TGMark’s Activity

Sun Jul 26

NL

Boards Post

TGMark replied to the Mechanical Investing board. 5:20 PM

Re: OUCH

It's a lot easier when you have your plan in place ahead of time. No scrambling about in dread & fear. Look at the signals & indicators; ignore the world news and financial news. Run the screens, hit the links in time to tee off before the [more]

Sat Jul 25

NL

Boards Post

TGMark replied to the Mechanical Investing board. 1:37 PM

Re: OUCH

Well, it's happened. Both DBE-45 and NH/NL are bearish.
At this point, I'm down about 10% from my last peak in mid-June.
Will the market snap back after the Fed meeting this week? Are Greece and China off the worry list now?
Or, are the [more]

Sat Jul 18

NL

Boards Post

TGMark replied to the Mechanical Investing board. 1:30 PM

Re: Fidelity

Why go to all the trouble of coming up with a rules based system and then ignore those rules during a rough patch?

This I believe is just the fundamental emotional response, the fear of the unknown, and it's probably unavoidable. [more]

Mon Jul 13

NL

Boards Post

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

Re: Fidelity

Thanks again for the comments. Wow, today has been a long day, I'm fried.


mungofitch: For example, various small effects seem to remain market beating on average,

Usually I think that SiPro screens keep working only [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 12:10 AM

Re: Fidelity

How about a hot screen with a smart screen? RS100 1-10 blended with YEY-SI 1-10, 10 day hold, go bearish if DBE-45 is bearish AND if NHNLRatio < 0.7. Results:

Avg Min Max SD
CAGR: 44.9 42.0 47.6 1.8
TR: 75941 51862 103555 [more]

Sun Jul 12

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:47 PM

Re: friction

I use 0.4%.

Remember that the friction in GTR1 is applied to sales only, not purchases. So you need to use a number that reflects your combined losses from both purchases and sales. My trade-tracking efforts show an average loss of somewhat [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:43 PM

Re: Fidelity

Thanks everyone for the comments. I've spent some time working with the ETF rotation methods, mostly using Vanguard index ETF's, but they don't seem very satisfying from a backtest point of view; the time periods are short and the returns are less [more]

NL

Boards Post

TGMark posted to the Mechanical Investing board. 11:35 AM

Fidelity

One of my brothers has had a job change and as a result had to roll out his company 401k into an IRA. He's 52 and would like to retire in 10 years.
Fidelity is trying very hard to bring his money into their management fold. My brother asked for [more]

Thu Jul 9

NL

Boards Post

TGMark replied to the Mechanical Investing board. 6:20 PM

Re: OUCH

I glanced (not too closely) at the damage across my 18 daily-start Folios through yesterday's close.
The drawdown over the last few weeks ranges from about 8% to 14% depending just on the start date. About 4% of that was from that Chinese stock [more]

Wed Jul 1

NL

Boards Post

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

Re: S&P Up or Down

I just don't understand why an investor needs to invest so much time and effort into guessing what the next 10 years will return.

Perhaps having been a hedge fund manager gives Jim a slightly different way of looking at [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 8:50 AM

Re: motif investing

I beleive that even foliofn has raised their rates from what they started out at.

Not that I know about. I think their unlimited trading plan has always been $290/year. They did institute a 2000 trade/month limit on window trading; [more]

Mon Jun 29

NL

Boards Post

TGMark replied to the Mechanical Investing board. 9:46 PM

Re: S&P Up or Down

I am being totally honest when I say that a 20% correction would provide a lot of buying opportunities.

I wouldn't mind a correction, in a twisted kind of way. I've seen a number of times how fast screens can recover and how well they [more]

NL

Boards Post

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

Re: S&P Up or Down

That cheers me up a bit. ;-) I guess I'm not doing as poorly as I thought. This weekend I closed the the monthly books and was somewhat disheartened to see that I was up only 2.1% YTD. Although that still beats SPX up only 0.6%, so there's [more]

Tue Jun 23

NL

Boards Post

TGMark replied to the Mechanical Investing board. 9:55 PM

Re: Ot identity theft protection

No, I've never even researched it. I guess I think it's pretty low risk, but the stakes are high, so it would probably be a good idea.

Just two months ago our credit card was hacked somehow (the last time that happened was at least 5 years [more]

Mon Jun 22

NL

Boards Post

TGMark replied to the Mechanical Investing board. 4:56 PM

Re: Robotic mechanical investing?

"We are all doing the same thing"
http://globalslant.com/2015/06/black-box-trading-why-they-al.........


Over the last few weeks, as I've been [more]

Mon Jun 15

NL

Boards Post

TGMark replied to the Mechanical Investing board. 10:40 PM

Re: did I use the screener wrong

Can you advise which country is the "3" and which is the "7" and also how to find the listing of country numbers.

China is 3 and Hong Kong is 7: [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 9:51 PM

Re: did I use the screener wrong

It does not seem possible that ([SI Price as % of 52 Week High]-[SI Price/FCFPS])>80

When you run the screener, you will see the values that are used in the calculation. I don't know what the answer is offhand, but it looks like [more]

NL

Boards Post

TGMark replied to the Mechanical Investing board. 3:25 PM

Re: Market Trend Indicators

PO is "price oscillator" whatever that is.
I gather that it's a standard technical analysis thing.
[more]

Wed Jun 10

NL

Boards Post

TGMark replied to the Mechanical Investing board. 7:23 PM

Re: How do I get sceener permission?

As far as generating the password from your SiPro subscription for using the GTR1 screener, this thread covered it [more]

Tue Jun 9

NL

Boards Post

TGMark replied to the Mechanical Investing board. 2:38 PM

Re: NHNL

What are the backtests on this?

DBE-45 is just a variation of the usual 99-day no-new-high signal (DBE-99). A while back, I was evaluating timing signals and it seemed that a shorter lookback worked better on a blend of SiPro screens. [more]

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Big red star, 1000 posts Old School Fool
Board Posts 1368
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