DoesMIWork’s Activity

Wed Mar 4

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 2:47 PM

Re: Delving into a 49% screen

"They're also dimensionless!"

Heink,

Are you a Chemical Engineer?

DoesMIWork

Tue Mar 3

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 2:51 PM

Re: Delving into a 49% screen

As of last month or so, Foliofn no longer lumps the "buys" together and offsets them with "sells" anymore. All buys are now lumped together and bought at the market and all sells are now lumped together and sent to the market. [more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:17 AM

Re: Delving into a 49% screen

"should we be paying Portfolio123 for this quality control service, or should they be paying whoever provides it? "

Portfolio123 gets their data from "Compustat Snapshot - Standard & Poors - CapitalIQ - Interactive Data - [more]

Mon Mar 2

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 9:48 PM

Re: Delving into a 49% screen

Robbie,

You do so much work for GTR1 and for everyone here; I'd hate for you to do even more work by comparing data with Portfolio123. Portfolio123 would suspend my account for life if I shared my account. However, I would be the first one [more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:20 PM

Re: Delving into a 49% screen

You gotta love it when heavyweights like Rayvt and Robbie/DrBob2 line up on opposite sides of the fence!

There are other ways to look at the problem, in addition to varying the price, you can vary other parameters. Since I am a deep screen [more]

Fri Feb 27

Recommendation

DoesMIWork recommended FLARAM's post on the Mechanical Investing board. 6:41 PM

Re: 17.5 Yr SIP Factor histograms
NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 3:03 PM

Re: Equal weighting VS Mcap weighting

"big advantage over the Big Boys here"

If I was one of them, RSP would be my largest holding- a closet EWer. I'd outperform 80% of all my peers.

Whoever creates a leveraged RSP would make a killing, no?

DoesMIWork

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:56 PM

Re: Equal weighting VS Mcap weighting

Bryan,

You must be a real fan of IBD, with their 15% of high stuff and WER!

DoesMIWork

Recommendation

DoesMIWork recommended ilmostro's post on the Mechanical Investing board. 12:45 PM

Re: Equal weighting VS Mcap weighting

Thu Feb 26

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:47 PM

Re: Equal weighting VS Mcap weighting

RSP for President!!!

Anyone into looking into other smart-beta strategies???

DoesMIWork

Wed Feb 25

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:51 PM

Re: VFINX VS Equal weighted S&P 500

"A small individual investor can't run his own EW portfolio of the S&P500 stocks, he can only do it via a mutual fund."

They can approximate it. Just buy 100 randomly selected SP500 stocks through foliofn. 100 out 500 is a fair [more]

Tue Feb 24

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 9:46 PM

Re: VFINX VS Equal weighted S&P 500

Baltassar,

I would expect that the VADDX based rotation would perform better than a VFINX based, but I was wrong.

Here's {VFINX}{VEIEX}{VBMFX}

[more]

Recommendation

DoesMIWork recommended nyua's post on the Mechanical Investing board. 12:51 PM

Re: Overlaps.. 2/20

Sat Feb 21

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 5:58 PM

Re: Investigating a simple enhancement to YldEar

Here's my correction to 255072.

1) Abs Mom < 0 17.1
2) Abs Mom > 0 33

Here's the data used:

Date Portfolio Value 20 day Return Abs Mom
19990122 134.13 -0.316856781 NA
19990222 133.705 -1.578101043 [more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 5:46 PM

Re: Investigating a simple enhancement to YldEar

Sorry! Spread was messed up. Retract everything I said on last two posts!

DoesMIWork

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 5:09 PM

Re: Investigating a simple enhancement to YldEar

Just did it with Bryan's GTR1 version of YEY:

[more]

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 2:21 PM

Re: Investigating a simple enhancement to YldEar

You can apply Absolute Momentum to all of your favorite screens. If the NAV of your screen was greater that it was last year, then consider using it.

I used a modified YEY on porfolio123, ten holdings. (I'm a deep screen guy.) This is what I [more]

Fri Feb 20

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 6:41 PM

Re: Who succeeds in MI, and who fails.

Cathy,

I asked him (Gary Antonacci) this:

"On page 101, you have a flowchart on GEM. Isn't this the same as just calculating the 52 week return of SPY,ACWI and Aggregate bond and just picking the top one? "

He [more]

NL

Boards Post

DoesMIWork posted to the Mechanical Investing board. 4:25 PM

Micro Cap

Did any of you guys lose money today, or is it just me, with a whole lot of microcaps? PZI was -0.77% today.

DoesMIWork

Thu Feb 19

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 1:12 PM

Re: Maybe the market is overvalued

Bryan,

What does IBD say about overvaluation these days?

DoesMIWork

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