Frequently Asked Questions
Frequently Asked Questions
What is the AnyMarket Algorithm?
A rules-based, data-driven investment model that rotates between U.S. equities and safe haven assets based on daily market signals. Each evening after the market closes, it evaluates momentum, trend, volatility, and sharp decline indicators to determine whether the portfolio should stay in the S&P 500 or shift to a defensive position. Every decision is fully deterministic: the same inputs always produce the same output, with no human judgment or manual override involved.
What is a rules-based investment model?
One that makes all of its allocation decisions according to a fixed, predefined set of rules rather than human judgment. The rules get applied consistently to objective data like price, momentum, trend, and volatility, and they produce the same output every time they see the same inputs. This is different from discretionary investing, where a portfolio manager decides what to do based on intuition, research, or opinion. Institutional investors have used rules-based frameworks for decades. The AnyMarket Algorithm makes the same type of investment model accessible to everyday people.
What is market rotation investing?
A strategy that shifts a portfolio between different asset classes in response to changing market conditions. Rather than staying fully invested at all times, a rotation strategy moves defensively when signals suggest elevated risk and re-enters growth assets when conditions improve. The AnyMarket Algorithm uses a binary approach: at any given time, the portfolio is either fully in S&P 500 equities or fully in safe haven assets, with no partial allocation in between.
What are safe haven assets?
Investments that tend to hold or increase in value during periods of market stress or broad equity selloffs. Common examples include short-term U.S. Treasury bonds, money market instruments, and Treasury bills. When the AnyMarket Algorithm detects elevated risk in equities, it rotates into safe haven assets. For performance modeling purposes, safe haven returns are estimated at a flat 4% annual rate, which is a reasonable long-run approximation for short-term Treasuries and similar instruments.
What is drawdown in investing?
Drawdown refers to the decline in portfolio value from its most recent peak down to its lowest point before recovering. A 30% drawdown means the portfolio fell 30% from its high. It is one of the most important measures of investment risk because recovering from a large loss takes much longer than the loss itself. A portfolio that drops 50% needs a 100% gain just to get back to even. Reducing the severity of drawdowns is one of the primary goals of the AnyMarket Algorithm.
What is the difference between this and just buying and holding an index fund?
Buy-and-hold means staying invested regardless of conditions. In bull markets, that strategy works well. In prolonged bear markets or sudden crashes, it can produce significant losses that take years to fully recover from. The AnyMarket Algorithm rotates out of equities when its signals detect meaningful risk and back in when conditions improve, with the goal of reducing the depth of those drawdowns while still participating in broad market growth during favorable stretches.
How is this different from a robo-advisor?
Robo-advisors like Betterment, Wealthfront, and Schwab Intelligent Portfolios build diversified portfolios based on your risk profile and rebalance them automatically over time. They manage the account for you. The AnyMarket Algorithm is different in two important ways. First, it does not manage your account. It sends a signal, and you execute the trade yourself in whatever brokerage you use. Second, the strategy is not about broad diversification across asset classes. It is a binary rotation model: fully in equities or fully in safe haven assets depending on what market conditions warrant. It is better thought of as a market signal service built on technical indicators, not a managed portfolio product.
Why would a systematic approach outperform buy-and-hold over time?
Compounding works in both directions. Avoiding a large loss has a disproportionately large effect on long-term returns because you never have to recover what you never lost. A strategy that earns somewhat less during strong bull markets but sidesteps the worst of major bear market losses can produce substantially higher compound returns across a full market cycle.
What is CAGR and why does it matter for comparing strategies?
CAGR stands for Compound Annual Growth Rate. It is the rate at which an investment would have grown each year if it grew at a perfectly steady, compounding pace. It is one of the most useful metrics for comparing investment strategies over long periods because it accounts for the power of compounding and smooths out year-to-year variation. A difference of even a few percentage points in annual CAGR compounds into dramatically different outcomes over decades, which is why the home page leads with it.
Has it outperformed the S&P 500?
Yes. From January 1, 2000 to March 13, 2026, the AnyMarket Algorithm produced a compound annual growth rate of 18.15%, compared to 5.92% for a buy-and-hold S&P 500 strategy over the same period. The full performance history is on the Home page, published on a 30-day delay for accuracy verification. Past performance does not guarantee future results.
Is the AnyMarket Algorithm free?
The full performance history, methodology, and all public data on this site are free and will stay that way. What requires a subscription is the real-time signal: when the model rotates, subscribers receive a same-day email alert with the direction of the change, the execution price, and the reason code. Without a subscription, you can still follow along using the site’s public data, which is updated on a 30-day delay. Subscriptions start at $39 per year on the Support page.
What ETFs should I use with the AnyMarket Algorithm?
