The Motley Fool Discussion Boards

Previous Page

Investing/Strategies / Mechanical Investing


Subject:  Re: GTT timing Date:  8/15/2020  2:12 PM
Author:  FLARAM Number:  278694 of 281783

GTT is not really a timing system. It's an UN-TIMING system!
Un-Timing! That’s about as illogical as it gets. It is absolutely a timing system based on changes in
There are many bases for timing systems out there and as anyone that has been tracking them for
several decades realizes the vast majority haven’t held up post discovery. I fail to see where GTT
fundamentally different from any the ones you and other members of the board (including myself)
have been enamored with in the past. This includes Timing Cube, Decision Moose, The Wave, Mojena
and too many others to mention.

GTT has significantly more logic behind it than most but it has done significantly worse than most post

If we as individuals invest we have to make individual choices as to whether to use timing or not and
If using timing which method seems most likely to work in the future. You and Ray have evidently
chosen GTT, I am currently sticking with a version of GPM.

GPM 1973 to Present
CAGR 12.8% Sharpe 1.01, MaxDrawdown -9.9% UPI 3.41

GTT 1970 to Present
CAGR 12.5%, Sharpe 0.6, MaxDrawdown -25.5%, UPI 1.26

You will have to figure out how to implement it at GTR1
Yes here it is:

Copyright 1996-2021 trademark and the "Fool" logo is a trademark of The Motley Fool, Inc. Contact Us