MapPotato’s Activity

Yesterday

NL

Boards Post

MapPotato posted to the Mechanical Investing board. 6:26 PM

Market Trend Indicators

Market Trend Indicators @MI PO's Last MAC(10m) Last 1,4w No NH 99d 99d 5d
( Non-adjusted Prices ) Status: PO's Status: MAC(10m) Status: No NH High High
SP600 (IJR) Daily Bullish 02-Mar-16 Bullish 07-Apr-16 [more]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 6:23 PM

Re: ETF Trends & Ranks 2016Q2

QAR - Ranks: ( Buy, HTD ) Pos-1 Pos-2 Pos-3 Pos-4 Pos-5 of ROI YTD TR1y Sell Buy Sold Bought
1- RRS63,RS(7,5,3),PO(63,189) - - - - - 6 NA -12% -25% - - - -
2- RS(5,4,3), PO(25,125) PRF - VNQ - - 6 [more]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 6:19 PM

Re: Market Trend Indicators for 2016

Market Trend Indicators Trend Last PO(s) PO(i) PO(f) Last Lookback Chg % B&S B&H B&S B&H
( Non-adjusted Prices ) Status: Chg Slow Inter Fast Price Years Avg/Yr Bearish CAGR CAGR MDD MDD
SP600 (IJR) Daily [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 12:21 PM

Re: ETF long term strategy

Contrary to experience with Asset Rotation strategy this universe of TR10y strategy seems to work best without the Correlation work and about 10-20 ETF's instead of 6-10.

My final effort.
Feel free to choose your own benchmark. [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 11:01 AM

Re: ETF long term strategy

The funds in each group are almost identical. I suggest pick one from each group to remove duplicates.

Actually I did something like that to eliminate a few with more recent startDates for longer Backtests.

The results were [more]

Thu Apr 28

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 10:56 AM

Re: ETF long term strategy

How did you compute correlation? The following funds from your list seem highly correlated.


IDU & VPU & XLU (utilities)
XLY & VCR & IYC (consumer discretionary)
XLP & VDC (consumer
[more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 9:09 AM

Re: ETF long term strategy

(1) take care of the risk, and the returns will take care of themselves.
At least with that metric.

Maybe one of the Analyst Ratings would help, GTR1 would depend on a prior list provided.

Analyst [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 8:50 AM

Re: ETF long term strategy

The general philosophy here:

(3) I see no need to seek low correlation.
I want them all to have very similar high and steady returns!

That may be true it doesn't help in this case, but it was essential with "asset [more]

NL

Boards Post

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

Re: ETF long term strategy

what are the top 10 of non-correlated now?

Go to GTR1 "Run screener"

[more]

Wed Apr 27

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 5:48 PM

Re: S&P500 with dividends

Looks like someone else already made this mistake, didn't see it mentioned in the recent thread, but it looks like "SPY" should be used instead of "^GSPC"?


Of course as you know there is a [more]

NL

Boards Post

MapPotato posted to the Mechanical Investing board. 12:56 PM

ETF long term strategy

What would be a low risk method of selection for long term ETF holds, minimum trading and better than market performance?

In another thread a screen was suggested to begin with TR10y performace.

step1: Screening [more]

Mon Apr 25

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 10:44 AM

Re: Market Trend Indicators

This is exactly why I get concerned about a method such as "No New 99d High". If the method is restricted to only perform on a sp500 index, then what good is it on the other things that are in my portfolio.

Who is
[more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 6:46 AM

Re: Market Trend Indicators

As one of my (much hated) bosses liked to say, "Youse guys are just arguing about 5'th order effects and overlooking the important stuff."

This is exactly why I get concerned about a method such as "No New 99d [more]

Sun Apr 24

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 7:17 PM

Re: Market Trend Indicators

As usual corrected errors are necessary before someone yells at me.

Little difference of time in "Bearish" condition now between .SPX and SPY.

No New 99d High
Countif(Bullish) Countif(Bearish) % [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 6:28 PM

Re: Market Trend Indicators

An example of how much the signal differs when SP500 (SPY) Weekly is compared to SP500(.SPX) Daily for DBE (No 99 market_day high). High prices used for both of Index and ETF.

The number of Signals / 10year only differ by 1 brief [more]

Sat Apr 23

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 12:01 PM

Re: strategy etfs

what would be a good shorter term etf screen strategy for trading these?

The best of ETF's with 10yr History

Good question.

Assuming you would keep all 23 of the best with 10yr history(several very similar).
It looks [more]

NL

Boards Post

MapPotato replied to the Mechanical Investing board. 11:06 AM

Re: No new high?

The last-four-quarter sales version is obtained simply by changing sls.v to slta.v

You'll see that I include diversified financial services and brokers,
as they are closer to "ordinary" service firms than are banks.
What
[more]

Fri Apr 22

NL

Boards Post

MapPotato posted to the Mechanical Investing board. 4:44 PM

Market Trend Indicators

Market Trend Indicators @MI PO's Last MAC(10m) Last 1,4w No NH 99d 99d 5d
( Dividends not incl'd ) Status: PO's Status: MAC(10m) Status: No NH High High
SP600 (IJR) Daily Bullish 02-Mar-16 Bullish 07-Apr-16 [more]

NL

Boards Post

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

Re: ETF Trends & Ranks 2016Q2

QAR - Ranks:(Buy 2, HTD 3) Pos-1 Pos-2 Pos-3 Pos-4 Pos-5 of ROI YTD TR1y Sell Buy Sold Bought
1- RRS63,RS(7,5,3),PO(42,189) - - - - - 6 NA -12% -25% - - - -
2- RS(5,4,3), PO(25,125) VNQ - - - - 6 -0.2% [more]

NL

Boards Post

MapPotato replied to the Foolish Workshop board. 4:36 PM

Re: Market Trend Indicators for 2016

Market Trend Indicators Trend Last PO(s) PO(i) PO(f) Last Lookback Chg % B&S B&H B&S B&H
(Dividends not incl'd) Status: Chg Slow Inter Fast Price Years Avg/Yr Bearish CAGR CAGR MDD MDD
SP600 (IJR) Daily [more]

Show More Activity ...

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 74850
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 6856
Recs Received 21303
People who have rec'd these posts 841
Recs to Posts Ratio (last 30 days) 4.80
Threads Started 2254
Threads Started Percentage 32.88 %
Most Frequent Board Mechanical Investing
Very First Post Re: Poll: Peg-overlap (4/30/2000)
Percentage of Posts Rec'd 68.22 %
Show MapPotato’s 10 Latest Posts