Controlling risk is one of the most crucial steps when constructing investing portfolios. This paper started with tactical asset allocation (TAA), which investors would prefer compared to other long-term strategies within an acceptable range of risk. According to the report from Faber, his quantitative marketing timing model can manage risks, which means it can be applied to improve the process of portfolio construction, and the shining point of the model is that investors would choose the way that minimizes the loss if the draw-down of return is unavoidable when facing the volatility of a market. This paper evaluated Fabers timing model by applying it to Chinas capital market, where there are supposed to be more extreme cases. Also, since there are relatively few studies examining the timing effect and combining it with asset allocation as a reference in China, this paper studied one experiment in 2017 by two scholars who were familiar with the local market to prove that timing strategies also require timely adjustment of tactical asset allocation to achieve better returns. On the other hand, when there are signs that the economic environment is going to experience a recession, investors could get inspiration from this paper on how to promptly adjust the factors in the timing model to better adapt to the changing market.