Timing Model = 0.0
50% long, 50% cash
Global allocation of long positions
MSCI EAFE Index 20%
MCCI Emerging Markets Index 30%
Russell 3000 Index - U.S. 50%
Top U.S. Sectors
U.S. Technology 3.5
Mid Cap Value 2.0
U.S. Banks 2.0
U.S. Health Care 2.0
U.S. Real Estate 2.0
U.S. Biotechnology 2.0
U.S. Leisure Goods 2.0
U.S. Pharmaceuticals 2.0
U.S. Semiconductor 2.0
Composite Internet 2.0
Top Intl. ETFs
MSCI Australia Index Fund 1
MSCI South Korea Index Fund 1
MSCI Brazil Index Fund 1
S&P Latin America 40 Index Fund 1
MSCI Pacific ex-Japan Index Fund 1
MSCI Sweden Index Fund 1
MSCI Mexico Index Fund 1
MSCI Taiwan Index Fund 1
MSCI Austria Index Fund 1
MSCI All Country Asia ex Japan Index Fund 1
MSCI Emerging Markets Index Fund 1
MSCI Singapore Index Fund 1
MSCI South Africa Index Fund 1
Strategy 3
Money Markets 11%
Industrial Materials 11%
U.S. REITs 11%
Internatiional Real Estate 11%
U.S. Large Cap 11%
U.S. Long Bonds 11%
Emerging Markets 11%
EAFE 11%
U.S. Small Caps 11%
Strategy 4
Money Markets 20%
Industrial Materials 20%
U.S. REITs 20%
U.S. Large Cap 20%
U.S. Long Bonds 20%
Sunday, February 7, 2010
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2 comments:
Hi Tom,
Thanks for your helpful blog. Might there be a way for you to create some permanent links to your original posts which describe each model that you update each week? For example, how the numbers are calculated, the numeric range for each metric, etc. I tried to search for the intro posts but I couldn't find them. Also I suspect that some useful info about each model is hidden in the comments over the years. I'm especially interested in Strategy 3 and 4.
Thanks!
Will do. Strategy 3 & 4 are the easiest to explain.
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