MarketHeist Portfolio · Strategy

Trend Timing (10-month MA)

by Meb Faber

Faber's tactical rule: staying invested only above the long-term trend line, and stepping aside below it, historically captured most of the upside while cutting the depth of major drawdowns. The 10-month simple moving average (≈ the 200-day) is the canonical trend gate.

CAGR
9.6%
Max Drawdown
-17.7%
Sharpe
0.95

Based on

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