Investing Update for the Week Ending October 06, 2023

by | Oct 7, 2023 | Systematic trader

My multi-strategy ETF model declined by 1.67% versus a decline of 0.31% for the 60/40 (VTI/BND) model this past week. From November 2021 to now my model has a CAGR that is 7.9% higher than the 60/40 model and has achieved that with 39% lower weekly volatility.

Year-to-date my model is up 12.4% and the 60/40 model is up 6.7%

As of the close on Friday, my model has 100% allocated to BIL (SPDR 1 – 3 Month Treasuries).

 

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