FlyingCircus’ Activity

Yesterday

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Boards Post

FlyingCircus posted to the Mechanical Investing board. 8:12 PM

Signal switch: DBE(99) on Russell

In case no one saw it, this Bearcatcher went bearish on the Russell 2000 (a.k.a. US smallcaps) index Thursday 7/23.

Recent new highs were generated on the Naz and S&P500, EFA, and EEM.

FC

Mon Jul 28

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Boards Post

FlyingCircus replied to the Gardening and Landscaping board. 9:39 PM

Re: hemlock and woolly adelgid update july 2013

Up here in SE NH I lost one hemlock randomly last spring. Coming out of winter, all of a sudden it just had an aneurysm, all needles turned brown and dropped at once, tree dead. No evidence of adelgids. I must have been asked 10 times, did you see [more]

Fri Jul 25

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 12:09 AM

Re: A study on the Bear-Catchers

One of the most important, comprehensive data analyses done here in years. Thank you.

Tue Jul 22

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 10:09 PM

Re: Timing on Blend

But you can bet that the next big market downturn will happen within those 45 days. Don't be so sure about that.

A history of the timing signal states I was tracking in 07-08 as the market peaked and rolled over, is below. SP200 = SP [more]

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FlyingCircus replied to the Macro Economic Trends and Risks board. 12:00 AM

Re: The future, or what's left of it.

Great article today about the improbability of a smart car figuring out Boston's street map (at least with current GPS and map database technology). Sure, it may happen someday, but is everyone really comfortable with giving up control to The Grid [more]

Mon Jul 21

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Boards Post

FlyingCircus replied to the Retire Early CampFIRE board. 11:56 PM

Re: Why a leftist turned right

What a pile of total anti-leftist fantasy crap that linked post is. A couple of extremely suspect "personal" anecdotes interleaved with many urban legend rightist attack tropes including Hillary. Really?

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 9:56 PM

Re: Timing on Blend

most of the improvement in MDD and DDDD3 is from missing the worst of the '08-09 downturn. In other words, one single event. It comes back to the statistical weakness of timing.

Exactly correct, and - exactly the point. Avoiding that [more]

Sun Jul 20

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 5:52 PM

Re: Timing on Blend

Mark, great analysis and post. Thank you. That said, I am drawing a different conclusion than "it is probably best to skip the timing."

With NH/NL < 1 and 99-day high, the MDD was reduced 40%; although the DDD3 was essentially [more]

Wed Jul 16

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 5:47 PM

Re: SIP screens 8 yrs bill2m tracking

but of course no one could actually achieve this as he is tracking weekly data without slippage.

True, but that doesn't diminish the value of your analysis, showing relative long term performance of the different screens based on the [more]

Mon Jul 14

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 5:36 PM

Re: Vanguard ETFs

Good entry in the asset class momentum family. What did it do compared to Wilshire 5000 or VBINX?

Sun Jul 13

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 10:33 PM

Re: Now what?

Yup, several top detectors of declining momentum and breadth at new highs are firing, weakly. Similar to several periods in the last year and a half. The speculation is about when the fed pulls the plug on qe. We masses have no idea and can't afford [more]

Thu Jul 10

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 9:13 PM

Re: more on usefulness of CAPE and MI

Perhaps the real answer is - that scrutinizing CAPE on the S&P as a timing mechanism to determine whether to invest in the S&P is completely missing the point.

Faber's usage of CAPE as an approach is selecting the [more]

Wed Jul 9

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Boards Post

FlyingCircus posted to the Mechanical Investing board. 5:35 PM

Golden Minerals? ;-)

Someone with big pockets using MicroMo take a shot at AUMN today?
Up 6% at the open, another 12% or so right at 11AM (Folio window time), another 20% in the last 1/2 hour of trading. No news.

Whomever it was, I love these lucky [more]

Wed Jun 25

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 11:28 PM

Re: different periods, different results


People are allatime thinking that absolute return is the most important thing, when in fact the most important thing is risk-adjusted return.


LOL at "allatime", and an echo on The Most Important Thing.

Mon Jun 23

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 10:56 PM

Re: Poll: Market predictions

Ok, enough. This vendetta about predictions is really becoming tiresome. Your point has been made ad nauseum. Time to move on.

FC

Sat Jun 21

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Boards Post

FlyingCircus replied to the Hockey Fans Board board. 9:38 PM

Re: Go Rangers!

Soccer would be vastly, immediately improved by one rule:

- a "blue line" and an offsides rule similar to hockey.

Think of the excitement and playmaking opportunities available if, once legally across that line (30 or 40 [more]

Tue Jun 17

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 12:07 PM

Re: How predictive was CAPE in the past?

Thank you Jim, for yet another user-friendly, succinct synthesis of a dense and contentious topic. I loved "The Fed Model is the most spectacular piece of data overmining ever attempted". It's all about increasing the probability of winning [more]

Sat Jun 14

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 10:07 AM

Re: Mebane Faber’s CAPE technique

FC may see years of trouble ahead for Russia, and therefore wants to avoid it. I’m not sure buying a Lebanon ETF in 1977 would have been a good investment.

Bingo.

All these systems do, is give the user a list of [more]

Thu Jun 12

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 9:47 PM

Re: Mebane Faber’s CAPE technique

Thanks for yet another misdirected judgement, Bryan. There's a maxim you might have forgotten about value investing - sometimes, things are and stay cheap for very good reasons. With Russia, those reasons are plenty.

FC

Wed Jun 11

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Boards Post

FlyingCircus replied to the Mechanical Investing board. 11:17 PM

Re: Mebane Faber’s CAPE technique

So, I started it last fall using those CAPE studies that Faber used as the foundation of the new book you've just read.

9 months ago that information was not behind the Idea Farm paywall. I've been too busy to deal with the IF subscription [more]

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