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.
| 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
