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Jason Vavra
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As managing member of Vavra Capital Management, Jason has more than 10 years of experience in the financial services industry. Jason provides investment management, financial planning and insurance services to institutional and individual clients. Jason utilizes a comprehensive financial... More
My company:
Vavra Capital Management, LLC
My blog:
Vavra Capital Management Market Commentary
  • Very basic tactical ETF model 0 comments
    Sep 4, 2009 12:23 PM | about stocks: VTI, VEU, BND, VNQ, DJP
    Below is a very basic ETF based model that I will begin tracking performance based on September 1, 2009 opening prices in comparison to the S&P 500 Index. The model will utilize 60% equity, 30% fixed income and 10% alternatives allocation target. The model will be tactically rebalanced monthly on the last day of the month based on the corresponding ETF’s 200 moving day average. The tactical decision making process will be if the ETF is trading above it’s 200 day moving average, we will stay in that asset class and if it is below its 200 day moving average, we will move that asset class to a money market. I also plan on tracking a similar models using a larger number of ETF’s that will break the portfolio into more equity style boxes, bond categories and commodity categories. The purpose of this portfolio is to be as simple as possible to allow for the smaller investor to be able to participate, while keeping trading costs reasonable and still being able to achieve a tactically based asset allocation model.
     
    AS OF 9/1/2009
    TARGET %
    ABOVE MA?
    TACTICAL %
    EQUITY
     
     
     
    VTI
    40%
    Yes
    40%
    VEU
    20%
    Yes
    20%
     
     
     
     
    FIXED INCOME
     
     
     
    BND
    30%
    Yes
    30%
     
     
     
     
    ALTERNATIVE
     
     
     
    VNQ
    5%
    Yes
    5%
    DJP
    5%
    No
    0%
     
     
     
     
    Money Market
    0%
    n/a
    5%
     
     
     
     
    Stocks: VTI, VEU, BND, VNQ, DJP
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