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NASDQ Persistent Profits (QQQ/TLT) Strategy


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The information on this page was most recently updated on:

Sunday, April 5th, 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/TLT) 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, and a clear accounting of the significant benefits that accrue to an investor by using this investment model's systematic guidance – while eschewing the  old-style, discretionary investing approach based on error-prone judgments.

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

 Performance Chart – Since Inception

KEY: The red line is the NASDAQ Persistent Profits (QQQ/TLT) 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. Most 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 (subscription) page after you register. This Profile page, of course, does not include Current Holdings, Closed Positions, or recent Transaction information – these are details you get – and much more – when you subscribe.

With a conservative Annualized Return of 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 Inception of this model (July 1, 2000). For a limited-time only, we are offering this strategy for just $19 per month.

– Try a Monthly Subscription with a 14-Day Free Trial – At no charge during your first two weeks while you look it over. Then, once your subscription begins, you are protected for 60 Days – TWO full months – Satisfaction Guaranteed or 100% of Your Money-Back —

Why not register now and put this dynamic strategy to work for you, making money year-after-year? Choose either monthly at the introductory price of just $19 – or get two months Free by signing up for the 1-Year Subscription at just $190 (17% discount off the monthly price - equivalent to 2 months FREE - or a monthly cost of $15.83) – we think you'll agree it's money spent prudently, paying for itself year-after-year – and 1,000-times more! 

Either way, your subscription is backed by our 100%, 60-day Money-back Guarantee – so you have ZERO RISK. Should you change your mind anytime in the first two months just let us know and we'll refund what you spent (applicable to monthly subscriptions only).

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Results Summary

Summary

Note: Since the charts on this page are not logarithmic, recent volatility will appear more significant than past volatility – even if it is actually less in percentage terms. See the detailed performance charts below for further details.

 

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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 ten-times (1,081%) the return of its benchmark, 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) Sharpe Ratio at a sky-high 1.87 and 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 PERSISTENT PROFITS strategy accomplishes this exceptional performance with NO LEVERAGED or INVERSE ETFs. Therefore, the two ETFs used in this model (QQQ and TLT) are available for use by European Union investors concerned with PRIIP regulations. There are no leveraged or derivative aspects involved with these ETFs.

UNIVERSE: The primary way the NASDAQ Persistent Profits (QQQ/TLT) 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. While this sounds easy on its face, millions of investors have lost their shirt trying to accomplish this same task. In other words, it's easy to imagine but incredibly difficult to execute.

However,  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 every condition imaginable. The NPP-1 Strategy was just revised with the addition of a component from our Optimal

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 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.'

 

Please CLICK HERE to learn details
about this Strategy's Feb. 2, 2020 Revision

 


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Data sources: Performance Statistics; Portfolio123, Standard & Poors Global Market Intelligence,
Compustat, S&P Capital IQ, St. Louis Federal Reserve. Most recent update: August 2019 (statistical averages are updated every 3-6 months).


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)

Total Return since Inception: 2,508%
Avg. Annual Return (avg. per year since inception): 27.13%
BenchmarkS&P 500 ETF (SPY) Total Return since inception: 232.88%
Benchmark (SPY) Annualized Return since inception: 6.86%
Financial Crisis & Recovery Return: 30.16% (see "Financial Crisis Performance' below)
Avg. Yearly Percentage of Winning Trades: 75%
Biggest Winner / Biggest Loser: 66.23% / -2.84%
Average Position Hold Time: 128 market sessions (about 6.45 months)
Winning Trades Held for an average of: 162.58 market sessions (8.13 months)
Losing Trades Held for an average of: 23 market sessions (1.15 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)**: -8.21%
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.

 






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 line while 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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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 theNASDAQ Persistent Profits strategy protects you from severe market losses
while achieving exceptional performance, the best example we can provide is its performance during the 2007-2009 Financial Crisis.

The S&P 500 Index, which consists of 500 of America's premier companies, began plummeting in late 2007, continued downward throughout all of 2008 and through to early-2009, losing -57% of its value by the time it had bottomed on March 9, 2009. Meanwhile, the ETFOptimizeNASDAQ Persistent Profits Strategy had switched to a Defensive ETF position just before the downturn began. As stocks declined through the market bottom in March 2009, the model at no time operated at a loss and was showing a 32% profit. By the end of the crisis in 2013, this strategy outperformed the market by more than double!

The Financial Crisis in Two Charts:

The Left Chart below presents the 2007 High to 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 recovery. This period is an excellent way to show how our Persistent Profits (Equity ETF/Defensive ETF) Strategy performed during these extreme conditions – providing a return of 256.50% to prudent investors who followed theNASDAQ Persistent Profits model decisions as it switched at the optimum time from Equity ETFs to Defensive ETFs – or Defensive ETFs to Equity ETFs.

The Persistent Profits (Equity/Defensive) Strategy more than tripled investor's funds during the Financial Crisis, turning a $100,000 investment into $356,496 in 5.5 years, while a buy-and-hold investor in America's premier companies (represented by the S&P 500 index) lost more than half of their assets in 18 months and required another four years to recover that loss (shown by the chart on the right) to get back to 0%.




