FLARAM’s Activity

Fri Jan 29

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 2:10 PM

Re: SIP does 4yrs predict 4yrs

Just wondering if you've done any similar analyses on VL screens?

Yes but not since Sept of '06. As I remember it the VL improvements were typical of the SIP findings
but that's only from memory.
My VL discounted subscription [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 1:29 PM

Re: Different top & bottom bear catchers in GTR1

Did you try
Sellif 0!1!2!3!4
Buyif 5!6!7

No but here it is added to the list.
Lowest GSD and Ulcer Index but lower CAGR and more trading but not bad,


NHNL 0/7 0/2!3!6!7 0/3!6!7 0!1!2!3!4/5!6!7
CAGR: [more]

NL

Boards Post

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

Re: Different top & bottom bear catchers in GTR1

BarryDTO,
The BCC SMA and no new 99 day highs are both good long term Bull/Bear indicators while the
NHNL is the best single indicator but at the expense of frequent signals.

Selling only when both long term indicators are bearish [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 10:19 AM

Re: SIP does 4yrs predict 4yrs

You've seen evidence that a screen with a good long-term backtest but recent weakness performs less well going forwards? Over what forward time frame?

The best overall predictor of the next couple of months performance my [more]

Thu Jan 28

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 5:01 PM

Re: Different top & bottom bear catchers in GTR1

Thanks BarryDTO Tim,
GTR1 continues to surpass all expatiations! sglvne and it's usage a a state switching mechanism needs
to be added to GTR1 for dummies.

RAM

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 12:40 PM

Re: SIP does 4yrs predict 4yrs

DrBob2:
If you went with the top five or ten screens in the first half then the average rank over the second half was between 12 and 13, higher than the average rank of 20.

I agree, the top 5 or 10 screens is better than the top [more]

Wed Jan 27

NL

Boards Post

FLARAM posted to the Mechanical Investing board. 12:14 PM

SIP does 4yrs predict 4yrs

Does MI work? If you pick screens that work well do they continue to work well?
Why do so many seem to have trouble beating the market? Does correlation
Using Bill2m's weekly from 7/6/2006 when he started following a significant number
or [more]

Tue Jan 26

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 12:21 PM

Re: bottom indicator

RAM - did you use a simple average or a MktCap-weighted average?

Elann is correct I just did a simple average of the PE of all the stocks in the S&P 500.

BAGoldmn . .whipsawed again. which is exactly what happened the [more]

Sun Jan 24

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 5:23 PM

Re: bottom indicator

Another problem with SIP data:

I decided to see what this week's Stock Investor Pro comes up with for the SP500 PE.

Averaging all the PE for all the S&P stocks in their database I got a PE of 28 for all the stocks
with any [more]

Fri Jan 22

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:28 AM

Re: Timing

Have any insights on ETFs that might bounce hard when the short term bottom indicator fires?

Use datahelper to find out what Zeelotes our oracle of markets has said on the subject.

Finding a Bottom:
[more]

Wed Jan 20

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 1:10 PM

Re: Ready to reenter MI

After 15 years of MI and momentum I still consider myself an armature but for what it's worth.
I prefer screens that:

1. Have a long history of outperformance and continued performance over last year.
Some screens worked great [more]

Tue Jan 19

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 1:50 PM

Re: new screen: earnings est gap

Looking at your final sort seems to show that the top selection doesn't do well. Probably a case of
the data containing outliers. I have found this in other screens. Here is your screen with final selection
of 2:6 rather than 1:5
CAGR [more]

Sat Jan 16

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 5:03 PM

Re: Russell 2000 Not Torpedoed

I cannot find the definition of value that Russell uses to separate value from growth anywhere

From russell's website:
[more]

Tue Jan 12

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:35 PM

Re: using the gtr1 screener

Is the GTR1 Screening option on SiPro data a viable way for Mac users to get monthly pics directly from one's browser. . .
If you have a Stock Investor subscription you should be able to log in to the AAII SIP website. You may
then [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 3:46 PM

Re: Up 5x3 Screen Question

I don't understand the rationale behind that formula.

Neither do I! If the original screen intended to:
Perhaps the only strange component is the DV3 which was simply an attempt to estimate the dollar-volume (Price*Volume) as [more]

Thu Jan 7

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 7:49 PM

Re: Mechanical screen selection

Does anyone here do mechanical screen selection?

Yes, have been mechanically selecting which screens to use, how deep and what hold till drop should
be since 2005. I use Long term CAGR, shorter term WWL, recent volatility using [more]

Mon Jan 4

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 12:03 PM

Re: QTAA 12.31.15

You could tweak this URL as needed.
Doesn't work, the basic blender only has data till 20140501

The Investing for a living has year end results for many of the popular TAA systems.
[more]

Sun Jan 3

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:26 PM

Re: You do not have permission for historical screen

They run for me with no changes.

RAM

Thu Dec 31

NL

Boards Post

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

Re: Sector Rotation: which funds and where to ho

Fidelity funds. Is it widely held these are superior?

I believe the real issue is that the Fidelity funds have been around longer than any other
sector funds, therefore backtests that verify historical results rely on the Fidelity [more]

Tue Dec 29

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 4:41 PM

Re: Gas Distribution

They make money, regardless of energy price.

A nice find! A GSD of 15.2, Ulcer Index of 5.65, Talk about stability they made 23% during 2008.
Who needs bonds?

RAM

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