Aspen Analytics
Aspen SPY Tactical
SPY swing trades with defined risk — for advisors and family offices.
As seen in
What this is
One to two SPY positions per month, occasionally an individual name or ETF when the setup warrants it. Entry, stop, size, and management — defined before the position is sent, not after.
Delivered when the structure presents itself, not on a fixed schedule. Each setup is the applied output of a framework built to identify when the market is actually making a decision — sized and stopped before it reaches you.
Built on institutional process
Aspen Trading Group manages institutional capital alongside our published research. The frameworks behind Aspen Discretionary Equity are the same ones applied to that capital.
Who this is for
Registered Investment Advisors
Registered Investment Advisors with a tactical or opportunistic sleeve
Family offices
Family offices and multi-family offices managing direct equity exposure
High-net-worth investors
High-net-worth investors managing their own portfolios with discretion
Individual traders
Serious individual investors requiring institutional-grade analytical structure
If you're looking for high-frequency alerts, daytrading content, or signal feeds, this isn't the right fit.
FOR ADVISORS & FAMILY OFFICES
Reallocate 20%. Keep the return. Cut the risk.
This isn't a return-enhancement story. It's what happens when a fifth of an existing portfolio moves into an uncorrelated sleeve.
| Base | With 20% sleeve | |
|---|---|---|
| Total return | 37.71% | 42.59% |
| Annualized volatility | 8.43% | 6.27% |
| Max drawdown | −4.51% | −3.17% |
| Beta to S&P | 0.656 | 0.477 |
| Sharpe | 1.11 | 1.70 |
| Losing months | 9 of 29 | 5 of 29 |
The sleeve is funded by trimming existing positions, not added on top. No leverage, no additional capital.
The result holds regardless of where you start. A 60/40 portfolio goes from Sharpe 1.11 to 1.70. A portfolio sitting entirely in the S&P 500 goes from 1.27 to 1.65 — with drawdown cut from −7.54% to −5.73% and essentially the same return. Three different starting points, same direction on every metric.
That consistency is the point. These weights weren't optimized to produce it.
Why it works. On its own the sleeve ran a beta of −0.24 to the S&P 500 — inverse, not merely low. Positions are sized to a fixed fraction of capital and exited at a defined stop. Direction comes from where SPY is making decisions, not from a house view. The sleeve was flat in 4 of 29 months; it doesn't need to be deployed to be doing its job.
Data through June 30, 2026. Modeled results based on a documented trade log. Hypothetical performance, not client returns. Drawdown and volatility measured on month-end marks. The measurement period covers a single market regime. Past performance does not indicate future results. Data through June 30, 2026. Modeled results based on a documented trade log. Hypothetical performance, not client returns. Drawdown and volatility measured on month-end marks. The measurement period covers a single market regime. Past performance does not indicate future results.
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Every setup meets the +1R minimum reward-to-risk standard. Learn what +1R means →
Aspen’s market insights, chart reviews, and periodic videos offer a window into how professional traders approach markets — balancing structure, psychology, and statistical discipline.
These materials are strictly for educational purposes and do not constitute trading advice.
Aspen Trading Group does not solicit or accept U.S. clients for any non-U.S. investment programs or broker relationships.
The information on this page is provided for informational and educational purposes only and should not be construed as an offer or solicitation to buy or sell any futures, securities, or derivatives product.
