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Ultimate Combo Strategy - PROFILE

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

Sunday, June 13th, 2021

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

Copyright © 2021 Optimized Investments, Inc., all rights reserved.

The ULTIMATE 6-MODEL COMBO (9 ETF) STRATEGY
provides investors with the
ASOLUTE BEST OF OUR WORK

By combining the ETF selections from SIX different high-performance, uncorrelated quantitative investment approaches, we obtain a combination of each model's annual return performance, while gaining a synergy in minimizing drawdowns to the lowest of those six model's drawdownss. The result of combining six, carefully constructed, uncorrelated risk-mitigating investment approaches is exceptionally shallow drawdowns (avg. of -8.2% per year, and max drawdown of only -13%) and high performance (30% annualized return).

As a result of these benefits, the Ultimate 6-Model Combo Strategy has a Risk-Adjusted Return (Sortino Ratio) of a phenomenally high 3.01. That's the highest Risk-Adjusted Return we've seen over such a long span (13 yrs). The ULTIMATE 6-Model Combo Strategy has been consistently profitable since its launch in 2007, OUTPERFORMING its S&P 500 benchmark (SPY) by an average of 22.65% EVERY YEAR.

This Strategy Profile page provides you with an introduction to our ULTIMATE 6-Model Combo and a preview of its many features and benefits. On this page, you'll find comprehensive data and detailed charts showing the ULTIMATE model's performance since inception.

This Premium Strategy is a combination of six core ETFOptimize investment strategies that have all been operating out-of-sample (live) since July 1, 2007 (before the Financial Crisis). This page will outline the many significant benefits that accrue to investors using this model's systematic guidance—while eschewing yesteryear's discretionary (opinion-based) investment approaches haunted by error-prone human judgment and emotion.

To duplicate this model’s performance, we urge subscribers to follow its recommendations to-the-letter—without second-guessing or deviation from its choices. Quantitative models often make non-intuitive decisions that go against your 'common sense' and logic, but overall, those contrarian signals are usually highly profitable. Stick with your model's disciplined choices! That is the only requirement for your long-term success.

Here is a performance chart of our ULTIMATE 6-MODEL (9 ETF) COMBO STRATEGY from inception through present:

KEY: The red line shows the ULTIMATE COMBO STRATEGY performance since inception (07/01/2007).
The blue line is the benchmark buy-and-hold of the SPDR S&P 500 ETF TRUST (SPY).

THE UNIQUE BENEFITS OF THIS STRATEGY

By combining six uncorrelated investment strategies into one synergistic model, the subscriber gets timing of trades from six unique methods of risk assessment and market exposure, with non-correlated ETF selection (different ETF-Universes are defined for each model). Check out the lower pane in the image above; the red line indicates the model's significantly lower drawdowns as compared to a buy-and-hold of SPY—or virtually any other benchmark combination you choose.

The inherent, robust nature of this combination provides the subscribing investor with a more consistent growth of assets (demonstrated by a smooth, upward equity curve), more limited drawdowns (peak-to-trough declines), and steady, robust performance that will achieve your financial objective.

Get Our Most Consistent Performance Ever

Our Strategy Profiles (i.e., this page) 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 come from the same tables and charts you will find in your Premium Strategy page after you subscribe. This Profile page, of course, does not include Recent Changes to holdings, Current Holdings, Closed Positions, or Detailed Transaction information. When you subscribe, these are the critical details you'll receive that will enable you to replicate this model's performance.

With a conservative Annualized Return of about 30% for the ULTIMATE COMBO Strategy, its Total Return is 13-TIMES the Annualized Return for a buy-and-hold of the SPDR S&P 500 ETF (SPY) since mid-2007 (3,368% to 267%). This model successfully dealt with the Financial Crisis (2007-2009), the 2015 Earnings Recession, and the Covid Crash (2020), providing you with a diversified set of six non-correlated strategies. This model achieves the lowest Maximum Drawdown (maximum peak-to-trough decline) of all our models—with an average Max Drawdown of only -8% and only -13% as its worst drawdown since tracking began in mid-2007.

