ETFOptimize focuses on a quantitative, systematic selection of well-diversified Exchange Traded Funds (ETFs). Rules-based selection of ETF models provides consistently superior performance with minimal drawdowns, resulting in Alpha. Having been a professional (Equity Analyst, Head Trader, Chief Investment Officer, Hedge-Fund Founder) in the investment industry since 1982 (Merrill-Lynch, Drexel Burnham Lambert, Goldman Sachs, Orion Capital, and Optimized Investments, Inc.), I launched the first quantitative investment subscription service on the internet in 1998. Our models have collectively produced more than 100 consecutive years of profits, an average annual return of about 30%, an average annual Max Drawdown of only -12%, with a Risk-Adjusted Return (Sortino) at nearly 3.00 when combined into our ULTIMATE 6-Model COMBO (9 ETF) Strategy.

Check out the live, real-time performance history of this diversified Premium Strategy, which combines six models with optimum diversity of both market-exposure techniques and ETF selection rules: Or, if you’re looking for maximum performance from the optimum two aggressive ETFs, consider our Adaptive Equity+ (2 ETF) Strategy here:

Investment Style
Founded in 1998 as the first quantitative subscription service on the internet, we combine more than 50 rules-based, uncorrelated indicators to determine the selection of diversified ETFs that drive our high-performance strategies. Get more information and see our quantitative Premium Strategy lineup at this URL:

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