Tactical Risk Mitigation Index

The Tactical Risk Mitigation Index employs six underlying strategies that employ a rules-based tactical momentum algorithm to evaluate a set of candidate ETFs at each month-end. The trend leader of each becomes a member of the model’s Portfolio for the subsequent month. Candidate ETFs include equity and defensive ETFs.

Selections are made from a universe of over 60 ETFs that include a wide range of bond and Treasury categories, gold, and the S&P 500 index. A simple 60/40 portfolio forms the model’s backbone, which is challenged for momentum leadership by the defensive ETFs. It is further defended by StormGuard-Armor and an integrated 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.