Search found 3750 matches

by BlueEars
Fri Oct 18, 2019 5:10 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Yes for algorithms I've tried, having a mildly moving asset is better then the volatile ones. Haven't figured out how to do EEM or gold or sector funds.
by BlueEars
Mon Oct 14, 2019 11:45 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

My strategy was just a simple 3mo dual momentum trading month end price, hate seeing/experiencing how terribly I’ve lagged the S&P over the last 4 years since I started. Know that’s not long enough to follow any strategy. However, I did best the S&p in 2018, -1% to -4.5%. But like you I know I will...
by BlueEars
Sun Oct 13, 2019 11:26 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

My trend following method is not the same as the OP's but has some similarities. I looked at the affect of unemployment data on the sell signal months and even with a month or two earlier warning as might be the case using real time data, the results would have been very similar if not identical! Pe...
by BlueEars
Sat Oct 12, 2019 9:34 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

.... Don't they make notations about whether the data was corrected and what it was before? If not, you can find news articles on that particular day about what was reported. This is referring to decades of BLS data for back testing purposes. Not to just a few months. Since the 12mma UE rate only c...
by BlueEars
Sat Oct 12, 2019 7:47 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

.... Don't they make notations about whether the data was corrected and what it was before? If not, you can find news articles on that particular day about what was reported. This is referring to decades of BLS data for back testing purposes. Not to just a few months. Since the 12mma UE rate only c...
by BlueEars
Sat Oct 12, 2019 10:21 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Lee_WSP wrote:
Sat Oct 12, 2019 9:38 am
....

Don't they make notations about whether the data was corrected and what it was before?

If not, you can find news articles on that particular day about what was reported.
This is referring to decades of BLS data for back testing purposes. Not to just a few months.
by BlueEars
Fri Oct 11, 2019 11:12 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Now that I think of it, there is probably no cause for alarm on my part. The OP's (and also my use) of the unemployment data is to look for relative changes in this series so probably using the BLS historical data is not an issue. In other words, both the so called "real time" data seen by the inve...
by BlueEars
Fri Oct 11, 2019 9:36 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

I was literally off line the last few days being involved in the Northern California PGE shutdown. Anyway I see there was no comments on my previous post on the different unemployment statistics (real time versus seasonally adjusted). Now that I think of it, there is probably no cause for alarm on m...
by BlueEars
Tue Oct 08, 2019 10:49 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

I am puzzling over the historical BLS unemployment data. This question popped up because of a new FRED "Real recession" indicator series: https://fred.stlouisfed.org/series/SAHMREALTIME . If you look at that series and the link to the full data set you read: This indicator is based on "real-time" da...
by BlueEars
Fri Oct 04, 2019 11:50 am
Forum: Investing - Theory, News & General
Topic: 'Stay the course' with international stock but give up on value?
Replies: 101
Views: 6527

Re: 'Stay the course' with international stock but give up on value?

There is another approach which does not lock one into a hard coded asset class allocation. One can trade occasionally between international and US based on a momentum measure (perhaps monthly data). One can also do this for value and growth. It should be a researched methodology as opposed to ad ho...
by BlueEars
Wed Oct 02, 2019 11:51 am
Forum: Investing - Theory, News & General
Topic: Recessions and Depressions grouped by GDP contraction
Replies: 13
Views: 1282

Re: Recessions and Depressions grouped by GDP contraction

German hyperinflation occurred after some horrible national crisis, loosing WW1 and reparations disastrous policies. But the GD seemed to come out of nowhere. Just an observation. There were warning signs though. Farming America, and more than half of Americans still lived on farms, was in a depres...
by BlueEars
Tue Oct 01, 2019 1:54 pm
Forum: Investing - Theory, News & General
Topic: Recessions and Depressions grouped by GDP contraction
Replies: 13
Views: 1282

Re: Recessions and Depressions grouped by GDP contraction

German hyperinflation occurred after some horrible national crisis, loosing WW1 and reparations disastrous policies. But the GD seemed to come out of nowhere. Just an observation.
by BlueEars
Tue Oct 01, 2019 10:51 am
Forum: Investing - Theory, News & General
Topic: Recessions and Depressions grouped by GDP contraction
Replies: 13
Views: 1282

