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.
My strategy has switched to a different model and now has allocations to five ETFs.
SPY Cash Secured Puts Sold
My signal generator for SPY puts triggered on Thursday and I sold Oct 20, $415 puts for $1.80.