Foggy morning in Astoria, OR
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And now for the McClintock review. This portfolio had an excellent month of November. So good that it pulled ahead of the SPY (S&P 500) benchmark. The move to the Sector BPI investing model is paying off.
McClintock Investment Quiver and Holdings
Below is the investment quiver and holdings for the McClintock. Shares of VPU were recently sold out of the portfolio as the TSLO was struck.
I checked the BPI sector data this morning and there were few changes as a result of the Monday market. No new sectors hit the overbought zone and we are far from any sectors dipping into the oversold zone.
McClintock Manual Risk Adjustments
The Kipling spreadsheet is recommending a purchase of 25 shares of ESGV. This leaves over $3,000 in cash and I will likely use that up to purchase a few shares of VTI.
McClintock Performance Data
Over the past two years the McClintock finally topped the SPY benchmark. All the other five potential benchmarks are in the red.
McClintock Risk Ratios
Once we are into January the slope of the Jensen should come close to flipping from red to green. Most of the risk measurements have improved since last summer. I’m particularly pleased with the Jensen Alpha as it is showing improvement despite continued increases in the risk-free or short-term interest rates. Rising rates place downward pressure on the Jensen.
McClintock Sector Performance Data
On occasion I publish a Performance Report to show how well the Sector BPI investing model is performing. The following table is approaching two years of data and as readers can see, the sector model is doing an outstanding job.
I’ll shift the reporting dates when I have more information. This will remove the asterisks found in the second column from the right. Asterisks show up when the reporting dates are outside the boundaries of when the sectors were participating as investments.
Tweaking Sector BPI Plus Model: 20 May 2023
Tweaking Sector BPI Plus Investing Model: Part II
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Lowell,
I’m surprised at how many of the sector ETFs are still in the portfolio. Yesterday my VHT TSLO was hit and all the others have been hit by now. Some of them were using the original 3%, but several others the adjusted TSLO.
Bob W.
Bob,
If you are referring to this blog post note it was published on Dec. 19th. A lot has changed since then.
VHT was sold out of most of the sector portfolios I track.
Lowell
Bob W.,
I lost Internet connections this morning due to the ice storm. Otherwise I would have the Bethe posted. It will likely go up later this evening or tomorrow.
The Bethe currently holds only 30 shares of VDC and one share of VDE. I purchased that one share initially so there would be a starting point for the Energy sector. VHT was sold yesterday or the day before.
Lowell