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I am an independent investor writing at Scott's Investments (http://www.scottsinvestments.com). My site is dedicated to discussing and publicly tracking historically successful investments strategies and sharing free investment resources. I emphasize empirical, historical, and quantitative... More
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Scott's Investments / Stock Loon LLC
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Scott's Investments
  • New Ivy Portfolio Tool 2 comments
    Jan 26, 2012 9:45 PM | about stocks: BND, DBC, GSG, RWX, TIP, VB, VEU, VNQ, VTI

    My site has been greatly inspired by Mebane Faber's The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets. I have added a new tool to the site for those interested in tracking the 10 month moving average signals for some of the portfolios listed in Faber's book.

    Faber discusses 5, 10, and 20 security portfolios that have trading signals based on long-term moving averages. I have added a new spreadsheet at the top of Scott's Investments which tracks the 10 month moving average for the 5 and 10 security portfolios. 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 daily 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.

    There is a link to the spreadsheet at the top of the site ("Ivy Portfolio"); however, if you want a wider view of the spreadsheet click on the link "Ivy Portfolios" on the right hand column of the site.

    As of today'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(NYSE:R) 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
         
      Data Source: Yahoo Finance  
    No current positions.
    Stocks: BND, DBC, GSG, RWX, TIP, VB, VEU, VNQ, VTI
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