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NASDQ Persistent Profits (QQQ/TLT) Strategy


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The most recent update of the information on this page was:

Friday, December 4th, 2020

Strategies are updated each week by 12-noon (EST) on Sunday. We will announce any delays.
Trades should be filled at midday on Monday (or Tuesday if Monday is a market holiday).

Copyright © 2020 Optimized Investments, Inc., all rights reserved.


This Strategy Profile page provides you with an introduction to our NASDAQ Persistent Profits (1 ETF - QQQ/Defensive) Strategy (abbreviated as "NPP-1") and a preview of its many features and benefits. On this page you'll find comprehensive data and detailed charts providing this quantitative strategy's historical and recent performance, its robust, profitable performance during the Financial Crisis, information documenting its exceptionally high Risk-Adjusted Return.

You'll also get a clear accounting of the significant benefits that accrue to investors using this model's systematic guidance – while eschewing the old-style, discredited discretionary investing approach based on error-prone human judgments.

This chart shows the performance of our NASDAQ Persistent Profits (1 ETF - QQQ/Defensive) Strategy since inception:

 Performance Chart – Since Inception

KEY: The red line is the NASDAQ Persistent Profits (QQQ/Defensive) STRATEGY performance since inception.
The blue line shown as the benchmark is a buy-and-hold of the S&P 500 ETF (SPY).

 

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  NASDAQ PERSISTENT PROFITS STRATEGY | ETFOptimize.com


Our Strategy Profile (preview) pages provide investors with a weekly updated preview of the actual performance of our Premium Strategies. Many of the charts and tables in this Profile page are a duplicate of the same tables and charts you will find in your Premium Strategy (paid subscriber) page after you register.

This concurrent updating of both the Paid and Preview sections insures that our potential clients get full disclosure of all aspects of the performance of their model. Of course, our Profile Pages do not include Current Holdings, Closed Positions, or Recent Transactions information – these are the details you get – and much more – that allow you to duplicate this strategy's performance when you subscribe.

With a conservative Annualized Return of about 27% for the Nasdaq Persistent Profits Strategy, it produces a total profit that is more than Quadruple the 5.49% Annualized Return for a buy-and-hold of its benchmark, the SPDR S&P 500 ETF (SPY) since the inception of this model (July 1, 2007). For a limited-time only, we are offering this strategy for just $19 per month.

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Results Summary

Summary

Note: All portfolios were launched with $100,000, and without additions or withdrawals from the account.

 

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The NASDAQ Persistent Profits (QQQ/TLT) Strategy is designed to produce consistent, persistently positive investment profits in all types of market environments. The strategy always holds one of two widely owned ETFs, i.e., either the iShares Nasdaq 100 ETF (QQQ) when conditions are constructive for gains, or the iShares 20+ Year Treasury Bond ETF (TLT) as a defensive asset when the economy begins contracting at the end of a business cycle or the market declines from overbought conditions.

The NASDAQ Persistent Profits (QQQ/TLT) Strategy provides subscribers with an alternative to buying-and-holding the NASDAQ ETF (QQQ) – avoiding drawdowns and achieving far superior performance with a total return since inception that is more than twenty-times (2,000%) the return of the market, represented by the S&P 500 ETF (SPY). In less than 14 years, every $100,000 invested became $2.6 million (compared to $332k for the S&P 500 ETF).

Despite the far higher performance, this strategy accomplishes those gains with much lower risk, documented by its Risk-Adjusted Return (RAR) The model's Sharpe Ratio is a sky-high 1.87 and the Sortino Ratio of 2.97 (compared to 0.62 and 0.80, respectively for the S&P 500 ETF, SPY), with trades having more than six months between, and with no money-losing years.

The NASDAQ PERSISTENT PROFITS strategy accomplishes this exceptional performance with NO LEVERAGED or INVERSE ETFs. The two primary ETFs used in this model (QQQ and TLT) may be available for use by European Union investors concerned with PRIIP regulations. There are no leveraged or derivative components used with these ETFs.

UNIVERSE: The primary way the NASDAQ Persistent Profits Strategy outperforms the overall market or buy-and-hold is by accurately selecting QQQ during expansionary (bullish) periods and selecting TLT during contractionary (bearish) periods. During times when neither of these ETFs are appropriate (such as during intense volatility), the model may hold the iShares 1-3 Year Bond ETF (SHY). While this appears easy in theory, millions of investors have lost their shirts trying to accomplish this same task. In other words, it's easy to imagine but exceptionally difficult to execute.

