DoesMIWork’s Activity

Wed Sep 17

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 11:42 AM

Re: OT: Retirement Account Choices

What a disaster!

My allocation for the past month was about 84% MI and 16% BLV. The BLV was down over 3% for the month! I think that it's the most I've ever seen it go down in one period! (I go five weeks b/w swaps b/c of the wash [more]

Mon Sep 15

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Boards Post

DoesMIWork posted to the Mechanical Investing board. 9:52 AM

Alibaba

MI,

Tell me if I have this right:

One dollar of YHOO is about a billion dollars in market cap. Before the whole Alibaba thing came about, the market cap of YHOO was about $36 billion. It is now about $45 billion. That means that its [more]

Sat Sep 13

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 4:49 PM

Re: things you should know the difference betwee

"That's why you need to have some sort of volatility control mechanism."
"It is instructive to look at the equity curve charts"

You can also take advantage of the volatility of the equity curve using an SMA of the [more]

Thu Sep 11

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:37 PM

Re: Portfolio construction methods

Mark,

Jack, say it ain't so!

I think he's still a firm believer in indexing, but I think there's always a human side that thinks that they can beat the index, despite what the numbers say 60%, 90% and any number [more]

Tue Sep 9

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:11 PM

Re: Portfolio construction methods

Elan,

You missed my point completely. All I've been saying is that the market is efficient for large caps. Therefore, any system that picks only large caps is not going to beat the S&P, at least not going to be worth the [more]

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 11:50 AM

Re: Portfolio construction methods

"Bogle leads a huge investment company (Vanguard) which mostly means that he is a marketing genius."

Why are there competing index funds, if it doesn't work?

If you have a system large caps that works as well as [more]

Mon Sep 8

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 6:53 PM

Re: Portfolio construction methods

"The market is efficient!"

Mr. Market has the price right every day- for the widely followed large cap stocks. It moves the next day because new info is out. The info may not be about the company, but here's where the chaos theory [more]

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 1:01 PM

Re: Portfolio construction methods

"The market is efficient. Any system that has a lot of large caps just cannot beat the index over the long haul, whether it be Walmart, Microsoft, etc."

I appear to be in the minority on this point, but the statement is most [more]

Sun Sep 7

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 11:25 PM

Re: Portfolio construction methods

"E.g., about 450 of the S&P 500 have ten year total return figures at Value Line.
The highest 100 of those (large caps all) have returned 22.8%/year, the lowest 100 have returned 1.04%/year."

There is always going to be [more]

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 6:46 PM

Re: Portfolio construction methods

If you guys are going to do that much work to see which companies will stand the test of time, why not just SPY or some broad market index etf and forget about making life even more complicated? What could be easier than that? Sure, things crash, but [more]

Wed Aug 27

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:08 AM

Re: See no evil... valuation doesn't matter, rig

"Could this be because more people in the market, directly & indirectly. Supply & demand. "

I've been saying this for a while! Trading stocks is now available to the masses. That makes the supply of buyers of stocks that [more]

Wed Aug 20

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:24 PM

Re: NH/NL

"New Results:
99 days high in last 41 days, CAGR 7.89
129 days high in last 41 days, CAGR 8.27
129 days high in last 99 days, CAGR 9.48
129 days high in last 129 days,CAGR 10.02

Observations:
For SP500 trading, [more]

Sun Aug 17

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 11:08 AM

Re: Corrected S&P 500: factor test

Here are some more findings:

The Good-
1) Different variations on the screen work.
2) Deeper screens still work, even at 25.
3) Still works from 1987-1999, out of original sample.
4) Still works for 2) and 3) combined- [more]

Wed Aug 13

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 10:12 PM

Re: ot: Bull market on last legs

#spepscy = SP500 EPS CurrentY (Weekly frequency)

When the 5 week trend falls below the 20 week trend. That means that the analysts are expecting less/deceleration of earnings.

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 7:08 PM

Re: ot: Bull market on last legs

Picking the top/bottom is like the search for the Holy Grail. There's no such thing.

I've been against Bear Catchers, etc. mainly because of the relatively few signals and the "all-in-or all-out mentality." The latter, even if you [more]

Tue Aug 12

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Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:28 PM

Re: ROE/Profit not proven selection factor

Sorry. the previous post was for Russell 2000, not S&P 1500. However, when the universe is changed to S&P 1500, portfolio123 DOES NOT agree as strongly anymore with Jim (again, using five bins, from lowest ROE to highest):

9.8 11.4 [more]

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DoesMIWork replied to the Mechanical Investing board. 12:20 PM

Re: ROE/Profit not proven selection factor

Portfolio123 sides with Jim:

Here are some stats, using S & P 1500 Composite universe, from 01/02/99 - 08/12/14. Here are the returns in five bins, from lowest to highest 0.1 6.2 10.7 12.2 12.0.

The highest bin is actually 4, [more]

Thu Aug 7

Recommendation

DoesMIWork recommended rgearyiii's post on the Mechanical Investing board. 11:54 AM

Re: Poll: followup to the retirement poll

Tue Aug 5

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 12:32 PM

Re: Poll: Size of porfolio sans inheirtance

I contributed a ton to SS, but expect the gov't to mismanage it and leave me with nothing, except headaches, by the time I retire.

DoesMIWork

Mon Aug 4

NL

Boards Post

DoesMIWork replied to the Mechanical Investing board. 1:28 PM

Re: Poll: Size of porfolio sans inheirtance

My "wise-guy" kid would answer, "The one who said, "Money doesn't buy happiness didn't know where to shop!"

DosMIWork

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