rrjjgg’s Activity

Yesterday

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:47 PM

Re: Another disciple of Permanent Portfolio

<..., a few days ago referred to "productive farm" as an example, but that's completely illiquid and can only handle a very small amount of capital at one time, even if it did work.>


Maybe not as illiquid as you might [more]

Sun Nov 23

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 7:53 AM

Re: Is it easier to beat the market now, or befo

I tried a version or two of these measures using Jamie's
backtest.org This is restricted to VL stocks, but this really amounts to
just a reasonable beginning filter, if no timeliness is used.

The [more]

Sat Nov 22

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:05 PM

Re: Another disciple of Permanent Portfolio

Experiments using recent past. Use variant 0 in each.
Glenn's leveraged PP:

[more]

Wed Nov 5

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:56 PM

Re: Is there a different drummer?

Here's one from ETFscreen.com
[more]

Tue Nov 4

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 3:13 PM

Is there a different drummer?

While testing simple RS screens in GTR1 with small custom universes I've repeatedly noticed that when the universe is based on mutual funds, such as musslemant's recent
fidelity select screen, trp(1,200) [or tr(1,200)] usually gives results that [more]

Sat Nov 1

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:04 AM

Re: StevnFool Port Update - Oct 2014

I looked at your returns early this year and
they seemed to indicate you were going to go down this year. I didn't pay much attention until now. Nice turn around!

rrjjgg

Fri Oct 24

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:15 PM

Re: Icahn mechanical strategy

What have they done for us lately? From around Oct. 2003 to now, IEP
has risen 1086% to Buffet's 167%

Very different. The ride with Icahn has been a real
roller coaster, while BRK/a is pretty smooth.


[more]

Tue Oct 21

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:40 PM

Re: Icahn mechanical strategy

Jim,

Your point about IRR is interesting.

But I think the reference is really to a CAGR. Look at the Perf chart
for IEP. It gives the stock performance so one can calculate the
CAGR from it.

rrjjgg

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:32 PM

Re: Timing Bernie with monthly signals

Phil,

Shall we try for a third signal date? :-)

Part of the problem is that we need the close the week before (Starting 12 Dec.). Use the inspection element to see that close:

[more]

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 12:40 PM

One is now 'rising'

I like Zee's $NAHL EMA(9) greater than 0 signal, since it triggers
a bit faster than Jim's EMA(13) test. Both have us in bear territory. Jim pointed out that, if you have a bear signal, but EMA(13) crosses above
EMA(42), then one can expect [more]

Mon Oct 20

NL

Boards Post

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

Re: Icahn mechanical strategy

Why work so hard? Just buy IEP, the public tracking stock he uses to
estimate his wealth.

Having owned it for awhile in the past, be prepared for a K1 form that might totally blow out your tax software package. He owns/owned movies, [more]

Thu Oct 16

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:52 AM

Re: ma260 better than ma200 for timing?

Earble,

I checked SPY at GTR1. With dividends of about
2.25%, the total B&H CAGR is still less than 5%, which doesn't beat your
method even with no dividends.

It would have been easier to just park our cash in a bond [more]

Tue Oct 14

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:54 PM

Re: How to determine Bear Catcher Combined value

Robbie,

Thanks for explaining why you used a ratio rather than a difference for your NH/NL test. I always wondered why you chose a ratio signal, when Zee, Jim and many others investigated the difference. I'm very impressed that you found a [more]

Thu Oct 9

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:00 PM

Re: October

OxBeaux

Sounds great.

Can you quantify, 'good to me"?

Care to mention the screen(s) you like?

rrjjgg

Wed Oct 8

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:35 PM

Re: October

Fret,fret,fret,...

Can't one ask what else there is to do while wringing hands during tearful supplications to a favorite deity?

I think I know--but don't like my solution.

Wait until the end of Oct. If things don't begin [more]

Sun Sep 28

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:08 AM

Re: NH/NL BC switch (1 version)

I just did a quick scan of the paper. I'm not sure I understand what
they are measuring, but 'predictability of returns' is mentioned in the forward.

We've only tried to find signals for approaching bull or bear markets..
no attempt [more]

Thu Sep 25

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 7:31 AM

Mungo's Student??

David Hay, in Mauldin's current letter, sounds like he's been reading Jim's posts about returns over the next several years and then went further.

"Future Bull" by John Mauldin: [more]

Wed Sep 24

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:22 PM

Re: OT: Retirement Account Choices

I'm not sure exactly what gtr1 does, but I have been assuming top 11
when there are only 9 stocks gives 2 parts cash, 9 parts equally weighted stocks and top 10 gives only 1 part cash, 9 parts stocks. So the results should be a bit less with 2 [more]

Sat Sep 20

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:39 PM

Re: GTR1: RS1M-hold3m in a small 401K universe I

Kev,

Neat screen. If I understand it, it uses a 15% stop gain, hold till
drop and bear catchers. If you look up the B&H return of SPY, from that date on, your screen triples the return of SPY. Nice!

This morning I tried the [more]

Fri Sep 19

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:54 AM

Re: GTR1: RS1M-hold3m in a small 401K universe I

I'm guessing, only guessing, that if both stocks and bonds crater, then not only cash but gold will do well. Maybe add GLD or SGOL to the list?

One of the current problems with cash, is some jurisdictions might
have negative interest [more]

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Big red star, 1000 posts Old School Fool
Board Posts 1598
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