Investing Update for the Week Ending March 15, 2025

by | Mar 15, 2025 | Systematic trader | 0 comments

Relatively speaking, it was a good week for my ETF multi-strategy system as it was flat compared to a loss of 1.4% experienced by the 60/40 portfolio.

I began posting weekly ETF allocations here in November 2021. Since then my system has produced a compound annual growth return (CAGR) that is 7% higher than the 60/40 portfolio and has done so with a lower maximum drawdown and a lower Ulcer Index.

The allocations remain largely the same with the only change being TIP replacing PDBC.

ETF Allocation Table

0 Comments

Submit a Comment

Your email address will not be published. Required fields are marked *

This site uses Akismet to reduce spam. Learn how your comment data is processed.