Recessions and Depressions grouped by GDP contraction

I read Ben Carlson's article Why "The Economy" is still relatively new located here: https://awealthofcommonsense.com/2019/10/why-the-economy-is-still-relatively-new/ His tables grouping recessions and depressions caught my attention. It groups these by GDP contraction. The worst recession was 2008-...
by BlueEars
Sun Sep 29, 2019 7:48 am
Forum: Investing - Theory, News & General
Topic: I can't believe I am thinking this [Panic and Survival 2008-09]
Replies: 356
Views: 184591

Re: I can't believe I am thinking this [Panic and Survival 2008-09]

I am starting to keep more than a years expenses now in Cash-Brexit plus another Crash? Sheepdog taught us a lot-so glad he made it xxd091 I have recently done something similar - well currently dis-invested a years worth of expenses, and kept in cash within the pension pot. Out of interest where d...
by BlueEars
Wed Sep 11, 2019 2:15 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

I will check out the MSCI data when I get back to the US.. Thanks.
by BlueEars
Wed Sep 11, 2019 10:53 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Has anyone considered using low volatility funds/ETFs with trend following? You certainly could. Trend following has been found to have favorable results across a wide range of asset classes, including stocks, bonds, commodities, etc. across time and geography. Is there enough long term data to che...
by BlueEars
Wed Sep 11, 2019 10:29 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Has anyone considered using low volatility funds/ETFs with trend following? You certainly could. Trend following has been found to have favorable results across a wide range of asset classes, including stocks, bonds, commodities, etc. across time and geography. Is there enough long term data to che...
by BlueEars
Tue Sep 10, 2019 8:28 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Forester wrote:
Tue Sep 10, 2019 6:23 am
Another way to reduce whipsaws is to follow an asset that's less volatile than SPY.
Suggestions?
by BlueEars
Mon Sep 09, 2019 1:40 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

I think that you all are thinking about this like this government information is perfect, which we all know it is not. Thus if I were to use it plus absolute momentum (I use 1 year average return vs present return) or 200 day average on price, etc., I would just pick something that makes sense to m...
by BlueEars
Sun Sep 08, 2019 11:51 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Global100, thanks for the numerical example. So we have at least two choices for a UER rule: A) average - current_month > 0 B) average - current_month > 0.10 I would choose between these based on the best back test results. If they are both the same I would go with (B), the higher safety margin to a...
by BlueEars
Sun Sep 08, 2019 2:41 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

Another go at the UER calculation. I think this is what another poster (Gobal100) meant way back on page 3. Suppose a month is reported as 3.8. Due to rounding this could range from 3.76 to 3.84 in the actual Fed data which is rounded to 3.8 in the report. So in the worst case rounding issue a 12 mo...
by BlueEars
Thu Sep 05, 2019 9:15 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

If I have it correct, July UE was 3.7 and below the avg so no further action required in your strategy. Although different from your strategy, it appears at month end asset classes from IVY portfolio’s also were above their MA’s so would remain invested regardless. Yes, I'm still 100% in equities, ...
by BlueEars
Thu Aug 29, 2019 4:50 am
Forum: Investing - Theory, News & General
Topic: Yield curve slope and rate levels?
Replies: 5
Views: 671

Re: Yield curve slope and rate levels?

Thanks for the responses so far. I am travelling and so irregular posts. Valuethinker mentioned low rates. In a recent Mark Hulbert article in Marketwatch he discusses a measure of historical rate analysts based on expected inflation and taxes on interest. The study he mentions was from NBER. Cannot...
by BlueEars
Tue Aug 27, 2019 5:31 pm
Forum: Investing - Theory, News & General
Topic: Yield curve slope and rate levels?
Replies: 5
Views: 671

Yield curve slope and rate levels?

