Conclusion, Investment Implications, Strategy

 Through September 30th, we now have 2 1/2 years of real-time ETF Trade Ideas data via our premium research.  These data, which include 111 individual trade ideas, show a winning combination of more winning trades (54%) than losing trades, and significantly (2.3%) larger winning trades than losing trades.  In addition, our methodology has produced an exceptional Sharpe Ratio and Sortino Ratio, which indicate the risk-adjusted return by determining the excess return an investor receives for the amount of risk taken.

Introduction: ETF Trade Ideas

ETF Trade Ideas is one of the many components of Asbury Research’s premium research service.  These ideas are intended to be potential short-term trading opportunities rather than long-term investments.  However, many users use them to provide exceptional, low-risk entry points into ETFs that they want to add as long-term portfolio holdings.

Our selection process is a four-step daily quantitative scan of a broad list of over 6,000 ETFs, looking for what we believe are the most important characteristics of successful trades:

  1. a positive major price trend
  2. monthly relative outperformance versus the benchmark S&P 500
  3. monthly investor asset expansion
  4. favorable risk/reward characteristics. 
The Data: Performance Metrics Through Q3 2025

The table below breaks down the 111 individual trade ideas as published in real time via our Asbury ETF Trade Ideas from March 17th, 2023, through September 30th, 2025, which is 2 1/2 years.  Our Asbury ETF Trade Ideas are accessible directly from the Research Center and available via the lower right rectangle at the top of that page.

Performance Highlights
  • the percentage of winning trades (54%) is higher than the percentage of losing trades.
  • the average winning trade (5.4%) is more than double the average losing trade (2.4%).
  • the average winning trade length (18 days) is more than twice as long as the average losing trade length (8 days).
  • During the past 30 months, our model has, on average, produced approximately one new trade idea per week.
Glossary Of Financial Terms
How Options Traders May Use These ETF Trade Ideas

The 30 months of data as shown above indicate:

  • our average holding period for winning trades has been 18 days, and
  • our average percent gain for winning trades has been 5.4%.

Considering these data, options traders may consider purchasing calls on our ETF Trade Ideas that are 5.0% out of the money with less than one month left until expiration.

Please contact us with any questions or for further information.