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There is no credit card required to get started – you just need to provide your name and contact information so we can send you the strategy update notices and weekly market 'Quick Look' articles each week. The only requirement of you is that we ask we ask that you respond to a survey about your experience and satisfaction the one-month and two-month intervals.
If you would like to take advantage of this complementary offer, please sign up today - while there is still availablility! To get started with your complimentary twelve-week subscription, select the S&P 500-Conservative Strategy listed in the product list on the Subscribe form and complete your registration. We are making this sophisticated investment model available to a limited number of subscribers – and this offer may be discontinued at any time – so don't delay!
The S&P 500 Conservative Strategy is a sophisticated, quantitative ETF investment strategy just like our higher-performance, Premium (paid) Strategies. The only difference is that this strategy has been de-tuned by 1) removing all leveraged and inverse ETF components, and 2) modifying the selection algorithms to make its decisions lean towards conservatism. The strategy is limited to just two possible positions: SPY (the SPDR S&P 500 ETF) and SHY (the iShares 1-3 Year Treasury Bond ETF). Designed for those investors who eschew leveraged ETF's, the strategy provides a very-smooth performance curve beginning at inception in July 2000. Plus, the strategy still produces a return that is more than TRIPLE the return of the S&P 500 benchmark over the same 18+ year time period.
Each weekend, subscribers will receive complete strategy details, including new updates to the positions, comprehensive news and statistics for the Current Positions, transaction documentation, Closed Position performance documentation, and extensive performance data with charts, all updated each weekend.
You can get INSTANT ACCESS to the S&P 500 Conservative Strategy by CLICKING THIS LINK or any of the boxed, light-blue links throughout the page below, entering your contact information in the form, and then you will have instant access to the S&P 500 Conservative Premium Strategy Page. No credit card information is required! Why not put this strategy's consistently climbing performance to work for you today and learn just how exceptionally well the ETFOptimize strategies work?
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We are currently offering this strategy on a Complimentary Basis to a limited number of subscribers.
This is a legitimately complimentary offer – you can keep your Credit Card in your wallet, because it's NOT required to register for your Free 90-Day Subscription!
Remember that this sample subscription only last for three months – 90 days. If you prefer to have an investment approach that you can continue for as long as you choose, you may wish to consider subscribing to one of our Premium Strategies, and you can review your options on this page, or you can sign up for one from this page.
LONG-TERM ALTERNATIVE: You can use a similar Premium Strategy: If you want a strategy that – similar to this S&P 500 Conservative strategy – has no leveraged or inverse ETFs in its universe, then you probably want to look at our S&P 500 Persistent Profits Strategy. It only costs $9 per month, and you can use it for as long as you desire! As always, the strategy is backed by our 100%, 60-Day Satisfaction Guarantee!
If you have any questions about this – or any of our other strategies – please contact us for prompt assistance.
*For all descriptions and statistics on this page, remember that past performance is not necessarily indicative of future returns.
Please consult a Certified Investment Advisor or professional Financial Counselor if you need personalized assistance with your investments.
The information on this page was most recently updated on:
Sunday, November 10, 2019
Strategies are updated each week by 12-noon (EST) on Sunday. We will announce any delays.
Trades should be filled at mid-day on Monday (or Tuesday if Monday is a market holiday).
NOTE: When a new trade occurs, its price is based on the previous Friday's prices, and that info remains posted until
it is revised to Monday's average price at the next weekend's update using this formula: (High + Low + 2xClose) ÷ 4
A smooth, steadily climbing performance chart: As you can see from this chart that runs from the strategy's inception on July 1, 2000 to present, the S&P 500 Conservative Strategy provides a steady and consistent, upward ascent of its equity curve. The S&P 500 Conservative Strategy consistently identifies the market's regime – whether economic conditions are in expansion or contraction – and determines whether the S&P 500-based equity ETF (SPY) or a cash-proxy ETF (SHY) is appropriate for current conditions. This continuous assessment of conditions and adjustment of its position keeps your money growing month after month, and year after year.
The S&P 500 Conservative Strategy's performance is shown by the red line while its benchmark, the S&P 500 Index ($SPX), is represented by the blue line.
