Investing Update for the Week Ending September 29, 2023

by | Sep 30, 2023 | Systematic trader

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