The Mechanical Investor

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

          EFA  GSG  IEF  IVV  IYR %Cash

10.17.08   no   no   no   no   no  100
10.10.08   no   no   no   no   no  100
10.03.08   no   no  yes   no   no   80
09.26.08   no   no  yes   no   no   80
09.19.08   no   no  yes   no  yes   60

Things of note: The 5 assets are: international equities (EFA),
commodities (GSG), 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.

Related Reading:

Essentials of Corporate Finance (The Mcgraw-Hill/Irwin Series in Finance, Insurance, and Real Estate)

Taking Stock: Make money in microstock creating photos that sell

Introduction to Econometrics, 2nd Edition (Addison-Wesley Series in Economics)

Fundamentals of Corporate Finance Standard Edition

Lords of Finance: The Bankers Who Broke the World

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