KEY: The blue line shown as the benchmark is a buy-and-hold of the SPDR S&P 500 (large-cap) ETF (SPY).
The red line shows the "S&P 500 Bull/Bear Strategy's" performance since inception.
KEY: The blue line shown as the benchmark is a buy-and-hold of the Vanguard Total Stock Market ETF (VTI).
The red line shows the ADAPTIVE EQUITY+ (2 ETF) STRATEGY performance for the last two years.
This strategy provides the a substantial Sharpe Ratio (a measure of
risk-adjusted return) at 1.18 (compared to 0.22 for the S&P 500 for the same period). Its Sortino Ratio (another measure of risk-adjusted return that compares the return to an investment's downside volatility only) is at the exceptionally high level of 1.67 (compared to just 0.29 for the S&P 500). Translation: the SP500-Conservative Strategy produces an exception annual return with minimal drawdowns; and exceptionally high performance compared to a significant reduction in risk.
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With a compound annual growth rate of about 12% since 2000 (compared to just 3.87% for the S&P 500 index for the same timespan), this easy-to-use, 1-ETF Conservative Strategy produces more than SEVEN TIMES the return of its benchmark (S&P 500 index) during the same period – 696% to 95% since inception
(as of June 1, 2019).
The S&P CONSERVATIVE: S&P 500 (SPY) / Cash-Proxy - 1 ETF Strategy is an unleveraged investment approach designed to rotate, at the optimum time, to either the SPDR S&P 500 ETF (SPY) or a Cash-proxy ETF (the iShares 1-3 Yr Treasury Bond ETF, SHY), depending on whether stocks are in a bull market or not. While this strategy does not achieve the exceptionally high gains of our other models, it also does not use leveraged or inverse ETFs, which are investment vehicles with which many investors aren't comfortable. Still and all, since its inception at the market peak on July 1, 2000, the S&P 500 Conservative Strategy has produced a total return of 697% – 7.52-times (752%) higher than its benchmark, the SPDR S&P 500 ETF Trust (SPY). This strategy has an Annualized Return of 11.6% since July 2000, while the S&P 500 ETF (SPY) has logged an Annual Return of just 5.13% (including dividends) for the same period.
We are currently offering the S&P 500-Conservative (1 ETF) Strategy on a Complimentary Basis to a limited number of subscribers.
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If you have no experience with the ETFOptimize quantitative investment strategies, we hope that you will take advantage of our low-volatility/low-risk, S&P 500-Conservative Strategy to become familiar with ETFOptimize and learn about our consistent, systematic approach to investing. Then you'll check out our other strategies – many of which make practical, cautious use of leveraged or inverse ETFs when it is 100% safe and appropriate. If you do participate, we believe you'll see that it's indeed possible to obtain consistent and exceptionally high returns – without incurring the high risk that's usually associated with higher performance.
The measure of a portfolio's risk and performance is called its Risk-Adjusted Return, which is a measure of the performance of an investment or a portfolio compared to the risk that it assumes to attain its performance. Risk, in investment terms, is defined as the amount of volatility inherent to an investment, usually measured by its long-term standard deviation. With our model results consistently attaining both high-performance and low volatility, our strategies have perhaps the highest Risk-Adjusted Returns (RAR) available to investors – and at prices so reasonable that it might make your jaw drop!
Our Premium Investment Strategies have prices starting at just $9, up to $29 per month for our highest-performing model. These prices are an average of 50% off their regular price – the lowest prices we have seen offered for quality, quantitative strategy subscriptions – and without any long-term commitments.. You can also subscribe annually at an even lower price, getting two additional months for FREE. Click here to view our Premium Strategies, and here to research pricing on our Premium Investment Strategies.
The ETFOptimize strategies dramatically reduce downside volatility and eliminate significant portfolio losses, resulting in extraordinarily high Risk-Adjusted Returns. In fact, our Premium Strategy lineup has an average Sharpe Ratio of 2.00 and an average Sortino Ratio of 2.86 – offering you elevated Risk-Adjusted Returns that you won't find elsewhere. Each of our strategies uses a different universe of ETFs from which it chooses, and each strategy takes a different approach to selecting the optimum ETF for conditions at any given time, so you can gain diversification by combining multiple strategies at an even greater discount.
