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My Personal Weekly Dynamic Asset Allocations

Suggestions for ETF Allocations to Outperform the 60/40 Portfolio

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Investing Update for the Week Ending September 29, 2023

Saturday September 30, 2023

My ETF multi-strategy model declined by 0.72% this past week versus a 0.74% loss for the 60/40 model. My model continues to outperform the 60/40 model with a CAGR that is 8.7% higher and has achieved that with 40% lower weekly volatility.

 

Current ETF Allocations

My system dropped EFA and EWJ this week in favour of BIL and HYG.

My ETF Allocations

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Investing Update for the Week Ending September 22, 2023

Saturday September 23, 2023

It was another week of outperformance by my multi-strategy model as it declined by 0.33% versus a much larger 2.19% loss for the 60/40 model. My model now has a CAGR which is 8.97% higher than that for the 60/40 model.

 

Current Holdings

 My strategy has switched to a different model and now has allocations to five ETFs.

ETF Allocations

 

SPY Cash Secured Puts Sold

My signal generator for SPY puts triggered on Thursday and I sold Oct 20, $415 puts for $1.80.

SPY Put Table

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Investing Update for the Week Ending September 15, 2023

Friday September 15, 2023

Model Performance

My multi-strategy ETF model gained 0.64% this week versus a 0.22% loss for the 60/40 model. My model now has a CAGR which is 8.1% higher than the 60/40 model and has achieved that with 40% lower weekly volatility.

 

Current Model Allocations

My model’s allocations have not changed this week and thus remain at 66.7% to BIL and 33.3% to PDBC.

 

Cash Secured SPY Puts

The Sep-15 $418.00 SPY puts that I sold for $2.15 on August 17 expired worthless today thereby earning 6.2% annualized.

 

 

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