MapPotato’s Activity

Yesterday

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Boards Post

MapPotato replied to the Mechanical Investing board. 11:18 AM

Re: ETF Rotation w/basic index funds

No I don't see that. I attempted to compare methods as close as possible and find original "Rotation buy top 2, HTD top 3" superior to QTAA in most all stats especially Sharp. Perhaps I don't understand your comment.

I may [more]

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Boards Post

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

Re: ETF Rotation w/basic index funds

JLC Anyone else notice that the GSD > CAGR ? Unlike the original QTAA where GSD < CAGR. Makes for a less volital and smoother ride on returns. Makes for more postive years.

No I don't see that. I attempted to compare methods as [more]

Mon Jan 26

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Boards Post

MapPotato replied to the Exchange-Traded Funds (ETFs) board. 2:14 PM

Re: TRND

This link would give Viewing data of 3 ETF's and the "Market Timing Rule" status.

http://www.etfscreen.com/screener.php?sn=948ca

SPDR S&P 500 (SPY)
[more]

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Boards Post

MapPotato replied to the Exchange-Traded Funds (ETFs) board. 1:58 PM

Re: TRND

I suppose that partly depends on how one values one's own time and how likely it is that one will actually keep up with the tracking. The reason this appealed to my friend was exactly because one didn't have to pay attention.

I [more]

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Boards Post

MapPotato replied to the Exchange-Traded Funds (ETFs) board. 12:36 PM

Re: TRND

I am curious if anyone has looked at TRND

http://usmarkets.rbs.com/etnUS/TRND
The RBS US Large Cap TrendpilotTM ETNs are designed for investors who seek exposure to the RBS US [more]

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Boards Post

MapPotato replied to the Mechanical Investing board. 9:56 AM

Re: ETF Rotation w/basic index funds

The goal in this case should be to compare performance with FFNOX not S&P500.

Results
Statistics are calculated from 19990629 to 20150123 over daily closing portfolio values for all 1 cycles.

Avg Min Max
[more]

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Boards Post

MapPotato posted to the Mechanical Investing board. 9:01 AM

ETF Rotation w/basic index funds

Thought a new thread would be best to demonstrate a base set of index funds for a benchmark asset Rotation of ETF's. Most of this as been posted before.

Includes underlying index funds of Four-In-One (FFNOX) plus an REIT. This allows a [more]

Sun Jan 25

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Boards Post

MapPotato replied to the Mechanical Investing board. 5:41 PM

Re: ETF rotation system with zero trading costs

RSP tracks VB much more closely than it tracks SPY

Of course it does. Note that VB tracks CRSP U.S. Small Cap Index. VB has a relative close portion of midcaps (27%), RSP 37% and SPY 0.4%.


It may be LargeCap, but it [more]

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Boards Post

MapPotato replied to the Mechanical Investing board. 11:53 AM

Re: ETF rotation system with zero trading costs

Fidelity offers 70 Commission-Free ETF's. The only real advantage TDA would offer IMO is the REAL ESTATE ETF expense ratio.

Fund Comparison Commission-Free at TD Ameritrade & Fidelity

Expense
Ratio [more]

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Boards Post

MapPotato replied to the Mechanical Investing board. 10:11 AM

Re: ETF rotation system with zero trading costs

The strategy is to keep the top 2 picks every month, and you can see what these picks are for free any day by clicking the Run Screener button at

goo.gl/90ezhS

Another good link/source for [more]

Fri Jan 23

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Boards Post

MapPotato replied to the Mechanical Investing board. 7:32 PM

Re: Good blend

Quarterly blend of ZLTD 1-3 Yldearnyear 1-3 and PIH_COS_Simple 1-3.

Good screens.

I have some reservations on ZLTD but others like it.
Pefer ValueRatio (TIM 1-5) instead of YEY and the PIH_CSO_safe versions.

A [more]

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Boards Post

MapPotato replied to the Foolish Workshop board. 4:40 PM

Re: Market Trend Indicators for 2015

Market Trend Indicators for MI screens Criteria Last Trailing Signals Days CAGR CAGR CAGR Buy B&H Buy B&H PO(s) PO(i) PO(f)
Status: Change Years Avg/Yr Bearish (Sell) (Buy) (B&H) / GSD / GSD MDD MDD Slow Inter
[more]

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MapPotato replied to the Foolish Workshop board. 4:39 PM

Re: ETF Trends & Ranks 2015Q1

SOLD:
IJR

BOUGHT:
*-


BroadMarket (MF's) - Systematic_Tactical_Asset_Allocation (RRS_STAA) EndD = 22-Jan-15
Criteria: SELL: IF( PO_(Rank) > 3 or SMA50 < SMA200 ), [more]

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Boards Post

MapPotato replied to the Mechanical Investing board. 1:43 PM

Re: Who succeeds in MI, and who fails.

" 3rd – I think the successful people stick with the same screens, even if they have a bad year or so."

I still think that you have to be open to change, a possibility that you might be wrong, or you overlooked something.
[more]

Thu Jan 22

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Boards Post

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

Re: Who succeeds in MI, and who fails.

RSP is a closet smallcap fund.

I don't think so. Morningstar style map: Large-Cap Blend



Market Capitalization
as of 01/21/2015

RSP SPY
Large 58.25% 89.59%
Mid 37.84% [more]

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Boards Post

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

Re: Who succeeds in MI, and who fails.

RSP is a closet smallcap fund.

I don't think so. Morningstar stylemap: Large-Cap Blend

Market Capitalizationas of 01/21/2015

Large
58.25%


Mid
37.84%


Small
3.77%

[more]

Mon Jan 19

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Boards Post

MapPotato replied to the Mechanical Investing board. 12:16 PM

Re: trailing stops

A pure momentum screen is a pure hold-till-underperforming trailing stop screen.

Fri Jan 16

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Boards Post

MapPotato replied to the Foolish Workshop board. 8:43 PM

Re: Market Trend Indicators for 2015

Market Trend Indicators for MI screens Criteria Last Trailing Signals Days CAGR CAGR CAGR Buy B&H Buy B&H PO(s) PO(i) PO(f)
Status: Change Years Avg/Yr Bearish (Sell) (Buy) (B&H) / GSD / GSD MDD MDD Slow Inter
[more]

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Boards Post

MapPotato replied to the Foolish Workshop board. 8:41 PM

Re: ETF Trends & Ranks 2015Q1

SOLD:
IVV

BOUGHT:
IJR


BroadMarket (MF's) - Systematic_Tactical_Asset_Allocation (RRS_STAA) EndD = 15-Jan-15
Criteria: SELL: IF( PO_(Rank) > 3 or SMA50 < SMA200 ), BUY: IF( [more]

Mon Jan 5

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Boards Post

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

The fund graveyard

The fund graveyard: 14 funds that died in 2014
MARKETWATCH 10:59 AM ET 1/5/2015

14 funds that went under this year

If the mutual fund world was a meritocracy, thousands of funds would die tomorrow.

As it is, only
[more]

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Boards Stats & Trivia

Big gold star, 5000 posts Old School Fool
Board Posts 6361
Recs Received 20422
People who have rec'd these posts 830
Recs to Posts Ratio (last 30 days) 4.40
Threads Started 2170
Threads Started Percentage 34.11 %
Most Frequent Board Mechanical Investing
Very First Post Re: Poll: Peg-overlap (4/30/2000)
Percentage of Posts Rec'd 67.85 %
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