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Great news! By popular demand, the ETFOptimize S&P 500 CONSERVATIVE STRATEGY is now available by regular monthly subscription. We are offering a limited number of investors the opportunity to subscribe to this strategy at only $9 per Month (or $90 per Year). This 'loss-leader' offer includes all weekly strategy updates, our insightful, subscriber-only 'Quick Look' analysis of the key factors affecting markets, and all the same high-value investment features that Premium (paid) Strategy subscribers receive. We hope this extremely low price will convince investors to try the ETFOptimize models, and you'll be so impressed that in the future you'll want to sign up for one of our high-performance, more aggressive (yet EVEN SAFER) models. See our Ultimate Combo-6 Strategy for details.
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*For all descriptions and statistics on this page, remember that past performance is not necessarily indicative of future returns.
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The most recent update of the information on this page was:
Sunday, September 13th, 2020
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Trades should be filled at midday on Monday (or Tuesday if Monday is a market holiday).
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The S&P 500 CONSERVATIVE STRATEGY provides investors with a smooth, steadily climbing portfolio: As you can see from this chart that runs from the strategy's inception on July 1, 2000 to present, the S&P 500 Conservative Strategy provides a steady and consistent, upward ascent of its equity curve. The S&P 500 Conservative Strategy consistently identifies the market's regime – whether economic conditions are in expansion or contraction – and determines whether the S&P 500-based Equity ETF (SPY) or a Defensive ETF (TLT) is appropriate for current conditions. This continuous assessment of conditions and adjustment of its position keeps your money growing month after month, and year after year.
The S&P 500 Conservative 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.
KEY: The red line shows the 'S&P 500 Conservative Strategy's' performance since inception.
The blue line shown as the benchmark is a buy-and-hold of the SPDR S&P 500 (large-cap) ETF (SPY).
With a compound annual growth rate of about 15% since 2000 (compared to 6.06% for the S&P 500 ETF (SPY) for the same timespan), this easy-to-use, 1-ETF Conservative (SPY/TLT) Strategy produces more than FIVE TIMES (560%-times) the return of the S&P 500 ETF (SPY) during the same period – 1,315% to 234% since inception (20 years from 2000 to 2020). Also, the Maximum Drawdown is reduced from -55% to -16%. It accomplishes this task by making a few, careful trades with an average of 15 months between transactions.
KEY: The red line shows the "S&P 500 Conservative Strategy's" performance for the last two years.
The blue line shown as the benchmark is a buy-and-hold of the Vanguard Total Stock Market ETF (VTI).
As a result of optimal transaction timing, the SP500-Conservative Strategy provides the an excellent
Risk-Adjusted Return (the Sortino Ratio is a measure that compares an investment's overall return to its downside volatility) at 1.48 (compared to 0.49 for the S&P 500 ETF or the same period). Its Sortino Ratio for the last three years is at the exceptionally high level of 1.62.
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The S&P CONSERVATIVE: S&P 500 (SPY) / 20-Year Treasury (TLT) - 1 ETF Strategy (abbreviated to 'SP500-CSRV') is our easiest, simplest model, with an investment approach designed to rotate, at the optimum time, to one of two ETFs – either the SPDR S&P 500 ETF (SPY) or the iShares 20+ Yr Treasury Bond ETF (TLT), depending on whether stocks are in an expanding (bullish) market or a contractionary (bearish) market. While this strategy does not achieve the exceptionally high gains of our other models, it also does not use any leveraged or inverse ETFs. Moreover, the two ETFs used are two of the most popular and most highly traded ETFs available today.
Since its launch on July 1, 2000, the S&P 500 Conservative Strategy has produced a total return of about 1,320% – 5.71-times (571%) higher than its benchmark, the SPDR S&P 500 ETF Trust (SPY), with a total return of 234% through early 2020. This strategy has an Annual Return of about 14.5% since July 2000 – and an Annual Return of about 21% since July 2007. Meanwhile, the S&P 500 ETF (SPY) has logged an Annual Return (including dividends) of just 6% and 8%, respectively, for the same periods. Moreover, our S&P 500 Conservative Strategy provides more than DOUBLE (2.41 and 2.63-times, respectively) the Annual Return of SPY in both time frames (since 2000 and since 2007). This exceptional outperformance of its benchmark is attained by selling the benchmark ETF (SPY) and purchasing a Defensive ETF (TLT) at the optimum time.
