Investing Update for the Week Ending September 22, 2023

by | Sep 23, 2023 | Systematic trader

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