FlyingCircus’ Activity

Yesterday

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FlyingCircus posted to the 77's Foolish House of Pigskin board. 11:19 PM

The end of it

Tonight's destruction of the Pats by KC has exposed my team for what it is: bad. An aging QB left almost alone by his managers and coaching staff to face NFL opponents with Division 1-AA talent and game plans; at the end trying to force things by [more]

Fri Sep 26

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FlyingCircus replied to the Mechanical Investing board. 9:32 AM

Re: obama vs. reagan and george w:good for capit

Thanks for a rational, summary post putting together the whole case of why we *should* be able to support the (historical, moderate) Republican party. Unfortunately it's been taken over by a bunch of foaming-at-the-mouth lunatics, and so has the [more]

Wed Sep 24

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FlyingCircus posted to the Mechanical Investing board. 9:29 PM

NH/NL BC switch (1 version)

In case you hadn't noticed yet, the NH/NL (EMA 9/27, blue above red version) BC went bearish Monday.

Note this is the fourth time since May. Each of the previous 3 times was actually a perfect marker of a short term bottom, followed by brief [more]

Mon Sep 22

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FlyingCircus replied to the Gardening and Landscaping board. 9:55 PM

Re: Eek! Moles!

3.5 years later, I am trying these mole worms for the end of the season. Probably too late in the season (in NH). Both my front and back yard have been invaded this year by moles, going after earthworms and/or grubs. First year I've had the problem - [more]

Sun Sep 21

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FlyingCircus replied to the Mechanical Investing board. 9:55 PM

Re: Recent BCC Signals

Not according to this one either. The famous "blue above red" and 9 day above 0.
[more]

Sat Sep 20

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FlyingCircus replied to the Mechanical Investing board. 6:34 PM

Re: GTR1: RS1M-hold3m in a small 401K universe I

I also tested 3 timing signals on the s&P500 - a 43w moving average, a 33 week MA, and tpoto's 2-ratio. None of them showed a vast difference, with tpoto's 2-ratio doing the most at risk reduction (6% MDD),

I think I've graduated to [more]

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FlyingCircus replied to the Mechanical Investing board. 6:20 PM

Re: GTR1: RS1M-hold3m in a small 401K universe II

Back on topic: I found Vanguard (mostly) index funds history going back as far as they do to use as proxies for the current ETFs. That extended the backtest to 24.5 years (2/1990). I could have gotten into 1980 but the bond funds were a problem to [more]

Fri Sep 19

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

Re: GTR1: RS1M-hold3m in a small 401K universe I

Great point, GDM. I used analogues of the limited fund choices; but your point shows that three of the fund choices I have are really distinctions without much difference from a correlation perspective (small cap growth, small cap value, and small [more]

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FlyingCircus replied to the Mechanical Investing board. 1:18 PM

Re: GTR1: RS1M-hold3m in a small 401K universe I

I find myself moreso heading towards a 4-month lookback for a 1-month hold, but that wasn't nearly as good as the 3-month lookback. Datamining?

You might be "mining" fertile ground; the original paper mentioned that using a [more]

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FlyingCircus replied to the Mechanical Investing board. 8:23 AM

Re: GTR1: RS1M-hold3m in a small 401K universe II

Next I tried a timing filter requiring positive 1month return. Didn't make a significant difference, with ranges of 1 month return from -4% to 0%.

FC

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FlyingCircus posted to the Mechanical Investing board. 12:46 AM

GTR1: RS1M-hold3m in a small 401K universe II

Here's a GTR1 test of using an RS1M with a 3M hold, from a limited universe as outlined in the 2002 paper RayVT posted in the OT Retirement Account Choices thread. I sheepishly admit this is my first GTR1 backtest exercise - so I welcome a [more]

Thu Sep 18

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FlyingCircus replied to the Mechanical Investing board. 2:34 PM

Re: small stocks in bear now

Maybe. The 99 day Dying Bullish Euphoria rule version on the Russell 2000 (small cap) IWM has flipped bearish sine mid-August, so I agree, although as Jim points out the Naz is a different animal (and hit a new high just a couple of weeks ago).

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FlyingCircus replied to the Mechanical Investing board. 2:18 PM

Re: OT: Retirement Account Choices

I just threw together a backtest on ETFScreener using index analogues to my 401K choices, a 3 month hold (as proposed in the timing paper), of the best recent 1 month performance (if fund is over its 200DMA). Reasonably close.

It's a short [more]

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FlyingCircus replied to the Mechanical Investing board. 1:58 PM

Re: OT: Retirement Account Choices

King-like! Merci beaucoup.

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FlyingCircus replied to the Mechanical Investing board. 8:07 AM

Re: OT: Retirement Account Choices

I have a copy of that paper. I have been using that strategy (RS1M with a 3M hold) for almost 2 years in my 401K. Stats:
18% total return in that time.
76% winning trade percentage
37% trades beat the Wilshire 5000 over the trade time [more]

Tue Sep 16

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FlyingCircus replied to the Mechanical Investing board. 9:11 PM

Re: OT: Retirement Account Choices

Try the attached link on for size, from gestalt U. Aligned with the "low forward returns" idea, it advocates only 55% equities and 45% fixed.

Faced with only 12 choices, I have a similar situation. So here's a potential allocation [more]

Sat Sep 13

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FlyingCircus replied to the Mechanical Investing board. 2:28 PM

Re: things you should know the difference betwee

What I see, for what it's worth, is two smart, committed, opinionated, hardheaded guys competing over ideas.

Please, neither one of you leave - you know that they're worthwhile ideas. Don't feel like one of you has to "win". [more]

Thu Sep 11

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FlyingCircus replied to the Mechanical Investing board. 1:13 PM

Re: things you should know the difference betwee

Ah, a cynic...

Wed Sep 10

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FlyingCircus replied to the Political Asylum board. 11:26 PM

Re: ISIS is no crisis

Your fearless leader disagrees. How do you handle that conundrum?

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FlyingCircus replied to the Mechanical Investing board. 11:20 PM

Re: 2 bagger

Well, that's just one of those posts where like Ray says, it's more emotional / feel good about locking in a gain. Context/tongue-in-cheek-ness gets lost online. Absolutely not backtestable. Whatever - to each his own!

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Big red star, 1000 posts Old School Fool
Board Posts 2968
Recs Received 10577
People who have rec'd these posts 1781
Recs to Posts Ratio (last 30 days) 4.60
Threads Started 500
Threads Started Percentage 16.85 %
Most Frequent Board Mechanical Investing
Very First Post IRA - Transferring $ (2/18/1998)
Percentage of Posts Rec'd 53.61 %
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