No. of Recommendations: 8
Quantitative Tactical Asset Allocation

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461

     IVV IEFA  CMDT IEF  IYR %Cash IEMG IGOV  EMB IFGL

JAN   no   no   no  yes  yes   60    no  yes  yes   no
DEC   no   no   no  yes   no   80    no   no   no   no
NOV  yes   no   no   no  yes   60    no   no   no   no
OCT   no   no   no   no   no  100    no   no   no   no
SEP  yes   no   no   no  yes   60    no   no   no   no
AUG  yes   no   no   no  yes   60    no   no   no   no
JUL  yes   no   no   no  yes   60    no   no   no   no
JUN  yes   no   no   no  yes   60    no   no   no   no
MAY  yes   no  yes   no   no   60    no   no   no  yes
APR  yes  yes  yes   no   no   40   yes  yes   no  yes
MAR  yes  yes  yes   no   no   40   yes  yes   no  yes
FEB  yes  yes  yes   no   no   40   yes  yes   no   no


IMPORTANT NOTE: I use a 10 month moving average, NOT 200
days or any other permutation. Also, it is based on closing price only
and NOT dividend adjusted. CAVEAT EMPTOR.

The 5 assets are: international equities (IEFA),
commodities (CMDT), US Treasuries (IEF), US equities (IVV), and
US REITS (IYR). Your portfolio is divided equally among the 5 assets,
20% each. The decision to move in or out is based on a 10 month
look back monthly SMA.

For those wishing to expand, I added IEMG (emerging markets),
IGOV (foreign treasuries), EMB (emerging market treasuries),
and IFGL (foreign REITS)

JLC
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