I generally look at the spread between the 10 year and 3 month Treasuries which is currently almost 0.49%, pretty high. As I understand it the more inverted it gets the harder it is for financial institutions to lend profitably. There are probably other reasons for this to be negative for the econom...
by BlueEars
Fri Aug 16, 2019 12:42 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

.... Bottom Line Take this FWIW... The linked articles' leading indicators are currently NOT signaling a retreat, but trending in that direction. Jobless claims are still low, but breadwinners are contracting and temps are close. This is corroborated by small business hiring sentiment, which has be...
by BlueEars
Fri Aug 16, 2019 12:31 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

The present 'under-performance' of equity index trend following is not unusual - the double home runs of the 2000s are the outlier; https://movement.capital/getting-real-about-trend-following-returns There are at least 2 forms of trend following. One is based strictly on price behavior like a movin...
by BlueEars
Fri Aug 16, 2019 11:30 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

The present 'under-performance' of equity index trend following is not unusual - the double home runs of the 2000s are the outlier; https://movement.capital/getting-real-about-trend-following-returns There are at least 2 forms of trend following. One is based strictly on price behavior like a movin...
by BlueEars
Tue Aug 13, 2019 7:44 pm
Forum: Investing - Theory, News & General
Topic: Carlson comments on SP500 historical makeup
Replies: 2
Views: 400

Re: Carlson comments on SP500 historical makeup

I don't think valuations are a very good timing mechanism. But I use PE10 to mildly adjust my timing. Yes, I'm one of those awful people who think they can get something out of the time element. :happy But note this is not the purpose of my post which is primarily about the variability of the SP500 ...
by BlueEars
Tue Aug 13, 2019 6:22 pm
Forum: Investing - Theory, News & General
Topic: [Larry Swedroe: Small Value Stocks are Cheap, Factor Investing Works]
Replies: 673
Views: 27414

Re: Larry Swedroe: Small Value Stocks are Cheap

For a Vanguard like set of indexes (historically speaking VG has shifted these) the performance data I have indicates midcap value is the sweet spot. I don't know how the historical PE shapes up for midcap value. It seems that DFA oriented people ignore the midcaps (am I wrong?). FWIW, I have overwe...
by BlueEars
Tue Aug 13, 2019 5:04 pm
Forum: Investing - Theory, News & General
Topic: Carlson comments on SP500 historical makeup
Replies: 2
Views: 400

Carlson comments on SP500 historical makeup

I think this article https://awealthofcommonsense.com/2019/08/the-impact-of-interest-rates-inflation-on-stock-market-valuations/ is interesting for the following comment: Professor Shiller’s data goes back to 1871 but much of it was pieced together from historical data that was created after the fac...
by BlueEars
Wed Jul 24, 2019 11:00 pm
Forum: Investing - Theory, News & General
Topic: Changes to Morningstar Website?
Replies: 143
Views: 9822

Re: Changes to Morningstar Website?

I notice that nobody has actually canceled a subscription here. Come on, step up to the plate guys. :twisted:
by BlueEars
Tue Jul 23, 2019 9:49 pm
Forum: Investing - Theory, News & General
Topic: Changes to Morningstar Website?
Replies: 143
Views: 9822

Re: Changes to Morningstar Website?

I see Morningstar is supplying some of the new things people are looking for: Sustainability Carbon Risk and Fossil Fuel Involvement I was surprised to see Total Market come out below average in Sustainability. I wonder how the TOTAL market can be below average. I will refrain from further comment!...
by BlueEars
Tue Jul 23, 2019 8:46 am
Forum: Investing - Theory, News & General
Topic: Changes to Morningstar Website?
Replies: 143
Views: 9822

Re: Changes to Morningstar Website?

I see Morningstar is supplying some of the new things people are looking for: Sustainability Carbon Risk and Fossil Fuel Involvement I was surprised to see Total Market come out below average in Sustainability. I wonder how the TOTAL market can be below average. I will refrain from further comment!...
by BlueEars
Sun Jul 21, 2019 10:43 pm
Forum: Investing - Theory, News & General
Topic: Changes to Morningstar Website?
Replies: 143
Views: 9822

Re: Changes to Morningstar Website?

