Investing Update for the Week Ending September 15, 2023

by | Sep 15, 2023 | Systematic trader

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.