ilmostro’s Activity

Yesterday

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ilmostro replied to the Mechanical Investing board. 9:20 PM

Re: fidelity select switching strategy

Whether I beat other indexes, like the small value index, the answer may be no.

Maybe you are just comparing to too many indices for too short a period?
It is unrealistic to believe you are going to beat every index all the [more]

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ilmostro replied to the Mechanical Investing board. 5:32 PM

Re: fidelity select switching strategy

I have become a little cynical, in that I believe there is no easy way to cream the market.

Did you ever really believe that it was even possible to easily cream the market?

I have a simple screen that has creamed the market [more]

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ilmostro replied to the Health and Nutrition board. 5:22 PM

Re: WSJ: Dirty money

How about we just......launder it.

My money has been taken to the cleaners a few times.

Bryan

Sun Apr 20

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ilmostro replied to the Mechanical Investing board. 5:57 PM

Re: Choosing bear catchers

The real problem is how to tell if I'm looking at statistical noise. I don't know how to tell, except through further backtesting and experience going forward.

I sure as heck don't know how to tell either.
Just realize that both [more]

Sat Apr 19

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ilmostro replied to the Mechanical Investing board. 3:54 PM

Re: Buffett robot

Well I think my pension plan has improved from "critical status" to just "endangered status"

My plan has been to save enough retirement monies so that IF my pension and SS come through on their promises then that is just [more]

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ilmostro replied to the Mechanical Investing board. 11:52 AM

Re: Buffett robot

Something you may want to look at, taking into consideration the health of your pension plan and the health of potential annuity providers.

Thanks Kevin,

I don't think a lump sum payout is even an option with my pension [more]

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ilmostro replied to the Mechanical Investing board. 9:57 AM

Re: OT: In-Service 401k Distributions

It's a shame.

I think if they make radical changes to a person's 401k they should allow you to roll 100% of the funds w/o any penalties.

Bryan

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Boards Post

ilmostro replied to the Mechanical Investing board. 9:46 AM

Re: Buffett robot

I don't think I've every called your method dumb, but risky, yes.

No more risky than BRK.A and quite possibly far better returns if the past 9+ yrs are any indication.

I think everything is becoming more correlated and [more]

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ilmostro replied to the Mechanical Investing board. 9:12 AM

Re: Buffett robot

Somehow you always manage to get a chuckle, an eye roll, or a face palm from me when reading your posts.

I try my best Kevin.

All I am doing is expressing my honest opinions. Doesn't mean I am right.
I am perfectly happy [more]

Fri Apr 18

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Boards Post

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

Re: Buffett robot

Graham makes it quite clear that value stocks will be punished every bit as much and probably more in a market downturn, according to his research.

So value investing needs timing more so than momentum [more]

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ilmostro replied to the Mechanical Investing board. 5:17 PM

Re: Buffett robot

Hey all I am saying is some think BRK.A is safe and that it got cut in half too.

Bryan

Thu Apr 17

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ilmostro replied to the Mechanical Investing board. 9:41 PM

Re: Buffett robot

Hence, a significant part of the secret behind Buffett’s success is the fact that he buys safe, high-quality, value stocks.

Safe would imply lower risks and if you use MDD as a proxy for risk BRK.A wasn't any safer than the [more]

Wed Apr 16

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ilmostro replied to the Mechanical Investing board. 7:39 PM

Re: How to generate income?

What do people think about selling covered calls as a way to generate income?

RutRoh this will get Ray going.

Bryan

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ilmostro replied to the Mechanical Investing board. 6:13 PM

Re: Poll: robust screens

In case this is the confounding issue, of course I'm not talking about backtest CAGR when I say A>>B>>C>>D>>E>>F>>G.
As mentioned I look at median and average single holding period return at each
[more]

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ilmostro replied to the Mechanical Investing board. 6:08 PM

Re: Nasdaq NH-NL turning negative?

A spreadsheet can do much of the work. Plug in the #'s & look at the results.

Every time a signal gets close just look at all the posts asking if it is negative now? This is even with someone posting the exact stockchart link to [more]

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ilmostro replied to the Mechanical Investing board. 1:22 PM

Re: Nasdaq NH-NL turning negative?

I know a lot of you swear by it

I bet a few swear at it too!

Bryan

Tue Apr 15

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ilmostro replied to the Mechanical Investing board. 12:36 PM

Re: Poll: robust screens

Thanks Jim,

Lots to ponder there.

In any series, finding A>>B>>C>>D>>E>>F>>G suggests that magnitude is a strong function of position in the list.

Change that series to each [more]

Mon Apr 14

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ilmostro replied to the Mechanical Investing board. 6:49 PM

Re: Poll: robust screens

Of those who voted only 2 think a shallow screen is more robust than a deeper screen.

A shallow screen is more susceptible to the vagaries of data mining and thus, more likely than not, to be over-tuned. IMO

Bryan

Sun Apr 13

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Boards Post

ilmostro replied to the Mechanical Investing board. 11:41 AM

Re: What is the best date to start your backtes

Does gtr1 include dividends in their calculations.?

Affirmative, per Robbie in this post:
[more]

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ilmostro replied to the Mechanical Investing board. 11:29 AM

Re: What is the best date to start your backtes

Thanks to musselmant and Robbie of course here is the cap weighted results for the s&p500 on those dates:

[more]

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Big red star, 1000 posts
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