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Near the end of January I added a free investment tool to Scott’s Investments, a daily Ivy Portfolio spreadsheet. This tool uses Google Docs and Yahoo Finance to track the 10-month moving average signals for two of the portfolios listed in Mebane Faber’s book, The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets. Faber discusses 5-, 10-, and 20-security portfolios that have trading signals based on long-term moving averages.

My Ivy Portfolio spreadsheet tracks the 5 and 10 ETF Portfolios listed in Faber’s book. When a security is trading below its 10 month simple moving average, the position is listed as “Cash." When the security is trading above its 10-month simple moving average the positions is listed as “Invested.” The spreadsheet’s signals update once daily (typically in the evening) using dividend/split adjusted closing price from Yahoo Finance data. The 10-month simple moving average is based on the most recent 10 months, including the current month’s most recent daily closing price.

Please note: I do not track these portfolios as hypothetical portfolios like I do with other portfolios on the site. However, I will periodically post backtest results on the strategy using ETFReplay.com. Also, the signals update daily but this does not mean I endorse checking the signals each day. It simply gives the spreadsheet more versatility to have the signals update daily.

As of January’s close, the current signals are listed below:
Symbol Ivy 10 Portfolio Position (determined by current 10 month SMA)
BND Vanguard Total Bond Market ETF Invested
DBC PowerShares DB Commodity Index Tracking Cash
GSG S&P GSCI Commodity-Indexed Trust Cash
RWX SPDR DJ International Real Estate ETF Cash
VNQ Vanguard REIT Index ETF Invested
TIP iShares Barclays TIPS Bond Invested
VWO Vanguard Emerging Markets Stock ETF Cash
VEU Vanguard FTSE All-World ex-US ETF Cash
VB Vanguard Small Cap ETF Invested
VTI Vanguard Total Stock Market ETF Invested



Symbol Ivy 5 Portfolio Position
BND Vanguard Total Bond Market ETF Invested
DBC PowerShares DB Commodity Index Tracking Cash
VNQ Vanguard REIT Index ETF Invested
VEU Vanguard FTSE All-World ex-US ETF Cash
VTI Vanguard Total Stock Market ETF Invested

Disclosure: No current positions
Source: Ivy Portfolios For February