During periods when SPY would normally be losing money,
the SP500-CSRV Strategy makes a timely switch the defensive TLT position and continues recording gains.
For Whom is This Model Appropriate?
1) At a cost of just $9 per month (with a 14-day FREE trial), and attaining a steady Annual Return of about 15%, the S&P 500-Conservative Strategy ('SP500-CSRV') is the perfect entry-level model for investors who are just getting started. Its consistent investment results, with low volatility and minimal drawdowns (average Max Drawdown of just of just -9.65% per year) will give you the chance to become familiar with the process of investing, achieve much higher returns than alternative investments, and avoid the big losses that can traumatize new investors. With the SP500-CSRV Strategy, that risk is practically eliminated. This model has never experienced a money-losing year.
2) On the other hand, the SP500-CSRV Strategy is also perfect for experienced investors who wish to add a steady, consistently profitable component to a portion of their overall portfolio. Mating this conservative model with one of our more aggressive Equity Strategies in a 30% - 70% ratio can give you exceptional performance as well as a diversified safety net during tough times.
By offering this easy-to-operate, low-turnover strategy at the nearly-give-away price of only $9 per month, we hope to introduce you to a world of investment performance that you'll never want to leave. After gaining experience with one our breakthrough investment strategies, we expect you will add several of our higher-profit models to your portfolio, you'll boast about us on social media, rate us highly on investment-related websites, and that you'll rave about ETFOptimize to your friends and family – the people who matter most in your life.
Our company is growing primarily through word-of-mouth among the investment community. By serving you well and dramatically improving your investment results, we hope to add you to our growing list enthusiastic advocates.
Data sources: Performance Statistics; Portfolio123, Standard & Poors Global Market Intelligence,
Compustat, S&P Capital IQ, St. Louis Federal Reserve. Most recent update: August 2019 (statistical averages are updated every 3-6 months).
Inception: July 1, 2000
Rebalance Frequency: Weekly
Average Position Hold Time: 113.16 market sessions (about 5.66 months)
Nearest Benchmark: S&P 500 Index ($SPX)
Annualized Return (since inception on 2000): 14.45%
Annual Return since July 1, 2007: 17.31%
3 Year Return: 49.56%
Total Return since Inception: 1,314.47%
Benchmark (S&P 500 ETF: SPY) Return since Inception: 234.07%
Years Outperforming Benchmark: 13 of 18 (72%)
Number of Years Profitable: 19 of 19
Financial Crisis & Recovery Return: 117.56% (see "Financial Crisis Performance' below)
Percentage of Winning Trades: 60.71%
Biggest Winner, Biggest Loser: 48.84%, -4.71%
Winning Trades Held for (avg): 241.76 Days
Losing Trades Held for (avg): 32 Days
*Past performance is not necessarily indicative of future returns.
Number of Money-Losing Years: ZERO of 19
Strategy's Average Annual Maximum Drawdown: -7.03%**
Benchmark's (SPY) Average Annual Maximum Drawdown: -14.1%**
Strategy's Max Drawdown (since inception): -16.71% (one week in Aug. 2011)
Benchmark's (SPY) Max Drawdown (since inception): -56.78% (in 2008-2009)
Standard Deviation: 9.39%
Annualized Alpha: 9.40%
RISK-ADJUSTED RETURN (Higher is better)
Sharpe Ratio - Since Inception: 1.11 (Compare to S&P 500 ETF Benchmark SPY at 0.23)
Sharpe Ratio - Last 3 Yrs: 0.98 (Compare to S&P 500 ETF Benchmark SPY at 0.84)
Sortino Ratio - Since Inception: 1.53 (Compare to S&P 500 ETF Benchmark SPY at 0.30)
Sortino Ratio - Last 3 Yrs: 1.21 (Compare to Benchmark at 1.04)
(Our abbreviated designation for this strategy is: "SP500-CSRV")
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*Past performance is not necessarily indicative of future returns. **Average Annual Max Drawdown (AAMDD) is the average of the deepest peak-to-trough drawdown each year since inception,
which we believe provides the best representation of the worst declines you might experience as a subscriber.
Outperformance is nothing if it isn't accompanied by downside protection when the market begins to slide. After all, who wants an aggressive investment approach that produces an excellent performance when stocks are rising – but loses it all (and perhaps more) when conditions turn negative? (There are already far too many investment approaches that match this noxious description.)
