ETF Portfolios

Our ETF portfolios utilize value, momentum and macroeconomic data to select the factors, sectors, and asset classes that are likely to perform best on a going forward basis. Using our own proprietary data, we have developed models that identify the most attractive ETFs and build portfolios using them. All our ETF portfolios are tax managed in order to focus on generating long-term gains.

We offer 3 different types of ETF portfolios:

Factor Rotation

This strategy invests in the factors that score the highest using our composite system that combines valuation, momentum, and macro factors. The selection universe consists of 15 factor ETFs, which cover size, value, growth, momentum, quality and low volatility. Each factor is ranked using our composite score and the top 5 ETFS are held within the portfolio.

Sector Rotation

This strategy invests in the sectors that score the highest using our composite system that combines valuation, momentum, and macro factors. The selection universe consists of 10 sector ETFs. Each sector is ranked using our composite score and the top 5 ETFS are are held within the portfolio.

Managed Risk

These strategies use trend and correlation analysis to build multi-asset class portfolios. The system will invest in the asset classes with the strongest positive momentum that produce the most consistent returns when combined together. These portfolios are appropriate for investors who would like to capture the upside of financial markets, while limiting the risks associated with significant drawdowns.