30 thoughts on “Ivy & Commission Free Portfolios”

  1. Thank you for this great resource. I do have one question about the IVY Ten choices. I ran a correlation between DBC and GSG and it is very close to 1. What makes these two commodity ETFs different enough to both make it into the IVY Ten? Thanks for any help understanding this.

    1. Yes, it’s true that both are highly correlated. When the strategy was designed commodity ETFs were in limited supply. There have been some additions to the commodity ETF space which may make more sense now.

  2. What am I doing wrong? I ran the IVY 10 portfolio in ETFReplay, using equal 10% weights, monthly update, and a 10 month SMA filter. From 2008 to the present, I gat a CAGR = 2.9% and a Sharpe = 0.18. So what does anyone else get in backtesting?

    1. There is an issue with Google importing data, so the sheets are non-functional at the moment. I am working on a solution, but you can view the end of month updates in my posts from yesterday.

  3. Hi Scott,

    First of all thank you for the great work and for sharing it!

    I have a question regarding the 10-month SMA:
    You opted for making your own adjusted calculation based on yahoo data. Why didn’t you use the 200-day SMA available from http://www.finviz.com as I understand all their data are adjusted for dividends? Any particular reason?


    1. Faber uses the 10 month SMA in his book so I chose to replicate it using Yahoo data. Finviz’s 200 day is also a good data source, but the 200 day SMA will differ some from a 10 month SMA

  4. Having trouble loading the IVY portfolio spreadsheet through google docs. Is it my issue or is there a problem with the sheet right now?


  5. Hi Scott,

    Why are pcy and tlo below the Schwab spreadsheet? Are they included in this portfolio???


    Bob Wells

  6. Hey Scott…question…in looking at PCY in the Schwab portfolio, it appears it has been under the 200 day for the 5 or so days prior to today, so are the spreadsheets updated on a daily basis…PCY has been shown as “invested” over the past days that it appeared to have been under the 200 day…Thanks!

  7. Congrats on an awesome site!

    One question, how would the Ivy 5 portfolio go using the timing method and dollar cost averaging? Im looking for something to contribute regular savings into but unsure how it will work with the timing method.


  8. I’m so glad someone has updated Faber’s list since TDAmeritrade swapped their Commisson Free ETFs! I currently use the 5 ETF model though, and it looks like the spreadsheet only has the 10 model. Do you have suggestions for a commission free TDAmeritrade 5 ETF model?

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