Today I’d like to address some of the biggest concerns with the IVY portfolios, in particular the timing versions. Three big concerns with the implementation of IVY are management fees, trading commissions, and taxes and that they may impact performance enough to render any advantage mute. These are truly valid […]
Now that I’ve presented several variations and updates to the IVY portfolios, in this post I update all the relevant portfolio statistics and compare them to some commonly held diversified portfolios. I provide the definitions of the portfolio stats and the various portfolios. I conclude with some brief observations. In […]
Today I’ll cover a few other extensions to the IVY timing model beyond those I covered in my last post. The source of these extensions is the same, Mebane Faber’s IVY update outlining these approaches. The extensions I’ll cover are varying the weighting of the asset class mix and taking […]
In my last post I updated the official numbers for the IVY timing model. The original version of the model consists of a diversified portfolio of 5 asset classes. In the research paper Mebane Faber also looks at several extension to the 5 asset class timing model that improve returns […]
Mebane Faber, the creator of the IVY timing portfolio, has recently released an official update of the model with returns through the end of 2012. He also did a series of posts on his blog that chops up the update into more digestible pieces. For an intro to this topic […]
Time for the IVY timing portfolio trading signals for the end of June 2013. You can see the signals at world beta or my preferred source dshort. Below are the signals for the end of May 2013. Another source I’ve found for IVY updates is Scott’s Investments. He updates a spreadsheet that details the […]
Time for the IVY timing portfolio trading signals for the end of May 2013. You can see the signals at world beta or my preferred source dshort. Below are the signals for the end of May 2013. Another source I’ve found for IVY updates is Scott’s Investments. He updates a spreadsheet that details the […]
Time for the IVY timing portfolio trading signals for the end of April 2013. You can see the signals at world beta or my preferred source dshort. Below are the signals for the end of April 2013. Another source I’ve found for IVY updates is Scott’s Investments. He updates a spreadsheet that details […]
Time for the IVY timing portfolio trading signals for the end of January 2013. As usual you can see the signals at world beta or my preferred source dshort. Below are the signals for the end of January 2013. Dshort posted this update during the day but I have confirmed that the signals […]
Time for the final IVY portfolio trading signals for 2012. As usual you can see the signals at world beta or my preferred source dshort. Below are the signals for the end of December 2012. No new signals were triggered this month. The portfolio is fully invested just like it was last […]
Friday was the last trading day of November. Time to update the IVY timing signals. As usual you can see the signals at world beta or my preferred source dshort. Below are the signals for the end of November 2012. The new signal for the month is a buy signal for DBC. […]