For a limited-time only, we are offering this strategy for just $970 per year or $97 per month. That's a 17% discount off the cost of subscribing to each of the six strategies separately as monthly subscriptions, and an additional 20%-off the price of each of the six annual subscriptions combined.

Why not register now—with a FREE 14-DAY TRIAL, followed by TWO FULL MONTHS of RISK-FREE access for our monthly subscription. If you're not satisfied for any reason—or no reason at all—we'll refund every penny (no questions asked). Now you can put this consistently profitable, 6-Premium-Strategy Combo model to work for you with robust, powerful gains year-after-year.

It's not difficult: you just need to make trades recommended by the strategy at midday on Monday's. Don't succumb to second-guessing the model and you'll reproduce the spectacular results of this strategy. What could be easier?

We think you’ll agree it’s money spent prudently, probably paying for itself in the first month or two that you subscribe—and perhaps 1,000-times more with a little time. The only requirement of you is that you follow the trade instructions to the letter. It's not difficult: you just need to make trades an average of once per month at midday on Mondays. Don't succumb to second-guessing the model and you'll reproduce the spectacular results of this strategy. What could be easier?

The ETFOptimize Premium Strategies are not pie-in-the-sky, promise-the-moon BS. The designers collectively have more than 50 years of experience in the market, building consistent, high-performance investment strategies for a range of clients spanning from enormous investment companies such as Merrill Lynch to one-person, head-of-housholds who want to save for their children's education or their own retirement, and they want to make sure they get there on the smoothest, yet highest-possible path.

If you have questions about this—or any of our other strategies, please contact us for prompt help.

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

Get SIX Strategies in ONE!

We designed the ULTIMATE COMBO Strategy to produce consistent, persistently positive investment profits in multiple market environments. The strategy holds up to 9 ETFs from 6 Core ETFOptimize Premium Strategies. However, it may hold fewer ETFs if more than one strategy selects the same position. For example, during bear markets our S&P 500 Conservative Strategy and the NASDAQ Persistent Profits Strategy will both hold the iShares 20+ year Treasury Bond ETF (TLT).

Combining Six Uncorrelated Models

The most significant advantage that the Ultimate Combo Strategy delivers is a low correlation between each of our models. Here is a correlation matrix of this model’s 6 Premium Strategy components compared to one another (lower numbers mean less correlation and more diversification). A perfect symmetry between two models would have a corelation of 1.0:

When conditions are constructive for gains, the holdings will consist of Equity ETFs, leveraged Equity ETFs, or aggressive Fixed Income ETFs. When the economy begins contracting at the end of a business cycle or the market corrects from extremely overbought conditions, the ULTIMATE COMBO Strategy will switch most of its positions to either Defensive Equity ETFs (such as GLD, XLU, XLV, XLP, etc.), Fixed Income ETFs (TLT, BND, AGG, etc.), Cash Proxy ETFs (SHY, SHV, BIL, etc.), or Alternative Defensive ETFs (SDY, VNQ, DVY, MOAT, etc.) that are designed to avoid declines or move away from equities.

The ULTIMATE COMBO Strategy provides subscribers with an alternative to buying-and-holding market-based ETFs or a discretionary investment approach – thereby avoiding drawdowns and achieving far superior performance with a total return since inception that is more than sixteen (16.8) times the return of the market, represented by the S&P 500 ETF (SPY). In 13 years, $100,000 invested in this model's recommendations became $3.2 million (compared to $262k for the S&P 500 ETF).

Despite the far higher performance, this strategy accomplishes its gains with much lower risk, documented by its Risk-Adjusted Return (RAR) Sortino Ratio at an exceptionally high 3.09 and Sharpe Ratio of 2.11 (compared to 0.69 and 0.53, respectively, for the S&P 500 ETF – SPY). There is an average of about six months between trades across all holdings (with an average range of 1.67 months to 13.45 months from each contributing model), and with no money-losing years. The annualized Alpha (how much it beats the market, on average) of this strategy averages an amazing 25.87% each year.