Strategy performance vs. S&P 500 at Crisis Bottom

Fincial Crisis Low

 

Strategy performance vs. S&P 500 from Crisis Beginning until Recovery of Losses


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 Profits Strategy subscribers watched the devastation unfold WITHOUT worrying about loss of their financial security. Instead, by the March 9 low, our NASDAQ Persistent Profits (QQQ/TLT) Strategy had gained 31.52% – beating the market by 87% and with 75% winning trades.

 

2007 High to Financial Crisis Low and 3.5-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 return to breakeven. Meanwhile, our NASDAQ Persistent Profits (QQQ/TLT) Strategy instead returned 417.62% – turning an investor's savings of $100k into $517,623while most other investors gained NOTHING (0.60%) over five long years.



Eliminating significant market declines and the recovery time required is one of several ways the ETFOptimize strategies produce considerable outperformance. When this model's sophisticated market-timing and ETF-selection system detects that a downturn is imminent, it will rotate to the iShares 20-Year Treasury Bond ETF (TLT). During bullish trends, the model will hold the Invesco Nasdaq 100 ETF (QQQ.

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 ETF (QQQ or TLT) at all times, thereby producing a steady, ever-climbing equity curve and eliminating investor stress. This strategy does not use leveraged positions, but since July 1, 2000 through December 31, 2019, has produced a total return of about 2,400% – more than 10 times greater – with an Annualized Return that is 3.8 times greater than its SPDR S&P 500 ETF (SPY) benchmark.
 
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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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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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2) Strategy Trade Alerts  –  With each weekly update you will receive a Strategy Update Summary email with any Strategy Trade Notices for that week, including the complete details of any trades recommended by your quantitative model, including links from each of your model's current holdings to historical prices, a wide variety of statistics, charts, and news related to that ETF and its industry. We recommend that you fill ETF transactions in the middle of the following day (Monday – or Tuesday if Monday is a holiday). Note: Across our strategies, the average trade hold time is about 3.85 months, so trades are relatively rare events, but those few trades are enough to make a world of difference!


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An average Sharpe ratio of 1.50 and an average Sortino Ratio of 2.21 consistently rank our strategies atop the lists of highest risk-adjusted return of any mutual fund, professionally managed portfolio, or quantitative investment models available to investors today. Why not put this steady stream of investment profits to work for you starting today?

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Since 2004, Optimized Investments, Inc. has held an A+ Rating with the Better Business Bureau and has never had a single complaint since the company's founding in 1998. Our corporate mission is to create a tremendous group of enthusiastic customer-advocates who consistently achieve their wealth-building goals using the ETFOptimize investment strategies. Why not join the thousands who have already taken advantage of these unique strategies? You have zero risk – the burden is entirely on us to provide you with the performance, features, and benefits discussed on this page.


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All content herein is issued solely for informational purposes and is not to be construed as an offer to sell or the solicitation of an offer to buy, nor should it be interpreted as a recommendation to buy, hold or sell (short or otherwise) any security. We offer this information with the understanding that Optimized Investments, Inc. and ETFOptimize.com are not acting in a fiduciary capacity and no individualized investment advice is provided. ETFOptimize.com does not know of the reader's specific investment objectives, financial situation, or the needs of any particular person who may view this material, nor may the investments discussed herein be suitable for all types of investors. If you are unsure if the content on this site is appropriate for your needs, please consult with a Registered Investment Advisor or other financial advisors. Click here to research the background and experience of financial advisors, brokers, and investment firms with FINRA. We base all opinions, analyses, and information included herein on sources believed to be reliable, but no representation or warranty of any kind, expressed or implied, is made including but not limited to any representation or warranty concerning accuracy, completeness, correctness, timeliness or appropriateness. While ETFOptimize undertakes significant effort to ensure that the information provided is accurate, it does not warrant the accuracy, completeness, correctness, or fitness for any particular purpose for the material. ETFOptimize undertakes no obligation to update previously published opinions, analysis or information provided should conditions change. You should independently verify all information obtained. If you are not sure if Exchange Traded Funds, systematic/rules-based investing, or a particular investment approach is right for you – or if professional advice is required, you are urged to consult with a Registered Investment Advisor (RIA). Neither this website nor anyone associated with producing its content represents themselves to be Registered Investment Advisors, and no attempt is made herein to substitute for personalized, professional investment advice. Premium content subscribers assume the entire risk and cost of any investment or trading decisions they undertake. As the bais for discussion, ETFOptimize provides articles, analytical content, and performance representations that may include results obtained from backtesting various algorithms on historical data provided by government agencies and private businesses. Please note that hypothetical or simulated performance results have certain limitations. Unlike an actual performance record, simulated results do not represent actual trading. Also, since the reader does not execute the trades, the results may have under-or-over compensated for the impact, if any, of certain idiosyncratic market factors. All pro-forma models are also subject to the fact that despite being designed with the benefit of hindsight, the designer cannot anticipate every possible future investment scenario. ETFOptimize makes no representation that any particular investment approach will or is likely to achieve profits or losses similar to the historical or simulated returns of the models demonstrated herein. Always remember that past investment performance may not be indicative of future returns and ETFOptimize.com, Optimized Investments, Inc., nor its employees, service providers, associates, or affiliates cannot be responsible for losses you may incur as a result of using the information provided. Investing in publicly traded securities is inherently risky. Please see the site's complete Terms and Conditions for important additional information and disclaimers. By using this site in any manner, clicking any link, or viewing any the pages herein, you implicitly agree to abide by all established terms, conditions, and releases, including this disclaimer.

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