rgearyiii

Robert Arthur Geary III

rgearyiii’s Activity

Thu Apr 3

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 2:10 AM

GTR1 and Hindenburg Omens

Out of appreciation for the research that BarryDTO has been sharing lately, I've added a new* feature to the GTR1 backtester that he requested: The field function sgema calculates Exponential Moving Averages (EMAs) of signal fields. [more]

Thu Mar 27

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 2:41 PM

Re: GTR1 raises question about Breakouts screen

hirundo:
Can anyone explain what the monthly backtester is really doing?

The monthly backtester is no doubt faithfully sorting stocks based on Value Line's fields, so the real question is, "What is Value Line doing?" And [more]

Sat Mar 1

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 11:17 AM

Re: time diversification

RayVT:
A while back I ran a series of backtests at Portfolio123, because I had noticed that the CAGRs varied greatly for the different starting weeks of a 4-week hold... Since there is no reason for any cycle to have a different return than [more]

Wed Feb 26

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 8:43 AM

Tax-Efficient Annual Trading

I've added a new field function to the GTR1 backtester that might prompt some re-consideration of annual screens as worthy possibilities for taxable investments.

The new function makes it possible to test an idea I first had while reading [more]

Sat Feb 22

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 6:33 PM

Re: OT why following rules beats individual inve

mark19601962:
That is my point, by following your rules, you did not allow the amygdala to take over.

If you went by your gut, you may not have been so fortunate.


I'm just trying to picture how someone would end up with [more]

Fri Feb 21

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 7:27 AM

Re: Applying Timing to GTR1 Blends

I have a correction to make to my last post: The results I gave for SmallMoVL going to cash whenever EightDaySignal < 4 were indeed for a 1-day lag in the signal, as stated. However, the link I cited for the results (the second link in the post [more]

Thu Feb 20

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 10:03 PM

Re: Applying Timing to GTR1 Blends

mungofitch:
I've started using a simpler NH-NL test for a bunch of my work. I'm wondering if it turns into a simple one-liner using the various functions you've introduced, or if it has to be done one day at a time.

It's a [more]

Wed Feb 19

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 11:34 PM

Applying Timing to GTR1 Blends

This post started out as a reply to BarryDTO in http://boards.fool.com/timing-and-shorting-index-futures-311... , but once again, I found myself writing enough to [more]

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 7:55 AM

Russell 2000 Not Torpedoed

I'm sure Wall Street is breathing a deep sigh of relief as it wakes up to this thread title this morning, and I wouldn't be surprised if the Superior Six comes a few days early as a result of this good news. (While I'm obviously kidding, it's always [more]

Sun Feb 9

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 11:18 PM

Re: New VL Screen? - SmallishMo - Rocks!

There's no reason for this screen's backtest to start in 1989 instead of 1986, and if you extend the backtest to that year ( [more]

NL

Boards Post

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

Re: What's a guy to do?

hiphop:
Here is what I want to test: YEY with and without the various timings. I have no idea how to do so, but one of the more seasoned GTR1 users can jump in (hopefully not Robbie--he already does yeoman's work on this), and lead us [more]

Wed Feb 5

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 11:25 AM

Re: GTR1 Weekly Trading

chris319:
The broader picture is that there are better backtesters/simulators/whatever you want to call them available commercially, and at an affordable price.

The broader picture is that there are three reasons for me to add a [more]

Mon Feb 3

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 1:25 PM

Re: Who Needs Momentum?

BretBaughn:
I think the -1 lag is giving a crystal ball boost here. Based on Robbie's recent email, I checked the translation and it backs up the SP500 membership lag to 0 instead of 1. I think that may be giving you an extra boost from [more]

Sun Feb 2

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 9:57 AM

Re: What's a guy to do?

elann:
So what's a guy to do? My goal is to re-evaluate all the named screens and re-select my blend in the next few weeks. It seems like the best way is to lift the screen URLs from Larry Hill's GTR1 Helper...

If you're looking [more]

Sat Feb 1

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 1:49 PM

Re: Who Needs Momentum?

Thank you to everyone sharing research based on the GTR1 backtester, which helps ensure that the backtester pays off for me personally and that it continues to exist for many years to come.

Since my posts on this message board are the [more]

Mon Jan 27

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 4:45 AM

Re: "safe" investment portfolio

johnnyhabesha:
It would be greatly appreciated if someone can post the two-ratio system in GTR1-speak, if can be constructed--- thanks!

Constructing this signal from SPY is so simple that I'd recommend it as a first lesson for [more]

Thu Jan 23

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 1:28 AM

Re: weekly screen 1983-2014 69% CAGR w/.4% frict

musselmant and I regularly communicate by email, where I have already ripped this backtest to shreds, mainly because the friction was only set to 0.04% instead of 0.4%. I suggested he have the post removed so that the typo doesn't proliferate into [more]

Tue Jan 21

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 9:08 PM

Re: Mechanical screen selection

I've been waiting to do more testing and talk to Jamie about the possibility of server upgrades before introducing Zeelotes-style "blending at a whole new level" with the GTR1 backtester, but I couldn't really resist the chance at the [more]

NL

Boards Post

rgearyiii posted to the Mechanical Investing board. 8:27 AM

GTR1 picktally function

I have a few posts with questions that I've marked for later reply until I've gotten around to explaining a new feature of the GTR1 backtester, but the list is getting long enough that I should get it out of the way.

Field Function [more]

Mon Jan 20

NL

Boards Post

rgearyiii replied to the Mechanical Investing board. 11:12 AM

Re: A bull market somewhere, cont'd

mark19601962:
I would focus on worst 5 year returns... when you are talking about 5 year periods, momentum goes away, and mean reversion kicks in.

It sounds like besides Hulbert's articles, you've been reading a bit of Stalin on [more]

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Three stars, 500 posts Old School Fool
Board Posts 524
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Threads Started 226
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Very First Post "year and one day" (5/11/2000)
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