Strategies are updated each week by 12:00-noon (EST) each Sunday.
Most recent strategy update: Sunday, November 10, 2019
Systematically avoid market downturns to get exceptionally high performance from your investments!
Performance: The ETFOptimize Investment Strategies add a slight bit of trading activity (an average of just three trades per year) to passive, index-based Exchange Traded Funds (ETFs) that optimize a portfolio's holdings for changes in economic and market conditions. Each of our models uses a unique approach, and each is designed to consistently anticipate stock-market directional changes... (continue reading)
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. That's why we use a well-regarded measure of a strategy's... (to continue reading, click the link below).
A conservative, S&P 500 (SPY) or Cash Proxy (SHY) ETF provides consistent upside with low drawdowns...
Rotating between the S&P 500 EW ETF (RSP) and Fixed-Income ETF (TLT) to provide outstanding performance...
This two-asset-class model combines the optimum 2 Equity ETFs & 2 Fixed-Income ETFs for a 4-ETF money-maker machine.
Rotates between one of five S&P 500-based ETF's or a cash-proxy ETF to generate exceptional returns 24/7...
Using standard and leveraged Equity ETFs, 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: "Avg. Annual Max Drawdown" (AAMDD) uses the maximum drawdown for each year since inception, July 1 to June 30 each year, averaged across the number of years 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 in a single incident that may last a week or two and never repeats. However, for complete transparency, each strategy profile page also provides the strategy's one-time, worst-case-scenario Max Drawdown (MDD) in addition to the AAMDD.
For example, in 2008-2009, the SPDR S&P 500 ETF dropped by -56.78% over a nightmarish 17 months, recording the worst selloff since the Great Depression (75 years prior) and then requiring more than five years for buy-and-hold investors to get back to even. During that time, the S&P 500 gained 0% – that's five long years when these investors had 'dead money,' while the market struggled to get back to where it started. Meanwhile, none of our systematic investment strategies lost a penny during the selloff. During the recovery to the S&P 500's break-even, the ETFOptimize models all at least doubled their principal, with an average performance of 263.4% during the same period when the market was getting back to 0%.
Investors using the ETFOptimize Systematic Strategies can virtually eliminate devastating selloffs as our approach turns the worst selloffs into profitable opportunities by switching to defensive or (for some models) inverse positions. Our systematic models have an Average Annual Max Drawdown (AAMDD) since their inception of just -11.08%, which is a 20.28% improvement over the AAMDD of a buy-and-hold of the S&P 500 ETF (SPY) during the same span.
We base the Risk-Adjusted Return notation on the Sortino Ratio, which more accurately utilizes downside volatility as a proxy for an investment's risk than the Sharpe Ratio, which uses both upside and downside volatility for its calculation. After all, few investors ever complain about upside performance being risky. See each strategy's Profile Page for further details on its Risk-Adjusted Return.
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