TGMark’s Activity

Yesterday

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TGMark replied to the Mechanical Investing board. 11:03 PM

Re: Long-term value MI?

If it's value is non-obvious, then why would you think that *you* could determine it? And if it is non-obvious but you *can* determine it, then why would you think that nobody else can?

I think there are many non-obvious things that [more]

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TGMark replied to the Mechanical Investing board. 10:39 AM

Re: Long-term value MI?

So, find a firm with some kind of observable basic metric of its value.
e.g., X times cyclically adjusted earnings, Y times book value, Z times cash flow.
Filter till you have firms that you're danged sure that metric is
rising
[more]

Wed Apr 29

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TGMark replied to the Mechanical Investing board. 10:58 PM

Re: A Weighted* View

MI: HELP!!!!

With the link you gave, I got CAGR = 8.45% from 1/2/2008 through today, whereas you reported 3.75%. As always, I could have done something wrong.

Not to say that rescues the performance. I don't have any wisdom. [more]

Sun Apr 26

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TGMark replied to the Mechanical Investing board. 1:00 PM

Re: Biff!! Powww!!!

Was this for a screen that did not have a dspo > 252 step?

I take that step out of my screens, on the shallow justification that it doesn't materially affect backtest results, matches SIP more closely ( note that NHTC appears in a [more]

Sat Apr 25

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TGMark replied to the Mechanical Investing board. 10:22 AM

Re: A Weighted* View

how bout you demonstrate a disciplined market timer results in real time?

IMO this would be no trouble at all. It's become pretty clear to me that with good executions one can almost exactly match screen performance in real time, and [more]

Fri Apr 24

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TGMark replied to the Mechanical Investing board. 8:20 AM

Re: Biff!! Powww!!!

My data shows a SPY intraday high of 212.97 on Dec 18, so we may not be out of the woods yet.

Perhaps... my spreadsheet uses ^GSPC, the index itself, downloaded from Yahoo! Finance. IIRC, that is how the original 99-day signal [more]

Thu Apr 23

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TGMark replied to the Mechanical Investing board. 8:34 PM

Re: Biff!! Powww!!!

I keep an eye on the Dying Bullish Euphoria with a 45 day lookback, and it will go bearish on 4/29 unless the S&P gets to 2119 and change.

New S&P500 intraday high today by less than a point, so we're good to go for a while...

Wed Apr 22

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TGMark replied to the Mechanical Investing board. 9:12 PM

Re: 20 yr BRK.A VS EWS&P500

Here is a link that might help.

Thanks; it looks like there's no reason to worry about keeping all accounts at one brokerage.

Mark

NL

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TGMark replied to the Mechanical Investing board. 8:27 PM

Re: 20 yr BRK.A VS EWS&P500

It is only a problem if you keep a lot of cash. Securities will not be a problem if your brokerage goes kaput, even in street name as long as the brokerage is properly clearing the trades and IIRC they have to submit to frequent audits to make [more]

Mon Apr 20

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TGMark replied to the Mechanical Investing board. 8:53 PM

Re: using the gtr1 screener

Is there a post that tells how to do that?

Probably there is. There are two main steps.

First you have to add a utility that generates file hashes (numerical strings generated from the contents of a file). You specifically [more]

Sun Apr 19

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TGMark replied to the Mechanical Investing board. 5:22 PM

Re: 20 yr BRK.A VS EWS&P500

Pick any sensible metric of value. Estimate a likely real value of that metric in ten years for the security in question.
Pick a good "normal year" multiple of that value, and multiply the two to get a likely central estimate ending
[more]

Sat Apr 18

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TGMark replied to the Mechanical Investing board. 8:28 PM

Re: SI Rankings 2015-04-19

There must be a reason YLDEARNYEAR_SI isn't part of the rankings, could someone explain/remind me. Thanks!

The main reason, I believe, is that you are looking at rankings generated by Radiscreen using Radiscript. The recent [more]

Fri Apr 17

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TGMark replied to the Mechanical Investing board. 9:22 PM

Re: 9 Years MI

In an earlier post, I showed this YEY_SI version that showed fantastic results for the top few picks so far this year:

[more]

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TGMark replied to the Mechanical Investing board. 9:07 PM

Re: Biff!! Powww!!!

This is how I usually start a 30% correction: out of the blue, I get killed BEFORE the market starts down, and then even more along with the market.

See? The market tanked, right on schedule. I squeaked by with just an 0.4% loss, as [more]

Thu Apr 16

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TGMark replied to the Mechanical Investing board. 6:18 PM

Re: MI Slippage Problem

TGMark reported his performance using almost exactly the same SIP screens I am using.

Also, like at least some others here, I use my own "tuned" versions of the screens. In particular I have these crap and liquidity filters [more]

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TGMark replied to the Mechanical Investing board. 6:05 PM

Re: MI Slippage Problem

Just spent some time analyzing my results for the last couple of years to try and understand why his results were significantly better than mine.

To make a long story short, I think that trading is a big deal, in that it can really [more]

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TGMark posted to the Mechanical Investing board. 5:36 PM

Biff!! Powww!!!

Today, NHTC, down 22%, INUV, down 20%, and a couple positions of each.
So, today was a 4.5% down day for me, with a flat market.

This is how I usually start a 30% correction: out of the blue, I get killed BEFORE the market starts down, [more]

Wed Apr 15

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Boards Post

TGMark replied to the Mechanical Investing board. 9:29 AM

Re: 9 Years MI

Mark - I really appreciate all that you share on this board, and hope you will continue to do so.
I just happen to notice in the weekly ledger that BI is up significantly for the year (about 28%), and up about 60% for the last 12
[more]

Tue Apr 14

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Boards Post

TGMark replied to the Mechanical Investing board. 9:43 PM

Re: yey htd 10 results

http://boards.fool.com/standard-yldearnyear-that-i-found-sea...

In that post, I used styp.a != 71 to get rid of LP's, but to be more [more]

Mon Apr 13

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TGMark replied to the Mechanical Investing board. 11:06 PM

Re: yey, what to do?

I honestly don't know what to do at this point.

IMO it is hard to say that a screen has "changed". Backtests are full of noise, and they all have bad stretches that can last for years.
One way to think about it is just: [more]

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Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1329
Recs Received 3330
People who have rec'd these posts 402
Recs to Posts Ratio (last 30 days) 9.70
Threads Started 113
Threads Started Percentage 8.50 %
Most Frequent Board Mechanical Investing
Very First Post MI Question (11/30/2000)
Percentage of Posts Rec'd 57.11 %
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