tpoto’s Activity

Mon Apr 21

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Boards Post

tpoto posted to the Mechanical Investing board. 8:21 PM

Tpoto's 4

A simple ETF portfolio- Just 4 ETFs Pick the one that did the best over the last 3 months. SPY SPDR S&P 500 ETF Trust EPP iShares MSCI Pacific ex-Japan Idx (ETF) ILF iShares S&P Latin America 40 Index (ETF) TLT iShares Barclays 20+ Yr [more]

Wed Apr 16

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Boards Post

tpoto posted to the Mechanical Investing board. 12:23 PM

Cash Flow site/screen/backtester

Came across this site-
https://www.equitieslab.com/free-cash-flow-growth-leaders-2/...

Claims-

- CAGR since 2003, 25.9% (about 4X that of S&P)
- [more]

Fri Apr 11

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Boards Post

tpoto replied to the Mechanical Investing board. 9:01 PM

Re: Funds and ETFs

Gator-
I found in my sector strategies, knocking out a selection
if it did not show an increase from the previous month
did not improve the results. I did find that if the pick
(passing the first two criteria)
was worse than -14%, [more]

Thu Apr 10

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Boards Post

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

Re: simpl(er) zacks screen

musselmant- misc. ramblings- Am traveling and do not have access my Zack's software, but if I recall, a version of YldEarnYear (or maybe YldearnYear2) with Zacks=1 or Zacks<=2 as an extra criteria did pretty well. Actually, you don't need a [more]

Wed Apr 9

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tpoto replied to the Mechanical Investing board. 11:12 PM

Re: simpl(er) zacks screen

One of the criteria in your screen is
MktCap > 50

If you jump that up to a more "comfortable" figure, say,
MktCap > 500
the CAGR is cut by about 2/3,
from 37 to 12.

So this is a (good) small cap [more]

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tpoto replied to the Mechanical Investing board. 2:29 PM

Re: Zack's Matras Mimic

One or two comments Zacks does not really have a sole "Matras" screen. Kevin Matras is a VP that works for Zacks and publishes many screens. Which of his screens are you presenting? [more]

Tue Apr 8

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tpoto replied to the Mechanical Investing board. 10:16 PM

Re: Funds and ETFs

Here are returns like my previous post with the ishares ETFs. The start point is December 2002 with $10K- hard to find a large enough group going much further back. (To go back to 1999, can use the funds in the earlier post) This list is sorted [more]

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tpoto posted to the Mechanical Investing board. 2:55 PM

Funds and ETFs

Maybe someone might be interested in this. Looking at ETF and Funds that had history back to 1999, wanted to see how Moving average of the SPY ETF or the moving average of the price of the equity itself helped determine whether to be in or out [more]

Mon Apr 7

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Boards Post

tpoto replied to the Mechanical Investing board. 11:05 AM

Re: In vs Out of Sample Returns - The Links

Thank you for doing that-

To advance my GTR1 education, if I run your screen for
say LowPeZLTD and Jamie's, I get a CAGR of
about 5 points difference- using the same
time period and # deep.
None of the months come very close [more]

Thu Apr 3

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Boards Post

tpoto replied to the Kua`aina Partners board. 10:36 AM

Re: Overlaps.. 3/21

Using the 4 with the 10 points- here is how they did going back one month from 4/2/2014- using finiz.com No. Ticker Performance (Month) 1 FSS 18.87% 2 SHEN 14.06% 3 VMW 8.42% 5 ATRO -6.99% AVERAGE 8.59% 4 SPY [more]

Mon Mar 31

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tpoto replied to the Mechanical Investing board. 5:50 PM

Re: A Ben Graham inspired value screen

Well, here's another attempt at looking at finding good stocks in the S&P 500. Here's what I did (my own method) With the S&P500 stocks, I looked for: (using the data filter in excel) 1) P/E- below average (of the 500 stocks) 2) P/B- [more]

Sun Mar 30

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Boards Post

tpoto replied to the Mechanical Investing board. 10:04 PM

Re: A Ben Graham inspired value screen

I am going to rerun my last post's results-
Looks like in Step 2, I should have used
the lowest 100 (p/e*p/b)/divyld value.
(looking for low pe, low pb, but high
div yield.)

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tpoto replied to the Mechanical Investing board. 12:05 PM

Re: A Ben Graham inspired value screen

Just out of curiosity, using mark19601962's method on the S&P500 as my stock universe- Step 2- took the top 100 of pe*pb/(div yld) 3- took the top 50 roe 4- took the lowest 25 dbt/equity 5- took the top 13wk+26wk+52wk returns Ticker Name [more]

Wed Mar 26

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Boards Post

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

Easy Screens

A few simple screens for those GTR1 challenged (like me!) This does include a $8/trade commission and a .5% spread. 2008 had some ugly months, but a good bear catcher might have minimized that. CAGR of 30 [more]

Sat Mar 22

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Boards Post

tpoto replied to the Mechanical Investing board. 11:22 PM

Re: Overlap.. 3/14

DrBob2, If you take, as you say, just the first 5, you will be taking some that get picked because they are early in the alphabet. ' Below is this week's list, so FSS and below would have not been selected. Is that correct. Guess there really is [more]

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tpoto replied to the Mechanical Investing board. 10:52 AM

Re: Poll: Your biggest MI winner

And for those indicating >500%, would you be
so kind as to post from what screen over
what period of time.
Thanks

Fri Mar 21

NL

Boards Post

tpoto replied to the Mechanical Investing board. 8:30 AM

Re: Overlap.. 3/14

The top few from a month ago did pretty well (>=6 points) Half above the SPY, half below, but quite well on the average- No. Ticker Performance (Month) 12 SAVE 22.51% 11 DXYN 20.48% 10 UBNT 13.63% 9 SBNY 6.95% 8 QIHU 4.55% 6 ACT 2.45% 5 WX [more]

Thu Mar 20

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Boards Post

tpoto replied to the Mechanical Investing board. 7:37 PM

Re: for the math/sceptically inclined

Here's a quote from that paper (pg.13)-

"We suspect, however, that backtested strategies that significantly beat the market typically rely on some combination of valid insight, boosted by some degree of overfitting.

Since [more]

Wed Mar 19

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Boards Post

tpoto replied to the Mechanical Investing board. 7:48 AM

Re: Those down days

in4ever-

It would be buy after the 4th down day. Although, there
are several times that it might go down for another
day or two consecutively. Sometimes it pays off to
buy more in those cases, sometimes not - see post [more]

Tue Mar 18

NL

Boards Post

tpoto replied to the Mechanical Investing board. 10:25 PM

Re: Those down days

After doing some more searching on this
topic, I came across this article which
talks about the same strategy I presented
but with some charts and more data and ways
to capture consecutive down days.

[more]

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