The NASDAQ Persistent Profits (QQQ/TLT) Strategy provides subscribers with an alternative to buying-and-holding the NASDAQ ETF (QQQ) – avoiding drawdowns and achieving far superior performance with a total return since inception that is more than ten-times (1,081%) the return of the market, represented by the S&P 500 ETF (SPY). In less than 14 years, every $100,000 invested became $2.6 million (compared to $332k for the S&P 500 ETF).

The NASDAQ Persistent Profits (1 ETF) Strategy generates a very steady Average Annuallized Return (AR) of about 27% per year, with an average Max Drawdown (AAMDD) of just -11.60%. Since 2007, the strategy has 74% winning trades, which is exceptionally high when considering that the average mutual fund only has 52% winning trades. Despite its far greater performance, this strategy is still quite conservative, with a Risk-Adjusted Return (RAR) of 1.77 (Sharpe) and 2.70 (Sortino) – compared to 0.49 and 0.64, respectively, for the S&P 500 ETF (SPY). Trades occur less than twice per year (5.33 month avg. hold time).

The reason investing is such a challenge for people is because their emotions constantly sabotage their efforts. There is an entire field of academic study focused on human behavioral errors surrounding matters of money. A systematic investment model such as the NASDAQ Persistent Profits Strategy addresses these emotional stumbling blocks by using advanced quantitative algorithms to determine the proper ETF holding at any given time. Our models are exceptionally profitable – as long as you follow them to the letter!

The team of investment design professionals at ETFOptimize have a combined 50-years of experience in solving the most difficult investment challenges using sophisticated, algorithmically configured trading strategies that produce profits under nearly every condition imaginable.

PERFORMANCE: The result of accurate position rotation is a NASDAQ Persistent Profits (1 ETF) Strategy that generates a very steady Average Annualized Return (AR) of about 27% per year, with an Average Annualized Max Drawdown (AAMDD) of just -8.2%. The strategy has an average of about 75% winning trades since inception. For further information on essential statistics, please see the Performance Statistics section just below.

Our abbreviated name for this strategy is 'NPP-1.'

 

 

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NASDAQ PERSISTENT PROFITS STRATEGY | ETFOptimize.com


Data sources: Performance Statistics; Portfolio123, Standard & Poors Global Market Intelligence,
Compustat, S&P Capital IQ, St. Louis Federal Reserve.


Inception: July 1, 2007
Rebalance Frequency: Weekly
Weighting: 100% in 1 ETF (either EQUITY or DEFENSIVE, depending on conditions)
Benchmark: SPDR S&P 500 ETF (SPY)

PERFORMANCE
(Higher is better)

Strategy Total Return since Inception: 2,187%
Strategy Avg. Annual Return (avg. per year since inception): 27.35%
Benchmark S&P 500 ETF (SPY) Total Return since inception: 176.02%
Benchmark (SPY) Annualized Return since inception: 7.74%
Financial Crisis & Recovery Return: 417.62% (see "Financial Crisis Performance' below)
Avg. Yearly Percentage of Winning Trades: 75%
Biggest Winner / Biggest Loser: 66.23% / -2.84%
Average Position Hold Time: 112.16 market sessions (about 5.61 months)
Winning Trades Held for an average of: 144.96 market sessions (7.25 months)
Losing Trades Held for an average of: 20.30 market sessions (1.02 months)

RISK
(Lower is better)

Number of Money-Losing Years: ZERO of 14 = 0%
Number of Profitable Years: 14 of 14 (100%)
Strategy's Average Annual Max Drawdown (AAMDD)**: -8.47%
Benchmark's (SPY) Average Annual Max Drawdown (AAMDD)**: -13.9%
Strategy's Absolute Max Drawdown (MDD): -11.60%
Benchmark's (SPY) Absolute Max Drawdown (MDD): -55.19% (Oct. 2007-March 2009)
Strategy's Standard Deviation: 12.88%
Annualized Alpha: 24.12%

RISK-ADJUSTED RETURN
(Higher is better)

