Fido waiting for master.
Nothing has changed over the last few days that will impact the Gauss portfolio. The only sector ETF held in any of these Sector BPI portfolios is Energy (VDE) and this sector is closer to oversold than it is to overbought. Oversold is when the percentage of stocks in a particular sector drop to 30% or lower on the Bullish Percent Indicator (BPI) chart and overbought is when the BPI graph for a particular sector reaches 70% or higher.
Gauss Sector BPI Investment Quiver
The Gauss currently holds VDE as the only sector. So the market does not walk away to the upside when the portfolio is holding cash, we invest in U.S. Equity ETFs. That is why the Gauss is holding shares in VTI and VOO.
Gauss Performance Data
Since 12/31/2021 the Gauss is edging out the SPY benchmark. The lead is quite significant when compared to the S&P 500 index. This data comes from the commercial software, Investment Account Manager.
Gauss Risk Ratio
How is the Gauss performing when risk is considered? The Jensen Alpha calculation indicates the portfolio is barely in positive territory. After watching the behavior of Sector BPI portfolios for two years, they perform best in volatile markets. In sustained bull markets they tend to stay close to the performance of the S&P 500 due to major holdings in VOO and VTI.
Gauss Sector BPI Portfolio Update: 3 January 2024
Tweaking Sector BPI Plus Investing Model: Part II
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