musselmant

Tom Musselman

musselmant’s Activity

Mon Oct 20

NL

Boards Post

musselmant replied to the Mechanical Investing board. 5:13 PM

Re: outsiders evaluate AAII value screens: Piot wins



cagr
16.74 Piotroski F score
15.0 Magic Formula
14.88 Price to Free Cash Flow
14.7 Graham Defensive Non-Utility

12.8 S&P equal weight



They also present their own preferred Ebitda [more]

Sun Oct 19

NL

Boards Post

musselmant posted to the Mechanical Investing board. 11:03 PM

Icahn mechanical strategy

Carl Icahn from 2000 to July 2014returned a cumulative 1,622%
compared to 235% for Buffett and 73% for the S&P.

Icahn has returned 27% annualized over a 52-year period.

Over the past five years, if you bought an [more]

Thu Oct 16

Wed Oct 15

NL

Boards Post

musselmant replied to the Mechanical Investing board. 5:22 PM

Re: ma260 better than ma200 for timing?

It would be interesting to know what % of stocks these kind of rules work for.

E.g. when I tested against MSFT, AAPL, BRK.a, IBM, KO, in no case did you beat buy and hold on CAGR, unlike when such a simple rule was applied to [more]

NL

Boards Post

musselmant posted to the Mechanical Investing board. 12:49 AM

ma260 better than ma200 for timing?

I read on another site that a computer-selected 20-20 hindsight ideal MA timing test was to use 20 day over 260 day rather than the usual price over 200 day.

Here are results of such a timing rule vs. S&P w/dividends.

I put an [more]

Thu Oct 9

NL

Boards Post

musselmant replied to the Mechanical Investing board. 1:01 PM

Re: OT beat the market, effort free

and here are a few variations, with the overall best the 5th one:

S&P 500 stocks
volatility in past year bottom 100
mcap bottom 10

In all examples "vol" is vol(1,...) or volatility, not [more]

Wed Oct 8

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:41 PM

Re: OT beat the market, effort free



Try this 10 stock subset of the S&P, annual hold, beats the S&P on all fronts, just by adding beta bottom 100, 200 day price change top 10:

cagr 14.5
gsd 18
dd 11.27
sharpe .6
treynor 14.4
ulcer [more]

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:07 PM

Re: OT beat the market, effort free

Here's a start for you, thru 6/9 on gtr tester


1997902 forward on S&P 500 stocks .4% transaction costs, 20 day hold
mixed value factors 13.1%
lowest PE decile 12.8%
lowest P/CF decile 12.6%
lowest EV/ebitda [more]

NL

Boards Post

musselmant replied to the Mechanical Investing board. 7:05 PM

Re: More on "RISK OFF"

and if you used VOOM as your final sort 2014 has been a disaster, and an exact reversal of the long-term results of using that as a test factor

NL

Boards Post

musselmant replied to the Mechanical Investing board. 6:21 PM

Re: More on "RISK OFF"



This calendar year,cheap (usually) and big was good.
Low mcap or low priced was bad.

20 day holds, .4% friction, only liquid stocks (zacks universe, i.e. zacks rank 1 to 5, price>$1, p x vol>$100,000, on market 6 [more]

Sun Oct 5

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:01 PM

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; you need to weigh whether the risk of missing one or more large trades by not hitting the limit (plus the [more]

Tue Sep 30

NL

Boards Post

musselmant replied to the Mechanical Investing board. 4:01 PM

Re: stockscouter not on msn money site?

discontinued.

Verus provided the ranking system, so contract must have ended.

[more]

Mon Sep 29

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:49 AM

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

Instead of thinking of it as a political thread, think of it as another market-timing thread with 100 years of evidence behind it:
get out of stocks during Republican presidencies, and/or leverage up when Democrats control the White House and [more]

Sat Sep 27

NL

Boards Post

musselmant replied to the Mechanical Investing board. 1:31 PM

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

Bob Deitrick and Lew Godlfarb,“Bulls, Bears and the Ballot Box” (available at Amazon.com) as described in "Forbes":

Personal disposable income has grown nearly 6 times more under Democratic [more]

Fri Sep 26

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:04 PM

Re: Answer to quiz

from 1900 to 2000 the US was the #1 stock market in the world, and Social Democratic Sweden was #2.

Neither was an emerging market.

Thu Sep 25

NL

Boards Post

musselmant replied to the Mechanical Investing board. 9:35 PM

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

1. I do not assume that the president's actions are the sole nor primary driver of the direction of the economy, but they sure can be the difference between up or down. If you don't think president's have an effect on external factors such as the [more]

NL

Boards Post

musselmant posted to the Mechanical Investing board. 5:46 PM

obama vs. reagan and george w:good for capital?

per motley fool:


stock market performance, inflation and dividend-adjusted:
Coolidge 29.1%
Ford 16.7
Harding 16.1
Obama 14.9
Clinton 14.2
Ike 13.9
Reagan 10.7
Bush HW 9.4
FDR 8.8
then Truman, [more]

Fri Sep 19

NL

Boards Post

musselmant replied to the Mechanical Investing board. 11:24 AM

Re: GTR1: RS1M-hold3m in a small 401K universe II

You can use Fidelity Select funds instead of ETFS.
They have a much longer history.
I have posted tests on them before so I won't bore people (write me if you missed it).

Wed Sep 17

NL

Boards Post

musselmant posted to the Mechanical Investing board. 11:49 AM

small stocks in bear now

Out of the Nasdaq composite's 2,558 stocks, 1,269 are down more than 20% from 52-week highs as of Tuesday. Another 636 are off 10 to 19.98%.

Show More Activity ...

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 75065
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 musselmant’s CAPS page

Boards Stats & Trivia

Three stars, 500 posts Old School Fool
Board Posts 952
Recs Received 2075
People who have rec'd these posts 426
Recs to Posts Ratio (last 30 days) 5.10
Threads Started 216
Threads Started Percentage 22.69 %
Most Frequent Board Mechanical Investing
Very First Post new ideas worthless w/o backtests (10/21/1998)
Percentage of Posts Rec'd 55.78 %
Show musselmant’s 10 Latest Posts