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 There is one change in the ETFs held as EWJ has been replaced by INDA.