Investing Update for the Week Ending February 16, 2024

by | Feb 16, 2024 | Systematic trader

My global ETF multi-strategy model declined by 1.48% this past week compared to a 0.31% loss for the 60/40 model. Over the past year, my model has generated a 34.6% return compared to 14.6% for the 60/40 model. This degree of outperformance is not normal so we shouldn’t expect it to continue.

As for my model, it remains 100% allocated to QQQ for the fourteenth consecutive week.