UNIVERSE: The ULTIMATE COMBO Strategy outperforms the overall market in two ways: 1) by accurately selecting the optimum set of equity ETFs during expansionary (bullish) periods—and selecting the optimum defensive ETFs during contractionary (bearish) periods, and 2) by helping to manage risk through the combination of six different, uncorrelated strategies. While this sounds easy on its face, millions of investors have lost their shirts trying to accomplish this same task. It's an easy concept to articulate—but incredibly difficult to execute in the real world when it comes to human beings and matters of money.

The team of Quantitative 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 ULTIMATE COMBO Strategy's performance is a reflection of this experience put into action for your benefit!

PERFORMANCE: The result of accurate position rotation is an ULTIMATE COMBO STRATEGY that generates a very steady Annualized Return (AR) of about 30% per year, with an avg. annualized Max Drawdown of only -8.74%. This combination produces our highest Risk-Adjusted Return, with a Sortino Ratio of a phenomenal 3.09! The strategy has an average of 72% winning trades since inception. For further information on this model's essential statistics, please see the Statistical Highlights section below.

Our abbreviated name for this strategy is 'ULT-6'

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: varies from 3% to 40% for 5-9 potential ETF positions, determined by proven algorithms
Benchmark: SPDR S&P 500 ETF (SPY)

PERFORMANCE
(Higher is better)
Total Return since Inception: 2,908%
Avg. Annual Return (avg. per year since inception): 30%
Benchmark S&P 500 ETF (SPY) Total Return since inception: 182%
Benchmark (SPY) Annualized Return since inception: 7.82%
Financial Crisis & Recovery Return: 366% (see "Financial Crisis Performance' below)
Avg. Yearly Percentage of Winning Trades: 72%
Average Position Hold Time: 118 market sessions (about 5.9 months)

RISK
(Lower is better)
Number of Money-Losing Years: ZERO of 13 = 0%
Number of Profitable Years: 13 of 13 (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): -13.30% (Oct. 5, 2012-Nov. 15, 2012)
Benchmark's (SPY) Absolute Max Drawdown (MDD): -55.19% (Oct. 9, 2007-March9, 2009)
Strategy's Standard Deviation: 12.87%
Annualized Alpha: 25.87%

RISK-ADJUSTED RETURN
(Higher is better)
Sortino Ratio - Since Inception: 3.09 (Compare to Benchmark, SPY, at 0.69)
Sortino Ratio - Last 3 Yrs: 2.73 (Compare to Benchmark, SPY, at 0.71)
Sharpe Ratio - Since Inception: 2.11 (Compare to Benchmark, SPY, at 0.53)
Sharpe Ratio - Last 3 Yrs: 2.04 (Compare to Benchmark, SPY, at 0.56)

(Our abbreviated name for this strategy is "ULT-6")

Get This Consistent Performance for Yourself

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.

A smooth, steadily climbing performance chart: As you can see from the chart below, running from the strategy's inception on July 1, 2007 to present, the ULTIMATE COMBO Strategy provides a steady and consistent upward ascent of its equity curve.

The six Premium Strategy models contributing to the Ultimate Combo Strategy consistently identify the market's regime – determining whether economic conditions are in expansion or in contraction – and use as many as 38 different data sets to establish the level of market exposure that is appropriate for current conditions.

This model also selects the appropriate ETFs for near-term conditions. Rather than forecasting, our models are NOW-Casting to remove the human errors and faulty assumptions that are inherent to all forecasts of the future. This continuous assessment of conditions and rotation of positions (avg. hold time is about 5.9 months) keeps your investment funds growing year after year.

