rrjjgg’s Activity

Wed Mar 18

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:38 AM

Re: Buffet's Pain

< Alternately, he's going daft in his old age.

"I should be so daft.">

Not necessarily.

WE have YEY!

rrjjgg

Tue Mar 17

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:58 PM

Re: Buffet's Pain

Porter Stansberry has a theory about this and is writing a book about why he thinks this is happening. His main idea is that capital intensive industries are never able to return as much to the stockholders as those with few continuing capital [more]

Mon Mar 16

NL

Boards Post

rrjjgg posted to the Mechanical Investing board. 9:24 AM

Do we need a bot-swatter?

MI ideas are great for selling stuff.

To us, to them. Especially to them.

Of course, we've already embraced MI.

[more]

Wed Mar 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:48 PM

Re: Antonacci's Optimal Momentum in GTR1

Another problem with these screens is the underlying etfs change in popularity from time to time, so one must check different universes from time to time to try to catch these changes. The what's working lately idea.

A simple example is to [more]

Mon Mar 9

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:46 AM

Re: Antonacci's Optimal Momentum in GTR1

<Well it looks like a great strategy. >

Did you read my last paragraph? I, for one, would have had trouble sticking with it the last few years.

For another example of a momentum type,
almost mechanical (the final pick is [more]

Sun Mar 8

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 5:13 PM

Re: Antonacci's Optimal Momentum in GTR1

Remember GTR1 averages all 21 starting days and the paper uses monthly rebalances on one day each month giving different values. The rebalance dates between their figures and the first GTR1 date will also vary, since not every month will start 21 [more]

Fri Mar 6

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:12 AM

Re: K-1's and YLDEARNYEAR

Continuing the idea in Elan's post, the
K-1 of a MLP you sold gives detailed information about the capital gain/loss to report, but the company only sends it to you, not to the broker. The IRS doesn't care if you use the broker's reported [more]

Thu Mar 5

NL

Boards Post

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

Re: OT: ATP Pre-set Filters

What's ATP?

Wed Mar 4

NL

Boards Post

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

Re: K-1's and YLDEARNYEAR

Elan and I have each posted about this. If you have a tax advantaged plan, which I think a SEP is, then just keep the K-1's and add up the
UBIT's coming in from MLP's in that plan. If it's more than a magic number ($1,000 per each account, I [more]

Sun Mar 1

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:31 PM

Re: Delving into a 49% screen

When I typed 'plus' ,+,I got a vertical line with no cross bar in my last
post. Is that the 'preview message' in Fooldom acting up? I say that because I'm looking at the correct symbol in the message block.

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 8:23 PM

Re: Delving into a 49% screen

Parentheses anyone?

In DrBob2's original post he had a line
including a term of the form a/b/c

<Create VR2Pr = Volume10d / Volume3m / Price>.

Some(most?) computer software reads operations left to right, so if [more]

Fri Feb 27

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:02 PM

Re: Investigating a simple enhancement to YldEar

Bryan,

I think you're right. GTR1 probably uses adjusted prices, so the dividends would be included. I could/should have had a few more start dates. I just wanted to compare VL tim-2 to some easily bought ETF and RSP had been discussed here [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 10:57 AM

Re: Investigating a simple enhancement to YldEar

Bryan,

I played with your timeliness results and have the following
comments. I think a better comparison is to start all tests the same date. So use tim.v =1, tim.v=2 instead of timely.v. The new CAGR come down to around 15, closer to [more]

Fri Feb 20

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:50 PM

Re: Totally off topic

Since we're crowing about extremes: I'm staying at mother-in-laws in a retirement community in the Phoenix area where the temps the
last three weeks have been 75-85 F :-) :-) :-)

The house is next to hole 13, so golfers parade by all [more]

Sat Feb 14

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 6:43 PM

Re: 99 Day Rule RSP & VTI

Cathy,

You may or may not recall Zeelotes has a bear catcher that uses a vote based on several different indexes using a 'Dying Euphoria' signal on each. I haven't used it in awhile, but it lurks on one of my old computers. I think he uses [more]

Wed Feb 11

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 2:14 PM

Re: MI blog on seeking alpha

Excellent points, Ray.

The most difficult part of MI for me is
to, 'follow your screens'. I see company ABC either getting good press, having a good chart, good fundamentals or suggested by an investment letter I'm reading at the time, [more]

Sun Feb 1

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 7:00 PM

Re: Backtest math: figuring the average CAGR

What do we use the CAGR for? If it's just to rank different systems, then Mark is surely correct, since the noise in our estimates is pretty high. Essentially, pick a method of comparison, the arithmetic mean, median, or the distance weighted mean, [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 9:35 AM

Re: New screen: HIFEY

I was playing with variants of your screen and found it gives slightly better results using a 2 month hold, slightly lower with 3 month hold. The 'all months' results have an interesting 2 month oscillation: start with Jan. high
returns, Feb. low [more]

Mon Jan 19

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 3:19 PM

Re: trailing stops

Thanks Cathy. I read your post. Forgot since so many postings about
this.

Most of our work here deals with fixed time periods. I mentioned
a paper using indefinite hold times earlier. I found my copy. It's a PDF
file, so I [more]

NL

Boards Post

rrjjgg replied to the Mechanical Investing board. 1:53 PM

Re: trailing stops

Re-reading Jim and Ray's posts, I guess we use time stops simply to
re-evaluate the strength of our picks using whatever measure the screen uses. Usually momentum.

rrjjgg

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