Gauss Sector BPI Portfolio Review: 2 July 2024

Off to a wedding.

Gauss kicks off the first Sector BPI portfolio in July.  The latest BPI data is not recommending any changes that influence current sector holdings in the Gauss.  With 41% of the portfolio in cash some decisions are required.  Follow along as I walk through the analysis.

Gauss Security Holdings

Below are the current holdings for the Gauss.  A few shares of VWO and ESGV were recently added.

VDC has been part of the Gauss for many months and it does not seem to be going anywhere.

Gauss Manual Risk Adjustments

Inside the Kipling spreadsheet I am using the BHS model with the Gauss.  The current recommendations are to add shares of VOO and ESGV.  I have multiple limit orders set at anywhere between 1% and 10% for VOO as I plan to concentrate on using that ETF when no sectors are recommended for purchase.  VOO mirrors the S&P 500 and that is the benchmark for the Gauss.

Gauss Performance Data

Since 12/31/2021 the Gauss is nearly matching the SPY benchmark while exceeding all the other potential benchmarks.

Gauss Risk Ratios

For a number of months the Jensen has been flat on a monthly basis as well for the year when checking the slope.  The Information Ratio is also hovering around the zero line.  In general, the Gauss is tracking the S&P 500 which is not to shabby.

Gauss Sector Portfolio Report

The Gauss has been using the Sector BPI model for a little over 1.5 years.  Over that time the performance has outpaced the SPY benchmark by a significant percentage.  Checking the data we see that ESGV, VEA, and VWO have contributed little to the performance.  I will likely move back to include only VOO and VTI as the non-sector options.

Gauss Sector BPI Portfolio Update: 3 January 2024

Tweaking Sector BPI Plus Investing Model: Part II