The most recent update of our Premium Strategies was on:
Sunday, February 5th, 2023
Strategies are updated each week at midday on Sunday. If there are trades, they should be filled on Monday
(or Tuesday if Monday is a market holiday), avoiding the opening and closing hours and other times
of high volatility.
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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 this link)...
Strategy Selection Suggestions...
Annualized Return: 15%
Avg. Max Drawdown: -9.6%
Sortino Ratio: 1.56
Average Hold Time: 13 months
Subscription: $9/mo or $90/yr
– 14-day FREE Trial –
Our Most Consistent Model with 20+ Consecutive Profitable Years
Annualized Return: 27.16%
Avg. Max Drawdown: -8.5%
Sortino Ratio: 2.67
Average Hold Time: 5.4 months
Subscription: $29/mo or $290/yr
– 14-day FREE Trial –
Persistently Profitable NASDAQ Premium Strategy
Annual Return: 26.2%
Avg. Max Drawdown: -12%
Sortino Ratio: 2.35
Hold Time (avg): 4.31 mo.
$24/mo or $240/yr
– 14-day FREE Trial –
Combination of Two Equity and Two Defensive ETFs
Optimum 2 Equity ETF & Optimum
2 Defensive ETF Combination
Annual Return: 35% (2019 AR: 74%)
Avg. Max Drawdown: -16.48%
Sortino Ratio: 2.22
Average Hold Time: 1.67 months
Subscription: $39/mo or $390/yr
Using standard and leveraged Equity ETFs, this strategy produces our highest returns...
Annual Return: 28% (2019: 45%)
Avg. Max Drawdown: -8.74%
Sortino Ratio: 3.09 (Highest)
Holdings: 5-10 ETFs
Average Hold Time: 1.25 months
Subscription: $97/mo or $970/yr
– 14-day FREE Trial –
Using Six Strategies combined, this model produces consistently high returns w/minimal drawdowns...
Performance: 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... To continue reading, please click this button:
Strategy Performance Details...
The Avg. Annual 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 focusing a one-time, worst-case scenario from a single incident that may last only have lasted a day or two and never repeats. For complete transparency, in addition to their AAMDD, each strategy profile page also documents the model's one-time, worst-case Max Drawdown (MDD).
As an example of how our systems protect investors from financial damage, 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. Moreover, the ETFOptimize models have NEVER lost money in any year—collectively, they have been profitable in 92 of 92 consecutive years.
Investors using an ETFOptimize Systematic Strategy can virtually eliminate the devastating selloffs that – on three different occasions over the last 25 years – wiped out one-third (-35% in the Covid Crash), one-half (-50% in the Dot-Com crash) and more than half (-57% in the Financial Crisis) of an investor's life savings. 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 a model's Risk-Adjusted Return (RAR) 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 60% – even if it has drawdowns of -50% and recoveries of 100% every other year? That's a great deal of stress an investor must pay to get that high return. Most investors can't stay with an approach that's so volatile, and they will ultimately capitulate from fear near a market bottom, locking in those severe losses.
The most well-known RAR measure, i.e., the Sharpe Ratio, considers both upside and downside volatility in its calculation of risk. Logically, few investors ever complain about 'risk' when an investment is shooting sharply higher. Upside risk just isn't a consideration. Therefore, we prefer to compare the Risk-Adjusted Return based on the Sortino Ratio, a newer approach which we believe more accurately utilizes downside volatility (only) compared to the gains as a proxy for an investment's or portfolio's risk.
See each strategy's Profile Page for further details on its Risk-Adjusted Return (RAR) since inception.
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