Sharpe Ratio - Since Inception: 1.87  (Compare to Benchmark, SPY, at 0.60)
Sharpe Ratio - Last 3 Yrs: 2.49  (Compare to Benchmark, SPY, at 0.89)
Sortino Ratio - Since Inception: 2.97  (Compare to Benchmark, SPY, at 0.77)
Sortino Ratio - Last 3 Yrs: 3.87 (Compare to Benchmark, SPY, at 1.10)

(Our abbreviated name for this strategy is "PP-1")

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For all data above: *Past performance is not necessarily indicative of future returns. **Average Annual Max Drawdown (AAMDD) is the average of the worst peak-to-trough drawdowns each year since inception, which we believe is the best representation of the worst peak-to-trough declines you might experience as a subscriber in any given year. We also provide the Maximum Drawdown (MDD) figures, which are the very worst drawdown instance that has occurred since inception.

 






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NASDAQ PERSISTENT PROFITS STRATEGY | ETFOptimize.com

EQUITY CURVE CHARTS

A smooth, steadily climbing performance chart:  As you can see from this chart that runs from the strategy's inception on July 1, 2000 to present, the NASDAQ Persistent Profits (1 ETF) Strategy provides a steady and consistent, upward ascent of its equity curve. The NASDAQ Persistent Profits Strategy consistently identifies the market's regime – whether economic conditions are in expansion or contraction – and determines whether QQQ or a TLT is appropriate for current conditions. The model also selects This continuous assessment of conditions and rotation of its position keeps your money growing month after month, and year after year.

With a compound annual growth rate of about 27%, this easy-to-use, 1-ETF strategy more than quadruples (417%-times) the average return of its benchmark (the S&P 500 ETF), and according to data provided by Morningstar, outperforms 100% of mutual funds in the last 3, 5, 10, and 20 year periods. Since inception in July 2007, thePersistent Profits Strategy has outperformed its benchmark every year since inception and has never experienced a money-losing year.

In the charts below, the NASDAQ Persistent Profits  (1 ETF) Strategy's performance is shown by the red linewhile its benchmark, the SPDR S&P 500 ETF (SPY), is represented by the blue line.



Performance Chart – Since Inception
(July 1, 2007 - Present)

Performance Chart – Since Inception

KEY: The blue line shown as the benchmark is a buy-and-hold of the S&P 500 Index.
The red line is the NASDAQ Persistent Profits (QQQ/TLT) STRATEGY performance since inception.

Note: The charts on this page are not logarithmic. Therefore, recent volatility shown in the top graph (% Return) appears far greater than past volatility, even if it is less in percentage terms. To accurately compare recent volatility to past volatility, please see the lower-half (% Drawdown) of each 2-part graph.

 

 

NASDAQ Persistent Profits (QQQ/TLT) Strategy


KEY: The blue line shown as the benchmark is a buy-and-hold of the S&P 500 Index.
The red line is theNASDAQNASDAQ Persistent Profits (1 ETF) STRATEGY performance since inception.



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NASDAQ PERSISTENT PROFITS STRATEGY | ETFOptimize.com

 

It's easy to see from a glance that the NASDAQ Persistent Profits Strategy displays a smooth, steady and persistent upward climb in its equity curve – without significant drawdowns. Here's a summary of the strategy's performance:

Average Annualized Return (2003-2019): 28.07%

Average Annual Max Drawdown: -8.21%

Average Annual Overall Winners: 75%

Winning Years: 14 of 14 (100%)

Years Outperforming S&P 500 ETF (SPY): 12 of 14 (86%)

 

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To demonstrate how the ULTIMATE COMBO Strategy protects you from severe market losses
while achieving exceptional performance, the best example we can provide is the model's performance during the 2007-2009 Financial Crisis.

The S&P 500 ETF (SPY), which consists of 500 of America's premier companies, began declining in late 2007, then continued downward throughout all of 2008 and through early-2009, losing -55% of its value by the time it had bottomed on March 9, 2009. Meanwhile, the ETFOptimize ULTIMATE COMBO Strategy had switched to profitable, Defensive ETF positions and stayed with those positions. As stocks declined through the market bottom in March 2009, the model at no time operated at a loss and was showing a 12% profit at the market low. By the time the S&P 500 had recovered all its losses over the subsequent 3.5 years, the ULTIMATE Strategy had outperformed the market by more than 366%!

