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StretchPulse ETF strategies

Optimized for high alpha, our data-driven ETF quantitative strategies use adaptive mathematical models to navigate market shifts with resilience. Rigorously tested to ensure reliability, StretchPulse excels across ETFs, stocks, and index futures. Returns are non-compounded, with periodic withdrawals for clear performance insights. Few examples snapshot with detailed technical are shown along with consolidated performance in tracker.

Strategy Performance Tracker

QQQ

Steady growth with a balanced, automated strategy on Nasdaq’s flagship ETF—Average Annual Return: 18%.

Performance Breakdown
TQQQ StretchPulse Performance

TQQQ

Triple the exposure, triple the opportunity—Automated strategy delivering 55% Average Annual Return on TQQQ.

Performance Breakdown
TECL StretchPulse Performance

TECL

Focused on tech sector momentum—Automated strategy with 50% Average Annual Return on TECL.

Performance Breakdown
FNGU StretchPulse Performance

FNGU

Powering high returns in tech and growth—Automated strategy achieving 85% Average Annual Return on FNGU.

Performance Breakdown
SOXL StretchPulse Performance

SOXL

Targeting semiconductor sector growth—Automated strategy yielding 75% Average Annual Return on SOXL.

Performance Breakdown
UPRO StretchPulse Performance

UPRO

Leveraged exposure to S&P 500, simplified—Automated strategy with 30% Average Annual Return on UPRO.

Performance Breakdown

StretchPulse Index Strategies


Explore advanced automated strategies built for the most liquid index futures. Our cutting-edge algorithms offer efficient solutions for navigating dynamic markets, taking positions that align with market direction over 90% of the time, ensuring active and consistent market participation.

ES StretchPulse Performance

ES

A trend-following quant strategy for ES futures, placing trades based on market direction to capture profits in both uptrends and downtrends.

Performance Breakdown
NQ StretchPulse Performance

NQ

A trend-following quant strategy for NQ futures, executing trades based on market direction to capitalize on market movements in both directions.

Performance Breakdown

Momentum Portfolios


Built on the principle that recent outperformers are more likely to sustain their momentum, Our monthly or quarterly or annually rebalanced Strategies are designed to dynamically allocate to a portfolio consists high-momentum and high liquid assets, that demonstrate strong recent performance.  Returns are compounded.

Portfolio Performance Tracker
financial equalization, help, stock exchange

ETFPulse

A quarterly rebalanced ETF portfolio that dynamically allocates between Gold and an Index-based ETFs, adjusting based on market direction. Designed for resilience, this strategy has demonstrated strong CAGR performance of upto 20% while showing strong resilience on crisis years .

Performance Breakdown
financial equalization, help, stock exchange

StockPulse

An equally weighted, periodically rebalanced portfolio consisting of selected stocks from the S&P 500, designed to outperform the broader market by 30% or more. This strategy aims to capture high-potential opportunities while maintaining balanced exposure to top-tier companies.

Performance Breakdown

Quant Independent Validation


The StretchPulse and ETFPulse strategies have been independently reviewed by senior professionals from global financial institutions.
These experts assessed the methodology, performance metrics, and real-world execution feasibility.
Their feedback confirms the strategies are non-overfitted, statistically robust, and suitable for institutional mandates.

The ETFPulse and StretchPulse strategies were reviewed and found to be methodologically sound, with no signs of overfitting. The backtested and live-tracked performance statistics are clearly documented, repeatable, and align with real-world execution standards.
Executive DirectorGlobal Investment Bank (Singapore)
I have conducted a thorough assessment of the StretchPulse and ETFPulse strategies, including their structure, logic, and performance history. These models present a consistent and well-designed framework, showing strong alignment with institutional execution standards.
The strategies have demonstrated all-weather success, delivering resilient results across both bull and bear markets. Their core methodology produces positive outcomes across multiple timeframes and asset classes, highlighting robustness rather than overfitting. Performance metrics are transparently reported and reflect credible, real-world behavior
Fund Management LeadWorld’s largest Investment Bank
The Linitics strategies, including StretchPulse and ETFPulse, reflect a disciplined and non-curve-fitted methodology. The performance track record — both backtested and live testes — is transparent, reproducible, and reflects careful risk control
Senior Vice President Global Financial Institution (Singapore)

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