McClintock Sector BPI Portfolio Review: December 15, 2025 | ITA Asset Management

McClintock is the Sector BPI portfolio under review this morning. The three Sector BPI portfolios are investment models unique to the ITA blog. To learn more about this model, go to the Categories menu on the right sidebar and search for Sector BPI.

While we often wait months between buy and sell signals, we have seen some action lately and information technology (VGT) has moved into the overbought zone this past week. As a result, I placed Trailing Stop Loss Orders (TSLOs) 3.0% below VGT. If the price of VGT moves higher, the selling price will increase. We have a bottom below the VGT if the market were to move lower than it is now.

The Sector BPI investment model is essentially a return to the average approach to investing. We now have enough history with this model to move it out of the hypothesis stage and consider it a viable investment theory.

McClintock Sector ETF Holdings

Below are the current holdings for the McClintock. As readers can see, VAW and VDC are well above target, likely due to recent price increases since purchasing these ETFs. VOX and VCR remain below target, likely for similar reasons due to price movements since they were first purchased.

McClintock performance data

As of 12/31/2021, the McClintock has outperformed the AOR benchmark, but lags well behind the S&P 500. 50% of the portfolio is held in SHV, waiting for one or more sectors to enter the oversold zone.

McClintock Risk Ratios

How does the McClintock perform when there are risks involved? The Jensen Alpha or Jensen Performance Index is the best source to answer this question. Currently, the Jensen slope is positive and the value is above zero – both very positive signals.

Note that each of the four risk measures is well above year-ago levels. This is also positive for the McClintock portfolio.

McClintock Sector BPI Portfolio Review: October 9, 2025

Later this week, Millikan, Copernicus, Huygens and Kepler are scheduled for an update. This week and next week we are busy setting up all portfolios for 2026. One of the goals for the new year is to reduce transactions in order to keep taxes under control. The three Sector BPI portfolios (Carson, Franklin and McClintock) will function normally regardless of taxable buying and selling events.

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