klouche’s Activity

Sat Jan 23

NL

Boards Post

klouche replied to the Mechanical Investing board. 5:29 PM

Re: Oil Prices and the stock market

In my lifetime there were two remarkable drops in oil prices, before this one.

In 1986 the Saudis decided to flood the market. The result was a booming economy, outside the energy producing areas of the US.

In 1999 another snap back [more]

Wed Jan 13

NL

Boards Post

klouche replied to the Mechanical Investing board. 11:16 AM

Re: Best Sectors By Month from CXO

The way to go is equal weight at the 10 sector level. The Rxx ETFs do this with 10 years of history. GTR1 can use Fama French 10 sector to go back to the 1920s. Then layer relative strength and possibly timing on top. I would do this except I don't [more]

Wed Dec 30

NL

Boards Post

klouche replied to the Mechanical Investing board. 11:03 AM

Re: Gas Distribution

The 31 year earlier period has better CAGR, similar risk metrics, more stocks (30) on average held:


1967-1997
CAGR: 16.55
TR: 11,395
GSD(20): 11.95
GDD(20; 0%): 6.35
GDDD3: 6.10
MDD: (29.6)
UI(20): [more]

NL

Boards Post

klouche replied to the Mechanical Investing board. 10:52 AM

Re: New buy-signal for 99-day rule coming

Looks like the BCC signaled back in market yesterday with BCC=2 meaning the NH/NL is bullish.

[more]

Tue Dec 29

NL

Boards Post

klouche posted to the Mechanical Investing board. 4:01 PM

Gas Distribution

Simple stuff.

Using the just learned *.* command in GTR1 found that the natural gas distribution industry has been a steady performer since the late 1960s, less so but still excellent since 1998. Using SIC codes via Fama-French website to [more]

Mon Dec 14

NL

Boards Post

klouche replied to the Mechanical Investing board. 12:13 PM

Re: A somewhat shinier backtester

Are you hosting the GTR1 queries and database?

Fri Dec 11

NL

Boards Post

klouche replied to the Mechanical Investing board. 11:18 AM

Re: Timing

Looks like Bearcatcher went to zero: i.e. negative; COB last Monday:


Date I II III BCC
20151124 1 0 0 1
20151125 1 1 0 3
20151127 1 1 0 3
20151130 1 1 0 3
20151201 1 1 0 3
20151202 1 1 0 3
20151203 1 1 0 [more]

Tue Nov 10

NL

Boards Post

klouche replied to the Mechanical Investing board. 1:01 AM

Re: interactive brokers problem

Thanks. It basically is. I need to keep typing that my wife is a 100% beneficiary, before I can go to the account management screen.

From what I understand, the designation (inside retirement and taxable accounts) of beneficiary; may [more]

Sat Oct 10

NL

Boards Post

klouche posted to the Mechanical Investing board. 2:06 PM

Who needs timing?

In Baltassar's 256136 he offers the following GTR1 URL.

[more]

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 74891
Score 0.00
Score Change Today 0
Accuracy 0.00%
Active Picks 0
Total Picks 0
Best Pick ( 0)
Worst Pick ( 0)
Average Score per Pick 0.00
Charms Earned 0
Highest Rated Favorite No Favorites Selected
Go to klouche’s CAPS page

Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 2072
Recs Received 5930
People who have rec'd these posts 970
Recs to Posts Ratio (last 30 days) N/A
Threads Started 232
Threads Started Percentage 11.20 %
Most Frequent Board Mechanical Investing
Very First Post Re: 1997 Spark Five (10/12/1998)
Percentage of Posts Rec'd 40.93 %
Show klouche’s 10 Latest Posts