With a compound annual growth rate of about 30%, this easy-to-use strategy provides you with more than quadruple (405%) the average return of the S&P 500 ETF (SPY) benchmark, and according to data provided by Morningstar, the model outperforms 100% of mutual funds in the last 3, 5, 10, and 20 year periods. Since inception in July 2007, the ULTIMATE COMBO Strategy has outperformed its benchmark (the SPDR S&P 500 ETF; SPY) every year since inception and has never experienced a money-losing year.

In the charts below, the ULTIMATE COMBO 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.

(July 1, 2007 - Present)

KEY: The red line shows the ULTIMATE COMBO STRATEGY performance since inception (07/01/2007).
The blue line is the benchmark buy-and-hold of the S&P 500 ETF (SPY).

Note: The charts on this page are not logarithmic. Therefore, recent volatility shown in the top window (% Return) appears significantly greater than past volatility, even if it is actually less in percentage terms. To accurately compare current volatility against past volatility, please see the lower-half ('% Drawdown') of each 2-pane chart.

Notice from the 2-year chart below that during the -34% selloff in the S&P 500 during March 2020, the 'Ultimate Combo Strategy' only declined about -7%. Moreover, it has outperformed the S&P 500 by about 28% during this period.

However, when you look at this period in the longer 'Since Inception' chart above, it looks like it could have been a more significant drawdown that at any time since inception. This is just an illusion that occurs because these charts are not logarithmic – so a recent drawdown will apear to be more significant than past drawdowns. You can see the ULT-9 Strategy avoided the same fate as the overall market by holding 9 uncorrelated ETFs – and making the appropriate exposure decisions and ETF selections since 2007.

KEY: The blue line shown as the benchmark is a buy-and-hold of the S&P 500 Index.
The red line is the ULTIMATE COMBO STRATEGY performance since inception.

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It's easy to see from a glance that the ULTIMATE COMBO STRATEGY displays a smooth, steady and persistent upward climb in its equity curve – without any significant drawdowns in the last—during a time when the market was extremely volatile. Here's a summary of the strategy's key performance metrics:

Average Annualized Return (from July 1, 2007 to mid-2020): 30.11%

Average Annual Max Drawdown: -8.74%

Average Annual Overall Winners: 72%

Winning Years: 13 of 13 (100%)

Years Outperforming S&P 500 ETF (SPY): 13 of 13 (100%)

Avg Hold Time: 118.04 sessions (about 5.9 months, with a range of 1.67 mo. to 13.45 mo. depending on the strategy)

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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 its performance during the 2007-2009 Financial Crisis.

The S&P 500 ETF (SPY), which consists of 500 of America's premier publicly traded companies, began declining in October 2007, then continued downward throughout all of 2008 and into early-2009 as America's leading corporations melted down, losing -55% of its value by the time it had bottomed on March 9, 2009. Meanwhile, the ETFOptimize ULTIMATE COMBO Strategy had switched to Defensive ETF positions as the downturn began. While the market declined, losing more than half its value through the nadir in March 2009, this model was showing a 12% profit. By the time the S&P 500 ETF (SPY) had recovered its losses in 2013, this strategy had produced a return of 366%!

The Financial Crisis in Two Charts:

The Left Chart below presents the 2007 High to Financial Crisis nadir (lowest point). The downturn began at the October 9, 2007 high and continued with a drop of -55.19% in the S&P 500 ETF at the trough of the market on March 9, 2000. You can see that our ULTIMATE COMBO STRATEGY moved in a steady, upward assent the entire time the market was declining – during the worst 18 months for the stock market in nearly a century.

The Right Chart below shows the entirety of the tempestuous tale – from the beginning of the Financial Crisis through its -55% loss and the S&P 500's recovery – taking five long years to get back to break-even. This period is an excellent way to show how our ULTIMATE COMBO Strategy performed during these extreme conditions – providing a return of 366% for prudent investors who could have followed this model's quantitative decisions as it consistently switched to the optimum ETFs at the appropriate time.

