There are no changes to either the small or hedge fund portfolios.
Click here for a list of current positions for the hedge fund portfolio. The fund was down 3.6% in September and up 2.1% in October. The cumulative loss is 1.5%.
Click here for a list of current positions for the
hedge fund small portfolio. The fund was down 3.4% in September and up 2.2% in October. The cumulative loss is 1.3%.
So far, the gains and losses are within the bounds that I expected. What is interesting about the signals generated by the system is that they are all long except for the dollar index. SHY, the 1-3 year treasury ETF is the weakest long position, while VNQ, the real estate ETF is the strongest uptrend.
Unfortunately, I have been swamped with work at my day job, so I was unable to start the new small portfolio with discretion. I will try to do this for December.