Smith Rocks
Of all the portfolios tracked here on the ITA blog, Copernicus is the easiest to manage, next to the Schrodinger. With the Schrodinger I do nothing except track the results as that portfolio is managed by a computer algorithm at Schwab. The Copernicus is designed to track the broad U.S. Equities market. While I use four ETFs for this purpose, one could easily do the same thing by selecting either VTI, VOO, or SPY. ESGV is set up for investors with a social responsible investing concern.
When cash becomes available I use the Kipling spreadsheet ranking system and invest in the top ranked ETF.
Copernicus Security Recommendations
Based on the BHS model and the 60- and 100-trading days look-back combination, short-term treasury is currently recommended. I’ll likely remove SHV from the investment quiver as I current keep cash in the money market. Were cash to be available, I would invest in VOO based on the ranking found in the 5th column from the right.
Copernicus Performance Data
Since 12/31/2021 the Copernicus holds a commanding lead over the SPY benchmark.
Copernicus Risk Ratios
I focus on the Jensen, Information Ratio, and the slope of the Jensen (1.3). All three values are strong, although the Jensen is in decline due to a general market decline.
World conditions, “high” interest rates, and a dysfunctional GOP are providing downward pressure on world equity markets.
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Lowell,
When/if you drop SPY, maybe add VEA or VWO?
Bob W.
Bob W.,
With the Copernicus I plan to limit investments strictly to U.S. Equities. The goal is to outperform the S&P 500 and I think the best way to do this is stick with close competition.
Lowell