Our Focus is: -
"Short-Term Leveraged Inverse ETF Pairs Trading"

Inversely Correlated Exchange Traded Funds - It's easy and profitable!

Your Advantages With Roebuck Systems

Algorithms look for BUY and SELL signals every day when all information is available.
Conveniently place signaled orders any time before the next trading-day open.
Direction-seeking algorithms trade leveraged ETFs for average of less than 10 days.
Inverse Correlated ETF Pairs trade both directions, reduce risk and double profits.
Proven published results with latest current annual profits in excess of 50%.

Investing in 95% inversely correlated leveraged ETF pairs with proven algorithmic decisions, provides a lower-risk strategy trading in both directions. Unique mathematical algorithms developed over 8 years have proven performance.

Here is today's blog:
Sunday Feb 17th 2019

Trade Lengths Make a Difference.

One of the side effects of this period of volatile news and volatile markets has been the reduction in our trade length.

Since December 1, 2018 the average number of calendar days in regular ETF trade-days has been 5 days. Volatility trades have been 6 days.

This is considerably different to earlier pre-December ETF trades which averaged out to be 9 days.

We do not plan on changing the algorithms due to this as they have been back-tested for many years and need to operate in all investment climates.

We are looking at different ways to make some general decisions because the most beneficial aspect to our algorithms is their speed at taking a decision.

This perhaps defies the above statements because the current shortened trade length appears to lessen the results.

However, our results are still far superior to any random buy and hold strategy such as the S&P 500 stocks. Many followers will recall the results pre-October 2018, when annual returns were at levels that may seem impossible to achieve.

I have often mentioned my goal of getting away from stock picking. The consequential idea of matching professionally selected world-wide investment portfolios came from this concept.

The challenge now is that our algorithms, as applied to 100% inversely available ETF trading, has overcome the need and ability to be a good stock picker with one small difference.

There are only relatively few inverse ETFs to choose from and we are now looking at ways to rank them in different ways.

Taking this one step further, it is likely profitable to return to a current selection of well performing stocks each month; maybe 10-15 of them. The difference then would be staying in cash on the downtrends and therefore being invested less of the time.

Alternatively, a backup set of stocks or investments could be found to move into, when some of the 10-15 stock picks go negative.

Another alternative would be to manage the money available and increase the investment in new or current buys, therefore being invested profitably in the down-days by compounding your account into the up-days.

Another opportunity to balance risk against profit? - There is always a better way!

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