Novembers’s update**
As of **“2013-11-30”
VBK VBR VTV
16.93042 16.68999 14.38888
Last month’s VEA’s position has been taken by VTV.
We avoid investing if price is below 10 month SMA. Running through 10-month SMA check we get:
VBK VBR VTV
TRUE TRUE TRUE
This means portfolio should be fully invested in VBK, VBR, VTV.
As of **“2013-11-30”
symbol 1 3 6 12 avg
VBK 2.3614663 11.351201 15.5519199 38.4571033 16.93042264
VBR 2.9323950 12.637106 13.8594008 37.3310570 16.68998975
VTV 3.1785176 10.376667 10.8967751 33.1035702 14.38888252
VEA 0.6609547 12.043597 12.7502056 24.6060606 12.51520442
VWO -0.9314545 10.879444 2.0418204 2.0669291 3.51418476
IGOV -1.0908019 3.167282 2.6517083 -0.6808763 1.01182796
VCIT -0.1190193 2.579147 -0.6275903 -1.5832063 0.06233274
VGIT -0.2032838 1.672774 -0.5919003 -1.8153846 -0.23444878
VNQ -5.2509764 2.487874 -5.7146970 6.0042078 -0.61839801
GSG -0.4700721 -5.335320 3.0834145 -3.6407767 -1.59068868
VGLT -2.3997615 -1.072670 -6.8165647 -12.6234321 -5.72810697
IAU -5.6031128 -10.347376 -9.8811293 -27.2781775 -13.27744894
MTUM 3.1469761 12.179732 13.6795195 -999.0000000 -242.49844303
* Instruments that have insufficient data are penalized with large negative returns.