elann’s Activity

Yesterday

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Boards Post

elann posted to the Mechanical Investing board. 12:30 AM

Arezi Ratio for May 4


* 4/13 4/20 4/27 5/4/15
S&P 500 Index 2102.06 2081.18 2117.69 2108.29
Trailing 12 month PE 20.54 20.34 20.69 20.57
Trail Earnings yield 4.87% 4.92% 4.83% 4.86%
Forward 12 month PE 18.11 17.89 18.34 18.37
Fwd [more]

Sat May 2

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Boards Post

elann replied to the Mechanical Investing board. 9:48 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?

The answer to 1374 x 7932 is non-obvious too, [more]

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elann replied to the Mechanical Investing board. 3:42 PM

Re: Long-term value MI?

P.S. Evidently someone is reading your email and began loading up on CBI yesterday. Even with a high beta in an up market, CBIs price rose steadily and closed higher than usual.

Or it may have been their upbeat press [more]

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elann replied to the Mechanical Investing board. 3:32 PM

Re: I have done this before but...

Your talking out both sides of your mouth Ray.
Very few people can do it but if I reveal any details at all it will be ruined.


What if his next door neighbor or his brother in law or his children read the board, and he doesn't [more]

Fri May 1

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elann replied to the Mechanical Investing board. 12:21 AM

Re: I have done this before but...

I think the way to improve everyone's investing is to discuss strategy, technique, pitfalls, risks, etc.

I think I have done exactly that.


Yes, you did. But at the same time you insist, incessantly, that people must share [more]

Thu Apr 30

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elann replied to the Mechanical Investing board. 8:57 PM

Re: I have done this before but...

I don't see the need to invoke a Jewish stereotype--it sounds like the Dutch surname you gave her suits her just fine ;-)

Maybe Ray doesn't know how much the Dutch pride themselves on their frugality and ability to drive a hard [more]

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elann replied to the Mechanical Investing board. 8:49 PM

Re: I have done this before but...

My real life total return for the same time period has been 174%.
Is that excluding the 6/3 options?


Yes. That's a separate account and different strategy, so I don't lump them together. The TR for the 6/3 option account over the [more]

Wed Apr 29

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elann replied to the Mechanical Investing board. 1:55 AM

Re: I have done this before but...

I went live with my WerPort in Jan. 05.
...
GTR1 shows a TR of 282 for RS/PE starting with my live date.
Folio shows my IRR of 351.
RSP shows a TR of 153 over that same time period.


My real life total return for the [more]

Mon Apr 27

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elann replied to the Mechanical Investing board. 8:35 PM

Re: A Weighted* View

There would be no backtest.org or gtr1 or tradesim if the current beliefs of the old timer's were present back then.

Bryan


This thread has gotten really tiresome. You're like a pitbull who [more]

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elann replied to the Mechanical Investing board. 1:31 AM

Re: A Weighted* View

I'm having trouble understanding how to translate the Arezi Ratio and Fed Model and other indicators into action. For example...

In my view the Arezi Ratio ceased being a useful measure in the last seven years, if it ever was useful. [more]

Sun Apr 26

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elann replied to the Mechanical Investing board. 2:42 PM

Re: A Weighted* View

It seems you aren't too happy with the "results" of your system.

I hope to never be happy with the "results" of my hedging, just as I hope never to collect the full amount of my home insurance.

So how [more]

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elann replied to the Mechanical Investing board. 12:15 AM

Re: A Weighted* View

I don't think Elan is too happy with his market timing results.

First let's clarify what is my market timing. I never go all-in or all-out based on the flip of a signal. My approach is to modulate the size of my cash hedge based on a [more]

Sat Apr 25

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Boards Post

elann posted to the Mechanical Investing board. 3:18 AM

Arezi Ratio for Apr 27


* 4/6 4/13 4/20 4/27/15
S&P 500 Index 2066.96 2102.06 2081.18 2117.69
Trailing 12 month PE 20.2 20.54 20.34 20.69
Trail Earnings yield 4.95% 4.87% 4.92% 4.83%
Forward 12 month PE 17.86 18.11 17.89 18.34
Fwd Earnings [more]

Wed Apr 22

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elann replied to the Mechanical Investing board. 11:47 AM

Re: 20 yr BRK.A VS EWS&P500

Here is a 20 yr backtest for the 100 lowest S&P 500 stocks with quarterly rebalancing:
http://gtr1.backtest.org/2013/?s19950418lf1lp1h63::sp500.a:e......
CAGR
[more]

Mon Apr 20

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elann replied to the Help with this STUPID computer! board. 4:12 AM

Re: My computer doesn't like to wake up

After a few days, it seems to me that Bitdefender is a POS. It randomly blocks programs, such as Firefox and Skype, from accessing the internet.

I have uninstalled it and replaced it with Microsoft Security Essentials.

I kind of [more]

Sun Apr 19

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Boards Post

elann posted to the Mechanical Investing board. 10:24 PM

Arezi Ratio for Apr 20


* 3/30 4/6 4/13 4/20/15
S&P 500 Index 2061.02 2066.96 2102.06 2081.18
Trailing 12 month PE 20.18 20.2 20.54 20.34
Trail Earnings yield 4.96% 4.95% 4.87% 4.92%
Forward 12 month PE 18.08 17.86 18.11 17.89
Fwd Earnings [more]

Sat Apr 18

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Boards Post

elann replied to the Mechanical Investing board. 2:52 PM

Re: Biff!! Powww!!!

I would think it would go something like -
- Some company director(s) know a market maker or an HFT guy. They decide they need some cash (new Gulfstream? new villa in Italy?)
- they get the market maker to buy up a boatload of shares and
[more]

Thu Apr 16

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Boards Post

elann replied to the Mechanical Investing board. 11:56 PM

Re: Biff!! Powww!!!

Looks like someone did the same pump and dump whit NHTC back in early September 2014, same
price and volume.

Got me too, but I never double up on any holding my overall in this case was only down 0.6% for today.


It's not [more]

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elann replied to the Mechanical Investing board. 2:42 AM

Re: OT where are the young investors

At AAII meetings, including the one that I lead, most attendees are over 65. There are very few 40 to 50 year olds and almost no 20 to 40 year olds.

Sure. Who's got time to go to AAII meetings, other than retired people? Younger [more]

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elann replied to the Help with this STUPID computer! board. 2:26 AM

Re: My computer doesn't like to wake up

Just make sure you know what you've given up with Norton and going to Bitdefender Free. I don't know how much worse the "free" version is, but here's how the Pay version compares with NIS:

"BitDefender vs.
[more]

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