the most impressive of all for those who lived through the Financial Crisis of 2008-2009 and lost a substantial amount of money (or felt the intense stress of a potential loss): i.e., the Equity-2 Strategy has never experienced a money-losing year!  Furthermore, the strategy outperformed its benchmark every single year since inception except 2009 – when it missed outperforming by just -1%.

The tables and chart below provide both a numeric and a graphic presentation of the annual performance of the Equity-2 Strategy since its inception in July 2006.

The 'Performance by Calendar Year' table below shows the following data...

• This Model's annual performance on the top line,
• The Benchmark's performance on the middle line, and the
• The 'Excess' performance or outperformance of the EQ-2 Strategy over its Benchmark on the bottom line.

 Performance by Calendar Year

From the top line, you can see that the Equity-2 Strategy provided healthy, positive annual returns in each calendar year since its inception in mid-2006 with an average annual return of about 36%. From the bottom line, you can see that the Equity-2 Strategy also outperformed its benchmark every year except one (with an average outperformance of more than 26% per year). In 2009, the Equity-2 Strategy gained a very respectable 22.37%, which was 3.99% less than the S&P 500. All other years provided significant outperformance, at a rate that averaged more than 25% per year (see 'Alpha %' below).

The 'Yearly Returns' bar chart below shows a graphical interpretation of the data above. Notice from the strategy's performance bars (red) that it has been profitable every year (indicated by all red bars being above 0%), and in every year, the strategy (red bars) outperformed its benchmark (indicated by red bars being above the blue bars), most years significantly. 2018 is turning out to be a difficult year for stocks, yet the Equity-2 strategy has provided a return at the half-way mark of more than 10% – which is more than triple the S&P 500's return to this point.

Yearly Performance Bar Chart
The Adaptive Equity Rotation (2 ETF) Strategy's annual performance is shown by red bars and its benchmark return is shown by blue bars.


The outperformance was small in 2006, 2011, 2014 and 2016, but very significant in 2010 (outperformance of 65.71%), 2012 (24.03%), and in 2017 when the strategy produced a gain of 66.73%, which was 45.03% more than its benchmark. Again, while the chart shows that 2018 has been an anemic year to date, animal spirits are building and with corporate profits at conspicuously high levels, we expect this strategy could take off as the second half of the year progresses. As it stands now, the strategy is on track for a 2018 return of more than 20%.

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Adaptive Equity Rotation (2 ETF) Strategy

Risk Measurements

One of the most important criteria for selecting any investment approach is its 'Risk-Adjusted Return,' which is usually assessed by the Sharpe Ratio or the Sortino Ratio measures. These two metrics show the ratio of an investment's performance to its volatility (which is called its 'risk' in the investment world). Notice in the table below the dramatic outperformance of this strategy when those two ratios are compared to the strategy's benchmark - a buy-and-hold approach with the widely used 70-30 weighted S&P 500 /Total Bond (SPY/BND) ETF combo.

Since the inception of this strategy in 2006, the Sharpe Ratio (or "risk-adjusted return") of the SPY benchmark is 0.60compared to a ratio of 1.45 for the Equity-2 strategy. For perspective, most “good” investments produce long-term annualized Sharpe ratios that fall between 0.5 and 1.0, and the S&P 500's long-term Sharpe ratio is about 0.40. Even more impressive is the Equity-2 Strategy's Sortino ratio (which measures the return against downside volatility only), which is 2.18 since inception, compared to the SPY benchmark's Sortino ratio of just 0.77. In the last 3 years, the Equity-2 strategy's risk-adjusted return ratios are even higher at 2.00 and 2.77, respectively.

Risk Measurements


You can also see from the last entry at the bottom of the table showing Alpha % that this strategy outperforms its market benchmark by an average of about 26% per year. Compare this to Warren Buffett (who, with a net worth of more than $80 billion and one of the wealthiest men on the planet, is considered to be the world's most successful investor) has attained a long-term Alpha of 9.86%. So you'll legitimately be outperforming Warren Buffett if you stick with your Adaptive Equity Rotation-2 Strategy for the long-term!

*Note: All figures quoted above are based on their status at the time this section was written. While the numbers will change slightly week to week, the overall thrust of the text remains accurate – this strategy has a very high absolute performance very high risk-adjusted-return.

Risk-Adjusted Return Considerations

The two equity ETFs regularly selected by this strategy are also utilized in our Asset Allocation 2-4 Strategy which adds an uncorrelated, 2-ETF Fixed Income component to this strategy that increases the risk-adjusted return. On the other hand, the advantage of NOT COMBINING the Fixed Income ETFs is that there isn't an uncorrelated component to degrade the overall return. For this reason, this strategy attains the highest annualized return of all our strategies.

