Holds the SPY ETF when its price closes the final trading day of the week above its 200-day moving average, and rotates into a risk-free asset when it moves below. Note: Faber’s implementation evaluates the signal monthly, while this evaluates weekly.
| Description | Date |
|---|---|
| Last Rebalance | 12/31/2025 |
| Next Rebalance | 12/31/2026 |
| Ticker | Weight (%) | Allocation ($) |
|---|
SPYSIM | 100.00% | $10,000 |
| Total | 100.00% | $10,000 |