Timing Model = -1.0
30% long, 70% cash
Global Allocation of long positions
MSCI EAFE Index 30%
MCCI Emerging Markets Index 30%
Russell 3000 Index - U.S. 40%
Top U.S. Sectors
U.S. Health Care 4.5
Precious Metals 3.5
U.S. Technology 3.5
U.S. Oil & Gas 3.5
U.S. Semiconductor 3.0
U.S. Utilities 2.5
U.S. Consumer Goods 2.5
U.S. Biotechnology 2.5
U.S. Basic Materials 2.5
Composite Internet 2.5
Top Intl ETFs
S&P Latin America 40 Index Fund 3
MSCI Brazil Index Fund 3
FTSE/Xinhua China 25 Index Fund 3
MSCI Emerging Markets Index Fund 3
MSCI Pacific ex-Japan Index Fund 3
MSCI Hong Kong Index Fund 3
MSCI Australia Index Fund 3
MSCI Spain Index Fund 3
Strategy 3
EAFE 16.7%
Emerging Markets 16.7%
Money Market 16.7%
Industrial Materials 16.7%
Agriculture 16.7%
Precious Metals 16.7%
U.S. Large Cap 0.0%
U.S. Small Cap 0.0%
U.S. Long Bonds 0.0%
U.S. REITs 0.0%
Saturday, November 24, 2007
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8 comments:
thanks Tom, you work is much appreciated.
Thank you for the good work.
Could you give your ideas about ETFs for Industrial Materials,Agriculture,and Precious Metals?We would appreciate your input.Thanks in advance,keep up the good work,we will check this blog every week.
Alain Pored
Donald Coxe..no slouch in the big picture game....has the asset classes in the following order of significance: pm, ag, oil exploration, and then, and not to be taken as within what he considers where to concentrate risk (my interpretation) is base metals...which may be considered close cousins to industrial materials.
Congratulations, TomK, on your new site. I have no problems with a once a week blog. Well, considering the content is a spreadsheet. That gives me a week to look at my own spreadsheets, and think of something to say.
Hi Tom,
Would you mind telling me a little more about your timing model and what everything means? What are the various strategies? Can you site an example of how one might use the model?
Thanks
alain, I typically go to Roger and seekingalpha.comwith questions about commodity ETFs. I like the composition of the ETF Securities Ltd. ETFs but unfortunately they only trade on the London exchange.
pik, I'll eventually post more on how my timing model is constructed. I have no secrets but I'll have to be very careful of what I post about Jason Goefert's Sentiment models. I'll likely go to him for permission before posting any charts and undoubtably they will not include the most recent readings.
tom,
i'm another interested in the sentiment indicators. Where to invest is simple compared to how much to risk. fwiw, whatever you can do to help others get comfortable with your data sources I'd be a subscriber in no time. It would be nice if we could back test a model, though i'm not a techie wiz with spreadsheets to do such. RE your model do you follow it daily or weekly in order to make the adjustment? Hooray for your new outlet.
jasper
jasper,
I used to maintain my own sentiment indicators/models in Excel but Goefert's site provided everything I wanted and more. His subscription price is definitely worth offloading the daily updating I used to do - not to mention working through the hassles of working through glitches that sometime arose from Yahoo, CBOE, and other sources.
Unfortunately I don't have the actual sentiment data so there is no way to do an accurate backtest of my timing model.
I'll check my timing model daily if there is potential for a change i.e. market prices are near a critical moving average.
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