The Financial Crisis in Two Charts:

The Left Chart below presents the Ultimate COMBO Strategy from the 2007 High to the Financial Crisis low. The downturn began at the October 9. 2007 high and continued with a drop of -56.78% in the S&P 500 at the trough of the Financial Crisis on March 9, 2009. You can see that our Persistent Profits Strategy moved in an upward assent the entire time the market was declining – during the worst 18 months for the stock market in a generation.

The Right Chart below shows the entirety of the tempestuous tale – from the beginning of the Financial Crisis through its low and the subsequent 3.5 years required for recovery. This period is an excellent way to show how our ULTIMATE COMBO Strategy would have performed for you during these extreme conditions – providing a return of 366% to prudent investors who followed the Ultimate Combo model decisions as it switched at the optimum time from Equity ETFs to Defensive ETFs – then back from Defensive ETFs to Equity ETFs.

The ULTIMATE COMBO Strategy more than QUADRUPLED investor's funds during the Financial Crisis, turning a $100,000 investment into $517,623 in five years, while a buy-and-hold investor in America's premier companies (represented by the S&P 500 ETF) lost more than half of their assets in 18 months and required another 3.5 years to recover that loss (shown by the chart on the right) and get back to 0%.




Strategy performance vs. S&P 500 at Crisis Low

Fincial Crisis Low Stats

 

Strategy performance vs. S&P 500 Crisis and Recovery

Crisis and Recovery Stats

2007 High to Financial Crisis Low – From the October 9, 2007 pre-Financial Crisis high to its low on March 9, 2009, this strategy's benchmark, the S&P 500 ETF (SPY), lost -55.19%. Meanwhile, the NASDAQ Persistent Strategy subscribers watched the devastation unfold WITHOUT worrying about loss of their financial assets. Instead, by the March 9 low, our NASDAQ Strategy had gained 11.69% – beating the market by 74% and with 70% winning trades.

 

2007 High to Financial Crisis Low and 5-Year Recovery – This strategy's benchmark, the S&P 500 ETF (SPY), descended from the pre-Financial Crisis high on October 9, 2007 through its low on March 9, 2009 – dropping -55.19%. Then SPY required a total of five long years to get back to breakeven – a 0% return. Meanwhile, our NASDAQ Strategy returned 418% – turning an investor's savings of $100k into $517, 624while most investors gained NOTHING over those five long years.



Eliminating significant market declines and the recovery time required is one of several ways the ETFOptimize strategies produce considerable outperformance. Our NASDAQ Persistent Profits Strategy combines a variety of uncorrelated defensive approaches to make sure that losses are minimized, including holding cash, cash-proxy ETFs, inverse ETFs, or defensive ETFs (bonds, gold, etc.)

Our NASDAQ Persistent Profits Strategy uses a sophisticated set of rules-based algorithms, made from a composite of as many as 38 key indicators (from the fields of macroeconomics, stock fundamentals, sentiment, and technical signals) to consistently and accurately rotate to the optimum nine ETFs at all times, thereby producing a steady, ever-climbing equity curve and eliminating investor stress. This strategy, which combines five of our core – uncorrelated – investment models, has produced a total return of about 2,665% in 13.5 years – more than 16 TIMES greater than the total return of the market (SPDR S&P 500 ETF - SPY).
 
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PERFORMANCE STATISTICS

PERFORMANCE STATISTICS - CUMULATIVE

Performance Statistics

 


YEARLY PERFORMANCE DETAIL (2006-PRESENT)


 

CALENDAR YEAR PERFORMANCE – BAR CHART


Yearly Performance Bar Chart: This chart tracks each strategy's performance for each calendar year since inception. You can see in the chart below that the performance of the NASDAQ Persistent Profits (QQQ/TLT) Strategy (red bars) has been profitable every year (indicated by red bars being above 0%), and in 12 of 15 years, the strategy (red bars) outperformed its S&P 500 benchmark (indicated by the strategy's red bars extending above the benchmark's blue bars).

 

 Yearly Performance Comparison




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TRADING STATISTICS

This table shows the NASDAQ-Persistent Profits Strategy's trading record since inception for Winning, Losing, and Total trades, as well as Realized (Closed) and Unrealized (still held) ETFs. 

