rrjjgg’s Activity

Thu Feb 4

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:35 PM

Re: Rising?

Rising is a go:

http://stockcharts.com/h-sc/ui?s=%24NAHL&p=D&b=5&amp...


I entered my SI screens last Monday based on [more]

Sun Jan 31

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:05 PM

Re: NHNL

mingusmonk,

Your chart is a common test for a bear market, EMA(13)< 0, the other common one is EMA(9) <0. There's also the GTR1 ratio test. All are currently bearish.

The common 'rising' signal tests for a bull correction in a [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:14 PM

Re: MI in commercial use?

I just looked to see if Dorfman's robot column appeared yet this year. It did, says he lost a bit, but not super bad. The VL blend I mentioned gained a whopping 1% as did $spx. The excitement is overwhelming!

[more]

Sat Jan 30

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 7:36 PM

MI in commercial use?

I came across an interview with John Dorfman where he briefly talks about
an annual 'robot' screen he's been using for the last several years.
He mentioned the CAGR was about 16%, so not far from what we'd expect
with many of our annuals [more]

Fri Jan 29

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:15 PM

Re: Execution Question

Folio also has low rates for market orders, so why use their
window trades, if you think they are getting you bad executions?
I can get 10 trades/month without further commissions and some small amount, I think $3.95, after [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:02 PM

Re: best bear strategy: stay invested?

Lose?? How about loss?

rrjjgg

Wed Jan 27

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 4:45 PM

Rising?

A 'rising' new highs-new lows signal suggests a bull correction in a bear market.
One based on Zee's suggested EMA(9)<0 for a bear market is EMA(9)>EMA(29).
This signaled today and stayed in force at the dismal close of trading. [more]

Fri Jan 22

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:33 PM

Re: What is WER?

I'll point you to a derivative source for WER data:

http://tradesim.info/scrngen.php

It should have a current .csv file ready for download into your spreadsheet [more]

NL

Boards Post

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

Re: bottom indicator

RU, thanks for reminding me about Steve's bear detector.

Unfortunately, it seems to correct, so far.

rrjjgg

Wed Jan 13

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:34 PM

Re: Up 5x3 Screen Question

Is this what you mean?
[more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:28 PM

Re: Up 5x3 Screen Question

sailmac,

I tried TG's first GTR1 Helper code and left out the steps after PCF>25, using PCF bottom 10 for the final step. The results are about 8-10 points lower and the drop off as stocks are added is very pronounced, so the final DV [more]

Sun Jan 10

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:06 AM

Re: RayVT Question

Ray,

I like your approach, especially automating the process, because it makes clear to everyone that this is not an unknown 'black box' signal, but one we can understand. So thanks for discussing it here.

For others, like me, with [more]

Sat Jan 9

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 12:23 PM

time luck

One of the WER people posted a link to a paper which may interest some here, but which I thought was funny. Why?
Both the title and the last sentence make it clear it's to help finance
pros get around AVERAGE returns, so, maybe no reason for [more]

Fri Jan 8

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:20 PM

Re: MI & the " philosophical economics"

Elliot,
Thanks for the reference. He has a very good account of the points needed to be checked to try to validate methods. Worth the read just for clear statements of these.

You seem to follow him, so could you maybe post about his [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:30 AM

Re: Uniformity of returns per position

I'm not exactly sure which WER data you want, but try
the weekly spread sheets at

http://tradesim.info/scrngen.php

They also have a backtester, see, 'model entry', and 'recent [more]

Thu Jan 7

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:06 PM

Re: Yuck!

This suggests we might have pain all the way to the end of
February, followed by more pain from April well into June.

Double Yuck.

[more]

Wed Jan 6

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:46 PM

Re: Lucky, for a change.

Ray,Bryan,

Thanks for the comments. There is a lot of variation in the screen I used, but the worst week was 26%. That's why I said I wouldn't mind
using it. I, too, would stay away from one with a 2% return week.

Bryan, I'm [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:42 PM

Re: Lucky, for a change.

You still miss my point. I was only stating what I actually did, not what I/you/we think should be done in the future or should have been done in the past.

As I stated, I'll use the week 1 data simply because I trade with monthly or longer [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:09 AM

Re: Lucky, for a change.

musselmant,

Why are you criticizing my answer to Bryan?

I posted a backtest using the week when I actually trade to answer his question.

'Cherry picking'? Not at all! Just a statement of facts. In my answer, why should I [more]

Tue Jan 5

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:30 AM

Re: Lucky, for a change.

Incidentally, if yours is RS/pe top 20, it was beating my results up to Nov (last price updates at tradesim), so how'd it do
for you?

rrjjgg

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