Gauss Portfolio Review: 12 November 2012

Readers interested in a detailed analysis of the Gauss Portfolio will find it at this link.  The following is an update and a discussion of how I am using the ITA Risk Reduction model with Gauss.  The first thing I did this morning was to check the price of each ETF.  So as to maintain the percentage performance of the ITA Index benchmark, I hold a few shares of each asset class.  When I ran the check, only DBC was priced below its 195-Day EMA so I placed a limit order to sell all but five shares of DBC.  Again, I need to keep a few shares so as to maintain the ITA Index IRR value.

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