Investing Update for the Week Ending August 25, 2023

by | Aug 25, 2023 | Systematic trader

My multi-strategy ETF model rose 1.64% this past week versus a gain of 0.56% for the 60/40 model.  My model now has a CAGR which is 5.98% higher since I began posting weekly allocations. It has achieved that while having a weekly volatility 43% lower than the 60/40 model.

There is no change in the allocation this week as it remains 100% in QQQ.