elann’s Activity

Sat Oct 18

NL

Boards Post

elann posted to the Mechanical Investing board. 9:34 AM

Arezi Ratio for Oct 20


* 9/29 10/6 10/13 10/20/14
S&P 500 Index 1982.85 1967.90 1906.13 1886.76
Trailing 12 month PE 18.41 18.16 17.56 17.34
Trail Earnings yield 5.43% 5.51% 5.69% 5.77%
Forward 12 month PE 15.56 15.00 14.50 14.32
Fwd [more]

Fri Oct 17

NL

Boards Post

elann replied to the Mechanical Investing board. 12:17 AM

Re: Question for Elan

I have a 1O% hedge in place via SH purchased over the past 2 days. Have you sold any of your long positions? What signal do you use to release the hedge?

I haven't sold any long positions. I may do so at my next rebalancing date. The [more]

Tue Oct 14

NL

Boards Post

elann replied to the Mechanical Investing board. 10:09 AM

Re: Poll: Decisions during downturn

I've always wondered about closing the short positions early, before NH-NL goes bullish again. It seems pretty likely that by the time NH-NL is bullish, your short positions will have lost you money. Whereas if you close them now, you will come [more]

Sun Oct 12

NL

Boards Post

elann posted to the Mechanical Investing board. 7:24 PM

Arezi Ratio for Oct 13


* 9/22 9/29 10/6 10/13/14
S&P 500 Index 2010.40 1982.85 1967.90 1906.13
Trailing 12 month PE 18.73 18.41 18.16 17.56
Trail Earnings yield 5.34% 5.43% 5.51% 5.69%
Forward 12 month PE 15.82 15.56 15.00 14.50
Fwd [more]

NL

Boards Post

elann replied to the Mechanical Investing board. 4:08 PM

Re: Poll: Decisions during downturn

Do you have a preference for which ETF to use? And do you plan to close the short position mechanically based on NH/NL?


I use SH and SDS. The disadvantage is that you need a full cash allocation to buy the ETFs, so you must [more]

NL

Boards Post

elann replied to the Mechanical Investing board. 10:11 AM

Re: Poll: Decisions during downturn

Or hedge with short ETFs, for those who don't have access to futures. I'm hedged by about 10% of portfolio value at the moment, since 9/16 or so.

Elan

Fri Oct 10

NL

Boards Post

elann replied to the Mechanical Investing board. 7:30 PM

Re: October

I was here in late 90's. I remember the silly who can backtest the highest cagr screen. It is interesting to see those participants usernames and if any of them are still around or not.

I don't think it was silly. It's all a learning [more]

Thu Oct 9

NL

Boards Post

elann replied to the Mechanical Investing board. 12:54 PM

Re: Squib from Peter Bernstein !

"If we never know the future, we never know the future! When we think we know, we are setting ourselves up for trouble. Trend is not destiny: we are no more able to extend smooth lines into the future than a sailor can observe what lies ahead [more]

Wed Oct 8

NL

Boards Post

elann replied to the Mechanical Investing board. 1:02 PM

Re: October

Guys! Didn't anyone hear me? Down, down, down we go into the rat hole.

The market was waiting to hear you say that before turning up.

Elan

NL

Boards Post

elann replied to the Mechanical Investing board. 12:59 PM

Re: Portfolio construction methods

I am almost positive that Spain has a tax treaty with the US, so you get all the tax back, when you file your returns.

That's very interesting. I'll have to check it out. Offhand, I don't recall capturing that in last years tax filing.
[more]

Mon Oct 6

NL

Boards Post

elann replied to the Mechanical Investing board. 12:46 PM

Re: question about placing orders

I'm a fast chaser...I'll change my limit 2 or 3 times a minute to get the fill.

I'm a slow chaser. I'll change my limit at most 2 or 3 times an hour. What's the rush? Give volatility a chance to do its thing.

The most [more]

NL

Boards Post

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

Re: question about placing orders

Keep in mind that if the strategy you use owes its success to some large winners you risk missing out on that gain by using limit orders

That only happens if you're stubborn about the limit.

Elan

Sat Oct 4

NL

Boards Post

elann posted to the Mechanical Investing board. 7:36 PM

Arezi Ratio for Oct 6


* 9/15 9/22 9/29 10/6/14
S&P 500 Index 1985.54 2010.40 1982.85 1967.90
Trailing 12 month PE 18.56 18.73 18.41 18.16
Trail Earnings yield 5.39% 5.34% 5.43% 5.51%
Forward 12 month PE 15.69 15.82 15.56 15.00
Fwd [more]

Fri Oct 3

NL

Boards Post

elann replied to the Mechanical Investing board. 12:56 AM

Re: ot - political discussions

But I'm being told that is not OK. That is censorship, pure and simple. For me, it has no place on these open message boards.

Being told that something you wrote is not okay, by someone who is powerless to prevent you from writing it, [more]

Wed Oct 1

NL

Boards Post

elann replied to the Mechanical Investing board. 9:16 PM

Re: Poll: YldEarnYear in Sept

I don't track individual screens. My overall MI portfolio was down 2.5% for the month, with a substantial cash allocation and, during the last week, a hedge with an inverse ETF worth about 6% of portfolio value.

Elan

NL

Boards Post

elann replied to the Mechanical Investing board. 1:09 PM

Re: ot - political discussions

It seems like we have a new political discussion - about political discussions.

FWIW, I'm pretty much with alevine on this. Political discussions haven't gotten too far out of hand on this board, so I don't think they hurt us. The one thing [more]

Sun Sep 28

NL

Boards Post

elann replied to the Mechanical Investing board. 7:20 PM

Re: obama vs. reagan and george w:good for capit

Just a comment about the 1%.They are a small group, not all that powerful and not even all that rich. The real rich, the ones with most of the power (because they don't even miss a million here or there for a politician) are the 0.1 % , the one [more]

NL

Boards Post

elann replied to the Mechanical Investing board. 1:58 PM

Re: obama vs. reagan and george w:good for capit

The thing that never fails to perplex me is that there are two subsets of "the right." One, that is easy to understand, are the so-called 1%, although they are a much smaller proportion of the population than 1%. And they do vote in [more]

Sat Sep 27

NL

Boards Post

elann posted to the Mechanical Investing board. 3:56 PM

Arezi Ratio for Sep 29


* 9/8 9/15 9/22 9/29/14
S&P 500 Index 2007.71 1985.54 2010.40 1982.85
Trailing 12 month PE 18.83 18.56 18.73 18.41
Trail Earnings yield 5.31% 5.39% 5.34% 5.43%
Forward 12 month PE 15.89 15.69 15.82 15.56
Fwd Earnings [more]

Fri Sep 26

NL

Boards Post

elann replied to the Mechanical Investing board. 12:50 PM

Re: obama vs. reagan and george w:good for capit

Now I can ignore this thread.

If we all tried to get in our final word before proclaiming that we're going to ignore the thread, we would have an endless flame war.

Maybe just rec the opinion you support and be done with it, [more]

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