Latest Model Results

I made a small change to the weighting function from the last run. Below are 5 different portfolios, with 3, 5, 7, 10, and 15 issues in each.

3 Issues
  46% DBC (All Commodities)
  33% EPU (Peru)
  21% TUR (Turkey)

5 Issues
  23% DBB (Base Metals)
  23% DBP (Precious Metals)
  26% EPU (Peru)
  16% TUR (Turkey)
  12% EWO (Austria)

7 Issues
  16% DBB (Base Metals)
  15% DBP (Precious Metals)
  15% DBE (Energy)
  22% EPU (Peru)
  10% TUR (Turkey)
  13% EWO (Austria)
   9% KOL (Coal Producers)

10 Issues
  12% FUE (Biofuels)
  10% BAL (Cotton)
  10% SLV (Silver)
   7% UGA (Unleaded Gasoline)
   7% JJT (Tin)
  19% EPU (Peru)
  12% TUR (Turkey)
   8% EWO (Austria)
   8% KOL (Coal Producers)
   7% INP (India)

15 Issues
   9% FUE (Biofuels)
   9% BAL (Cotton)
   7% SLV (Silver)
   6% UGA (Unleaded Gasoline)
   5% JJT (Tin)
   5% JJU (Aluminum)
   4% JJN (Nickel)
  10% EPU (Peru)
  14% TUR (Turkey)
   7% EWO (Austria)
   6% KOL (Coal Producers)
   5% INP (India)
   5% KWT (Solar Energy)
   4% EWH (Hong Kong)
   4% EWK (Belgium)

I'm going to rebalance my accounts on Monday to the 15 issue portfolio. About half of the gains of the last two weeks disappeared in the last two days of trading. I'll post an update Monday afternoon reviewing portfolio performance and this weeks gains and losses.