After 5 weeks our “horses” are preparing for a possible change. At the end of week 5, 10_4 has moved back into the lead after running in last place for the past 2 weeks and last week’s leader (C_C4) has dropped back into 3rd position:
As a reminder, the following are the holdings in the 4 portfolios at the end of the 5 week period:
After a re-analysis/re-ranking of the ~100 assets in the Hawking asset lists, the following are the new recommended holdings for these 4 portfolios for the next 5 weeks:
FXI (3.61% return over the past 5 weeks) is the only ETF still ranking in the top 4, although the rankings still reflect a bias towards International markets. Note the slightly lower Beta of the C_C4 portfolio reflecting the wider diversification based on correlations. More details on the above rankings can be found in my recent Post on the Hawking Portfolio Review 5 September, 2014 ( https://itawealth.com/2014/09/06/hawking-portfolio-review-5-september-2014/ )
Holdings in the “Derby” will be adjusted to reflect the above recommendations based on prices at Monday’s market open.