The S&P 500-Conservative Strategy is your chance to become familiar with this new world of high-return, low-risk, quantitative-ETF investment strategies available from ETFOptimize.com! However, keep in mind that this strategy is a sample only – and subscriptions are strictly limited to 90 days. While gaining experience with ETFOptimize during the next 90 days, be sure to keep your eyes open for the Premium Strategy that will be most appropriate for you in the long run!
Data sources: Performance Statistics; Portfolio123, Standard & Poors Global Market Intelligence,
Compustat, S&P Capital IQ, St. Louis Federal Reserve. Most recent update: August 2019 (statistical averages are updated every 3-6 months).
Inception: July 1, 2000
Rebalance Frequency: Weekly
Average Position Hold Time: 113.16 market sessions (about 5.66 months)
Nearest Benchmark: S&P 500 Index ($SPX)
Annualized Return (since inception): 11.57%
3 Year Return: 33.23%
Total Return since Inception: 776.51%
Benchmark Return since Inception: 89.23%
Years Outperforming Benchmark: 13 of 18 (72%)
Number of Years Profitable: 18 of 18
Financial Crisis & Recovery Return: 117.56% (see "Financial Crisis Performance' below)
Percentage of Winning Trades: 64.41%
Biggest Winner, Biggest Loser: 34.71%, -5.39%
Winning Trades Held for (avg): 144.19 Days
Losing Trades Held for (avg): 31.62 Days
*Past performance is not necessarily indicative of future returns.
Number of Money-Losing Years: ZERO of 18
Strategy's Average Annual Maximum Drawdown: -7.03%**
Last Year's (2017) Max Drawdown: -2.60%
Benchmark (S&P 500) Max Drawdown (since inception): -55.19% (in 2008-2009)
Standard Deviation: 7.79%
Annualized Alpha: 9.06%
RISK-ADJUSTED RETURN (Higher is better)
Sharpe Ratio - Since Inception: 1.18 (Compare to S&P 500 ETF Benchmark at 0.22)
Sharpe Ratio - Last 3 Yrs: 1.55 (Compare to S&P 500 ETF Benchmark at 1.25)
Sortino Ratio - Since Inception: 1.67 (Compare to S&P 500 Benchmark at 0.29)
Sortino Ratio - Last 3 Yrs: 2.35 (Compare to Benchmark at 1.85)
(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 significantly minimize your portfolio losses, thereby dramatically reducing the amount of time spent in recovery and maximizing the amount of time spent creating wealth and growing the balance of your portfolio? That's exactly what the ETFOptimize quantitative investment strategies seek to accomplish!
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 it to produce a return that is nearly quadruple the return of the S&P 500.
This strategy is programmed to automatically switch to the iShares 1-3 Year Treasury Bond ETF (SHY) 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 iShares 1-3 year Treasury Bond ETF (SHY), 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 cash-proxy ETF (SHY) 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. 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 Cash-proxy ETF (SHY) 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 1-3 Year Treasury Bond ETF (SHY), 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 1-3 Year Treasury Bond ETF (SHY). During bull rallies, this strategy will hold 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.
We are currently offering a limited number of complimentary subscriptions to the S&P 500 Conservative Strategy!
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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.
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 12% – during a time when the S&P 500 averaged a gain of just 3.87%.
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 (SPY/SHY) Strategy uses a binary decision system that selects one of the following ETFs, depending on whether conditions are bullish (expansionary) or bearish (contractionary):
• SPDR S&P 500 ETF (SPY) - the first ETF created (1993) for the US market, SPY is a non-leveraged ETF that tracks the S&P 500 large-capitalization stock index and is the most widely traded ETF in the world, by both volume and assets under management (AUM). Our S&P 500 Conservative Strategy uses SPY during bullish conditions.
• iShares 1-3 Year Treasury Bond ETF (SHY) - this ETF is used as a proxy for cash, which is employed as a defensive asset during contracting economic conditions.
Learn more about the details of the ETFs in this strategy in this 2-ETF S&P 500 Conservative Strategy (SPY/SHY) Universe PDF.
Note: Because they are so widely traded, the ETFs in this strategy can accomodate virtually any size of investment with exceptionally quick fills within moments.
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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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