numerous’ Activity

Fri Jul 18

NL

Boards Post

numerous replied to the Mechanical Investing board. 3:46 PM

Re: Citibank pays $7 bill for fraud

OT
So, to answer the OP, there seems to be plenty of anger to go around. At the bank robbers, bank employees, security guards, police, vault construction company, bank customers. All were inept in some way. I mainly fault the robbers, without [more]

Wed Jul 16

NL

Boards Post

numerous replied to the Mechanical Investing board. 5:04 PM

Re: High Price Requirement vs Timing

Try looking in post 250796 http://boards.fool.com/si-pro-backtests-31252921.aspx

or try
[more]

NL

Boards Post

numerous replied to the Mechanical Investing board. 4:59 PM

Re: Vanguard ETFs

Increasing the holding period to a year causes a big CAGR drop (from 12 to 10).

all 6: CAGR 8.52, GSD 16.32, AT 0.05
lookback 100, top 2, 253 day holding period: CAGR 10.25, GSD 17.51 , AT 0.61

top 1, 253 day holding [more]

NL

Boards Post

numerous replied to the Mechanical Investing board. 4:23 PM

Re: Vanguard ETFs

I agree, lookback of around 80 days, top 2 looks good: CAGR 12.1, GSD 16.5, DD 10.5. But it did take a big loss in 2008.

lookback CAGR GSD AT CAGR/GSD
799 10.56 17.52 0.91 0.60
700 8.69 17.54 1.24 0.50
600 10.76 16.42 [more]

NL

Boards Post

numerous replied to the Mechanical Investing board. 3:55 PM

Re: Vanguard ETFs

Using SPY as a timing signal gives similar results: slightly higher CAGR, lower GSD and lower DD.

Added 120 day sma timing signal. Note that holding period is 20 days. (Holding period of 1 day will give different results.)
[more]

Mon Jul 14

NL

Boards Post

numerous replied to the Mechanical Investing board. 1:57 PM

Re: Vanguard ETFs

The backtest can be extended by using mutual funds:
{VBMFX}{VGTSX}{VTSMX}{NAESX}{VEIEX}{VGSIX}

Looks like the blend has slightly higher CAGR with lower GSD and lower DD.

[more]

Tue Jul 1

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numerous made a pick in CAPS. 3:22 PM

Cato (CATO) will Outperform the S&P 500

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Neenah Paper, Inc. (NP) will Outperform the S&P 500

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National Oilwell Varco (NOV) will Outperform the S&P 500

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Mercantile Bank Corp. (MBWM) will Outperform the S&P 500

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Silgan Holdings, Inc. (SLGN) will Outperform the S&P 500

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The Ensign Group (ENSG) will Outperform the S&P 500

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Plantronics, Inc. (PLT) will Outperform the S&P 500

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FedEx (FDX) will Outperform the S&P 500

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Haverty Furniture Companies, Inc. (HVT) will Outperform the S&P 500

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J.M. Smucker (SJM) will Outperform the S&P 500

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Adams Resources & Energy, Inc. (AE) will Outperform the S&P 500

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Republic Services (RSG) will Outperform the S&P 500

Mon Jun 23

NL

Boards Post

numerous replied to the Mechanical Investing board. 9:10 PM

Re: 2 Zacks screens

first link above should be [more]

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