MapPotato’s Activity

Fri May 1

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:44 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. 4:42 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 14.0% 2.7% 6% - - - -
2-QAR_AvgRS_PO(25/125) PXF PRF - - - 6 2.6% 5.4% 9% - - - [more]

Thu Apr 30

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 5:12 PM

Re: April is the cruelest month

So for the two-stock version, I should use Rana's original goo.gl/90ezhS? If that's what you want.

The 63-day RRS looks better than 126. I think so and the stats are better.

gdm

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 4:27 PM

Re: April is the cruelest month

OK, so just to make sure I'm not doing something REALLY stupid....

When I get the results from goo.gl/gOpGRd, I am supposed to pick the FIRST two EFTs not the LAST two, right?

Here the original
[more]

Tue Apr 28

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 1:39 PM

Re: Bonds and Timing

Off topic, but I thought you might find this variant URL interesting.

But interesting trial and error

This Buy 1, HTD 2 version has Less AT: 2.70 but higher DD(126): 4.76

[more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 1:23 PM

Re: Bonds and Timing

Off topic, but I thought you might find this variant URL interesting.
Each week, pick single best by RRS94 from among
RSP (S&P 500 Equal Weight)
IWD (Russell 1000 Value)
SPY (needs no introduction)
TLT (long US
[more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 10:50 AM

Re: Biff!! Powww!!!

think it makes sense to make sure 252 days of price history are available if a screen is looking at tr(x,252) or the ratio of current price to 1-year high.

IMO only 252 days of data would not be enough, 504 days would be better to [more]

Sun Apr 26

NL

Boards Post

MapPotato replied to the Index Funds board. 12:58 PM

Re: non-capweighted index funds

RSP goes back to 2003; QQQE to 2007 ... that's a fair history to look at, especially if one looks at different intervals.

If your interested there are ways available to compare Equal-Weight index statistics for longer periods. [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 10:27 AM

Re: A Weighted* View

Elan - The market began dropping a year before the crisis of September 2008. There was plenty of time to get out, or reduce exposure, before we got to the brink of disaster. Oddly, the market is pretty smart about such things.
-----
Bryan
[more]

Fri Apr 24

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:54 PM

Re: Market Trend Indicators for 2015Q2

Market Trend Indicators for MI 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]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:52 PM

Re: ETF Trends & Ranks 2015Q2

Summary (weekly): 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 16.8% 4.4% 9% - - - -
2-QAR_AvgRS_PO(25/125) PXF PRF - - - 6 2.8% 6.2% 10% - - - [more]

Wed Apr 22

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 9:37 AM

Re: Allocation strategy based on trailing Sharpe

I completely discount any proposed strategies which have long term, 20-30+ year bonds as a major component.

You need to lighten up and keep and open mind.

gdm

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 9:31 AM

Re: OT: IB math errors?

Sure, it's only a penny here and there, but I expect someone dealing in money to be able to do simple math.

This was the case also with Wells Fargo Advisors, also commission-free trading. The final statement had "a penny here [more]

Fri Apr 17

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 5:10 PM

Re: Market Trend Indicators for 2015Q2

Market Trend Indicators for MI 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]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 5:08 PM

Re: ETF Trends & Ranks 2015Q2

Revised Criteria;
Buy top 2 HTD 3 remains the same with better Algorithms for control of number held. Expected to hold 2 most of the time with occasional 3 held when a new buy pops up. Allocations for Extra cash available.

[more]

Thu Apr 16

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 12:59 PM

Re: MI Slippage Problem

His method using FolioFN did things differently:
He broke his orders up into many small trades spread over several days.
I used a series of staggered relatively large sell first then buy when funds became available from
the sells. I
[more]

Mon Apr 13

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 10:51 AM

Re: 10 investment newsletters

How about this approximation to the SP1500? Use VL stocks.

That was actually the thinking used for selecting sp1500 cause it has parallels to the VL1700 tim 1-5 universe.

This would be my screen for conformation with vl1700 tim 1-5. [more]

Sun Apr 12

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 4:37 PM

Re: 10 investment newsletters

It seems that you are checking every 5 trading days, but you want to hold the stocks for at least 13 weeks or a calendar quarter. So, a stock could be sold any week following the conclusion of the initial 13 week period.

That's it. [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 4:33 PM

Re: 10 investment newsletters

To compare performance the SP1500 symbol ITOT was available 20040123. But there must be something with a longer lookback.

[more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 2:50 PM

Re: 10 investment newsletters

Then you came along an noticed 20 holdings were even better, then someone else came along and noticed improvements with the bear catchers and that my friends illustrates why it won't be arbitraged away.
It's a slippery "new and
[more]

Show More Activity ...

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 75218
Score 0.00
Score Change Today 0
Accuracy 0.00%
Active Picks 0
Total Picks 0
Best Pick ( 0)
Worst Pick ( 0)
Average Score per Pick 0.00
Charms Earned 0
Highest Rated Favorite rharmelink
Go to MapPotato’s CAPS page

Boards Stats & Trivia

Big gold star, 5000 posts Old School Fool
Board Posts 6441
Recs Received 20552
People who have rec'd these posts 834
Recs to Posts Ratio (last 30 days) 3.20
Threads Started 2176
Threads Started Percentage 33.78 %
Most Frequent Board Mechanical Investing
Very First Post Re: Poll: Peg-overlap (4/30/2000)
Percentage of Posts Rec'd 67.88 %
Show MapPotato’s 10 Latest Posts