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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.
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. |
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