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No. of Recommendations: 11
Quantitative Tactical Asset Allocation

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

     IVV IEFA  DBC  IEF  IYR %Cash IEMG IGOV  EMB IFGL

OCT  yes  yes   no  yes  yes   20   yes  yes  yes  yes
SEP  yes  yes   no  yes  yes   20    no  yes  yes  yes
AUG  yes   no       yes  yes   40    no  yes  yes  yes
JUL  yes  yes       yes  yes    0    no  yes  yes  yes
JUN  yes  yes       yes  yes    0   yes  yes  yes  yes
MAY   no   no       yes  yes   40    no  yes  yes  yes
APR  yes  yes       yes  yes    0   yes  yes  yes  yes
MAR  yes   no       yes  yes   20   yes  yes  yes  yes
FEB  yes   no       yes  yes   20    no  yes  yes  yes
JAN   no   no       yes  yes   60    no  yes  yes   no
DEC   no   no       yes   no   80    no   no   no   no
NOV  yes   no        no  yes   60    no   no   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 (DBC), 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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