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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:




    SymbolIvy 10 PortfolioPosition (determined by current 10 month SMA)
    BNDVanguard Total Bond Market ETFInvested
    DBCPowerShares DB Commodity Index TrackingCash
    GSGS&P GSCI(R) Commodity-Indexed TrustCash
    RWXSPDR DJ International Real Estate ETFCash
    VNQVanguard REIT Index ETFInvested
    TIPiShares Barclays TIPS BondInvested
    VWOVanguard Emerging Markets Stock ETFCash
    VEUVanguard FTSE All-World ex-US ETFCash
    VBVanguard Small Cap ETFInvested
    VTIVanguard Total Stock Market ETFInvested
       
    SymbolIvy 5 PortfolioPosition
    BNDVanguard Total Bond Market ETFInvested
    DBCPowerShares DB Commodity Index TrackingCash
    VNQVanguard REIT Index ETFInvested
    VEUVanguard FTSE All-World ex-US ETFCash
    VTIVanguard Total Stock Market ETFInvested
       
     Data Source: Yahoo Finance 
    No current positions.
    Themes: ivy portfolio Stocks: BND, DBC, GSG, RWX, TIP, VB, VEU, VNQ, VTI
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Comments (2)
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  • Any chance of expanding this to the Ivy 20? Am currently using top 3 rotation strategy (average 3-,6-,-9 total returns on a monthly basis) and would be great to compare and contrast
    13 May 2013, 03:17 AM Reply Like
  • Author’s reply » I will put that on the to-do list.
    13 May 2013, 11:26 PM Reply Like
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