Investing Update for the Week Ending August 16 2024

by | Aug 16, 2024 | Systematic trader | 2 comments

My ETF model had a solid gain this week of 5.40% which erased more than half of the recent 9.6% drawdown. My model is now equally allocated to the six ETFs listed in the table below.

ETF Table

 

So far, my ETF investing strategy has performed fairly well especially relative to my chosen benchmark. 

Performance Stats Multi Strategy

2 Comments

  1. Alok Ranjan

    Hi Fred,

    Can you please, share details of your strategy?

  2. Systematic Trader

    I use multiple ETF momentum strategies and select one at the end of each week by a particular way that I rank them. The 20 strategies that I select from cover most of the major asset classes.