Make no mistake about it, this is a very difficult period for most trading strategies. Both my weekly ETF system and the 60/40 portfolio were down this past week. On the positive side, my Bitcoin strategy is performing very well! That said, I allocate 5% to my Bitcoin...

My weekly ETF system gained 0.71% this week as compared to a 0.25% loss for the 60/40 portfolio. There is one change in the ETFs held this week as QQQ is out and EMXC is in.  

I thought that now was a good time to zoom out and look at the long-term performance of my system. If nothing else, it gives me the confidence to continue placing trades. My ETF system is no longer defensive and is allocated as per the table below.  

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...

The moves in my ETF system and the 60/40 portfolio were very subdued this week. My system remains 100% allocated to BIL (SPDR 1 - 3 Month Treasuries).

What a difficult two weeks! My system suffered losses two weeks ago due to its exposure to equity ETFs. It switched to a strategy that was in defensive mode and had allocated to three US Treasury ETFs. Unfortunately, they all had losses this past week due to a global...

In the backtesting that I have done with my ETF system, it experienced a maximum drawdown (weekly) of around 15% so I expect a drawdown of 15% to occur at any time. The current drawdown is 11.8% and it certainly isn't pleasant to go through. That said, I have been...

My ETF multi-strategy system fell by 0.68% this past week compared to a decline of 0.96% for the 60/40 model. There is one change in the ETFs held as EWJ has been replaced by INDA.