How much value would you place on a weekly ETF signal that arrives Saturday for the following Monday Open, and has a better than 2 to 1 winning performance when measured mid-week gain over mid-week drawdown, and averages better than 3 positive Index Points per signal per week?

If a person cannot profit from information like this, then perhaps they should not be trading ETF’s or their options…But if you are confident of your ability to use such information successfully, then Start Your 14 Day Free Trial!


(Measured in index points)

Hottinger’s Weekly ETF Profit Opp’y Signals

Enter trade on Mon Open – – – Exit trade b/4 Fri Close

View Full 8 Week Performance

View XBI’s Back-Test History

Introductory pricing

We encourage you to take advantage of this opportunity

Your only investment will be the time you take to evaluate our service

         Tips for using our weekly ETF Profit Opportunity signals using options

Our preference is to use the nearest weekly option, the one that expires on the coming Friday.

Choose a strike price at or very near the market.

Open your trade soon after the Monday Open.

Do not leave yourself vulnerable to last minute market gyrations – – close your trade prior to the Friday Close.



Given an ability to make just 2 or 3 per cent on each winning trade, you should be able to augment your annual earnings significantly.

View Our Past Performance

Back Testing History

We encourage you to take advantage of this opportunity

Your only investment will be the time you take to evaluate our service

Yes, we had an “exogenous event”.***

No, no trading system can accurately foretell one. (think Pearl Harbor, 9-11, etc.)

Even though our algorithms are self-correcting, it will take a few weeks (we use weekly data) for this meal to move through the python. Thus we suggest traders apply more caution, and use the next few weeks of signals very judiciously. Fritz H.

Exogenous means “coming from outside.”  In economic modelling, it means an influence that arises from outside the scope of model and that is, therefore, neither predicted nor explained by the model.

In financial markets, an exogenous event has come to mean:

–some really bad thing that occurs, which has a significant, enduring negative effect on prices, and

–one that’s outside the realm of everyday competition among firms, the cyclical rhythms of a nation’s business cycle or the interaction among countries.

Usually, there is evidence that asset markets will over-react to negative news and under-react to positive news.

Courtesy of https://practicalstockinvesting.com/