Investment Strategy Profiles

Preview Our High-Profit, ETF-Based Quantitative Investment Models

Investment Strategy Index

The most recent update of the information on this page was:

Sunday, September 19th, 2021

Strategies are updated each week at midday on Sunday. We will announce any delays.
Trades should be filled at midday on Monday (or Tuesday if Monday is a market holiday).

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NASDAQ Persistent Profits Strategy

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ETFOptimize Investment Strategy Suite

How to select a strategy that's right for you: The ETFOptimize Premium Strategies provide you with a nearly foolproof way to invest over the coming decades with dramatically reduced risk and exceptionally high returns. However, there is a significant, overriding factor that can determine your long-term investing success – and for this reason, the strategy you choose is crucial to your success. We use a well-regarded measure of a strategy's... (to continue reading, click the link below)...

S&P 500-Conservative: Non-Levered S&P 500 / Cash-Proxy (1-ETF)

S&P 500 Conservative Strategy

Annualized Return: 15%
Avg. Max Drawdown: -9.6%
Sortino Ratio: 1.56
Average Hold Time: 13 months
Subscription:  $9/mo  or  $90/yr

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Our Most Consistent Model with 20+ Consecutive Profitable Years

A conservative, S&P 500 (SPY) or Defensive ETF provides consistent upside with low drawdowns...



Annualized Return: 27.16%
Avg. Max Drawdown: -8.5%
Sortino Ratio: 2.67
Average Hold Time: 5.4 months
Subscription:  $19/mo or  $190/yr

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Persistently Profitable NASDAQ Premium Strategy

Asset Allocation-2-4:Equity/Fixed Income


Annual Return: 30%
Avg. Max Drawdown: -11%
Sortino Ratio: 2.49
Average Hold Time: 5.31 months
Subscription: $24/mo or $240/yr

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Combination of Two Equity and Two Defensive ETFs

Optimum 2 Equity ETF & Optimum
2 Defensive ETF Combination

Adaptive Equity+ Strategy

Adaptive EQUITY✚ (2 ETF) Strategy

Annual Return: 35% (2019 AR: 74%)
Avg. Max Drawdown: -16.48%
Sortino Ratio: 2.22
Average Hold Time: 1.67 months
Subscription: $29/mo or $290/yr

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Our Highest Annual Return

Using standard and leveraged Equity ETFs, this strategy produces our highest returns...

ULTIMATE Combo-6 Strategy

(6 Model) STRATEGY

Annual Return: 30% (2019: 45%)
Avg. Max Drawdown: -8.74%
Sortino Ratio: 3.09  (Highest)
Average Hold Time: 4.94 months
Subscription: $97/mo or $970/yr

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Get Six Strategies in One with our ULTIMATE
COMBO-6 Strategy!

Using Six Strategies combined, this model produces consistently high returns w/minimal drawdowns...


Systematically avoid market downturns and rotate positions to maximize profits during rallies for exceptionally high investment returns!

The ETFOptimize Premium Strategies add a small amount of trading activity (an average of just three trades per year) to passive, index-based Exchange Traded Funds (ETFs) that optimize each Strategy's holdings for changes in economic and market conditions. Each of our models offer a unique approach, and each is designed to consistently anticipate stock-market directional changes and maximize profits...
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Definitions and Explanation

The Avg. Ann. Max Drawdown (AAMDD) represents the average worst drawdown (peak-to-trough decline) for each year since the model's inception. This measure offers a better estimate of what a subscriber can expect for the model's worst drawdown in any given year—rather than a one-time, worst-case scenario from a single incident that may last only a few hours (such as the occassional 'flash crashes' that have occured in the last 30 years) and never repeats. For complete transparency, in addition to the AAMDD, each strategy profile page also documents the model's one-time, Worst-Case Max Drawdown (WCMDD).

As an example of how our systems protect investors, during the 2008-2009 Financial Crisis, the SPDR S&P 500 ETF (SPY) dropped by -56.78% over a nightmarish 17 months, recording the worst selloff since the 1929 crash that kicked off the Great Depression (nearly 80 years prior). From the October 9, 2007 high, the S&P 500 required 63 months—until January 3, 2013—to recover, gaining 0%—dead money—for more than five long years.

During this time, as buy-and-hold investors had 'dead money' and waited for the S&P 500 to slowly claw its way back to breakeven, the ETFOptimize rules-based models made gains averaging 293%. Moreover; NONE of the ETFOptimize Systematic Investment Strategies lost money during the 2008-2009 crash. They were all robustly profitable—between tripling to quintupling their October 2007, pre-crash value. Now that I mention it, the ETFOptimize models have NEVER lost money—collectively, they have been profitable in 92 of 92 consecutive years.

Investors using an ETFOptimize Systematic Strategy can virtually eliminate the devastating selloffs that wiped out one-third (-35% in the Covid Crash), one-half (-50% in the Dot-Com crash) and nearly two-thirds (-57% in the Financial Crisis) of investor's life savings since 2000. Moreover, our consistent and reliable quantitative approach turns the market's worst selloffs into an opportunity for profit by switching at the optimum time to Defensive positions. For every annual period since their inception, our systematic models have an average Max Drawdown (AAMDD) of just -11.08%. This figure is a 20.28% improvement over the average buy-and-hold Max Drawdown of the S&P 500 ETF (SPY) during the same 20-year span.

A Premium Strategy's Risk-Adjusted Return (RAR) is a measure that calculates a portfolio's performance compared to its volatility, usually based on its Standard Deviation, and including consideration of a risk-free investment, such as Treasury Bonds. Using the Risk-Adjusted Return is an excellent way to compare one portfolio to another on a basis that is more comprehensive than using the portfolio's Annual Return alone. After all, would you want to use an investment approach that produces a return of 80% if it has drawdowns of -50% and recoveries 100% every other year?

The first and most well-known RAR, i.e., the Sharpe Ratio, considers both upside and downside volatility for its calculation of risk. Logically, few investors ever complain about 'risk' when an investment is shooting sharply higher, and upside risk just isn't a 'thing.' We prefer to compare RAR based on the Sortino Ratio, a newer approach which we believe more accurately utilizes downside volatility (only) as a proxy for an investment's risk.

See each strategy's Profile Page for further details on its Risk-Adjusted Return (RAR) since inception.

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*Past performance is not necessarily indicative of future returns.
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