rrjjgg’s Activity

Sat Aug 1

NL

Boards Post

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

Re: Recent BCC Signals

Incidentally, isn't the QTAA method based on a similar idea, that is, move a portion of your funds in or out as signals dictate? The main change is that FundAdvice signals, as well as our signals, are, I assume, applied to our whole spectrum of [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:01 AM

Re: Recent BCC Signals

This reminds me of the old FundAdvice timing method. They relied on 4
signals and suggested moving 25% of your investments out of the market for each signal that was bearish. They said their method was based more on investor psychology than [more]

Thu Jul 30

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 11:51 AM

Stop Loss revisited. Again.

A number of posts have noted that stop loss schemes don't help with
our type of regular short rebalancing periods and some schemes can now be tested at GTR1. For longer, especially indeterminant periods (buy and hold) I've seen some verification [more]

Tue Jul 28

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:26 PM

Re: The best ideas are the ones you steal?

Someone might want to check my figures, but the results in their back test seem to give a CAGR of 11% or so from 1999 to 2012. They have two huge years, but lost over half in 2008.

The first VL quarterly that came to my mind beats that to [more]

NL

Boards Post

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

Re: The best ideas are the ones you steal?

No.

They HAVE to pick from hedge funds 'overlaps'. If you charge $300-$400/year for a quarterly list, you need to advertise some sort of 'value added'. :-)

Who knows? Maybe over time this will do much better than a simple momentum [more]

Sun Jul 26

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:08 PM

Re: OUCH

Elann is dead right. That's what attracted me to MI in the first place.

In two earlier posts I mentioned some backtesting I did with the monthly output at backtest.org. The monthly granularity only allows [more]

Sun Jul 19

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:29 PM

Re: RTW

Zee may have a sophisticated version that works, but RTW has performed more or less as
decisionmoose.com lately --not very good. If you want a list of ETFs
using a 6 month lookback as a ranking, see [more]

Sat Jul 18

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:43 PM

Re: Median P/E

Your exercise gives another view of what value metrics suggest might happen in the intermediate future and supports both your ideas of lower future returns and those of the others I recently posted. The almost straight line the 1 year graph made was [more]

Fri Jul 17

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 12:07 AM

More Predictions

Although we've discussed how inaccurate these might be, they may
guide us while investing. The following article has four
well known investors agreeing with Jim's view of weak markets for a fairly long time.

[more]

Tue Jul 14

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:39 PM

Re: Fidelity

Bryan,

BRK-A had a high of $81,000 in March, 1999. (Interday values.) It then dropped to a low of $43,000 in Feb., 2000 during the dot-com craze. Draw down of 47%.

It had a slightly higher DD of about 49% during the 2007-2009 [more]

Mon Jul 13

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:03 AM

Re: Fidelity

Yesterday I heard a program called Wealthtrack on PBS (public broadcasting) which is probably available for review at your local PBS website. They had an interview with a person noting the deflationary forces in the world, so he was suggesting a [more]

Sat Jul 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:35 PM

Re: Ot: popup on this site

I usually use Chrome, but I have Firefox that hasn't been recently updated and I tried it.
No symbol popped up. I did add Mozilla 'NoSript' which said something about allowing only part of the scripts the Fool sent, so you might try adding that [more]

Sat Jul 4

NL

Boards Post

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

Re: can-o-worms

Found it--Montana, not Wyoming.
http://video.foxnews.com/v/4337605540001/after-same-sex-ruli...

NL

Boards Post

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

Re: can-o-worms

Phil,

You may get your answer in short order (by court standards-after appeals no matter what the initial decision is -a few years from now?), since I read in usatoday.com or [more]

Fri Jul 3

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:01 AM

Re: S&P Up or Down

TMT33

I suspect most quant screens have been developed with as much data as possible, so the 1965 to 1981 period would have been tested.

Wait! Aren't WE amateur quants? So can we test your idea here with our very meager [more]

Thu Jul 2

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 3:29 PM

Why I5, S6 days?

I came across this at ScienceDaily.com,

Pension funds are losing billions annually due to end of month trading,
[more]

Wed Jul 1

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:10 PM

Re: S&P Up or Down

Jim,
If your rule,
'in investing you can have at most any two of (a) high returns, (b) safe returns,
and (c) returns which make money in every calendar year.',
is valid, it should be taught to every investing professional advising [more]

Tue Jun 30

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 12:02 PM

Second Result

In an earlier post,http://boards.fool.com/first-results-31318955.aspx,
I mentioned some real money tests I'm doing with six month holds using the hold period outcomes at [more]

Fri Jun 12

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:59 PM

Re: 401K option consolidation

FC,


Thanks for the answer. I'm glad you could get control of at least some of the funds.

rrjjgg

Thu Jun 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:11 PM

Re: 401K option consolidation

What are the company rules, if any, for you to directly roll-over all or most of your 401k equity into a self-directed IRA or Roth? I assume you can transfer out after you retire. Can it be done before then?

If you don't get a large match or [more]

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Big red star, 1000 posts Old School Fool
Board Posts 1694
Recs Received 2940
People who have rec'd these posts 445
Recs to Posts Ratio (last 30 days) 2.60
Threads Started 227
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Most Frequent Board Mechanical Investing
Very First Post Official Workshop Portfolio (12/13/2000)
Percentage of Posts Rec'd 48.11 %
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