Investing Update for the Week Ending March 15, 2024

by | Mar 15, 2024 | Systematic trader

My global multi-strategy ETF model fell by 1.16% this week compared to a 0.63% decline in the 60/40 model. There is no change this week as my model remains 100% allocated to QQQ.

Since I began posting weekly allocations here in 2021, my model has achieved a CAGR of 12.1%, Max DD (weekly) of 9.0%, and a MAR of 1.35.