The ULTIMATE COMBO Strategy more than quadrupled investor's funds during the Financial Crisis and Recovery, turning a $100,000 investment into $465,984 during five of the most difficult years in history, 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) to get back to 0% - i.e., breakeven.

Which would you prefer – dead money over five years or nearly quintupling your investment dollars? The answer is self-evident, and is available to you now from our ULTIMATE COMBO STRATEGY.

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, ULTIMATE COMBO Strategy subscribers could have watched the devastation unfold WITHOUT worrying about loss of their financial security. Instead, by the March 9 low, our ULTIMATE COMBO-5 (9 ETF) STRATEGY had gained 12% – beating the market by 74% during this challenging time.

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 3.5 long years to return to breakeven. Meanwhile, our ULTIMATE COMBO (9 ETF) STRATEGY instead returned 365.98% (a 36% Annual Return) – turning an investor's savings of $100k into $465,985 – while the S&P 500 gained NOTHING (0%) over five long years.

Eliminating significant market declines and the recovery time required is one of several ways the ETFOptimize strategies produce considerable outperformance. Our ULTIMATE Combo-5 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 ULTIMATE COMBO 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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FISCAL-YEAR PERFORMANCE RECORD

The table below shows this strategy's performance using different start and ending dates each year than is typical. Rather than Jan. 1 to Dec. 31, returns are measured from July 1 each year to June 30 the following year. We find that this Fiscal-Year approach is more consistent for comparison purposes than using the calendar year, which includes unnecessary volatility related to tax-related, profit-or-loss-related, and holiday-related short-term motivations. Since 1998, we have been launching new Premium Strategies on July 1 of the year they were first presented (live) to the public.

The Fiscal Year Performance table below shows this model's returns across the top line ('Model'), the Benchmark's (the S&P 500 ETF – i.e., SPY for most models) performance in the middle line, and outperformance—or 'excess' performance of the strategy over its Benchmark on the bottom row. This table shows the model has been profitable every year since its inception and has beat the S&P 500 every full year. This table's last column began on the most recent July 1 (2020) and is updated monthly through the end of the most recent complete month.

Fiscal Year Performance

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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 ETF (SPY). Since the inception of this strategy, the Sharp Ratio of the S&P 500 ETF (SPY) is 0.53 while its Sortino Ratio is 0.69 – compared to 2.11 and 3.09 (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 ETF (SPY) by an average of more than 25% per year! The actual, year-by-year outperformance is shown in the "Performance Stats - Yearly" table (above).

This Investing Breakthrough Can Be Yours!

Benefits of This Strategy

GET ROBUST GAINS DURING BOTH RALLIES AND DOWNTURNS: Selecting the appropriate asset class at the appropriate time – either a long equity ETF representation or a defensive ETF representation – provides you with performance that is significantly more than the return of the broad market during bull rallies, while also either 1) not losing money or 2) producing gains during market downturns.

UNEMOTIONAL, CONSISTENT INVESTMENT DECISIONS: Using an emotion-free, mathematically driven trading system enables you to ignore the financial media, with its click-bait 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 the optimal trades for each stategy's approach when they occur, details of your strategy's performance during 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 current conditions, and perhaps most advantageous of all – knowing that by design, there is very little 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. For this strategy, the average hold time is 118 business days or about 5.9 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 a news stream of relevant news for each ETF held 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, these strategies 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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4) Perhaps Most Importantly – You'll get the potentially life-changing benefit of consistent and exceptional compound growth of your investment dollars without the stress and corrosive worry about a potential loss of your capital that accompanies most other investment approaches. Each of the ETFOptimize quantitative strategies over-weight on factors that help the models avoid financial loss – the number one cause of poor long-term performance.

An average Sortino Ratio of 3.09 and an average Sharpe ratio of 2.70 consistently rank our strategies atop the list of the highest Risk-Adjusted Return of any mutual fund, hedge fund, professionally managed portfolio, or quantitative investment models available to investors. Why not put this steady stream of investment compounding to work for you – and get started today?

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