musselmant

Tom Musselman

musselmant’s Activity

Yesterday

Tue Jul 28

Mon Jul 27

Sat Jul 25

NL

Boards Post

musselmant replied to the Mechanical Investing board. 3:22 PM

Re: Market Timing with Value and Momentum

The 1.6% CAGR improvement over SPY would be eaten by real-world transaction costs so take their study with a grain of salt.

Fri Jul 17

NL

Boards Post

musselmant replied to the Mechanical Investing board. 11:58 AM

Re: investing philosophies

Roses are red.
Violets are blue.
I'm schizophrenic.
And so am I.

NL

Boards Post

musselmant replied to the Mechanical Investing board. 11:56 AM

Re: More Predictions

My prediction is that there will be more predictions.
And that a majority will be wrong.
And that a majority of those that are correct will not be ones you could have known in advance.
And that a majority of those that were correct that [more]

Tue Jul 14

NL

Boards Post

musselmant posted to the Mechanical Investing board. 11:52 AM

screen of screens but using past reappearances

http://www.quantsportal.com/optimal-stock-quantity-selection...

This had an interesting idea I can't gtr-ize: use top momentum [more]

Fri Jul 10

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:51 PM

Re: Market Trend Indicators

JP Morgan Guide to the Markets for end of June just came out.
Growth stocks (large, med, smallcap) all are slightly cheaper than their 20 year averages.

Thu Jul 9

NL

Boards Post

musselmant replied to the Mechanical Investing board. 12:32 PM

Re: can-o-worms

There is not as much need for conflict as you might think.
If you have a business license, do business with anyone who walks in the door that is polite.
If they want you to write something on a cake or otherwise say something you object to, [more]

Mon Jul 6

NL

Boards Post

musselmant replied to the Mechanical Investing board. 8:21 PM

Re: can-o-worms

BTW there are in fact people and the Southern Baptists had this view for quite a while that interracial marriage was a sin, so there are indeed people who have religious beliefs contrary to the laws on racial discrimination. They raised that argument [more]

Sun Jul 5

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:27 PM

Re: can-o-worms

In most states it remains legal to discriminate against gay men and lesbian women in ways other than state issued marriage licenses. You don't have to have a religious belief of any type. Outlawing such discrimination will require new laws. The [more]

Tue Jun 30

NL

Boards Post

musselmant replied to the Mechanical Investing board. 12:47 PM

Re: S&P Up or Down

"...Frazzini et al. observe that from June 30, 1998 to February 29, 2000, Berkshire Hathaway lost 44% of its value while the overall stock market gained 32%. Thus, over this ~1.5 year period, Warren Buffett underperformed the market by an [more]

Wed Jun 24

NL

Boards Post

musselmant replied to the Mechanical Investing board. 8:00 PM

Re: New timing strategy

Wells Fargo Advantage High Yield EKHBX goes to Oct. 1995 at yahoo

NL

Boards Post

musselmant posted to the Mechanical Investing board. 12:37 PM

New timing strategy

http://jayonthemarkets.com/2015/06/23/trading-stocks-using-b...

Go to cash when junk bonds (HYG) outperform S&P (SPY) comparing 2 month moving average; [more]

Thu Jun 18

NL

Boards Post

musselmant replied to the Mechanical Investing board. 11:20 AM

Re: small caps not owned by ETFs outperfom

These are the smallest 100 stocks in the Russell2000 per holdings in IJR and some recent price, and their mcap now per yahoo.

If you used a current list of those 100 with price>$1 and mcap>$100 mill ion half would be omitted as too [more]

Wed Jun 17

NL

Boards Post

musselmant replied to the Mechanical Investing board. 10:26 PM

Re: market very or barely overvalued?

"...my model still predicts a positive return in the stock market. The thing is that we don’t know where this CAPE ratio is going—it could double from here. That’s why I’m hesitant. And the alternative—if you do pull out of the stock market—what [more]

NL

Boards Post

musselmant replied to the Mechanical Investing board. 4:53 PM

Re: small caps not owned by ETFs outperfom

here is one online list in case anyone wants to gather stocks owned:


name etf or mutual fund $ under management

SMALL CAP GROWTH:
IWO iSHARES RUSSELL 2000 GROWTH ETF $7,239,000
VBK VANGUARD SMALL CAP GROWTH ETF [more]

NL

Boards Post

musselmant posted to the Mechanical Investing board. 4:03 PM

small caps not owned by ETFs outperfom

e. A basket made up of the 10 per cent of US stocks with the lowest ETF ownership, the vast majority of which were small-cap stocks, handily outperformed the Russell 2000 and Russell MicroCap indexes over the past seven years as a whole, and also in [more]

NL

Boards Post

musselmant replied to the Mechanical Investing board. 11:31 AM

Re: market very or barely overvalued?

"on average, at a ten-year horizon, for any CAPE ratio below 35 the S&P has delivered average real asset returns pretty much outclassing all other major asset classes."

[more]

Show More Activity ...

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 75191
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

Big red star, 1000 posts Old School Fool
Board Posts 1083
Recs Received 2463
People who have rec'd these posts 452
Recs to Posts Ratio (last 30 days) 2.50
Threads Started 243
Threads Started Percentage 22.44 %
Most Frequent Board Mechanical Investing
Very First Post new ideas worthless w/o backtests (10/21/1998)
Percentage of Posts Rec'd 58.54 %
Show musselmant’s 10 Latest Posts