MapPotato’s Activity

Sun May 24

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 6:44 PM

Re: Explorations of YldEarnYear_SI

This is an attempt to use BarryDTO's Long-Term Modeling implantation of BCC

Implantation (human embryo), an event that occurs early in human pregnancy in which the human embryo adheres to the wall of the uterus:-)

Fri May 22

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 8:24 PM

Re: SA Series on Market Timing Methods

43 week SMA of the S&P500 index. Sell when 4 consecutive weeks the S&P is below the SMA. Buy when the S&P rises above the SMA. That's it. 30 seconds of work, once a week.

I'm sure you must have posted the backtested results
[more]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:50 PM

Re: Market Trend Indicators for 2015Q2

Cash Adjustment IF(Bullish): ( 5 = -5%, 4 = 0%, 3 = 10%, 2 = 30%, 1 = 60%, 0 = 100% ); SELL: IF( PO(Slow) & PO(Inter) < 0 ), BUY: IF( PO(Inter) & PO(Fast) > 0 )

Market Trend Indicators for MI Criteria Last Trailing [more]

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Boards Post

MapPotato replied to the Foolish Workshop board. 4:49 PM

Re: ETF Trends & Ranks 2015Q2

ETF Ranks: (Buy_2, HTD_3) P-1 P-2 P-3 P-4 P-5 of ROI YTD TR1y Sell Buy Sold Bought
1-QTAR_AvgRS_PO(42/126) FSEVX FSIVX FUSVX - - 6 10.2% 5.4% 9% - - - -
2-QAR_AvgRS_PO(25/125) PXF PRF - - - 6 3.4% 5.8% 9% - [more]

Thu May 21

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 4:05 PM

Re: Explorations of YldEarnYear_SI

Make the components S&P500 members, add HTD to ratio step, take away slippage, you get a much better return than equal weight all 500, over the same time period (Sharpe 0.86 vs. 0.57). Plus turnover per position is 1.73 (5 [more]

Tue May 19

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 11:32 AM

Re: another simple asset rotation

I don't know how to check this, but seeing a very successful Moose (to the above date) crash and burn makes me a bit leery about how robust these methods are over time.

That is always a possibility with a 10+ year backtest of [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 9:24 AM

Re: another simple asset rotation

Replace EEM for a sort of global sector fund like IYE might be advised.

{MDY}{ILF}{IEV}{IYE}{EPP}{TLT}
[more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 8:36 AM

Re: another simple asset rotation

At first glance I anticipated a higher correlation between ILF and EEM but its not as bad as I expected.



EEM EPP FEZ IEV ILF MDY TLT
EEM 1
EPP 0.76 1
FEZ 0.66 0.55 1
IEV 0.72 0.64 0.96 [more]

Mon May 18

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 5:35 PM

Re: another simple asset rotation

CAGR 19% 19950118 forward
mdd -32.3%
trade every 22 days top 1 fund based on momentum last 60 days of
{MDY}{ILF}{FEZ}{EEM}{EPP}{TLT}

With a little tuning and a startDate that includes all [more]

Fri May 15

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 5:34 PM

Re: Market Trend Indicators for 2015Q2

Cash Adjustment IF(Bullish): ( 5 = -5%, 4 = 0%, 3 = 10%, 2 = 30%, 1 = 60%, 0 = 100% ); SELL: IF( PO(Slow) & PO(Inter) < 0 ), BUY: IF( PO(Inter) & PO(Fast) > 0 )

Market Trend Indicators for MI Criteria Last Trailing [more]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 5:33 PM

Re: ETF Trends & Ranks 2015Q2

ETF Ranks: (Buy_2, HTD_3) P-1 P-2 P-3 P-4 P-5 of ROI YTD TR1y Sell Buy Sold Bought
1-QTAR_AvgRS_PO(42/126) FSEVX FSIVX FUSVX - - 6 9.6% 4.8% 9% - - - FSIVX
2-QAR_AvgRS_PO(25/125) PXF PRF - - - 6 3.7% 6.3% 9% [more]

Thu May 14

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 1:41 PM

Re: Triple MA Crossover

That would be my read also, but to me, this looks like in practice it would boil down to the relationship between 9w & 18w. I mean, how often would 9w cross 18w prior to 4w crossing 18w in the same direction?

Don't know exactly [more]

Mon May 11

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 6:48 PM

Re: Rankings 11May2015

I expect some kind of HTD scheme could be worked out that would keep YEY stocks if they remain on the list for YEY2;

Something like this?

HTD YLDEARNYEAR 1-5, sell below 5, transition to YLDEARNYEAR2, sell below 5
[more]

Fri May 8

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:38 PM

Re: Market Trend Indicators for 2015Q2

Cash Adjustment IF(Bullish): ( 5 = -5%, 4 = 0%, 3 = 10%, 2 = 30%, 1 = 60%, 0 = 100% ); SELL: IF( PO(Slow) & PO(Inter) < 0 ), BUY: IF( PO(Inter) & PO(Fast) > 0 )

Market Trend Indicators for MI Criteria Last Trailing [more]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:37 PM

Re: ETF Trends & Ranks 2015Q2

ETF Ranks: (Buy_2, HTD_3) P-1 P-2 P-3 P-4 P-5 of ROI YTD TR1y Sell Buy Sold Bought
1-QTAR_AvgRS_PO(40/200) FSEVX FUSVX - - - 6 14.3% 2.9% 7% - - - -
2-QAR_AvgRS_PO(25/125) PXF PRF - - - 6 3.2% 5.7% 8% - - - [more]

NL

Boards Post

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

Re: Triple MA Crossover

SMA200 is more accurate than SMA42/SMA168?

The term "accurate" here is meaningless. What matters is which works best, not which is more "accurate" (whatever that means).


My bad. I really should have said [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 11:55 AM

Re: Does the Unicorn smell a Bear?

And right on cue, the happy music started today...

And right on queue, my holdings aren't going anywhere today. I hate it when that happens...


If I could guess why, it is because you are mostly into Small/Micro R2000 style [more]

Thu May 7

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 8:58 PM

Re: Triple MA Crossover

The whole idea of Moving Average Timing concept is avoiding the full brunt of a large decline. And for that, no fine-tuning is necessary. In fact, fine-tuning of that is probably impossible.

So what your saying is that you don't [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 5:34 PM

Re: Triple MA Crossover

Going back to the first post in this thread you had written "Bullish when 4w and 9w are above the 18w. Bearish when 4w and 9w are below the 18w." I took this to mean that both the 4 and 9 needed to be above (or below) and not the way [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 9:00 AM

Re: Triple MA Crossover

An extension of the Triple MA crossover might be applied to Faber's QTAA strategy with decent performance and 2.3 AT.

Results {ITOT}{RSP}{MDY}{EFA}{TLT}{IYR}{IYE}
The following lists all investments passing step1 (unsorted) as of [more]

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Board Posts 6468
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