ilmostro’s Activity

Sun Mar 1

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 8:55 PM

Re: Delving into a 49% screen

The drop off in CAGR around $5-$8 is a little pronounced. And I'm not sure why the AT would increase with increasing price; I'd think it would be the opposite.
But, my takeaway is that lower priced stocks help this screen quite a
[more]

NL

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ilmostro replied to the Mechanical Investing board. 8:26 PM

Re: Delving into a 49% screen

Mark,

I just noticed in your link that there was no price requirement, which is fine.

Here is how I changed your link to include just stocks with a share price of >10

1. Open your link in another browser tab.
2. [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 7:53 PM

Re: Delving into a 49% screen

a refreshing post that may keep getting the board back on track, compared to several recent threads.

What exactly is the right track for this board?
I believe it is reasonable to assume everyone has their own opinions on the [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 7:50 PM

Re: Delving into a 49% screen

I meant to add that my changes had a positive effect on the 2014 and 2015 returns.

Bryan

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 7:48 PM

Re: Delving into a 49% screen

Thanks Robbie,

I changed 3 things in your link.
I changed price to >10
I changed holdings to 20
I changed shrink mode to off.

I want 20 distinct holdings and if there isn't 20 stocks passing I rather hold those slots [more]

NL

Boards Post

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

Re: new screens

I have is why do people show up here?

I like hanging out with people smarter than myself.
In a safe environment, exchanging ideas that hopefully leads to better investment decisions for everybody.

I don't think the [more]

NL

Boards Post

ilmostro posted to the Mechanical Investing board. 10:34 AM

new screens

Why do you think we need more new screens?

Is it because you fear the current screens are "discovered" already and have or will become ineffective going forward?

There comes a time when having more tools in the toolbox [more]

Sat Feb 28

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 4:06 PM

Re: Screamers post-discovery

Nice work Mark,

Just a note that was with a 10 day hold.
Gtr1 works flawlessly on a mobile too. Can portfolio 123 make that claim?

Another reason to abandon the SiPro disks is the ability to easily change and test various [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 10:19 AM

Re: Screamers post-discovery

Thanks,

I changed actual price to >10 instead of >2 and it dropped the CAGR from 41 down to 28.

Top 20 >2 shows CAGR of 33 Top 20 >10 CAGR 25

I don't buy stocks < 10.

I did double the dollar volume [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 8:23 AM

Re: Screamers post-discovery

I see where this is heading.

Soon people will not drive anything less refined than an I-Car. Prefering to walk barefoot in the snow.

I think a better name would be an A-car because only A's will be driving them.

Bryan

Fri Feb 27

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 10:19 PM

Re: Equal weighting VS Mcap weighting

Don't know if I am correct but is this right way to do a PE quin-tile study of the S&P 500?
[more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 9:29 PM

Re: Screamers post-discovery

I'm on strike until the GTR1 user interface resembles that of the Mac more than DOS.

Seems like a strange reason to boycott.

When we totally ignore a screen, for example, with a CAGR > 40 (confirmed on the GTR1 [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 6:43 PM

Re: Equal weighting VS Mcap weighting

CW works better on Nasdaq 100
CAGR 13 vs CAGR 11 for EW
start date 19850201
http://gtr1.backtest.org/2013/?nas100.a:et1
[more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 5:55 PM

Re: Screamers post-discovery

Using Larry's great GTR1 helper:
[more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 4:30 PM

Re: Equal weighting VS Mcap weighting

Whoever creates a leveraged RSP would make a killing, no?

I have heard leverage kills. LOL

Bryan

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 4:16 PM

Re: Equal weighting VS Mcap weighting

We small investors have a big advantage over the Big Boys here -- and there's nothing they can do about it.

Yet even with that BIG? advantage most small investors are better off in a standard index fund.

Bryan

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 1:44 PM

Re: Investigating a simple enhancement to YldEar

rrjjgg,

I may have been wrong or too harsh critizing picking past bull/bear/flat markets and seeing what performed best during those times.

I think it would be benefical to know what performed best during those times IF you use all [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 1:19 PM

Re: Equal weighting VS Mcap weighting

Bryan,

You must be a real fan of IBD, with their 15% of high stuff and WER!


A lot of what they say is BS too.
It looks like just the smaller caps benefit from that rule.

I have had success with WER investing and [more]

NL

Boards Post

ilmostro replied to the Mechanical Investing board. 12:44 PM

Re: Equal weighting VS Mcap weighting

The only major difference I see is the turnover. Prefer to go with less AT myself.


Using the count stocks it looks like at any given time 840 of the S&P1500 are within 85% of their 52 week highs.

Over half are [more]

NL

Boards Post

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

Re: Investigating a simple enhancement to YldEar

but RSP also has a dividend of about 1.5% which I don't think is in the GTR1 CAGR.

Fairly certain GTR1 treats SPY and RSP the same with regards to dividends.

Next, start in 2009, the beginning of this bull market, and [more]

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