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No. of Recommendations: 14
Quantitative Tactical Asset Allocation

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

     IVV IEFA  DBC  IEF  IYR %Cash IEMG IGOV  EMB IFGL

JUN  yes   no   no  yes   no   60    no  yes   no   no
MAY  yes   no   no  yes   no   60    no   no   no   no
APR   no   no   no  yes   no   80    no   no   no   no
MAR   no   no   no  yes   no   80    no   no   no   no
FEB   no   no   no  yes   no   80    no  yes  yes   no
JAN  yes  yes   no  yes  yes   20    no  yes  yes  yes
DEC  yes  yes  yes  yes  yes    0   yes  yes  yes  yes
NOV  yes  yes   no  yes  yes   20   yes  yes  yes  yes
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

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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