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Subject:  Re: maybe done Date:  5/16/2013  11:05 PM
Author:  FlyingCircus Number:  243124 of 271037

You can't take my angst as anything but continued angst on whether this board's scope works without timing. I have been on the fence about this for at least 5 years - but, there are many mechanical *methods* that increase profit, beyond just MI *screens* which focus on one asset class, blind to market timing considerations.

Mechanically selected US/global equity individual stocks as classically practiced here and backtested, are one method. Clearly, the outperformance of this method over the last several years has come into question.

Asset class momentum strategies (a.k.a Ivy and their copycat ilk) are another method.

Leveraged and inverse/leveraged ETFs off short term market timing indicators are yet another.

RTW is yet another - momentum on global large region/country based ETFs, a.k.a. Decision Moose. It worked wonderfully from the bottom in 2009 (what didn't), and abruptly stopped working by end of 2010. That's been dead money for nearly 3 years now. Why? Who knows?

Please don't put me in the same boat as H20. Even the best screens can typically underperform for weeks at a time, let alone days.

YEY traded weekly with a 5 deep hold is up 27% TTM according to Bill2m's ledger. Yet I applied seasonal timing to it and was out of it from May to October last year. My TTM return is .6%. Where's the issue?
Is it the screen? Or is it my timing method / application?

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