No. of Recommendations: 5
Excerpt:"GTAA Aggressive
This portfolio begins with the asset classes listed in the GTAA Moderate allocation. It then selects the top six out of the thirteen assets as ranked by an average of 1, 3, 6, and 12-month total returns (momentum). This method was detailed in our white paper “Relative Strength Strategies for Investing”. The assets are only included if they are above their long-term moving average, otherwise that portion of the portfolio is moved to cash."

Does it take a lot of time?
No. That spreadsheet view I've started publishing is the momentum tracker. It has a googlefinance formula of the current price of each asset class ETF and its appropriate moving average. No macros, downloads, imports needed, although googlefinance is occasionally a little flaky. I also simply refresh a link to which shows a table of the 1-3-6-12 momentum. I have a simple formula off those columns that calculates average rank of momentum.

Even if you have to use a macro, or manually input the prices and moving averages, it's only 12-13 entry items.

The two Mebane Faber papers are
- Relative Strength Strategies for Investing:
- 2013 update to A Quantitative Approach to Asset Allocation:

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