Investment Strategy Profiles


Review Our Suite of High-Profit, ETF-Based Quantitative Investment Models




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

Most recent strategy update: Sunday, September 15, 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)

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 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 about strategy selection, click the link below).

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

S&P 500-Conservative Strategy – No leveraged or inverse ETFs (Complimentary Trial)

Annual Return: 11.18%
Ann. Max Drawdown (AAMDD): -7.03%
Risk-Adjusted Return: 1.49
Avg. Annual Alpha: 9.06%
Average Hold Time: 5.17 months
Subscription: $0 – FREEa 90-day Sample for investors inexperienced with our high-profit, low-drawdown investment strategies.     – Limited Availability –


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

Asset Allocation-2-2: Dynamically Levered S&P 500 / Fixed Income

S&P 500 PERSISTENT PROFITS (RSP/TLT) Strategy – No leveraged or inverse ETFs

Avg. Annual Return: 20.83%
Ann. Max Drawdown (AAMDD): -10.07%
Avg. Annual Alpha: 13.39%
Risk-Adjusted Return: 1.66
Average Hold Time: 11.50 months
Subscription:  Just $9/mo
Our most conservative Premium model provides you with a 18% Annual Return for just $9 per month.


Rotating between the S&P 500 EW ETF (RSP) and Fixed-Income ETF (TLT) to provide outstanding performance...

Asset Allocation-2-4:Equity/Fixed Income

EQUITY/FIXED INCOME-4: Optimal Equity & Fixed Income (4 ETF) Combination Strategy

Annual Return: 30%
Ann. Max Drawdown (AAMDD): -11%
Avg. Annual Alpha: 24.11%
Risk-Adjusted Return: 2.61
Average Hold Time: 5.31 months
Subscription: Just $21/mo
Highest Risk-Adjusted Return


This two-asset-class model combines the optimum 2 Equity ETFs & 2 Fixed-Income ETFs for a 4-ETF money-maker machine.

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

S&P 500 BULL/BEAR: Dynamically Leveraged Rotation (Long or Short, 1 ETF) Strategy

Annual Return: 28.45%
Ann. Max Drawdown (AAMDD): -13.05%
Avg. Annual Alpha: 23.67%
Risk-Adjusted Return: 1.84
Average Hold Time: 2.09 months
Subscription: Only $19/mo
Big profits in both Bull and Bear markets

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

Adaptive Equity+ Strategy

ADAPTIVE EQUITY STRATEGY: Adaptive Rotation to Long Equity, Leveraged Equity, or Cash-Proxy ETFs

Annual Return: 38%
Ann. Max Drawdown (AAMDD): -14.86%
Avg. Annual Alpha: 30.29%
Risk-Adjusted Return: 2.30
Average Hold Time: 1.69 months
Subscription: Limited offer: $24/mo

Our Highest Annual Return!


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

We're Adding More Strategies Soon!


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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