numerous’ Activity

Fri Nov 7

NL

Boards Post

numerous replied to the Mechanical Investing board. 2:11 PM

Re: FolioFN TradeAnalyzer

If you are a liquidity demander you just have to pay the cost for immediacy, either in paying the spread or in missing trades that you wanted to make. ... All momentum screens are inherently liquidity demanders and cannot be recast or redesigned [more]

Wed Nov 5

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Boards Post

numerous replied to the Mechanical Investing board. 1:43 PM

Re: learning from my mistakes

In the first five years of this board there were 120-130000 posts. There have been that number in the 10 years since, and declining annually.

1318 posts in the last 3 months. 1318*4*5 = 26,000 posts over 5 years. So, yes a big decline [more]

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Boards Post

numerous replied to the Mechanical Investing board. 1:30 PM

Re: FolioFN TradeAnalyzer

Thank you for sharing this data. I am glad someone is checking FolioFN execution quality.

Interesting data, but not measuring what I consider slippage. The "Window Results" show actual trades during the window hour. Your trade must [more]

Fri Sep 26

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Boards Post

numerous replied to the Mechanical Investing board. 6:58 PM

Re: PDLI auditor dumped them

The trusts have been around 25+ years and, AFAIK, are not going to disappear in the next couple of months or years.

GNI is going to disappear April 6, 2015. This stock was badly mispriced for years, then someone noticed the expiration [more]

Sat Sep 13

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Boards Post

numerous replied to the Mechanical Investing board. 1:06 AM

Re: things you should know the difference betwee

All this WER talk got my attention. Better than SPY, but not as good as YldEarnYear.

screen hold_period CAGR_avg GSD CAGR_min CAGR_max
WER_PE monthly 12 31 5 22
WER_RS/PE monthly 11 32 4 21
YldEarnYear monthly [more]

Thu Sep 11

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Boards Post

numerous replied to the Mechanical Investing board. 11:42 AM

Re: revised SIP screens to fix P/CF

Using SI Pro's incorrect PCF reduces CAGR significantly. It's like using a random number to throw away most of the top picks, and so has similar results as going deeper into 3pt_Relative_Value_nocf.

screen hold CAGR GSD DD Sharpe AT [more]

Tue Sep 9

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Boards Post

numerous replied to the Mechanical Investing board. 2:02 PM

Re: revised SIP screens to fix P/CF

Define {78RPM_rev2}
Uses [SI Price] [SI Volume--Average Daily 10d] [SI Price as % of 52 Week High] [SI Price Change 26 week] [SI Exchange] [SI Income After Taxes 12m] [SI Market Cap Q1] [SI Depreciation 12m]
Deblank [SI Price] [SI [more]

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Boards Post

numerous replied to the Mechanical Investing board. 10:57 AM

Re: revised SIP screens to fix P/CF

The problem is the database used for backtesting is different before 2010. So the backtest results will not say anything about the current screen.

It is like backtesting a screen for low [Price/Earnings] up to 2010, then switching the [more]

Mon Sep 8

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Boards Post

numerous posted to the Mechanical Investing board. 6:27 PM

revised SIP screens to fix P/CF

The SIPro definition of cash flow per share changed in 2010. See http://boards.fool.com/up5x3-torpedoed-31066701.aspx for background. Some standard SI screens need to be updated to [more]

Thu Sep 4

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Boards Post

numerous posted to the Mechanical Investing board. 5:27 PM

gtr1 reproduction of real world results

AstroPhool was generous enough to post results in 2011 at
http://boards.fool.com/3-what-were-your-own-quotrealquot-res... , with a real world CAGR of [more]

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