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RandomDoc posted to the Mechanical Investing board. 3:06 PM

New 100 Day VL High

Jim often mentions that the market is unlikely to experience a significant drop soon after reaching a new recent high. Here are the results of a backtest on VL index since 1961, examining forward returns after a new 100 day high. Pretty impressive, [more]

Yesterday

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RandomDoc posted to the Mechanical Investing board. 7:41 PM

Unusual performance during Thanksgiving week

Saw an interesting chart at the link below.

Article: http://www.zerohedge.com/news/2014-11-23/best-and-worst-perf... [more]

Sun Nov 9

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RandomDoc replied to the Mechanical Investing board. 8:44 PM

Re: interactive brokers

"Until a few years ago IB wouldn't allow anyone to log in on any weekend!"

Yes, I was a customer then (and still is) and I remember it well. As somebody with a Mon-Fri job, it drove me crazy.

Thu Sep 18

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

Re: Median stock in SP500

A figure which might be more interesting is that the 25th percentile is even more extreme relative to history

If one desires to take a hedge or short position, I wonder what would be the most efficient way of doing it with the more [more]

Wed Sep 17

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RandomDoc posted to the Mechanical Investing board. 11:17 PM

Median stock in SP500

Median stock in SP500 now sells at RECORD 2.08 Price/Sales (since 1964). Norm is 0.88 Source: @NDR_Research

https://twitter.com/MebFaber/status/512348472905719808

Sat Sep 6

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RandomDoc replied to the Mechanical Investing board. 12:07 AM

Re: Portfolio construction methods

I follow a similar general rule about option trading (ETFs, stocks, ..whatever).

- High volatility / rich premiums >> write short-dated puts. Rinse and repeat.

- Low volatility / cheap premiums >> buy long-dated calls. [more]

Fri Sep 5

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RandomDoc replied to the Mechanical Investing board. 11:44 PM

Re: Portfolio construction methods

Highest business value predictability, not highest growth rate. Think Walmart, not Apple.

This only works if you have some skill at picking securities that won't
have a lasting fall in business value, for both the calls and the
[more]

Wed Aug 13

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RandomDoc posted to the Mechanical Investing board. 7:32 PM

How much longer could the bull last?

Nice article comparing the current bull to others in history like:

- Number of months without a 10% correction?
- Number of days the S&P 500 (SPX) has been above its 200-day moving average.
- Number of week with bulls in the [more]

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