June | 2015 | iMarketSignals

This model invests periodically in eight highly liquid large-cap stocks selected from those considered to be minimum volatility stocks of S&P 500 Index.
Most stock positions are held for longer than one year resulting in a Tax Efficiency ratio of 81.4%.
When adverse stock market conditions exist the model shorts the 3x leveraged Ultrapro S&P500 ETF (UPRO) – hedge/current holding ratio= 45%.
It produced a simulated average annual return of about 36% from Jan-2000 to end of June-2015.