What the vast majority of investors don't realize is that (according to well-respected Ned Davis Research, Inc.) since 1901, stocks have spent 76.4% of the time declining in value recovering from loss – and just 23.6% of the time creating wealth.
But what if you could turn the tables? What if you could eliminate or significantly reduce that time when portfolios spend declining, thereby dramatically reducing losses and instead growing the balance of your portfolio? That's exactly the prime objective of the ETFOptimize Quantitative Investment Strategies!
This S&P 500-based quantitative investment strategy will provide you with protection from significant, long-term loss whenever the risk of a market decline increases. The S&P 500-Conservative Strategy has never lost money during any year since inception, and has consistently produced a substantial return, year after year after year. By dramatically reducing losses compared to a buy-and-hold approach, then holding no more aggressive an ETF than the S&P 500 ETF (SPY – the largest, most actively traded equity in the world) during times when the market is climbing – allows this model to produce an Annual Return that is more than DOUBLE, and a Total Return that is nearly six-times (571%) the return of the S&P 500.
This strategy is programmed to automatically switch to the iShares 20+ Year Treasury Bond ETF (TLT) when conditions become challenging. The strategy's performance algorithms consistently analyzes well-established drivers of investment returns and rotates to the S&P 500-basedETF (SPY) when conditions are bullish. When conditions turn negative, as occurs during economic contractions, this strategy is programmed to rotate to the iiShares 20+ Year Treasury Bond ETF (TLT), thereby eliminating any risk there might be of incurring a substantial loss. This approach has provided exceptionally high profits during significant market declines, such during as the Financial Crisis in 2008-2009. (Please see the next section showing the Financial Crisis for details.)
Then, when economic and market conditions begin to recover coming out of a recession, the S&P 500-CSRV Strategy rotates to the S&P 500 SPDR (SPY) ETF. Always prepared to rotate into the Treasury ETF selection, strategy produces a excellent performance with infinitesimally small risk of losing money in any given year (as long as you stick with the strategy).* However, that risk does not go away entirely, and no matter how small, you should be aware that you can always lose money when investing in equities.
In addition to a high Risk-Adjusted Return (1.57, compared to the S&P 500 index at 0.22), which indicates an approach that produces high returns with minimal drawdowns, many investors are pleasantly surprised to learn that many of our strategies produce robust, positive performance even when stocks are declining. For specific details, see the analysis of Financial Crisis performance that we provide on the Profile page for each of our strategies. Since 1998, many thousands of our strategy subscribers have enjoyed the long-term, outstanding annual returns and minimal drawdowns that are available with emotion-free, quantitative investment strategies.
In the next section, you'll see how this strategy switched to cash just before the Financial Crisis downturn – losing no principal at all – while many investors lost more than half of their life's savings. When the recovery got underway, the S&P 500-BB Strategy entered an incredibly profitable stretch in which it appreciated 280% while investors in other investments were struggling to reach breakeven for full years, gaining 0% in all that time – virtually dead money for 55 long months.
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To demonstrate how this strategy protects you from severe market losses and achieves strong performance, the best example we can provide is 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 throughout all of 2008, and into the first quarter of 2009, losing -55% of its value by the time it had bottomon March 9, 2009. Meanwhile, the ETFOptimize S&P 500-Conservative Strategy switched to the Defensive ETF (TLT) position just before the downturn began, and as stocks declined through the bottom in March 2009 the strategy made a little bit of money. By the end of the nightmare, in 2013, this strategy outperformed the market by more than double!
We show the story in two charts:
The Left Chart below presents the 2007 High to Financial Crisis Bottom. These developments began at the December 10, 2007 high just before the downturn, until the lowest point at the Financial Crisis trough on March 9, 2009. You can see that our S&P 500- Conservative Strategy moved along steadily and calmly, holding a smooth, slight upward climb the entire time the market was plummetting – not dipping for minute at any time during the worst 18 months of the crisis – and providing an outperformance of 61.54% (6.16% + 55.37%).
The Right Chart below shows the entirety of the tempestuous tale – from the Beginning of the Financial Crisis through its Recovery – and demonstrates the exemplary way that our S&P 500 Conservative strategy performed during these extreme conditions.
The entire Crisis, from beginning to end, required 4.5 long years for the S&P 500 index to first decline -55%, then slowly recover all that it lost. Meanwhile, the SP500-CSRV Strategy more than doubled investors funds during the crisis, and while a buy-and-hold investor in America's premier companies (represented by the S&P 500 index) loss of 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).
