Investment Strategy Profiles

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

Investment Strategy Index

Strategies are updated each week by 12:00-noon (EST) each Sunday.

Most recent strategy update: Sunday, October 25th, 2020

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Strategy Performance Comparison Chart S&P 500 Conservative Strategy (SPY/Defensive) NASDAQ Persistent Profits Strategy (QQQ/Defensive) S&P 500 Bull/Bear Strategy Optimized Equity/Defensive Strategy (4 ETFs) Adaptive EQUITY+ (2 ETF) Strategy Ultimate Combo Strategy (9 ETFs)

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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

S&P 500 Bull/Bear (1 ETF) Strategy

Annual Return: 25.01%
Avg. Max Drawdown: -20.05%
Sortino Ratio: 1.68
Average Hold Time: 2.06 months
Subscription: $19/mo or $190/yr

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Big Profits in BOTH Bull
and Bear Markets

Rotates between one of four S&P 500-based ETFs or a cash-proxy ETF to generate exceptional returns 24/7...

Adaptive Equity+ Strategy

Adaptive EQUITY✚ (2 ETF) Strategy

Annual Return: 35% (2019 AR: 69%)
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: 4.7 months
Subscription: $97/mo or $970/yr

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Get Six Strategies in One with the ULTIMATE Model

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


Systematically avoid market downturns for exceptionally high performance from your investments!

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) to optimize each Strategy's holdings for changes in economic and market conditions. Each of our models offers a unique approach, and each is designed to consistently anticipate stock-market directional changes... To continue reading, please click this button:



Avg. Ann. Max Drawdown (AAMDD) represents the average maximum drawdown for each year, running—from July 1 to June 30—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 a few days and never repeats. However, for complete transparency, each strategy profile page also includes the strategy's one-time, worst-case-scenario Max Drawdown (MDD) in addition to the AAMDD.

For example, 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 Great Depression (80 years prior). During that time, the S&P 500 gained 0% – that's more than five long years when these buy-and-hold investors had 'dead money.' While the market struggled to get back to where it started at its 2007 high, the ETFOptimize models were making gains during the entire time.

That's right - NONE of the ETFOptimize Systematic Investment Strategies lost money during the 2008-2009 crash. During the subsequent recovery to the prior, October 2007 high and 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 5.5-year period when the market was getting back to breakeven (a return of 0% for 5.5 years for investors in the S&P 500 – our benchmark).

Investors using the ETFOptimize Systematic Strategies can eliminate these devastating selloffs that can wipe out the majority of an investor's life savings. 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.

Risk-Adjusted Return is a measure based on the Sortino Ratio, which more accurately utilizes downside volatility as a proxy for an investment's risk than the Sharpe Ratio, which considers both upside and downside volatility for its calculation. After all, few investors ever complain about 'risk' when an investment is shooting sharply higher. See each strategy's Profile Page for further details on its Risk-Adjusted Return.

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*Past performance is not necessarily indicative of future returns.

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