Hi Clive,
I stumbled on your Web site while researching Faber's Ivy portfolio model. I'm attracted by the impressive reduction in volatility and drawdowns.
Your approach of a hybrid model also looks interesting.
Here are two basic questions: How/when does one start such an investment programme?. It would seem to me that timing the start date would have a lot of influence on returns, at least in the medium term.
Also, am I correct in understanding that trades are made, if they are called for, only once a month? So if no signal is in place in that one-day trading window, then no action is taken for the month?
thanks for any pointers to getting started.
jl