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Name Description ETFs Included Max Drawdown Current Drawdown Average Drawdown Current / Max Drawdown Ratio Cumulative Annual Growth Rate (CAGR) Sharpe Ratio Sortino Ratio ETFSharks Rating Cumulative Prob. (X > x) View Details
All Weather Leveraged ETFs This version of the "All Weather Portfolio" uses 2X Leveraged ETFs and rebalances monthly. SSO, UST, UBT, DGP, DBC, SHY -11.8% -5.6% -2.7% 47.5% 13.6% 1.18 1.96 0.07 0.84 View
Classic 60 / 40 The classic 60 / 40 (stocks / bonds) portfolio using highly liquid ETFs. SPY, BND -35.4% -1.1% -4.6% 3.1% 6.4% 0.58 0.91 0.06 0.69 View
Ivy Portfolio Our implementation of the Ivy Portfolio discussed by Faber and Richardson. BND, DBC, VNQ, VEU, VTI -15.1% -9.4% -6.4% 62.3% 3.7% 0.37 0.58 0.01 0.73 View
All Weather The "All Weather Portfolio" described in an interview with Tony Robbins in Fall 2014, and the subject of his subsequent book. SPY, DBC, IEF, TLT, GLD -14.7% -3.9% -2.3% 26.5% 7.3% 0.98 1.64 0.05 0.75 View
All Century Barry Ritholtz's All Century portfolio. VTI, VNQ, VBR, VPL, VGK, AGG, HYG, TIP -39.1% -0.9% -5.8% 2.3% 4.8% 0.42 0.66 0.05 0.63 View
Seasonal Equities Index Our implementation of an aggregate strategy by Fred Piard from his book Quantitative Investing. QQQ, TLT, MDY -17.3% -2.8% -2.6% 16.3% 13.6% 1.08 1.83 0.11 0.9 View
Global Portfolio Market Timing Our implementation of an aggregate strategy by Fred Piard from his book Quantitative Investing. SPY, IEF, TLT, IEV, IFF, EEP, ICF -15.4% -4.2% -3.9% 27.4% 11.3% 0.92 1.49 0.08 0.5 View
S&P 500 Sector Rotation Our implementation of a Sector Rotation strategy created by Meb Faber and others SPY, IEF, XLB, XLE, XLF, XLK, XLI, XLP, XLU, XLV, XLY -14.3% -1% -3.8% 7.2% 10.2% 0.94 1.5 0.09 0.47 View
Economic Classification A modification of the 60/40 standard portfolio, which is popular with many investors QQQ, IWM, SPY, IEF, TLT, UUP -8.7% -1.9% -1.6% 22.1% 7.2% 1.15 1.94 0.06 0.68 View
Economic Classification (with Leveraged ETFs) Another modification of the 60/40 standard portfolio, which is popular with many investors. This version features leveraged ETFs SPXL, TMF, IEF -26.8% -16% -6.3% 59.9% 32.7% 1.36 2.24 0.13 0.74 View
Global Portfolio Optimization Use portfolio optimization across 12 global markets and asset classes SPY, TLT, BOND, EELV, HYD, SHY, SPLV, VYM, ZIV, VQT, GLD, UUP -10.5% -4.5% -2.9% 43% 5.4% 0.8 1.29 0.03 0.61 View
Global Portfolio Rotation Compare short-term momentum of 19 global assets and and hold the strongest three assets of the bunch SHY, GLD, DBB, UUP, SPY, SPLV, ZIV, VQT, IWM, IEF, AGG, TIP, HYD, LQD, EWC, EWO, EWG, ENZL, EWP, EEM -16.6% -10.9% -5.8% 66.1% 3.6% 0.46 0.73 0.01 0.53 View
Top Portfolios Optimization Create optimized portfolio of all of our advanced models / algorithms AGG, DBB, EEM, ENZL, EWC, EWG, EWO, EWP, GLD, HYD, IEF, IWM, LQD, QQQ, SHY, SPLV, SPXL, SPY, TIP, TMF, UUP, VQT, VXX, ZIV -20.1% -0.5% -4.1% 2.6% 20.8% 1.42 2.2 0.2 0.61 View
Defensive Rotational Our implementation of the Bonds ETF rotational strategy described by Cliff Smith CWB, JNK, TLT, SHY, PCY, UUP, UDN -8.5% -2.4% -2.3% 28.2% 7.6% 1.32 2.16 0.05 0.94 View
Volatility Market Timing Use the VIX volatility index to move in and out of inverse volatility ETFs ZIV, SHY, VXX -43.3% -4.7% -12.8% 10.9% 20.7% 0.9 1.4 0.18 0.32 View
Dual Momentum Our version of the Dual Momentum strategy authored by Gary Antonacci SPY, SHY, VEU, AGG -21.5% -2.1% -5.9% 9.6% 8.8% 0.6 0.94 0.08 0.7 View
Momentum Strategies This fund of funds strategy includes our top portfolios that exhibit price momentum. AGG, DBB, EEM, ENZL, EWC, EWG, EWO, EWP, GLD, HYD, IEF, IWM, LQD, SHY, SPLV, SPXL, SPY, TIP, TMF, UUP, VQT, VXX, ZIV -14% -2.2% -3.6% 15.8% 26.2% 1.69 2.84 0.22 0.23 View
Federal Open Market Committee Meetings An implementation of the FOMC meeting anomaly documented by Cieslak, Morse, and Vissing-Jorgensen SPY, SHY -20.9% -2.5% -2.5% 11.8% 10.5% 0.8 1.25 0.09 0.77 View
Dual Momentum with Economic Classification The Dual Momentum strategy combined with Economic Classification. SPY, SHY, VEU, AGG -21.5% -2.1% -4.7% 9.6% 10.4% 0.68 1.07 0.09 0.71 View
ZOMMA Structural Arbitrage Index Permanent allocations to Leveraged Inverse Volatility ETF and Long-term US Gov't Bonds. TMF, XIV -28.9% -1.6% -7.6% 5.6% 33.2% 1.16 1.86 0.31 0.54 View
ZOMMA Structural Arbitrage II Index Permanent allocations to Leveraged Inverse Volatility ETF and Long-term US Gov't Bonds. TMF, ZIV -23.1% -0.1% -5.1% 0.3% 26.2% 1.26 2.12 0.26 0.57 View