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Simple Asset Allocation Timing

In A Quantitative Approach to Tactical Asset Allocation Mebane Faber presents a simple market timing system that compares the current price of a security to its 200-Day Simple Moving Average. When the price is above the 200-Day moving average, you buy the security, when it is below, you sell. The table below, shows the current prices versus the the 200-SMA.

Asset	Current Price1	200-Day SMA
S&P 500	3857.54	4373.53
US Gov Bond	102.103	109.471
US Real Estate	86.03	86.03
Foreign Stocks	49.1967	57.9118
GS Commodities Index	22.37	20.5983

Notes:

1. Current Price is actually the 3-day SMA.
2. Prices calculated from market close on Tuesday, July 12, 2022.

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