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QUANT Leveraged IRA is Ready for Anything.
 

Bull or Bear Markets.
High Volatility Markets.
Tax-free money for life* for Roth IRAs.

The Colby QUANT Leveraged IRA (QUANT Leveraged) seeks profits from trading leveraged ETFs based on a short-term quantitative model.  QUANT Leveraged is based on Robert W. Colby's

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proprietary research and over 50 years of trading and system development.  QUANT Leveraged looks for trading opportunities in the short-term based on intra-day and daily price movements.  QUANT Leveraged can trade with the trend, against the trend, or it can stay in cash.

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QUANT Leveraged will trade a short- to medium-term long or short position in Leveraged Exchange Traded Funds (ETFs) that track the daily performance of 3 times the S&P 500, or it will

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hold cash or cash equivalents.  The QUANT Leveraged algorithm is very selective, and the portfolio is historically in cash over 50% of the time, waiting for high probability opportunities.

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Please note the Quant Leveraged Portfolio is a high-risk trading algorithm--we will need to assess the appropriateness of this trading program for each potential client.  Please call 646-652-6879 or email info@colbyassetmanagement.com to get started with QUANT Leveraged.

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* Tax-Free money for Life--If you made your first contribution to your Roth IRA at least 5 years ago, and you are at least 59 1/2 years old, any future withdrawal is tax-free... forever!  Consult with your tax professional to determine is a Roth IRA is right for you.

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       Click here to follow our QUANT IRA

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We are here to help and to answer any questions you may have.  Contact us:

Robert W. Colby Asset Management, Inc.                    Phone: 646-652-6879

48 Wall Street, 11th Floor                                                     Fax: 646-349-3151

New York, New York 10005                                                  email: info@colbyassetmanagement.com

                                                                                                  Copyright © 2025. All rights reserved.

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