FLARAM’s Activity

Fri Mar 20

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 8:46 PM

Re: yes, high freq trading hurt you, too

I no longer believe in the tooth fairy. But I fear the market troll is extracting more than a little
every time we cross his bridge.
If you look over your brokers reports they talk about what an excellent job they do of giving you
the [more]

Sun Mar 15

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:49 AM

Re: Antonacci's Optimal Momentum in GTR1

I like the concept of not cherry picking the ETFs before the selection criteria are applied.

Trying your link using internet explorer gives -36.2 CAGR 122 GSD

With Chrome it works 19 CAGR 17.9 GSD

Checking I see Explorer [more]

Sat Mar 14

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:37 PM

Re: SectorSurfer

Several members of the AAII Silicon Valley Chapter have been subscribing to Sector Surfer. Scott Juds
gave a presentation to their Cumputerized Investing Group on Nov. 10,2012. The first time I saw his
presentation he covered individual [more]

Thu Mar 12

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 6:35 PM

Re: Way Way OT

Why is Florida the one state where people think they deserve a third letter in their state's postal
abbreviation?


This may depend on your age. When I was in college back in the 60's the official style guide and the
official US [more]

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:06 AM

Re: Way Way OT

Reminds me of someone I worked with. When asked where she came from always answered in a strong
cadjin drawl "southern LA". Meaning of course southern Louisiana.

I also thought it was South Dakota as having spent a little time [more]

Wed Mar 11

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 3:33 PM

Re: Antonacci's Optimal Momentum in GTR1

Only problem I see is that it is based on a relatively short 12 year back test and in says you should
currently invest in TLT 20+ Year Treasury Bond when interest rates are likely going up in the near
future. This may be one time you might [more]

Thu Mar 5

NL

Boards Post

FLARAM posted to the Mechanical Investing board. 5:02 PM

O'Shaughnessy's TV last 5 years

I have become concerned that some of the fundamental value factors could becoming arbitraged away.

O'Shaughnessy's What Works on Wall Street has back tests from 1926 for many value factors which
he unites 6 of the best along with [more]

Mon Mar 2

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 7:56 PM

Re: Delving into a 49% screen

claims low price is bad
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=2566290
Controlled for size we find that high price stockis outperform low price [more]

Fri Feb 27

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 4:56 PM

Re: 17.5 Yr SIP Factor histograms

For those unable to open the Excel SS here is the raw data without graphics.

Factor HldWks Avg 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 Slope Rsq Corrl
mlt.PSPS 4 3.9 10.1 9.0 8.2 8.8 7.4 7.0 5.7 7.2 5.3 5.7 3.6 3.7 2.8 [more]

NL

Boards Post

FLARAM posted to the Mechanical Investing board. 12:43 PM

17.5 Yr SIP Factor histograms

I took many of the popular Stock Investor Pro factors used in screen and generated 20 bin gain histograms for the
last 17.5 year of data I have collected.

Equities were limited to those with:
Price > 3, Daily Dollar Vol > [more]

Thu Feb 26

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 12:46 PM

Re: Investigating a simple enhancement to YldEar

It would be interesting to compare performance of SP1500 EW to VL1700 EW on GTR1

From GTR1
sp1500.a = 1
Hold 252 days 19941003 to 20150225
CAGR 12.73, GSD 22, MDD -58.64, UI 12, AT .24
[more]

Mon Feb 23

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 2:30 PM

Re: HTD losses

There have been several posts on whether one should hold after a stock goes down rather than up.
My conclusion is if you are using a combination of fundamentals and relative strength why wouldn't you
consider this an opportunity to by more at [more]

Fri Feb 20

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 6:32 PM

Re: Fool Ads

I use Ad Blocker Plus

Thanks I just loaded it into chrome, it worked.
I didn't mind the ads when they didn't intrude into my space but
this was too much.

RAM

NL

Boards Post

FLARAM posted to the Mechanical Investing board. 6:11 PM

Fool Ads

Is anyone else suddenly getting M Fool adds on top of the messages
making them unreadable. Checked w/ explorer and chrome.

RAM

Wed Feb 18

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:15 AM

Re: Maybe the market is overvalued

In addition, a lot of Nobel Prize winners actually get slaughtered in the market? Wasn't Keynes one of those guys

He had a few stumbles but evolved into a great investor.

John Maynard Keynes’s Own Portfolio Not Too [more]

Fri Feb 13

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 5:43 PM

Re: VL Investment Analyzer

If you intend to invest more than $250k using Value Line screens then $2500 would only be a 1% hit.
However you may want to consider AAII's Stock Investor Pro at $200 + $50 membership fees. I subscribed to
both VL and SIP for many years. I [more]

Wed Feb 11

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 9:53 AM

Re: Limiting exchanges in MI Backtester

The equities returned are from the Value Line ~1700 stocks.
But as gritton stated for his backtester:

Q Why don't the ticker symbols match what I know them to be?
A In order to make sure I don't run afoul of Value Line's
[more]

Mon Feb 2

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 11:03 PM

Re: Variable Hedging in ETF Rotation

DoesMIWork

Some of your funds have start dates after, some as late at 2011, which I have issues with.
I initially shared your concerns but: I believe that the basic sector momentum has been backtested from around 1926.
It [more]

Tue Jan 27

NL

Boards Post

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

Re: Screen Construction

Don't forget JimZipCode made an approximation of Timeliness for SIP screens back in 2006.
[more]

Mon Jan 19

NL

Boards Post

FLARAM replied to the Mechanical Investing board. 12:06 PM

Re: Stop Loss?

Correction!! I mistyped the results, I should have said
the returns dropped from 32.7 to 27.6 not 37.7 to 27.6.
Still a reduction but not as dramatic.
RAM

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Big red star, 1000 posts Old School Fool
Board Posts 1074
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