I tend to be on the riskier side, so if it isn't in my 401k it's in these ;). I do keep some cash for emergencies and stock from my company too!

1 in particular (the Double Leveraged In & Out) has quantitative papers written about it with backtests of its performance all the way to 1928! Like all risky investing, I only invest what I can afford to lose here. Hope that helps!