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Investing/Strategies / Mechanical Investing
|Subject: Re: Blending at a Whole New Level||Date: 7/23/2008 11:55 AM|
|Author: SteveAl||Number: 211422 of 247032|
I wonder if anyone at all noticed the blend work! Seriously, it seems to me that this work is pretty revolutionary on the blending side and all that gets commented on is a simple little timing indicator. A tad frustrating you might say....
Let me try to help you, here. I may not be representative of even a small minority, but here goes.
You seem to assume that I have a regularly updated database of all (100?) VL screens from which I can calcaulate Treynor/Alpha/Calmar/Jensen and the rest of the family. Not so.
Do I have the Pinnacle data for NH-NL? No.
Does it make sense that the Treynor/(GSD^x) ratio gives the same results whether you use it ASC or DESC? No.
I guess that the short version is this: You produce another complicated method for achieving an astonishing set of results (CAGR = 54%, no problem) almost daily. It's overwhelming.
I can read and re-read the whole of the first post in this thread and it doesn't get me one inch closer to the screens I need to invest in for the next year.
You obviously put a lot of effort into your research and your early work on blends was very helpful - thankyou, but don't be surprised if more recent stuff doesn't elicit learned questions from the likes of me.
Why the focus on the timing indicator? Well I could calculate that with some effort. Then the 20% a year would make me rich by just investing in the Nasdaq. How good is that?
Keep up the good work.
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