• Introduction
  • KISS-Indexes
    • SPY Protection Plan
    • Tech Without the Wreck
    • EZPZ Markets
  • NQ-Indexes
    • Overview-NQ
    • Tactical Risk Mitigation
    • Alpha Stylebox
    • Alpha Sectors
    • Alpha Global
  • Genetic-Indexes
    • Bull-Rider Bear-Fighter
    • SectorSurfer Momentum
  • NewSector-Indexes
    • NewSectors Preview
  • HyperHedge-Indexes
    • Overview-HH
    • Sector Nectar Max
    • Rising Star Stocks
    • Pedal to the Metal
  • About Us
    • Our Team
    • Our Company
    • Contact Us
  • More
    • Introduction
    • KISS-Indexes
      • SPY Protection Plan
      • Tech Without the Wreck
      • EZPZ Markets
    • NQ-Indexes
      • Overview-NQ
      • Tactical Risk Mitigation
      • Alpha Stylebox
      • Alpha Sectors
      • Alpha Global
    • Genetic-Indexes
      • Bull-Rider Bear-Fighter
      • SectorSurfer Momentum
    • NewSector-Indexes
      • NewSectors Preview
    • HyperHedge-Indexes
      • Overview-HH
      • Sector Nectar Max
      • Rising Star Stocks
      • Pedal to the Metal
    • About Us
      • Our Team
      • Our Company
      • Contact Us
  • Introduction
  • KISS-Indexes
    • SPY Protection Plan
    • Tech Without the Wreck
    • EZPZ Markets
  • NQ-Indexes
    • Overview-NQ
    • Tactical Risk Mitigation
    • Alpha Stylebox
    • Alpha Sectors
    • Alpha Global
  • Genetic-Indexes
    • Bull-Rider Bear-Fighter
    • SectorSurfer Momentum
  • NewSector-Indexes
    • NewSectors Preview
  • HyperHedge-Indexes
    • Overview-HH
    • Sector Nectar Max
    • Rising Star Stocks
    • Pedal to the Metal
  • About Us
    • Our Team
    • Our Company
    • Contact Us

NQ Indexes Performance Summary

Designed for NQ Taxable Accounts

NQ Portfolios

For NQ Taxable Account ETFs

This blue/red portfolio family includes:

        NQ-Portfolio Name    CAGR  RiskNo.

  • (S) - Alpha Sectors         26%     30
  • (E) - EZPZ Markets         22%     28
  • (G) - Alpha Global            21%    34 
  • (B) - Alpha StyleBox        18%    38
  • (T) - Tactical Risk Mitig.  15%    29



Relative performance of the NQ-Index family is plotted above in blue and red relative to (A) the five MPT benchmark portfolios in white (fixed income, conservative, moderate, growth, and aggressive), and (B) a set of asset class benchmarks (MM, AGG, SPY, and EUR) along the Efficient Frontier.

Go To Alpha Sectors IndexGo To EZPZ Markets IndexGo To Alpha Global IndexGo To Alpha Stylebox IndexGo To Tactical Risk Mitigation Index

 


NQ Indexes

All NQ Indexes are composed of two to six underlying strategies that employ our award-winning tactical momentum and defensive algorithms to evaluate a set of candidate ETFs at each month-end. The momentum leader of each becomes a member of the Index for the subsequent month. 


Our StormGuard-Armor Bull/Bear Indicator determines when to be aggressive and hold equities, or to be bearish and hold defensive funds. Bull market candidates for each strategy include a Dual Defense Backstop index intended to help set a performance floor. Bear market defensive leaders are selected from a universe of over 20 different bond, treasury, commodity, and broad equity ETFs that are selected by an integrated defensive Bear Market Strategy, 


While most NQ (taxable account) funds lay fallow because active trading leads to short-term capital gains taxes, NQ ETF Indexes are complete self-contained, tactical portfolio management systems in a tax-efficient, exchange-in-kind, ETF wrapper. They pursue tactical momentum and risk mitigation strategies internally while delivering long-term capital gains benefits externally.


Our algorithmic technology, Temporal Portfolio Theory, employs the cross-disciplinary sciences of Matched Filter Theory and Differential Signal Processing – the same technologies that enable WiFi, USB, iPhones, digital TV, to perform so well. AI Fuzzy Logic and AI Feedback Loops further improve model performance. 


Risk Avoidance?

Risk is not a one-dimensional problem cured by a single dose of diversification. Risk is a multidimensional problem, and diversification’s passive “risk dilution” is only just the start. Our research shows that the most proficient way to reduce risk is through “risk avoidance” – specifically, avoidance of laggards and bear markets. Both require reliable measures of momentum. That’s our strong suit. It’s all about advanced signal processing that reduces noise and produces cleaner momentum signals. 


         

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