More nice charts - Ivy Portfolio, Mebane Faber

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ochotona
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More nice charts - Ivy Portfolio, Mebane Faber

Post by ochotona » Wed Sep 02, 2015 9:32 pm

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).
Last edited by ochotona on Wed Sep 02, 2015 9:44 pm, edited 1 time in total.
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AdamA
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Re: More nice charts - Ivy Portfolio, Mebane Faber

Post by AdamA » Thu Sep 03, 2015 10:28 am

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.
"All men's miseries derive from not being able to sit in a quiet room alone."

Pascal
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ochotona
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Re: More nice charts - Ivy Portfolio, Mebane Faber

Post by ochotona » Sun Sep 06, 2015 7:43 pm

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.
Image
Last edited by ochotona on Sun Sep 06, 2015 7:59 pm, edited 1 time in total.
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