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Investing/Strategies / Mechanical Investing
|Subject: Re: The Best Measure for the Best Blend||Date: 11/17/2007 9:49 PM|
|Author: TMT33||Number: 204011 of 255362|
At the beginning of this thread, Zee concluded by pointing out that using Sharpe/GSD could provide an even greater advantage combined with timing. Timing is not an easy thing to accomplish as evidenced by the poor performance over the last couple of years by commercial times like Equitrend, Intellitimer, Timing Cube, etc. Zee on the other hand seems to be far more succesful than most.
One timing method that does seem to generally add value is trend following. Something as simple as using a 100 day SMA on the Nasdaq composite over a 45 year period produced some pretty good results.
Timed 17% vs Buy and hold 10%
I suspect using these same signals would work reasobably well on an MI blend.
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