Ivy Timing

Five-asset equal-weight portfolio that sends below-trend sleeves to cash.

• Type: Tactical
• Frequency: monthly
• Asset classes: US Equity, International Equity, REITs, Bonds, Commodities, Cash
• Backtest window: 2007-05-30 to 2026-09-21

1Y

16.8%

3Y

30.8%

CAGR

9.0%

Max DD

-8.9%

Sharpe

0.70

Methodology

• Allocate 20% each to VTI, VEU, VNQ, AGG, and DBC.
• If an asset is below its 200-day SMA, move that sleeve to BIL.

Source: Faber, M. T. (2007). A Quantitative Approach to Tactical Asset Allocation. Journal of Wealth Management.

Headline backtest performance as of 2026-09-21.

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