If the absolute highest (yet still safe) return is your objective, this strategy is for you.

While this equity-only strategy provides the highest annualized return at about 36%, it also has a very high Sharpe Ratio (a measure of Risk-Adjusted Return), at the time of this writing at 1.49 since inception (with a ratio at the time of this writing of 2.19 in the last 3 years).

This strategy's Sortino Ratio in the last three years is an exceptionally high 3.01 compared to its benchmark. This significantly increased Risk-Adjusted Return (RAR) is a result of lower volatility during a continuation of the bull market, but some strategies outperform others in this type of environment (this strategy is one of them). 

So, while having a moderate, long-term Risk-Adjusted Return among the ETFOptimize selection, this strategy still has an uncommonly high Risk-Adjusted Return when compared to the universe of investment vehicles and alternative investment approaches that are available to investors.

Putting a carefully crafted quantitative investment strategy to work for you will provide you with significantly higher overall performance and far lower average drawdowns – thereby reducing stress and optimizing your long-term results.

*Note: all figures quoted above are based on their status at the time this section was written. While the numbers will change slightly week to week, the overall thrust of the text remains accurate – this strategy has a very high absolute performance very high risk-adjusted-return.


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Adaptive Equity Rotation (2 ETF) Strategy

Strategy Universe

Many readers wonder if the ETFs in the universes we use have enough volume to accommodate their investment dollars. However, you cannot compare the daily volume of an ETF to the volume of stocks. They are entirely different animals. Please read this resource article for information on ETF trading volume and liquidity considerations.

For investment (not trading) purposes, investors should have no problem entering and exiting the ETFs in this universe. While you may not be able to get an instantaneous fill on each trade, ETFs used for investment purposes (as opposed to rapid-trading purposes) can accommodate individual investors with a relatively large personal portfolio of up to $20-$30 million. If you are investing more than $5-$10 million or more in any one ETF transaction, or are an investment advisor with cumulative client assets greater than $20-$30 million, please contact us for additional information.


The Adaptive Equity Rotation algorithms select the optimum two positions for conditions from a 196-ETF Universe of Long Equity ETFs and a 10-ETF Universe of Leveraged-Long Equity ETFs to comprise a total 206-Asset, Equity-ETF universe. The ETFs in each universe are identified, along with their yield, by clicking the links above to open the individual universe PDF tables.

Are you concerned about potentially low daily trading volume for some of the ETFs listed in this strategy's universe? You shouldn't be – ETFs are completely different animal than stocks and daily trading volume does not have the same relevance as it does for stocks. Learn more about ETF trading volume and liquidity considerations.

Adaptive Equity Rotation (2 ETF) Strategy

Benefits of This Strategy

Consider the Advantages that Accompany This Strategy...

STEADY, EXCEPTIONALLY STRONG PROFITS:  By combining two high-performance equity ETFs, this quantitative strategy provides you with consistently exceptional performance regardless of market conditions. With an annual return of nearly 34% and an excellent risk-adjusted return, the Adaptive Equity Rotation (2 ETF) Strategy rewards users with an investment approach that never significantly dips and never incurs a money-losing year. The EQ-2 Strategy's 3-year Sharpe Ratio at 1.93 is the third-highest of all our strategies, indicating that it produces outstanding returns compared to relatively low volatility. This strategy also has a Sortino Ratio (performance relative to downside volatility) of 2.08 since inception and 2.69 in the last three years, which is truly exceptional (considering that the S&P 500 ETF – SPY – has a Sortino Ratio of just 0.77).

PROTECTION DURING DOWNTURNS:  When significant market declines take place, this strategy offers a very effective defense: it switches to cash. If a significant economic contraction begins – before stocks start to slide – this strategy will have already sold its positions and rotated to cash. Then, when the combination of up to 38-different financial data series signal that conditions have turned favorable, the Equity-2 Strategy will automatically switch to the two most opportunistic equity-based ETFs – frequently the leveraged versions if market drivers are sufficiently robust – and the strategy's exceptional outperformance of the market will once again be underway.