 

HIGHLIGHTS

–  Winning Trades stands near 80%, which is exceptionally high – even for a highly effective ETFOptimize strategy. High ratios for Winners-to-Losers is a proven recipe for a highly successful investment strategy. Also, the biggest winning trade gained 66.23% while the worst losing trade only declined by -2.84%.


Trading Statistics


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RISK MEASUREMENT STATISTICS

One of the most important measures of the effectiveness of an investment approach is its Risk-Adjusted Return, commonly measured by the Sharpe Ratio or Sortino Ratio. These metrics show the ratio of an investment's performance to its volatility. The Sharpe Ratio measures performance against all volatility, while the Sortino Ratio measure performance against downside volatility only. Investors are prone to making emotionally based, injurious decisions when volatility gets high, so the industry has labeled this factor as 'risk.' A strategy with a high Risk-Adjusted Return is one that provides excellent upside performance with low volatility.

Notice the dramatic outperformance of this strategy when those two ratios are compared to the strategy's benchmark - a buy-and-hold of the S&P 500-EW ETF (RSP). Since the inception of this strategy, the Sharp Ratio of the S&P 500-EW ETF (RSP) is 0.59 while its Sortino Ratio is 0.76 – compared to 1.12 and 1.75 (at the time of this writing) for this strategy. You can also see from the last entry on the bottom-right side of the table showing Alpha % (average annual outperformance of a portfolio compared to the performance of its benchmark) that this strategy outperforms the S&P 500 by an average of more than 15% per year! The actual, year-by-year outperformance is shown in the "Performance Stats - Yearly" table (above).


 Risk Measurement



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NASDAQ PERSISTENT PROFITS STRATEGY | ETFOptimize.com

Strategy Universe

Sophisticated algorithms in the NASDAQ Persistent Profits strategy consistently selects the optimum ETF for conditions from a 2-ETF Universe, consisting of the Invesco NASDAQ 100 ETF (QQQ) and the iShares 20+ Year Treasury Bond ETF (TLT), representing equities and fixed-income assets, respectively.

Both of the assets in this strategy's universe (QQQ and TLT) are very popular, widely-traded ETFs and subscribers should be able to enter and exit the trades with ease. The spread on QQQ is usually 0.00% and the spread on TLT averages only 0.01%. Nearly instantaneous fills on each trade is the norm for individual investors with personal portfolios of as much as $50-$100 million. If you are investing more than $100 million when following the trades recommended by this model, or if you are an investment advisor with cumulative client assets greater than $100 million, please contact us for additional suggestions on the lowest-cost ways to accomodate your transaction needs.

 

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Benefits of This Strategy

ROBUST GAINS DURING BOTH RALLIES AND DOWNTURNS:  Selecting the appropriate asset class at the appropriate time – either a long equity representation from QQQ or a defensive bond representation from TLT – provides you with performance that is significantly more than the return of the broad market during bull rallies, while also producing gains (from TLT) during market downturns.

UNEMOTIONAL, EFFICIENT INVESTMENT DECISIONS:  Using an emotion-free, mathematically driven trading system enables you to ignore the financial media, with its click-bait pessimistic market outlooks, coffee-fueled TV shysters, and hype-reliant internet frauds who attempt to surreptitiously hijack your wallet. Instead, your weekly ETFOptimize Strategy Update will quietly provide you with the accurate intelligence you need, with detailed documentation of trades when they occur, details of your strategy's performance for multiple time-frames, and a comprehensive set of statistics so you can quickly check your progress toward achieving your financial goals. Subscribers can sleep soundly know that their strategy is always selecting the optimum positions for conditions and perhaps most advantageous of all – knowing that by design, there is virtually no risk of losing money in any given year.

EASY TO USE:   The ETFOptimize investment strategies seek to minimize the number of trades needed to attain their high performance, and on average, have 3.83 months between trades. For this strategy, the average hold time is 212 business days or about 10.6 months. When a transaction occurs, you receive straightforward recommendations that you can quickly execute with the click of a button at your broker's website. For investors who want to become familiar with each position, we provide a link to complete background data and relevant news for each ETF selected for use by the strategy.

The ETFOptimize strategies are unquestionably a breakthrough in the investment world – providing what legitimately may be the easiest way to attain substantial wealth through consistent compounding – with minimal risk. For investors, they can be the "Holy Grail" – a simple, proven investment approach that significantly gains ground through both bull markets and bear markets alike.

 

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