RandomDoc’s Activity

Thu Sep 18

NL

Boards Post

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

NL

Boards Post

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

NL

Boards Post

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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Boards Post

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]

Fri Aug 22

NL

Boards Post

RandomDoc replied to the Berkshire Hathaway board. 10:51 PM

Re: Schiller: everything is bubbly

Jim said:

Most expensive were
Precious Metals, Non-Metallic, and Industrial Metal Mining


I have to say I was pretty shocked to see mining on the expensive list with the biggest ETF (GDX) 60% of its 2011 peak. Would be [more]

Sun Aug 17

NL

Boards Post

RandomDoc replied to the Berkshire Hathaway board. 3:49 PM

Re: OT: Wells Fargo

Jim said:
when there is a major bear market ending financials
tend to be huge outperformers from the bottom for about 2-3 months.


WFC: 250% in two months, 3/5/09 to 5/8/09. Not bad!

Sat Aug 16

NL

Boards Post

RandomDoc replied to the Mechanical Investing board. 2:51 AM

Re: How much longer could the bull last?

The "market" isn't a rubber-band, and there is no reason to act as if it is.

You are correct over shorter periods (< 1 year); that's when momentum carries the day. But over longer periods (3 years +), the market is [more]

Fri Aug 15

NL

Boards Post

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

Re: How much longer could the bull last?

Based on the posts over the last few weeks,
maybe we should change the name of this board to
Mechanical Worrying Board.


Or we could call it the Mean Reversion MI Board!

With a bull market that is 5 years old and at [more]

Thu Aug 14

NL

Boards Post

RandomDoc replied to the Mechanical Investing board. 1:43 AM

Re: ot: Bull market on last legs

Maybe the signal works better in conjunction with seasonal factors?

As a rule, no. Nothing much works in combination with seasonal factors.


But last year, you posted on using NHNL in combination with turn-of-the-month (as a [more]

Wed Aug 13

NL

Boards Post

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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