Beat the S&P 500. With less risk.
A systematic ETF portfolio across 13 uncorrelated signal blocks. 30%+ annual returns, drawdowns under 7%, no single-stock bets, no options required. Just smarter allocation.
30% CAGR · <7% Max DD · 2.6× SPY return · 5× lower drawdown
The Approach
ETFs done right.
13 Independent Signal Blocks
~50 ETFs. Zero single-stock risk.
- Equities, bonds, gold, EM, credit, volatility, macro factors
- Each block fires its own buy/sell/cash signal — independently
- ~0.16 average pairwise correlation between blocks
- Daily systematic rebalancing, 4% drift threshold
- Works in any brokerage account, $1K minimum
0DTE Options Overlay
Optional advanced boost — same capital, extra return.
- Automated SPX 0DTE options on top of your ETFs
- Uses existing margin — no extra funds required
- Runs on YOUR account, fully transparent
- Requires margin account (~$100K+ for SPX)
Why this beats the index: Most retail portfolios are one bet — buy SPY, buy QQQ, buy a few stocks. When the market drops 30%, so do you. PNL spreads across 13 uncorrelated systematic strategies. When one block is wrong, the others carry. The math: SPY-beating returns with bond-like drawdowns. No discretionary calls. No hero trades. Just diversification that actually does its job.
ETF Rebalancing Track Record · 2011–2026
15 Years of Backtested Results.
| Metric | Strategy | SPY |
|---|---|---|
| CAGR | +31.84% | +13.73% |
| Sharpe Ratio | 3.50 | 0.84 |
| Max Drawdown | -5.92% | -33.72% |
| Volatility | 8.00% | 17.10% |
| Sortino Ratio | 4.20 | 0.79 |
| Correlation to SPY | 0.21 | — |
| Best Year | +114.93% | +31.09% |
| Worst Year | +4.78% | -18.65% |
31.8%
CAGR
Compound Annual Growth
3.50
Sharpe Ratio
Risk-Adjusted Return
<7%
Max Drawdown
Peak-to-Trough
0.21
SPY Correlation
Near-Zero Market Beta
Getting Started
Three Simple Steps.
Join the Community
Sign up for the Skool community ($97/month). You get the ETF portfolio signals, education, live Q&A, and a group of people doing the same thing.
Open Your Brokerage Account
Set up your own account at any supported broker. You keep full custody and control of your money. We never touch your funds.
Optional: Enable Automated 0DTE
Want the extra boost? We run the 0DTE strategy directly on your account. Fully automated, fully transparent, and no fund transfers ever.
Transparent Fees
Aligned With Your Success.
Membership
$97
per month (required for all access)
- ETF portfolio signals & allocations
- 0DTE strategy access & automation
- Skool community & member discussions
- Education & resource library
- Live Q&A sessions
Performance Fee
25%
of profits above the SPY benchmark
- Applies to both ETF & 0DTE strategies
- Only on returns ABOVE SPY benchmark
- No fee if we don't beat SPY
- Transparent, auditable on your account
Example: SPY returns 12%, your portfolio returns 30%. The 25% fee only applies to the 18% difference. You keep 75% of that outperformance plus all of SPY's return.
From the Founder
The Complete Guide to Systematic 0DTE Trading.
Curious about the strategy behind the 0DTE overlay? This book covers why the volatility risk premium exists, how to build a systematic options strategy around it, and the practical details of actually running one. Written so anyone can follow along, whether you trade options or not.
About
Mark Uretsky
Founder
I've been building and running systematic trading strategies for years. What started as research into the volatility risk premium turned into tens of thousands of live trades and a set of tools I trust with my own money.
At some point I realized there's no reason these strategies should only be available to institutions or people with seven figures. So I built PNL Portfolio to open it up. The ETF rebalancing portfolio doesn't require any options knowledge. The 0DTE overlay runs automatically on your own brokerage account.
I also wrote "0DTE: Extracting the Volatility Risk Premium Through Same-Day Options" to lay out the full methodology. If you want to understand exactly what's happening under the hood, it's all in there.
Ready to Start Building Passive Income?
Join hundreds of members already putting their capital to work.