rrjjgg’s Activity

Tue May 19

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:02 AM

Re: another simple asset rotation

I like something easy to implement like this, but is it over fitted, maybe just to this list or similar lists of etf's?
Will it work going forward?

The max return is around rrs(1,80) but drops off fairly quickly on either side, say by 42 [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:25 AM

Re: stop losses work?

Jim,

I've seen warnings not to enter stop loss orders with your broker for your reasons. Just check closing prices and sell the next day, when a stop was hit at closing.

It is interesting to note that the paper musselmant [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:54 AM

Re: stop losses work?

A number of experiments by people here concluded that stop losses don't help, but stop gains do.

The first post in the current thread suggests they help, as does this earlier article,
[more]

Mon May 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:27 AM

Re: Bear Catchers Combined

To see if the bearcatchers help at all, we try a simple test with
WaveDoc's references and BCC = 0.

[more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:12 AM

Re: Elann's 256108 (*Weighted)

Both you and Jim assume US industry will do as well in the future, at least longer term, as in the past. But our future performance may well be weakened by current political, financial and demographic forces. To say nothing of loss of jobs, hence [more]

Wed May 6

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 7:42 AM

Re: Triple MA Crossover

gdm, Is this worth it? Try RSP, same dates, B&H. CARG only off by about 0.2.

Probably improves with BCC = 0, so I tried it. If I imported the BCC code properly, I got CAGR 13.33, much better than SMA timing. I was in
Lohill's window [more]

Mon May 4

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:18 PM

Re: asset rotation fails?

This doesn't surprise me too much.

Does anyone else recall the Moose's recent results? Isn't that what he does? Admittedly, only single asset rotation, but the general
procedure is the same; he could just as easily pick the best three as [more]

Sun May 3

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:15 PM

Re: OT: NYC Stuff and a rant

They do teach them to read, just not to write! My grandchildren are in the NYC schools and will not be taught cursive writing. So grampa will have to remember to print or use e-mail. So much for a quick, 'I wish you were here' postcard in my rather [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:50 AM

Re: Long-term value MI?

I read this a couple of weeks ago. It's by Porter Stansberry and deals with the topic at hand in an almost MI way. Some of his suggested metrics can definitely be backtested. This was published in his 'free' daily newsletter, 'The Stansberry Digest', [more]

Fri May 1

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:33 AM

Re: I have done this before but...

<Suffice it to say that we have more money than when we retired, and have been on ~50 cruises with total ~575 ship-days.>

My only question about this, based on my limited cruising, is
you surely gained 200 pounds from all these [more]

Thu Apr 30

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:27 PM

Re: A Weighted* View

DoesMIWork mentioned 20 stock holds using a final momentum sort. I have seldom tried backtests with that many stocks in a single screen, so I tested ValueRatio and RS26WK,RS26WKT12, hold 20, monthly rebalance, at [more]

Wed Apr 29

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:07 PM

Re: Long-term value MI?

Here's a VL based annual with 21% CARG all months summary, 24% starting in January:

[more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:19 AM

Re: A Weighted* View

<A backtest can show as much as 4% difference in CAGR, with just one week difference in starting date.>

If that's all, that's great. Consider the difference between start week 1 and start week 2 in the following simple WER [more]

Tue Apr 28

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:47 PM

Re: Biff!! Powww!!!

I don't use SIP directly, but most of the Radiscript I've seen
includes various 'deblank' steps. If you need data from a year ago that's
not available in SIP or VL, don't these deblank steps pass that stock by?

NHTC was around in [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 7:42 AM

Re: Biff!! Powww!!!

Hi, finfusion. This might answer your question.

I mentioned I had NHTC in two blends. I can't use GTR1 for picks, so where did NHTC come from and why did it slip by a dspo > 252 filter?
Because that filter is not in the original [more]

Thu Apr 23

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:04 PM

Re: 20 yr BRK.A VS EWS&P500

Yep, been there, done that. No help. Remember, Merle didn't consider this as abandoned property. Records are just lost or unreachable, so to them it's non-existent.

I suspect it was sold and unreported to KMP. I just need some proof of that [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:31 AM

Re: 20 yr BRK.A VS EWS&P500

< I love your anecdotes.

Then they got into major trouble and disappeared. It took me about three months to get my certificates that I transferred to a new brokerage house.

Don't you think that if that happened today it would be [more]

Mon Apr 20

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 11:01 AM

Re: Biff!! Powww!!!

NHTC is in both the SI and WER blends I am using, double bah.
I noticed a couple of other hits (~6%) today, so I checked the calendar.

Yep, it's those pesky Inferior 5 days, using Zee's count, not Jim's.

Which means the [more]

Tue Apr 14

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:40 AM

Re: yey, what to do?

Can you hold yey in a tax advantaged account?

I think about dropping MLPs off and on, but they have been pretty
good to me, so my solution is to hold most in Roth or IRA accounts.

Tax time brings out the writers needing a column [more]

Mon Apr 13

NL

Boards Post

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

Re: 10 investment newsletters

gdm: Thanks, now I get it.

rrjjgg

Show More Activity ...

CAPS Stats & Trivia

CAPS Player Rating < 20
Player Rank 0 out of 75225
Score 0.00
Score Change Today 0
Accuracy 0.00%
Active Picks 0
Total Picks 0
Best Pick ( 0)
Worst Pick ( 0)
Average Score per Pick 0.00
Charms Earned 0
Highest Rated Favorite No Favorites Selected
Go to rrjjgg’s CAPS page

Boards Stats & Trivia

Big red star, 1000 posts Old School Fool
Board Posts 1669
Recs Received 2893
People who have rec'd these posts 442
Recs to Posts Ratio (last 30 days) 2.50
Threads Started 223
Threads Started Percentage 13.36 %
Most Frequent Board Mechanical Investing
Very First Post Official Workshop Portfolio (12/13/2000)
Percentage of Posts Rec'd 47.99 %
Show rrjjgg’s 10 Latest Posts