The model’s published performance figures are based on VOO (Vanguard S&P 500 ETF) for the equity position and a flat 4% annual rate for the safe haven position, which is approximated in practice by short-duration instruments like VBIL (Vanguard 0-3 Month Treasury Bill ETF) or CLOA (BlackRock AAA CLO ETF). Those are the defaults, but other configurations are reasonable. For equities, more growth-oriented ETFs like VUG (Vanguard Growth ETF) are worth considering for investors with higher risk tolerance and a longer time horizon. Broader market ETFs like VTI (total U.S. market), VT (global market), or a combination of VTI and VXUS (international) work well if you want more geographic diversification. For the safe haven side, any short-duration Treasury or money market instrument is a reasonable substitute for VBIL. Some safe haven assets categories like collateralized loan obligation ETFs (like CLOA) tend to have slightly higher returns with slightly higher risk. Whatever you choose, keep in mind that the published returns reflect the VOO and 4% safe haven split specifically. Different ETF selections will produce different results. See the Disclaimer page for more on how performance figures are calculated.
Can I use this in a Roth IRA or 401k?
A Roth IRA works well for this approach. You can hold ETFs like VOO and VBIL inside a Roth and execute rotations without triggering any taxable events, since trades within a Roth IRA are not subject to capital gains tax. A traditional IRA works the same way. A 401k is more complicated because most plans limit you to a fixed fund menu and do not allow direct ETF trading. If your 401k includes a brokerage window, that may give you access to individual ETFs. Otherwise, this approach is best suited for taxable brokerage accounts or IRAs where you have full control over what you buy and sell.
I’m new to investing. Can you explain the AnyMarket Algorithm to me like I’m five?
Absolutely. I built this tool with everyday people in mind, so I’m really glad you’re here! Here is a metaphor that I think will shed some light on how the model works.
Imagine you are flying through the sky on a jetpack. The jetpack is the stock market: over a long time horizon it carries you higher, but every so often it sputters and you start dropping fast. Most investors just hold on, fall with it, and wait to climb again from a much lower starting point.
The AnyMarket Algorithm is like traveling with a tank of helium. When the jetpack is running at full power, the tank is a bit heavy and you will not always rise quite as quickly as someone without it. But the moment the jetpack starts sputtering, the model tells you to inflate a bunch of balloons. Instead of dropping with everyone else, you keep drifting upward while other investors are plunging toward the ground.
When the jetpack kicks back in, the model tells you to pop those balloons and enjoy the next leg of your ascent, starting from a much higher altitude than the people who fell. Repeat that over 25 years and the gap between where you end up and where they end up becomes enormous. That is compounding working in your favor instead of against you.
What signals does the model use?
Four categories: momentum (primarily through the Relative Strength Index), trend (through moving average crossovers), volatility (used as a filter on certain signals), and sharp decline detection. No single signal drives a decision on its own. They work together within a structured ruleset, and several guardrails layer on top of all of that, including logic designed to prevent rapid reversals. See the Methodology page for the full breakdown.
What is the Relative Strength Index (RSI)?
The Relative Strength Index, or RSI, is a momentum indicator that measures the speed and size of recent price changes in a market. It produces a reading between 0 and 100. Readings above 70 are commonly interpreted as overbought conditions, meaning the market may have risen too far too fast. Readings below 30 suggest oversold conditions, meaning the market may have fallen faster than warranted. The AnyMarket Algorithm uses RSI as its primary momentum signal, watching both extreme single-day readings and sustained clusters of high or low readings over specified decision windows.
What is a moving average crossover?
A moving average crossover occurs when a short-term moving average of prices crosses above or below a longer-term moving average. When the short-term average rises above the long-term average, it can signal building upward momentum. The reverse can indicate the beginning of a broader decline. Moving average crossovers are widely used by institutional investors to identify major directional shifts in markets. In the AnyMarket Algorithm, these trend signals never act alone. They must align with other conditions before a trade gets triggered.
Does the AnyMarket Algorithm use a trailing stop?
A trailing stop is a risk management rule that triggers a defensive rotation when an investment falls a set percentage from its recent peak. Unlike a fixed stop-loss that stays in one place, a trailing stop moves upward as prices rise, locking in gains along the way.
The AnyMarket Algorithm does not use a trailing stop as an active signal. The model’s other indicators tend to rotate the portfolio into safe haven assets before a trailing stop would ever fire. For subscribers who want that extra layer of protection, the historical trade record suggests that a 12% trailing stop could provide some peace of mind without meaningfully changing the model’s long-term performance. This is an optional safeguard, not a necessary one.
What does elevated market volatility mean?
Elevated market volatility means prices are experiencing larger-than-normal swings over a short period of time. High volatility tends to show up before or during significant market declines, as uncertainty and fear drive rapid, outsized price movements. The AnyMarket Algorithm uses volatility as a filter on certain signals: some bearish signals are only permitted to trigger when volatility is already elevated, which keeps the model from rotating defensively during otherwise calm markets.
