Index Traders

Index Trader 1Allocation
QQQ100%

Captures the gains of the Nasdaq or Russell market during up-trends and moves to a risk off asset in bearish markets.
Historical test results from Aug 2002 to present:
Annualized Return 15.66%
Annualized Volatility 15.54%
Sharpe Ratio 0.94
Max Drawdown -20.53% (3/2022)

Index Trader 2Allocation
SPY100%

Captures the gains in the S&P 500 or the Vanguard International Explorer Inv markets during up-trends and moves to a risk off asset in bearish markets.
Historical test results from Aug 2002 to present:
Annualized Return 18.86%
Annualized Volatility 14.18%
Sharpe Ratio 1.21
Max Drawdown -20.28% (7/2008)

Riot 3xAllocation
TQQQ50%
UPRO50%

This strategy uses leveraged ETFs and trades the best 2 performing markets, S&P 500, Nasdaq or Russell during up-trends and moves to a risk off asset in bearish markets. There is some overlap between Riot 3x and the Index Traders. This strategy is risky and should only be used as an aggressive position.


Model Strategies

Model Strategies are the most conservative strategies and have the most historical back testing period. Each strategy is composed of several sub-strategies to provide consistent returns. The Mega model is considered the most conservative strategy.

Model #3Allocation
DBC4.6%
GLD7.2%
SPY40.0%
VNC8.2%
Cash40.0%

Historical test results from 1970 to present:
Annualized Return 16.2%
Annualized Volatility 9.2%
Sharpe Ratio 1.26
Max Drawdown -11.1% (11/1987)

Model #4Allocation
IEF33%
SPY67%

Historical test results from 1980 to present:
Annualized Return 15.2%
Annualized Volatility 9.4%
Sharpe Ratio 1.17
Max Drawdown -15.6% (09/1981)

Model #5Allocation
SPY33%
Cash67%

Historical test results from 1980 to present:
Annualized Return 15.5%
Annualized Volatility 8.6%
Sharpe Ratio 1.33
Max Drawdown -10.7% (02/2009)

Mega ModelAllocation
GLD11.2%
IEF17.6%
SPY44.1%
VNQ7.1%
Cash67%

Historical test results from 1973 to present:
Annualized Return 12.7%
Annualized Volatility 7.3%
Sharpe Ratio 1.12
Max Drawdown -7.9% (10/1987)


Other Strategies

Strategy Of StrategiesAllocation
FXG20%
IWN20%
IXN20%
MLPA20%
XHB20%

Strategy Of Strategies (SOS #1) is also a composite strategy made up of a few sub-strategies. The performance of this strategy should be non-correlated with the other strategies and based on historical testing has performed well. There is limited live trading with this strategy so allocate a smaller portion of your portfolio to this one.

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