Investing Update for May 24, 2024

by | May 24, 2024 | Systematic trader

This week, both my ETF multi-strategy model and the 60/40 gave up a portion of the gains from the previous week with my model down 0.77% and the 60/40 down 0.18%. As you can see in the chart above, both models are very close to their all-time highs.

Since I began posting weekly updates here in 2021, my model has produced a CAGR that is more than 10% higher than the 60/40 model. That is a higher outperformance than I expected based on backtesting.

My model is now 100% allocated to QQQ.