Kepler Portfolio Review: 2 November 2021

Where condors soar, just off Route 154 near Santa Barbara, California.

After over a week of travel I’m back at the blog, only to find my primary desktop computer having a tantrum.  The “blue screen of death” showed up while I was working on the Kepler Excel spreadsheet.

Meanwhile, on to the Kepler update.

Kepler Portfolio

Below is the current Kepler portfolio and there is a lot of cash ($133,000) to invest.  That is the task this morning and how the funds are to be invested is shown below.

Kepler BHS Recommendations

Equities are back in favor as one can see from the Buy signals associated with VTI, VTV, VOE, VBR, VO, and VB.  MTUM and SCHC are also recommended for purchase.

Kepler Manual Risk Adjustments

I’m still sticking with a conservative SD Multiplier so the Stop Loss for VTI comes in at 5.0%.  Look down over the Shares to Hold column and then move over to the Shares Required column.  That is where I will focus my attention this morning with the Kepler.

Kepler Performance Data

The following data runs from 11/30/2021 to this morning.  The November date is when I last made some major management changes and despite all the Cash, the Kepler is performing quite well with respect to all the benchmarks.

Kepler Risk Ratios

I continue to give significant attention to the Jensen (31.46) and the slope of the Jensen (1.9).  The upswings in both the Treynor and Jensen are related to the new look-back period and to the low portfolio beta.  Both impact these two risk measurements.

Since this date is so early in the month, I’ll revisit the Kepler before the December review.