Seeking Alpha
What is your profession? ×
Independent research, long/short equity, dividend investing, ETF investing
Profile| Send Message|
( followers)

I've written on several occasions beginning here regarding the merits of market timing systems and I have also suggested a few portfolios. I've decided to start updating ETF portfolios on a monthly basis on the first of the month . I may add portfolios with time, but we will start with three portfolios: A starter 5 position portfolio inspired in part by Mebane Faber, Paul Merriman's ETF portfolio, and a custom portfolio which includes some alternative assets.

I will be posting the 200 and 120 day moving averages, which approximately represent a 10 and 6 month average. The ETFs trading above the 200 day moving average will be highlighted in bold (two of the ETFs in my custom portfolio have not been trading for 200 days). For background on the rational behind using a moving average system, please read my previous work.

In addition, and most likely beginning on the 15th of this month, I will be starting an asset class rotation system. More on that to come in an upcoming article.

For those wishing to do more research on market timing, please check Scott's Investments in the next 1-2 weeks as I will be posting some interesting reads in addition to the ones already posted on my site.

It is interesting to note that nearly all ETFs in the listed portfolios are a "buy" as determined by the 200 day moving average. This system is probably the easiest of all timing systems to implement, but serves as a good starting point for investors wishing to take a more active role in their portfolio management. The portfolio:

Disclosures: none