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Mebane Faber
Overview

Mebane Faber devised a simple strategy described in his book, "The Ivy Portfolio", which uses 5 asset classes with 20% of the total portfolio allocated to each asset class.  Read it on your tablet for only $8.99. You don't need a Kindle - just download the Kindle software for your Android device here or your iPad here.

 

The 20% is either invested in the respective asset class or kept in cash.  The 5 ETFs used are:

US Stocks (VTI)
Foreign Stocks (VEU)
10 Year Government Bonds (IEF) 
Real Estate (VNQ) 
Commodities (DBC) 

Strategy Criteria

An asset class is bought when the monthly price is greater than 10-month smoothed moving average (SMA). An asset class is sold and moved to cash when monthly price is less than the 10-month SMA.

Portfolio Changes

All entry and exit prices are on the day of the signal at the close. The model is only updated once a month on the last day of the month. Price fluctuations during the rest of the month are ignored. 

Strategy ETF Charts







Trade History



 


 More Information

Additional information on this strategy is available at these links:

1) Mebane T. Faber, "Lazy ETF Portfolios Inspired By The Gurus", Seekingalpha.com, February 15, 2007
2) Mebane T. Faber, "A Quantitative Approach to Tactical Asset Allocation", Journal of Wealth Management, Spring 2007


 


 

 







 


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