rrjjgg’s Activity

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]

Tue Jun 9

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:26 PM

Re: NHNL

I noticed this, too. Keep in mind the NAHL is measuring extremes, highs and lows, not average behavior. I think the advance decline measure is more average behavior.

In addition to the statistics in GRT1, I have an old Fund Advice letter. [more]

Thu May 28

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 12:41 PM

Re: Way, way off topic...twitter hack ideas?

Since we're in a buggy thread, a news article was posted this morning about how to crash and reboot someone's iphone by merely sending them a text message.

Apparently it was posted last night. I saw it in

[more]

Mon May 25

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:00 AM

Re: Explorations of YldEarnYear_SI

Ram,

Congratulations!

You irritated Robbie enough to cause him to
give us a new longer version of the test :)

rrjjgg

Sun May 24

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:45 AM

Re: SA Series on Market Timing Methods

Charley,

Depends on what you want. The biggest CARG or the ability to easily get to sleep? Most of us, and, especially our spouses(!), would probably opt for the latter. I was merely surprised by the 'cost' of the SMA
insurance. But if [more]

Sat May 23

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:47 AM

Re: SA Series on Market Timing Methods

The papers authors seem to say their index is better than a timing indicator, because they claim it is a predictor of future market RETURNS. Our bear catchers predict rising or falling markets, but not returns, so, if the authors are correct, they [more]

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]

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Big red star, 1000 posts Old School Fool
Board Posts 1682
Recs Received 2913
People who have rec'd these posts 443
Recs to Posts Ratio (last 30 days) N/A
Threads Started 225
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Very First Post Official Workshop Portfolio (12/13/2000)
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