It was a flat week for my ETF system but a great week for the 60/40 portfolio which rose 3%. My system remains defensive as it is now evenly allocated to BIL, IEF, and TIP.

I have made an allocation to the trend following ETF, CTA. CTA is the only trend following ETF that has provided a return that is acceptable to me.

The table below is based on weekly rebalancing to maintain a 50/50 allocation. I have to say that I am impressed with the reduction in Max DD and, most importantly, the reduction in the Ulcer Index.