My ETF multi-strategy model declined by 0.72% this past week versus a 0.74% loss for the 60/40 model. My model continues to outperform the 60/40 model with a CAGR that is 8.7% higher and has achieved that with 40% lower weekly volatility.

Current ETF Allocations

My system dropped EFA and EWJ this week in favour of BIL and HYG.