rrjjgg’s Activity

Fri May 20

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:57 PM

Re: Friedrich Algorithm

If I recall correctly, a few years ago you were working on a method to do at least as well as Buffet did. Is this the fruit of that labor? I noticed the CARG was better than BRK/A and SPY over 2007-current period. Did you keep track of the bear [more]

Mon May 16

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 12:46 PM

Robbie's screen

FLARAM in post 262395 recounted a screen he says is due to Robbie
using Zacks ranks. The results were quite good post discovery, so I wondered how this might work in other universes, so I first tried WER stocks:

[more]

Sat May 14

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:17 PM

Re: backtesting can be misleading

Zacks' comments suggests one should avoid using it.

This was discussed here before, recently:see the article by Bailey, et.al.,
[more]

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 4:46 PM

A Simple Screen

I came across a printout of the paper mentioned in
http://boards.fool.com/timing-with-factors-31951827.aspx?sor...
The second post in the thread [more]

Wed May 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:20 PM

Re: NAHL - Six Negative Close Days

The 9 day signal is negative, but the 13 day EMA is just above 0
today.
http://stockcharts.com/h-sc/ui?s=%24NAHL&p=D&b=5&amp...
The [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:05 PM

Re: OT: Managing Cash

Far out idea? Cash depends on a currency. The historical
currency called gold is moving up now, or, as some folks look at it, USD is weakening. Buying GLD would be a volatile ride, but it should do better than a broker's money market, at least [more]

Tue May 10

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:06 AM

Re: Recent BCC Signals

I was checking BCCIII earlier today and it uses
CLOSING prices. On April 20, the close was 2,102.4, 0.23 lower than an earlier close, so no new high then.

rrjjgg

Mon May 2

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:44 PM

Re: Datahelper down...?

For what it's worth, FC's link (using Chrome) worked for me today, Monday,
May 2.

rrjjgg

Fri Apr 22

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:40 PM

Re: % invested in stocks

Jim,

Thanks for the BIP pitch. It sounds like a good
one to hold.

rrjjgg

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:26 AM

Re: Almost there, but....

Just checked again and the 180 day version slipped back.
It might take a bit longer for the slopes to go positive, if they do.

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 11:20 AM

Almost there, but....

I read a post comparing results from different $SPX SMA slope bear catchers and had, I think, the slope of a 180 day SMA compared to the value 7 market days earlier gave optimal results.

I checked that and the 200 SMA with 10 days earlier [more]

Wed Apr 20

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:16 PM

Re: % invested in stocks

I used to own Brookfield and after it split I bought both sides, BAM and BIP, even though I liked BIP better. Why? It was consistently going up and in a business I think will survive various crises. But I never did a value type look at it. So what is [more]

Sat Apr 2

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:19 PM

Re: 99 days rule - current status

m...,

Almost all the bear signals trigger with some real or opportunity loss. Insurance costs.

ep0001 pointed out (both 9 and 13 EMA) $NAHL (at stockcharts) triggered after 2-3 weeks of palpitations around 0. This seems one of the [more]

Fri Mar 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:28 AM

Re: OT: Opera

Ray,
The old HP computer I'm using has Microsoft XP. Google has been posting a little message about Chrome not supporting XP and Vista in the future. Maybe auto updates will be stopping then? :-)


rrjjgg

Sat Mar 5

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:09 PM

Re: AI

Over-fitting has been discussed here for a long while, with general rules to control it, starting with choosing a rule that makes some business sense, Jim's third point, say, low pe , and back-testing it. If it works, stop--don't try to over tune the [more]

Sun Feb 28

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:34 PM

Re: Just saying

That must be it. I even recall coming to your conclusion a few weeks ago, just forgot. Thanks.

rrjjgg

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:53 AM

Re: Just saying

Bryan,

I think you got the answer to this from Robbie, but why
does GTR1 seem to work with ril.w!=null to pull up the WER stocks, but not with ril.w >0 (or 1), while ril.w =1!2!3!...!20 seems to work using the top 20 ranked [more]

Sat Feb 27

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 7:54 PM

Will gamma lead to new screens?

I used to read Didier Sornette's early papers where he tried to figure out bubbles and when they burst. Here's an article co-authored by him that might interest some in trying to see if his gamma* idea is helpful(eq 3). I played around with an [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 7:34 PM

Re: Users On This Mechanical Investing Board

FC,
You are right, we used to have long threads. I recall getting back from vacations with huge numbers of posts to scan. What's the difference?
We were all trying Jamie's new backtester, with lots of questions about coding, Radish invented [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:43 PM

Re: Just saying

Rather than claiming YEY is not trustworthy and should be replaced by WER,
another interpretation of the close fit between them is just the opposite: if one can be trusted long term, so can the other.

WER is 'out of sample' about 10 [more]

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Big red star, 1000 posts Old School Fool
Board Posts 1813
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