2007 High to Financial Crisis Bottom – From the December 2007 pre-Financial Crisis high to its low on March 9, 2009, this strategy's benchmark, the S&P 500 index, lost -55%. During the same period, our S&P 500 Conservative Strategy switched to a Defensive ETF (TLT) from its long position – just before the start of the downturn. After this strategy correctly anticipated the worst market selloff since the Great Depression, subscribers sat anxiety-free in the 20+ Year Treasury Bond ETF (TLT), watching the crisis unfold without worrying about losing more than half of their life savings and stressing about their financial security.
Financial Crisis & Recovery – This strategy's benchmark, the S&P 500 index, descended from its December 2007 high (just before the Financial Crisis) through its low on March 9, 2009 – losing -55%. Then, as shown in the chart above, stocks began to gain ground in fits and starts for four years, requiring a total of 5.25 years (until March 1, 2013) to return to where they started - to the breakeven level. During all that time, buy-and-hold investors in the S&P 500 had 'dead money,' and struggled just to recover all they had lost. Meanwhile, our S&P 500 Conservative Strategy produced a total return of 117% – or 16.04% annualized.
Eliminating significant market declines – and the recovery time required – is one of several ways the ETFOptimize strategies produce considerable outperformance. When the sophisticated Ranking and timing system detects a downturn is imminent, this strategy rotates to the iShares 20+ Year Treasury Bond ETF (TLT). During bullish conditions, this strategy holds the S&P 500-based ETF (SPY).
Our S&P 500 Conservative Strategy consistently generates accurate signals to rotate to the appropriate ETF, thereby producing a very steady equity curve and eliminating undue stress. This strategy does not use leverage positions, but since the high in 2000, has still produced a total return that is 7.35 times greater – and an annualized return that is 3.3 times greater than the S&P 500.
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As millions of investors and their advisors become concerned about changing economic indicators or the latest threatening headline, not knowing what the future holds, subscribers to the S&P 500 Conservative Strategy can sit back and just ignore all that noise. The S&P 500-Conservative Strategy assesses as many as 28 different data sets each weekend and determines the optimum ETF to own for any type of economic and market condition that can affect stocks, bonds, and alternatives.
Our S&P 500 Conservative (Non-leveraged) Strategy has provided subscribers with profits every single year since inception, regardless of the performance of the economy or the stock market. This may be the most impressive benefit of all for those who lived through the Financial Crisis of 2008-2009 and lost a substantial amount of money (or felt the intense stress of a potential loss): i.e., the S&P 500-BB Strategy has never experienced a money-losing year! Furthermore, the strategy has outperformed its benchmark every single year since inception).
The tables and chart below provide both a numeric and a graphic presentation of the annual performance of the S&P 500-CSRV Strategy since its inception in July 2006.
PROFITS EVERY YEAR SINCE INCEPTION
The 'Performance by Calendar Year' table below shows the following data...
• This Model's annual performance on the top line,
The Benchmark's performance on the middle line, and the
• The 'Excess' performance or outperformance of the S&P 500-CSRV Strategy over its Benchmark on the bottom line:
From the top line, you can see that every year is shown 'in the black,' meaning that the S&P 500-CSRV Strategy provided healthy, positive annual returns in each calendar year since its inception in mid-2000, with an average annual return of about 14.5% – during a time when the S&P 500 averaged a gain of just 6%.
Also notice that in 2000, 2001, and 2002 this strategy produced positive returns at a time when the S&P 500 was losing a significant amount of money – i.e., during the dot-com bust – which saw the overall market dropped by -50%, and the technology-rich NASDAQ index drop by substantially more.
The 'Yearly Returns' bar chart below shows a graphical interpretation of the data above. Notice from the strategy's performance bars (in red) that it has been profitable every year (indicated by all red bars being above 0%), and in many years, the strategy (red bars) outperformed its benchmark (indicated by red bars being above the blue bars), which is harder than normal to do because the benchmark and the strategy's asset are the same (S&P 500). Keep in mind that our premium strategies produce far higher returns by using more aggressive ETF assets when conditions are robustly bullish.
2018 is turning out to be a difficult year for stocks, yet the S&P 500-CSRV strategy has provided a return of 9.65% – which is 11% more than the S&P 500's return of 8.65% to this point (Sept. 16, 2018).
The S&P 500 Bull/Bear (1 ETF) Strategy's annual performance is shown by red bars and its benchmark return is shown by blue bars.
