sprintracer

Five ETFs Most Investors Don't Understand

Proof reading is a wonderful thing. Your number #2 should be LSC not WPS.

Toward a New Model of Diversification

Roger,
Check out Mebane Faber's published paper on his site worldbeta.blogspot.com... He suggests using a portfolio very similar to you're suggestion but based on a 10 month sma and monthly prices. Basically the same as the 200 day sma. His paper includes 5 asset classes with backtesting to 1972 and he updates the current returns on his site for some out-of-sampling data.

Yawning from the Market Sidelines, ETFs in Hand

cma cma:
There's a link above the title to download the entire article.

fg144331:
I'm also wondering the same thing. What is the best approach to switching from a B&H method to a timing method?

ETF Update: New Asia ETF, Commodity ETFs, Base Metal Prices

You didn't mention any of the Elements - Rodgers ETNs like RJI, which I think has the most extensive list of various commodities under one fund.

A Lazy ETF Portfolio Underweighting the U.S.

What about using something like DBV for your cash? I would use PSP & PFP for Private Equity or individual stocks. A small amount in PCY for EM Int'l Bonds. I really like El-Erian after reading his book and I'm curious to see how this portfolio holds up.