Ivy Portfolio Timing Update
October 30, 2009  Valid until the market close on November 30, 2009 

For anyone interested in the 10-month simple moving average (SMA) timing strategy presented in The Ivy Portfolio of Mebane Faber and Eric Richardson, see these charts. The 10-month SMA is shown in blue. I've also included a 12-month SMA (the red line) for those of us who favor the longer signal timeframe.

Note: I try to update these charts as a regular end-of-month feature. However, my retirement flexibility and life's unpredictability preclude a firm commitment.


Check out the blog The Global Tactical Asset Allocation Model, which promises more detailed updates on the ETFs in the Ivy Portfolio and several others.
VTI
VEU
IEF
VNQ
DBC