Results through 6/19/2009

Market & Economic Data

Comments
Check out Meb Faber’s blog posting on the performance of his “Ivy Timing” portfolio compared to popular investment strategies (the so-called “Lazy Portfolios”). Faber compares Return, Volatility, Drawdown and Sharpe Ratio from 1973 to May 2009 for the various strategies. The Sage Investment Strategies Timing Model (SISTM) is based on Meb Faber’s original white paper that preceded his recently published book and our SIS Basic Portfolio is virtually identical to the Ivy Timing portfolio. 

Links

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Have a great week ahead!

Paul

Results through 6/12/2009

Market & Economic Data

Note: Portfolio changes this period

Friday, June 12 was the end of Week 4 of our standard 4-week holding period. Our SISTM evaluated all SIS portfolios on June 12 and generated trade signals to execute on June 15 as follows… Log in to read the rest of the newsletter. Not subscribed? Try our 30-day free trial.

Have a great week ahead!
Paul

Here is the Sage Investment Strategies update through 6/05/2009

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Have a great week ahead!
Paul