rrjjgg’s Activity

Thu Aug 21

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:17 PM

Re: OT: Well, that's a relief!

<..My advice to those that believe trend following will always save you is to try
some trend following tests that end in the early/mid 1990s instead of starting there.
I fear that some of them are in for rude [more]

Wed Aug 6

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 7:08 AM

Re: HIIQ not in Folio

Thanks, Mark.

I also wondered why it wasn't in their direct trading either. I didn't think to tell the fellow about that.

I called early, probably before his third coffee, so he was not inclined to be helpful.


rrjjgg

Tue Aug 5

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 4:28 PM

HIIQ not in Folio

Just a point that may interest some, some may know this. To be in Folio's window trades a stock has to trade
above a certain volume.

Two of my WER screens had HIIQ as a pick, but it's not in Folio, so I called about adding it. I was told [more]

Wed Jul 30

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:07 PM

Re: Sector rotation stats

I just checked the returns of SPY over the baseline dates for the sector
rotation. My comment that the returns aren't great is, compared to SPY,
totally wrong. They would have been excellent over these periods.

rrjjgg

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:49 AM

Re: Sector rotation stats

Sector rotation? How do we rotate-what algorithm is followed?

I just tried a simple momentum sort based on the last months total return and
decided from your tables that May, June and (longer term) September don't look so great [more]

Thu Jul 17

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:50 PM

Re: Nasdaq NH-NL , NH/NL

Timing depends on the data source, method and interpretation of the method you use.

The 'standard' $NAHL
13 day and 9 day EMA are still above 0 at stockcharts as shown in the MACD
graphs.

[more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:43 AM

Re: High Price Requirement vs Timing

I didn't review the code, just went by my interpretation of the posts.
Thanks.

rrjjgg

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:29 AM

Re: High Price Requirement vs Timing

Mark,

Since DB2 is our resident new screen genius, he may have already tried this, but you seem to know GTR1 better than most of us, so see if you can combine his and your analyses above using GTR1.
To wit, change the code in the 3PTRV [more]

Sat Jul 12

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:34 AM

Re: OT: Portfolio Risk vs. Individual Security R

Thanks for the reference to your article-the second link above also worked for me, but not the first. (You might see if your browser cache/cookies needs to be cleared out. A cookie sometimes seems to keep a link stuck in my browser.)

Why [more]

Wed Jul 9

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 3:38 PM

First results

I mentioned two blends last year that in backtesting had returned much of the yearly profit in a six month hold. I belatedly decided to try them.
One was TValue-RS26T12. Starting December, 1986, it usually returned around 21%, although it was [more]

Tue Jul 8

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:13 PM

Re: O'Shaugnessy podcast interview 8/30 on bloom

<I don't work; I haunt this board.>

Sounds like work to me :-)

rrjjgg

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:36 PM

Re: O'Shaugnessy podcast interview 8/30 on bloomberg

Tom,

You say ,'Our first..'. Do you work for Bloomberg?

rrjjgg

Fri Jul 4

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:21 AM

Re: YLDEARNYEAR without Limited Partnerships

<[I had an account in a Venezuela national bank while working there and when I went to withdraw funds I was informed that my account(and others) were selected to be closed without funds available to us.

gotta love it.]

In spite [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:52 AM

Re: YLDEARNYEAR without Limited Partnerships

Elan,

Thanks. I am aware TurboTax is pretty good handling K-1's, especially compared to H&R Block software, which I used to use. I had thought about doing it your way, but expected the IRS computers to flag the difference and bring it to [more]

Thu Jul 3

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:23 AM

Re: YLDEARNYEAR without Limited Partnerships

ep0001,

Short answer: no.

Thankfully, too, because YOU never file these. The IRA
broker/custodian has to. I don't know what they charge for this service, but it won't be chump change.

YOU do have to let the [more]

Tue Jul 1

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 4:41 PM

Re: YLDEARNYEAR without Limited Partnerships

Wes,

What problems do you expect? I have numerous MLP's and LP's in various IRA type accounts. Are you thinking about taxes? The only tax consequences are, 1) you miss the
drudgery, uhh, JOY, of compiling the information at tax time [more]

Mon Jun 30

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 8:47 AM

MDCI

In case you use RS-100 or Gen. Screamers and didn't note this, MDCI has been bought out.

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:31 AM

Re: Recommended newsletters

Bryan,

Thanks for the GTR1 backtest of YEY annuals. I totally forgot about that.

The very first thing I thought of was your 15+% CAGR using WER screens over a very lousy investing period :-), but thought VL screens are easier for [more]

Fri Jun 27

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:38 PM

Re: Recommended newsletters

Interesting to see how tough it is to be a newsletter writer.

But, come on, we're far better!

http://www.backtest.org/0913h12ST(YLDEARNYEAR)110

rrjjgg

NL

Boards Post

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

Re: Question on annuities.

Your broker is a sales person who wants a commission, so his argument to buy an annuity must be considered just a sales pitch.

An annuity might have a place in your life, but wait until you are very near retirement before you buy it. Do not [more]

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Big red star, 1000 posts Old School Fool
Board Posts 1562
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Very First Post Official Workshop Portfolio (12/13/2000)
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