Keep in mind that is difficult for this strategy to move ahead of its benchmark (SPY) because is using that same asset (SPY) in the portfolio. For far greater performance please consider one of our other, high-performance, premium investment strategies!
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One of the most important criteria for selecting any investment approach is its 'Risk-Adjusted Return,' which is usually assessed by the Sharpe Ratio or the Sortino Ratio measures. These two metrics show the ratio of an investment's performance to its volatility (which is called its 'risk' in the investment world). Notice in the table below the dramatic outperformance of this strategy when
those two ratios are compared to the strategy's benchmark - a buy-and-hold approach with the widely used 70-30 weighted S&P 500 /Total Bond (SPY/BND) ETF combo.
Since the inception of this strategy in 2006, the Sharpe Ratio (or "risk-adjusted return") of the SPY benchmark is 0.60 – compared to a ratio of 1.45 for the S&P 500-BB strategy. For perspective, most “good” investments produce long-term annualized Sharpe ratios that fall between 0.5 and 1.0, and the S&P 500's long-term Sharpe ratio is about 0.40. Even more impressive is the S&P 500-BB Strategy's Sortino ratio (which measures the return against downside volatility only), which is 2.18 since inception, compared to the SPY benchmark's Sortino ratio of just 0.77. In the last 3 years, the S&P 500-BB strategy's risk-adjusted return ratios are even higher at 2.00 and 2.77, respectively.
You can also see from the last entry at the bottom of the table showing Alpha % that this strategy outperforms its market benchmark by an average of 9%-10% per year. Compare this to Warren Buffett (with a net worth of more than $80 billion and one of the wealthiest men on the planet and is considered to be the world's most successful investor of all time), who has attained a long-term Alpha of 9.06%. So you'll legitimately be able to say you are matching Warren Buffett for as long as you stick with this strategy!
*Note: All figures quoted above are based on their status at the time this section was written. While the numbers will change slightly week to week, the overall thrust of the text remains accurate – this strategy has a very high absolute performance very high risk-adjusted-return.
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The S&P 500 Conservative Strategy uses a binary decision system that selects one of two ETFs (either SPY or TLT), depending on whether conditions are expansionary (bullish) or contractionary (bearish).
• The SPDR S&P 500 ETF (SPY) is a non-leveraged ETF that tracks the SPDR S&P 500 ETF Trust. SPY is the first ETF ever created in the US (1993), and the most widely traded ETF in the world, by both daily share volume , daily dollar volume, and assets under management (AUM, $320 Billion). Our S&P 500 Conservative Strategy uses SPY during bullish economic conditions or secular upward price trends.
• iShares 20-Year Treasury Bond ETF (TLT) - this ETF is used as the sole defensive asset, employed during contracting economic conditions or if our algorithms detect the beginning of what will be a long-term decline in market prices. To minimize transactions and avoid lower-probability trades, this strategy will ride out short-term pullbacks, the worst of which occurred in August 2011 and only amounted to 16%.
Note: Because they are so widely traded, the two ETFs in this strategy can accomodate virtually any size of investment with instantaneous fills within moments, and with little or no transaction costs.
The SPDR S&P 500 ETF Trust (SPY) trades about $17.6 Billion per day, and on any given day, is the most-activelty traded security in the world. The ETF holds about $320 Billion in assets under management (AUM). Most importantly for liquidity concerns, the underlying stocks in it's basis index ($SPX) are (approx.) 500 of the largest, most well-known, most highly traded American companies, which gives it incredible implied liquidity – the most critical liquidity measure (contrasted the number of shares traded per day, which is meaningless for liquidity). FactSet Analytics rates SPY as 5 of 5 on the ease of trading a $1 million block of the ETF. As a result of its massive Implied Liquidity, SPY trades with a 0.00% spread between buyers and sellers.
The iShares 20+ Year Treasury Bond ETF (TLT) is also very popular, trading about $1.2 Billion per day with about 11.5 million shares traded each day. Most importantly, FactSet Analytics rates TLT as 5 of 5 on the ease of trading a $1 million block of the ETF.
So TLT and SPY are both rated 5 of 5 stars by FactSet only ease of trading a lump sum of $1 million. They can both accommodate far larger amounts than that because of the size of their underlying assets
The following table summarizes the crucial facts about each ETF. For trade ability, the top two listings are by far the most important: 1) The index that the ETF tracks, and the 2) Implied Liquidity in that index.
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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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