Our Offer
Remove uncertainty about your investment strategy decisions and get superior returns with greater safety. Our quantitative portfolio strategies are delivered as a few simple ETF trades per year that you easily place in your own brokerage accounts, also 401k, IRA or other pension or saving plans.
Our Approach
Live performance of our Strategies from December 31 2015 to today
Our strategy portfolio
We develop intelligent, rule-based portfolio strategies for investors
Our Newsletter
Subscribe to our Monthly Outlook Newsletter and receive investment strategy news, extensive up-to-date performance figures as well as our latest view on the markets.
Our Strategies
| Strategy | Links | CAGR | MaxDD | Sharpe | Instruments | Frequency | |
|---|---|---|---|---|---|---|---|
| Universal Investment Strategy | Create a smart Equity/Bond portfolio. Unlike classic equity/bond allocations, the model uses variable weights and can adapt to current conditions. | Details PDF Subscribe | 12.6% | 10.9% | 1.44 | S&P500 vs Treasuries | Monthly |
| NASDAQ 100 Meta Strategy | A growth oriented strategy that intelligently picks the best NASDAQ 100 stock combinations. | Details PDF Subscribe | 44.5% | 17.5% | 1.91 | NASDAQ 100 Stocks | Monthly |
| Bond Rotation (Sleep Well) | Collect bond dividends while pursuing growth by shifting between bond sectors with low volatility. | Details PDF Subscribe | 9.2% | 8.5%: | 1.48 | Major Bond Sectors ETFs | Monthly |
| Gold Currency Strategy | Invest in Gold using institutional level currency hedges. | Details PDF Subscribe | 16.8% | 13.8% | 1.34 | Gold ETF, Currency ETfs | Monthly |
| The Top 4 World Country strategy | Invest in countries around the world using adjusted momentum and variable risk protection. | Details PDF Subscribe | 11.6% | 16.5% | 0.90 | 50 Global Country ETFs | Monthly |
| Global Market Rotation | Use this Global rotational momentum strategy to pick the best risk-adjusted performers out of a list of core international ETFs. | Details PDF Subscribe | 19.8% | 23.6% | 1.01 | Global Regions Equity ETFs | Monthly |
| Maximum Yield | Use this advanced strategy to benefit from volatility harvesting. The strategy balances inverse VIX positions with a variable, semi-monthly Treasury allocation. | Details PDF Subscribe | 41.7% | 20.6% | 1.69 | Inverse VIX ETFs, Treasuries, | Twice a Month |
| The BUG (LI Permanent Portfolio) | Use this conservative strategy for consistent growth and low risk in most economic environments. | Details PDF Subscribe | 10.1% | 10.2% | 1.36 | S&P500, Treasuries, EM Debt, Convertibles, Gold, TIPS | Monthly |
| Global Sector Rotation Low Volatility | Gain global exposure by using an international sector-rotation strategy that uses low volatility ETFs. | Details PDF Subscribe | 15.26% | 9.66% | 1.36 | 27 Global Sector ETFs | Monthly |
CAGR: Compound Annual Growth Rate. MaxDD: strategy maximum peak-to-trough decline. Sharpe: measure of risk-adjusted performance. All statistics are for the past 5 years and incorporate backtested as well as out-of-sample results. See our charts for details. BUG statistics refer to the original leveraged version. Last update Jan 2016.
