Wall Street Poll

Introduction

The principal goal of the website is to challenge professional and private investors to beat the Timing Model of Mabane Faber. We follow three types of investors:

• The Passive Investor (Benchmark)
• The Active Investor (Timing Model)
• The Crowd Investor (participants of the monthly poll)

The challenge of this website is to beat the Timing Model of Mabane Faber, by asking investors every month how they allocate their money for the next month. The monthly result of the poll will be published as a portfolio which we will track against the benchmark and the Timing Model.

What is a benchmark?

To justify the Timing Model and the monthly poll we create a benchmark, which is a passive investment we want to beat. The reason why to use a benchmark is the fact that all the extra investment decisions has to make more performance. If just buy and hold all the asset classes? returns better than all the other activities, then you should ask yourself: It did not pay off all the things I do? So this is not the right way!

What is The Timing Model?

The model, as published, is only updated once a month on the last day of the month. Market action in the meantime is ignored. The published model was only meant to be broadly representative of the performance one could expect from such a simple system.
The model published by Mabane Faber in 2006 is simple quantitative method that improves the risk-adjusted returns across various asset classes. A simple moving average timing model is tested since 1900 on the United States equity market before testing since 1973 on other diverse and publicly traded asset class indices

• US STOCKS
• FOREIGN STOCKS
• US 10 YEAR GOVERNMENT BONDS
• REAL ESTATE
• COMMODITIES

The approach is then examined in a tactical asset allocation framework where the empirical results are equity-like returns with bond-like volatility and drawdown.

What is Crowd Investing?

The primary goal of this website is to beat the benchmark as well as the Timing Model. This website will provide all the information you need before you make your decision. You will get information about all the asset classes: which one performs well and which one you should avoid. Research papers and books will be introduced as they emerge.