This Summary/Index page updated near the start of each month. Strategy Profile pages (links below) are updated each weekend.
Most recent strategy update: Sunday, November 11, 2018
(Strategies are updated each weekend by Sunday afternoon.)
Performance: The ETFOptimize Investment Strategies utilize passive, index-based Exchange Traded Funds (ETFs), but then add a slight bit of trading activity (an average of just three trades per year) to optimize a portfolio's holdings for changes in economic and market conditions. Each strategy consistently anticipates stock-market directional changes... (continue reading)
Strategy Selection
How to select a strategy that's right for you: The ETFOptimize strategies provide you with a nearly foolproof way to invest over the coming decades with a miniscule amount of risk and exceptionally high returns. However, there is one very consequential factor that will determine your long-term investing success – and which strategy you choose will play a significant role in your interaction with this factor. For this reason, we use a well-regarded measure of a strategy's... (to continue reading, click the link below).
A two-asset combo of S&P 500-based ETFs and Fixed-Income ETFs provides strong upside with minimal drawdowns...
A two-asset combo of S&P 500-based ETFs and Fixed-Income ETFs provides strong upside with minimal drawdowns...
This two-asset strategy combines the 2 optimum Equity ETFs with the 2 optimum Fixed-Income ETFs at any given time...
Rotates between one of five S&P 500-based ETF's or a cash-proxy ETF to generate exceptional returns...
Using standard and leveraged Equity ETF's, this strategy produces our highest returns with reduced drawdowns...
We are adding new high-performance strategies in coming months! Register below to be notified when they are released!
NOTE: "Annual Max Drawdown" is the average of the worst drawdown in each individual calendar year since inception.
"Risk-Adjusted Return" is based on the Sortino Ratio. See each strategy's Key Statistics Summary for further information.