New Ivy Portfolio Tool

 

This site has been greatly inspired by Mebane Faber’s The Ivy Portfolio: How to Invest Like the Top Endowments and Avoid Bear Markets. I have added a new tool to the site for those interested in tracking the 10 month moving average signals for some of the portfolios listed in Faber’s book.

Faber discusses 5, 10, and 20 security portfolios that have trading signals based on long-term moving averages. I have added a new spreadsheet at the top of Scott’s Investments which tracks the 10 month moving average for the 5 and 10 security portfolios.  When a security is trading below its 10 month simple moving average, the position is listed as “Cash”. When the security is trading above its 10 month simple moving average the positions is listed as “Invested”.

The spreadsheet’s signals update daily using dividend/split adjusted closing price from Yahoo Finance data. The 10 month simple moving average is based on the most recent 10 months including the current month’s most recent daily closing price.

There is a link to the spreadsheet at the top of the site (“Ivy Portfolio”); however, if you want a wider view of the spreadsheet click on the link “Ivy Portfolios” on the right hand column of the site.

As of today’s close, the current signals are listed below:

Symbol Ivy 10 Portfolio Position (determined by current 10 month SMA)
BND Vanguard Total Bond Market ETF Invested
DBC PowerShares DB Commodity Index Tracking Cash
GSG S&P GSCI(R) Commodity-Indexed Trust Cash
RWX SPDR DJ International Real Estate ETF Cash
VNQ Vanguard REIT Index ETF Invested
TIP iShares Barclays TIPS Bond Invested
VWO Vanguard Emerging Markets Stock ETF Cash
VEU Vanguard FTSE All-World ex-US ETF Cash
VB Vanguard Small Cap ETF Invested
VTI Vanguard Total Stock Market ETF Invested



Symbol Ivy 5 Portfolio Position
BND Vanguard Total Bond Market ETF Invested
DBC PowerShares DB Commodity Index Tracking Cash
VNQ Vanguard REIT Index ETF Invested
VEU Vanguard FTSE All-World ex-US ETF Cash
VTI Vanguard Total Stock Market ETF Invested




Data Source: Yahoo Finance

No current positions.

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Disclaimer: Stock Loon LLC, Scott's Investments and its author is not a financial adviser. Stock Loon LLC, Scott's Investments and its author does not offer recommendations or personal investment advice to any specific person for any particular purpose. Please consult your own investment adviser and do your own due diligence before making any investment decisions. Please read the full disclaimer at the bottom of www.scottsinvestments.com

14 thoughts on “New Ivy Portfolio Tool

  1. Scott – great work!
    One small thing, unlike all your other spreadsheets, I can’t ‘move around’ this one and see the contents of cells etc. It is more like a photograph of a spreadsheet.
    Is this deliberate, or am I doing something wrong?

    Second, you state “The 10 month simple moving average is based on the most recent 10 months including the current month’s most recent daily closing price.” However, the data on each symbol page shows the most recent data to be 1/3/2012. Is there a conflict here?
    Steve

    • Hi – The dates are always going to show the first day of every month, but if you look at the adjusted closing price and should reflect the most recent closing price. In other words, the closing price for 1/3/12 will be yesterday’s close.

      To be honest I’m not sure why that sheet formatted a little different

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  3. I have been interested in Faber’s Ivy League Portfolio for some time. Have you considered including a spreadsheet with dollars invested in each ETF so that you could see the performance of each ETF and of the total portfolio?

    • The primary reason I don’t track a live portfolio is that it is easy enough to backtest the Ivy Portfolio strategy using ETF Replay. I occasionally post the updated results of backtests using the Ivy Portfolio strategy

  4. Cool web site. I always check once a month and re-balance my Ivy Port as needed. How about making an email alert system? I’m sure a lot of people would love it to get trade signals.

    • Thanks for the compliment and suggestion. There is an email subscription on the site’s upper left. It is not real-time and is sent out once daily. However, since most of the strategies I track on the site use longer term strategies and signals there is not a significant need for intra-day alerts. As I look to improve the site this may be something that is added down the road.

  5. Just wondering how the 10 month SMA % is being calculated. Is that the moving average over the total 10 month period (e.g. 200 trading days or “periods”) or is it looking at SMA based on the closing price at the end of each month for the last 10 months (in other words, 10 periods of N=10)? Thanks!

  6. This is great, just wonder whether you could show the price and the 10MA value, as it seems to me VEU is still above its 10MA or my number is wrong? Thanks!

  7. Scott, this is fantastic! Thank you for all your hard work. I have been following the Ivy Portfolio for some time and have been curious about applying the method to individual stocks. Have you ever kicked around the idea of applying this methodology/spreadsheet to the individual holdings of say the Dow Jones or the Dividend Aristocrats, etc. ? Seems like it would be an easy way to maintain a nice individual stock portfolio. Thanks again!

    • I have not tested this in-depth but have run some quick tests. The turnover could eat away at returns, perhaps I will post something soon on the idea.

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