McClintock Sector BPI Portfolio Update: January 16, 2026 | ITA Asset Management

We conclude an active week of portfolio reviews with an update from the McClintock. McClintock is one of the youngest Sector BPI portfolios with a two-year history. So far, the Sector BPI investment model is proving to be a very workable investment model. None of the sector BPI portfolios have undergone the 2022 drawdown, so we have yet to see how well any of these sector portfolios perform under adverse market conditions. The hypothesis underlying this model states that all three will perform very well. 2026 could be that test.

McClintock Sector Holdings

Below is the current sector makeup for the McClintock. Since the last revision, VCR and VGT reached their TSLO limits and were sold from the portfolio. Of the three current sector holdings, only Materials (VAW) is overbought. A Trailing Stop Loss Order (TSLO) is in effect to sell VAW.

While the McClintock is holding excess cash because there is no overselling in any other sector, I am using the cash for the purchases of RSP and SHV. SHV is a cautious move.

McClintock performance data

As of 12/31/2021, the McClintock has outperformed the AOR benchmark but is well below the excellent performance of the S&P 500 (SPY). While I’m not exactly in favor of a market correction, I’m curious to see how the Sector BPI investment model handles a volatile market.

McClintock Risk Ratios

If we look at the risk ratios, everything is going very well with the McClintock.

• The Sortino Ratio is at a high water level this year.
• The Jensen Alpha or the Jensen Performance Index, our most important ratio, stands at an excellent 2.57.
• Treynor hit a yearly high. Treynor is the least important ratio.
• Information relationship: Positive, but below the May 2025 high.

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