TGMark’s Activity

Wed Jul 9

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:42 PM

Re: more on usefulness of CAPE and MI

If the best trader of all time invested $10,000 in 1990 and beat the S&P 500 every year by forty percent, net of taxes he would have amassed only $69,197, less than the buy and hold investor (not even factoring in trading [more]

Tue Jul 1

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:21 PM

Re: 3PTRV_Yield

You underestimate the GTR1 backtester.
The time-weighted average yield is 2.12%


It's probably a good rule to never underestimate GTR1. But how do you get that?

Mark

NL

Boards Post

TGMark posted to the Mechanical Investing board. 9:39 PM

3PTRV_Yield

It's always proved a little tough to make a decent yield screen in the SiPro universe. Since I had a GTR1 backtest for YLDEARNYEAR handy today, I thought I'd revisit it.

Rather than work with a translation of YLDEARNYEAR into the SiPro [more]

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Boards Post

TGMark replied to the Mechanical Investing board. 4:44 PM

Re: YLDEARNYEAR without Limited Partnerships

Standard YLDEARNYEAR that I found searching older posts [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 2:09 PM

Re: SI Pro updates

Doesn't it get updated by Saturday night or Sunday morning? You don't have to wait for a trading day, but you do have to wait for one day after Friday close. I never found it to be an issue. Sometimes they have data problems and then there can be [more]

Fri Jun 27

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:26 PM

Re: different periods, different results

8.5 years, 18% CAGR, 11.2 DDDD3, knock on wood.

^GSPC over the same time frame gives CAGR 5%, DDDD3 15.2.
DDDD3 itself doesn't necessarily tell you whether your CAGR is high or you've been very successful at avoiding downturns, or some [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 12:37 PM

Re: different periods, different results

Awesome. Since you trade every day IIRC is that after fees?

No and yes. Strictly speaking, no - there is a small "SRO fee" on sell orders that amounts to .0017% of the amount sold. FolioFN does not include this in their [more]

Thu Jun 26

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:39 PM

Re: different periods, different results

Nah, absolute return is more important not the smoothness of the ride. IMO

Yep, I'm in that camp too. 8.5 years, 18% CAGR, 11.2 DDDD3, knock on wood.

Mark

Sat Jun 21

NL

Boards Post

TGMark replied to the Mechanical Investing board. 7:59 PM

Re: CAPE Entry point

What CAPE level (or similar long-term value metric) for US equities should value-oriented investors look for when seeking generally favorable market conditions for investing new money?

I'm not a whiz enough to know for sure, but [more]

Fri Jun 13

NL

Boards Post

TGMark replied to the Mechanical Investing board. 9:00 PM

Re: The next crisis in 2015?

It's about people running around predicting SPX 621 in late 2014, as in "Let me take a really wild guess and say October 2014 as the end of a sickening slide starting in the spring/summer of 2010."

Straw man, no one [more]

Thu Jun 12

NL

Boards Post

TGMark replied to the Mechanical Investing board. 7:45 PM

Re: Unifying String Theory

Heisenberg almost certainly operates here.

I've wondered about a spooky action at a distance with regard to the Discovery Effect.

Let's say I make a very nice screen, and keep it to myself so that no one else knows about it. [more]

Sun Jun 8

NL

Boards Post

TGMark replied to the Mechanical Investing board. 11:15 PM

Re: The next crisis in 2015?

I'm no Nassim Taleb, but if the last thirty years are any indication, it would appear that the things that are most likely to blow up the economy are those things that are A) relatively new to Wall Street, and B) becoming more and more proditable [more]

Fri May 30

NL

Boards Post

TGMark posted to the Mechanical Investing board. 10:22 PM

OT: Sagan Spyder

From last July, a brief bit about my 1964 Corvair Spyder convertible originally owned by Carl Sagan:

Forget "unsafe at any speed"... that's "unsafe at any expense"!!! THAT's a Sisyphean project!

It certainly
[more]

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TGMark replied to the Mechanical Investing board. 8:47 PM

Re: OT: A lousy month

March was a poor month for me. Luck has been on my side since then, with a couple picks (PRSC and RDNT) which went up 50% or more.
Overall I picked up about 7% in May.

While I was in my account, anticipating the rocky summer months, I [more]

Thu May 29

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:37 PM

Re: revisit Mungofitch's-: A low work income por

I disagree, to a large extent.
There is no particular opportunity cost drag from having a cash allocation during periods of high market valuation.
That's because you have to consider the life cycle return on the allocation:
Not just
[more]

Fri May 23

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:04 PM

Re: Descripancy in GTR1 SIPRO stock picks?

This mean the data in the GTR1 is of last Friday and the stock picks selected by GTR1 today should match the weekly SIPRO screen posted over the weekend.

This subject has been discussed several times. GTR1 picks will NOT necessarily [more]

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Boards Post

TGMark replied to the Mechanical Investing board. 9:19 PM

Re: OT: Can we stop now

The average position size in my portfolio is about 4000 shares. With 30 stocks that about 120,000 shares total. Losing 10 cents a share is like leaving $12000 in loose change on the sidewalk. Sorry, I'm too frugal to do that.

How [more]

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Boards Post

TGMark replied to the Mechanical Investing board. 8:47 PM

Re: Descripancy in GTR1 SIPRO stock picks?

Are the GTR1 picks for 5/19 different?

I had e-mailed Robbie a few days ago and he said he was working on a bug that was preventing the daily GTR1 updates. He didn't expect to get it fixed before this weekend.
As a note, I've been [more]

Thu May 22

NL

Boards Post

TGMark replied to the Mechanical Investing board. 9:56 PM

Re: OT: Can we stop now

It sank without a trace, which suggests we have become satiated when it comes to screens.

It's a slow night, so how about some curve fitting? I took out some steps, changed the cutoff values, put in a trivial market cap filter, and [more]

Wed May 21

NL

Boards Post

TGMark replied to the Mechanical Investing board. 4:06 PM

Re: OT: Can we stop now

Ten cents on a $30 stock is only 0.3%. I'm looking for gains around 10%.

If you're using a 6 month hold, perhaps. If you are using monthly holds, the average gain you hope for may be more like 1%.

Mark

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Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1133
Recs Received 2651
People who have rec'd these posts 370
Recs to Posts Ratio (last 30 days) 3.50
Threads Started 101
Threads Started Percentage 8.91 %
Most Frequent Board Mechanical Investing
Very First Post MI Question (11/30/2000)
Percentage of Posts Rec'd 55.87 %
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