TMT33’s Activity

Sat Jan 30

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Boards Post

TMT33 replied to the Mechanical Investing board. 3:00 PM

Re: Help with basktest

252806 and 253140

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TMT33 replied to the Mechanical Investing board. 2:55 PM

Re: Help with basktest

Lohill has previously posted GTR1 backtest links for VL and SIP screens in late 2014. Pick one of his posts, sort the board on author and you should find the posts around Sep/Oct of 2014.

The original backtester is still used but daily [more]

Fri Jan 22

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Boards Post

TMT33 replied to the Mechanical Investing board. 6:42 PM

Re: What is WER?

Bryan, thanks so much for the reply, I did not realize the 36 stocks listed represented WER as I was looking for around 150, now it makes sense.

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TMT33 replied to the Mechanical Investing board. 4:34 PM

Re: What is WER?

thanks!

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TMT33 replied to the Mechanical Investing board. 3:36 PM

Re: ValueLine Subscription

In short I concluded that a move to SI-Pro was warranted. Here are the two threads where this was discussed ...

I suspect there would be great value in pursuing the transfer of Value Line screens to the SI Pro database both because [more]

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TMT33 replied to the Mechanical Investing board. 2:32 PM

Re: What is WER?

Question for Brian --

I'm interested in WER as a screening source so I picked up a copy of IBD this morning but I can't see where those stocks are listed. Any pointers?

Wed Jan 6

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Boards Post

TMT33 replied to the Mechanical Investing board. 7:51 PM

Re: Lucky, for a change.

Why not a blend with a single filter for all 3 base screens?
PE asc 5
price asc 5
dolvol 21 asc 5

[more]

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TMT33 replied to the Mechanical Investing board. 5:46 PM

Re: Writing Puts - help explaining example?

From experience, I can tell you that when options go agasint you, you can lose you so much money so fast that blood will squirt out of your eyes

That's only true if you are using leverage. If you are doing cash secured puts, your [more]

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TMT33 replied to the Mechanical Investing board. 5:43 PM

Re: ROIC Backtest

Be aware that your backtests are starting in 9/2000 due to

field10=bvpsq20.s is unavailable before 20000905

Tue Jan 5

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Boards Post

TMT33 replied to the Mechanical Investing board. 12:15 PM

Re: Lucky, for a change.

That's an impressive backtest

Mon Dec 21

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TMT33 replied to the Mechanical Investing board. 7:43 PM

Re: What is one to do?

I remember when the screens were supposed to be positive during down markets, before the 2000 meltdown. My testing indicates that some of the value screens seem to outperform in down markets and be close in up markets while others like SIP, seem to [more]

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TMT33 replied to the Mechanical Investing board. 6:56 PM

Re: What is one to do?

Common sense. "Higher returns with lower risks" says it all.

Last 6 yrs GEM has underperformed index.

Coin flip analogy doesn't hold water because a coin flip is random. History was searched to produce the results and
[more]

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TMT33 replied to the Mechanical Investing board. 6:21 PM

Re: What is one to do?

<iThe first 38 yrs (in sample of course) GEM only lost to the index 8 times.
GEM has lost to the index 5 straight years and probably this year too.

Datamining at it's finest.

Bryan <I/>

How were you able to [more]

Fri Dec 18

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Boards Post

TMT33 replied to the Mechanical Investing board. 4:43 PM

Re: Equities Lab

The SIP universe does include the VL stocks. What you don't get is the VL ratings for things like timeliness, safety, financial strength, etc. Some VL screens work pretty well on the SIP universe. The existing SIP screens are more small cap and [more]

Thu Dec 3

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TMT33 posted to the Mechanical Investing board. 4:45 PM

A New (Old) Screen

Today I ran across a screen mentioned by Robbie back in 2007. The screen is YieldYear on the full universe rather than just VL stocks.

Backtest 12/29/1972 to 12/02/2015 TOP 10, 20 day hold

Avg CAGR 27.78
GSD 22.97
GDDD3 [more]

Mon Nov 16

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TMT33 replied to the Mechanical Investing board. 2:07 PM

Re: Mojena Timing Signal Has Very Low Drawdowns

I looked at his model a few times, he has beaten the S&P 500 via real-time signals since 2002

http://www.timertrac.com/Private/Research/GraphSignals.asp

I [more]

Sun Nov 15

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Boards Post

TMT33 replied to the Mechanical Investing board. 7:29 PM

Re: On the Arezi / Fed model...

"Think we are gonna hear apologies from the gold nuts?"

No, because they believe gold is being manipulated by the government

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Three stars, 500 posts Old School Fool
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