How often does the allocation actually change?
The model evaluates signals every single trading day, but actual rotations are infrequent. Based on the historical trade record through March 13, 2026, the model has averaged 1.3 trades per year since January 2000, with an average of roughly 8.9 months between rotations. Some stretches go considerably longer. Guardrails in the model require meaningful confirmation before reversing a recent decision, keeping it focused on sustained shifts rather than reacting to day-to-day noise.
What is backtesting in investing?
Backtesting is the process of applying a trading or investment strategy to historical market data to evaluate how it would have performed. It lets developers of rules-based models stress-test their logic across different market environments, including bull markets, bear markets, recessions, and crises. The AnyMarket Algorithm’s published performance history is based on backtested data going back to January 1, 2000. Backtested results rely on historical data and simplified assumptions, and actual results may differ from what is shown.
Isn’t timing the market impossible?
It depends. Studies show that trying to time the market based on gut feelings and news headlines is nearly impossible for most people. Doing it through a fixed, data-driven ruleset is a different question entirely. The AnyMarket Algorithm does not try to predict the future. It responds to what the data is actually showing at any given moment by reducing exposure during statistically dangerous market conditions and re-entering when those conditions have improved. That is process, not prediction.
Aren’t backtests unreliable?
Backtests can be unreliable when built carelessly. The two biggest failure modes are overfitting, where rules get tuned until they happen to work on historical data but have no real logic behind them, and look-ahead bias, where the model uses information it would not have had at the time. The AnyMarket Algorithm’s backtest uses only data that would have been available on any given day, and the ruleset is kept deliberately simple to limit overfitting risk. Backtested results are always disclosed as such, and no historical performance is presented as a guarantee of anything going forward. See the Disclaimer page for the full picture.
What if I don’t want to monitor my portfolio that closely?
If this is you, then you are in the right place. This model was built with that exact goal in mind. Rotations happen quite infrequently, only occurring once every 8.9 months on average, since January 2000. This means that in most years, following this strategy only requires executing one or two trades more than the standard buy-and-hold strategy. I receive the same allocation alert emails as subscribers and have followed the AnyMarket Algorithm’s signals in my own investing for years. One of my favorite things about this tool is all the time it’s helped me to reclaim. Every minute I don’t have to spend managing my portfolio and stressing over market headlines is another minute I get to invest in the things that matter most in life.
What if the model misses a market recovery?
It will happen at some point. No strategy catches every move, and this one makes no claim to the contrary. The model includes logic designed to detect when a recovery has taken hold, watching whether prices have climbed far enough from where the defensive rotation began and whether enough time has passed, but there will nevertheless be cases where it re-enters later than ideal. That tradeoff is baked in: some missed upside in exchange for reduced downside during the drops that do the most damage.
Doesn’t going defensive mean missing out on dividends and long-term growth?
The model rotates into short-term Treasuries and similar instruments rather than sitting in cash, so there is a real return being earned during defensive stretches. What gets lost in dividend income and some missed upside is more than offset, historically, by avoiding the 30 to 50 percent drawdowns that take years to recover from. The performance comparison on the home page reflects this tradeoff directly.
Can’t the market do irrational things that break any model?
Yes. No model is immune to genuinely unprecedented conditions. If markets produce patterns they have never produced before, the model’s output may not be what the situation calls for. The guardrails built into the rules help limit damage in unusual conditions, but they do not eliminate the possibility of a bad outcome. That is one reason the Disclaimer page on this site exists and is to be taken seriously.
What does a subscription actually include?
When you subscribe, you receive an immediate welcome email with the model’s current allocation and the date of the most recent signal. After that, you get a same-day alert any time the model rotates between equities and safe haven assets. Each alert includes the direction of the change, the execution price, and the reason code.
What is an investment signal alert service?
A service that notifies subscribers when a rules-based or algorithmic model changes its recommended allocation or detects a meaningful shift in market conditions. Rather than requiring the subscriber to monitor the market themselves, the service sends an automated notification on the day a signal fires. The AnyMarket Algorithm works this way: subscribers receive an email on the same evening a rotation is detected, along with the execution price and reason code for the change.
Can this be automated, or do I have to execute trades manually?
When a rotation occurs, subscribers receive an email with the direction, execution price, and reason code. Acting on that signal in a brokerage account is the subscriber’s own decision. The model does not connect to or manage any external accounts. Because rotations happen infrequently, the execution burden is minimal for most people.
How do I subscribe?
Through the Support page. Three annual pricing tiers start at $39 per year, and all tiers receive identical access. Billing is handled through Stripe and can be canceled at any time.
