TGMark’s Activity

Sat Dec 13

NL

Boards Post

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

Re: $NAHL bearish

..slow terminal decline LOL

Fri Dec 12

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:15 PM

Re: Why?

Heh, let us know when you are going to sell, that will be our bottom detector :)
(Sorry, couldn't help it. We've all been there).

Mark

Thu Dec 11

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:10 PM

Re: OT: How Millionaires Invest

Millionaires make and grow their money the conservative way: by investing in established brand names from within the market's largest sectors and by using broadly diversified mutual funds. That's the overriding message from the CNBC Millionaire [more]

Sun Dec 7

NL

Boards Post

TGMark replied to the Mechanical Investing board. 12:26 PM

Re: Still another look at screen performance

That is 15+ CAGR for the most difficult investment climate since the great depression.

Will the next 10 years be as rough as the last 10?

The SP500 returned about 6% CAGR over the last 10 years according to Yahoo. Some of us [more]

Sat Dec 6

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:20 PM

Re: Still another look at screen performance

I currently use my own variants of 3PTRV, Advanced, RS-100, Up5X3, and BI. Not too long ago I've used variants of WK_Voom, LowPS+, High Relative Value, Quality Earnings, and P/S I Love You. I think there are quite a few decent SiPro screens, but they [more]

NL

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TGMark replied to the Mechanical Investing board. 7:29 PM

Re: Still another look at screen performance

Comments?

Realistically, who would have held these screens and keep picking through the hard right edge of a tape down 40% or more and have faith in a forward V bottom coming? The financial world appeared to be ending in February [more]

Fri Dec 5

NL

Boards Post

TGMark replied to the Mechanical Investing board. 3:26 PM

Re: OT: Crickets

Wow, what a strong performance for the screens since mid-October. My taxable account that I look at the most is up 30% since then.

Anyone else? This certainly can't continue for much longer, it seems that we are way overdue for some rough [more]

Tue Dec 2

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:46 PM

Re: OT: Crickets

I believe it is due to a lack of new ideas.

I think so too. With all of the capabilities of GTR1, and the threads that have covered them, it's hard to know what else to talk about. Screens and timing have been covered to such detail [more]

Sun Nov 30

NL

Boards Post

TGMark replied to the Mechanical Investing board. 7:43 PM

Re: question fidelity select and stocks screens?

I just rebalance everything completely every update. Maybe that's not the smartest thing, but it's easy, and there's no extra trading cost at FolioFN.

With GTR1 you can test how rebalancing affects results. The default is to rebalance every [more]

Fri Nov 28

NL

Boards Post

TGMark replied to the Mechanical Investing board. 2:10 PM

Re: fidelity select switching strategy

beta(1,252) returns beta calculated from the previous 252 trading days (one year) with a lag of 1 (i.e. using the 252 trading days ending 1 day before the current trading date).

ratio(agv(1,21),agv(1,63)) top 25% calculates the 21 to 63 day [more]

Mon Nov 24

NL

Boards Post

TGMark replied to the Mechanical Investing board. 6:33 PM

Re: Another disciple of Permanent Portfolio

GMO has timber as the number one prospect over the next 7 years.
Is it time to buy a tree farm?


Mark

Wed Nov 19

NL

Boards Post

TGMark replied to the Mechanical Investing board. 1:49 PM

Re: Another disciple of Permanent Portfolio

The tax issue is another story of course. Regarding MI, it's by far the hardest thing for me to wrap my head around.

For me, taxes don't enter into much decision making. It sure seems like the gains from shorter hold periods outweigh [more]

Mon Nov 10

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:30 PM

Re: pdli

It looks like there are many PDLI lawsuits out there over the last month. I think they're of the frivolous variety; every time a stock drops by 20%, all these lawyers pop out of the woodwork to try to bring class action lawsuits against the company. [more]

Fri Nov 7

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:38 PM

Re: 31 years near Buffett returns w/ fid selects

Can someone explain what lag is?

Lag is the delay time between when data are available for you to calculate something, and when you trade based on that data.

For example, if you were calculating 26-week return for a stock, [more]

NL

Boards Post

TGMark posted to the Mechanical Investing board. 9:26 PM

Daily Trading Results vs GTR1

A bit over a year ago I started the daily trading experiment using every FolioFN trading window. The main goal was to have smaller orders that would be executed at better prices. In another thread where I looked at detailed transactions, the data [more]

Thu Nov 6

NL

Boards Post

TGMark replied to the Mechanical Investing board. 9:39 AM

Re: Execution Price vs Volume

My blend is 15 positions (five screens, three deep) so the minimum position size is 6.67%.

Here's a tabulation of the current holdings and weights across all of the accounts I have at FolioFN. While the blend I use is 15 positions, [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:02 AM

Re: Execution Price vs Volume

$750K for four of the five screens I use. The fifth screen seems to really benefit from low priced, low liquidity picks, so for that one, I use $400k.

I do still buy overlaps so that can result in higher volume orders. My blend is 15 [more]

Tue Nov 4

NL

Boards Post

TGMark posted to the Mechanical Investing board. 11:01 PM

Execution Price vs Volume

FWIW, a quick couple of graphs from the last 2337 window trades at FolioFN. They show the % execution price loss (compared to the window hour price) on the vertical axis, and the % of volume (either whole day or the 30 minute period after the window [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 5:35 PM

Re: FolioFN TradeAnalyzer

I'm not sure I understand the crystal ball affect, but here's how I look at it: AAII, Zacks, Portfolio123, etc have their Friday data ready by Saturday. Suppose XYZ closed Friday at $10 and on Saturday, which uses Friday's close, passes a screen. [more]

Mon Nov 3

NL

Boards Post

TGMark replied to the Mechanical Investing board. 5:10 PM

Re: learning from my mistakes

To be perfectly honest, I raised the issue here, and was told that they don't work, but refused to believe it.
I guess I wanted it to be true, so refused to listen to wise counsel.


IMO it depends on what it means to [more]

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Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1227
Recs Received 2960
People who have rec'd these posts 383
Recs to Posts Ratio (last 30 days) 3.60
Threads Started 106
Threads Started Percentage 8.64 %
Most Frequent Board Mechanical Investing
Very First Post MI Question (11/30/2000)
Percentage of Posts Rec'd 56.81 %
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