UNEMOTIONAL, EFFICIENT INVESTMENT DECISIONS:  Having a stoic, mathematically driven trading system at your fingertips enables our subscribers to ignore the financial media, with its click-bait pessimistic market outlooks, coffee-fueled TV shysters, and hype-reliant internet hooligans that attempt to lure you into their own capricious agendas that surreptitiously hijack your wallet. Instead, your weekly ETFOptimize Strategy Update will provide you with the accurate intelligence you need about your strategy's performance for the last week, month, and year, detailed documentation of trades when they occur, and a comprehensive set of statistics so you can quickly check your progress toward achieving your financial goals. You also get a weekly review of market conditions that will prepare you for what's coming in the next five sessions and more. 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 virtually no risk of losing money in any given year.

EASY TO USE:   With the ETFOptimize strategies, activity is infrequent, with 3.83 months between trades. For this strategy (Adaptive Equity Rotation-2), the average hold time is 64.38 business days or about 3.22 months.  When a transaction occurs, you get clear recommendations 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.

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 – with minimal risk. For investors, they can be the "Holy Grail" – a simple, proven investment approach that significantly gains ground through both bull markets and bear markets alike.

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Adaptive Equity Rotation (2 ETF) Strategy

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2) Strategy Trade Alerts  –  Each Sunday evening, you will receive a Strategy Update Summary email with Strategy Trade Notices that include the complete particulars of all trades recommended by your quantitative model, including links to the ETF's historical prices, a wide variety of statistics, charts, and related news. 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 3.83 months, so trades are relatively rare events that occur just 3-6 times a year, but those few trades are enough to make a world of difference!

3) 'Quick Look' Report  –  Each Sunday evening, your Strategy Update Summary email will include the link to our latest fact-filled "Quick Look" report that provides you with an Executive Summary of the factors and events most likely to affect investment prices in the coming week. This includes the current status of economic data, critical technical support and resistance levels, substantive changes to fundamental indicators, scheduled news events and announcements that are sure to have an outsized effect on stock and bond prices. With your weekly Quick Look report, you'll gain insights into little-known factors affecting your investments, and you'll know beforehand what to expect in the week ahead.

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6) 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.

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 of which we are aware.

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Since 2004, Optimized Investments, Inc. has held an A+ Rating with the Better Business Bureau and has never had a single complaint since the company's launch in 1998. Our corporate mission is to create a tremendous group of enthusiastic customer-advocates who consistently achieve their wealth-building goals using the ETFOptimize investment strategies. Why not join the thousands who have already taken advantage of these unique strategies? You have zero risk – the burden is entirely on us to provide you with the performance, features, and benefits discussed on this page.


Adaptive Equity Rotation (2 ETF) Strategy

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All content herein is issued solely for informational purposes and is not to be construed as an offer to sell or the solicitation of an offer to buy, nor should it be interpreted as a recommendation to buy, hold or sell (short or otherwise) any security. The information is provided with the understanding that Optimized Investments, Inc. and are not acting in a fiduciary capacity and no individual advice on investing is offered. does not have knowledge of any reader's specific investment objectives, financial situation, or the needs of any particular person who may view this material, nor may the investments discussed herein be suiable for all types of investors. All opinions, analyses, and information included herein are based on sources believed to be reliable, but no representation or warranty of any kind, expressed or implied, is made including but not limited to any representation or warranty concerning accuracy, completeness, correctness, timeliness or appropriateness. While ETFOptimize undertakes significant effort to ensure that the information provided is accurate, it does not warrant the accuracy, completeness, correctness, ability, or fitness for a particular purpose of the information. ETFOptimize undertakes no obligation to update previously published opinions, analysis or information provided should conditions change. You should independently verify all information obtained. If you are not sure if Exchange Traded Funds, algorithmic/rules-based investing, a particular investment approach is right for you, or if investment or other professional advice is required, you are urged to consult with a Registered Investment Advisor (RIA). Neither this website nor anyone associated with producing its content represents themselves to be Registered Investment Advisors, and no attempt is made herein to substitute for personalized, professional investment advice. Premium content subscribers assume the entire risk and cost of any investment and/or trading decisions they undertake. As part of the premium package, the ETFOptimize content may include results and analysis obtained from backtesting trading algorithms on historical data. Please note that hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the trades have not been executed, the results may have under-or-over compensated for the impact, if any, of certain market factors. Simulated trading programs, in general, are also subject to the fact that they are designed with the benefit of hindsight. ETFOptimize makes no representation that any particular equity or strategy will or is likely to achieve profits or losses similar to those represented by the premium models herein. Past investment performance may not be indicative of future returns. Neither, Optimized Investments, Inc., nor its employees, service providers, associates, or affiliates are responsible for any losses you may incur as a result of using the information provided. Investing in publicly traded securities is inherently risky. Please see the site's Terms and Conditions for important additional information and disclaimers.