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More nice charts - Ivy Portfolio, Mebane Faber

Posted: Wed Sep 02, 2015 9:32 pm
by ochotona
The Ivy portfolio is a lazy portfolio with only five components that is worth looking at. It performs better when you add in simple once monthly timing analysis (buy if price above 10 month MA, sell below).

Re: More nice charts - Ivy Portfolio, Mebane Faber

Posted: Thu Sep 03, 2015 10:28 am
by AdamA
Yeah...we've discussed it a few times on this board in the past.

http://gyroscopicinvesting.com/forum/pe ... 2/#msg4432

http://gyroscopicinvesting.com/forum/pe ... 4/#msg2784

http://gyroscopicinvesting.com/forum/va ... #msg106918

I'd be curious to know what the experience of anyone who decided to use it was.

Re: More nice charts - Ivy Portfolio, Mebane Faber

Posted: Sun Sep 06, 2015 7:43 pm
by ochotona
FWIW, the August 31, 2015 10 month simple moving average signal used by the Ivy Portfolio, for PP-usable ETFs SCHB (US Equities), TLO (long Treasuries), and SGOL (gold) were all "go to cash". So a "timed PP" would be 100% cash now.

SCHB ~ VTI
TLO ~ TLT
SGOL ~ IAU, GLD

PP with timing shown below with regular PP and S&P500 with dividends reinvested. From Meb Faber research.
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