Perhaps newbie managers and tech guys? The realities of a good economy especially in tech?
by BlueEars
Sun Jul 21, 2019 6:18 pm
Forum: Investing - Theory, News & General
Topic: Inverted Yield Curves and Value Factor
Replies: 12
Views: 1231

Re: Inverted Yield Curves and Value Factor

Please answer that questions for me. Is it 2 years > 10 years? Is it 3 months > 10 years? I believe the specification is 3m > 10y for a full quarter. Cheers :greedy The Fed leading index series uses 3mo > 10yr. There was a Fed paper some years back that discussed this measure and the correlation wi...
by BlueEars
Sun Jul 21, 2019 6:09 pm
Forum: Investing - Theory, News & General
Topic: Changes to Morningstar Website?
Replies: 143
Views: 9822

Re: Changes to Morningstar Website?

There might be coding reasons why the legacy system is being replaced. Might be hard to find tech talent that wants to work with the old stuff. Just my speculations and it really shouldn't have to matter to us users. We just want our fix. Anyway, I'm confident (well hoping or maybe praying) that M* ...
by BlueEars
Sat Jul 20, 2019 4:57 pm
Forum: Investing - Theory, News & General
Topic: 60/40 VS 30/70 "Center Of Gravity"@@ Allocation for Retirees ??? Bernstein VS Ferri ?? -- What Would You Do?
Replies: 189
Views: 19412

Re: 60/40 VS 30/70 "Center Of Gravity"@@ Allocation for Retirees ??? Bernstein VS Ferri ?? -- What Would You Do?

Is there a golden mean AA for retirees? ........ NO Will Bogleheads agree on the proper AA for a retiree? ......... NO Is this a best diet thread? .......... Well it kind of resembles one. :happy FWIW: Our AA in retirement is currently 60/40 but implementation is not at all what Bogleheads would re...
by BlueEars
Sat Jul 20, 2019 10:20 am
Forum: Investing - Theory, News & General
Topic: 60/40 VS 30/70 "Center Of Gravity"@@ Allocation for Retirees ??? Bernstein VS Ferri ?? -- What Would You Do?
Replies: 189
Views: 19412

Re: 60/40 VS 30/70 "Center Of Gravity"@@ Allocation for Retirees ??? Bernstein VS Ferri ?? -- What Would You Do?

Is there a golden mean AA for retirees? ........ NO Will Bogleheads agree on the proper AA for a retiree? ......... NO Is this a best diet thread? .......... Well it kind of resembles one. :happy FWIW: Our AA in retirement is currently 60/40 but implementation is not at all what Bogleheads would rec...
by BlueEars
Thu Jul 18, 2019 8:17 pm
Forum: Personal Finance (Not Investing)
Topic: Safe harbor rule if I have large capital gain this year?
Replies: 5
Views: 470

Re: Safe harbor rule if I have large capital gain this year?

The original thread was titled How to set the basis in inherited property from life estate? Link --- https://www.bogleheads.org/forum/viewtopic.php?f=2&t=285652 This why the OP is going to have a large capital gain. Yes, this is why I am anticipated a large capital gains tax. I did run this by a CP...
by BlueEars
Thu Jul 18, 2019 7:32 pm
Forum: Personal Finance (Not Investing)
Topic: Safe harbor rule if I have large capital gain this year?
Replies: 5
Views: 470

Safe harbor rule if I have large capital gain this year?

I'm retired and under normal circumstances our income tax is about the same each year. Usually the tax due is based on RMD's plus Social Security. But I just inherited a house and will hopefully sell it this year generating a large long term capital gains. If I pay 110% of last year's taxes (safe ha...
by BlueEars
Tue Jul 16, 2019 7:25 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 959
Views: 69764

Re: My trend following strategy and experience

... The links in the OP include an analysis of ex-U.S. equities. What might be surprising to some is that, historically, the U.S. unemployment rate has had far more to do with other nations' stock performance than their nation's economic status. I would agree from what I have seen. Some years ago I...
by BlueEars
Mon Jul 15, 2019 9:53 am
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

There was some leaks and either a patch or new roof but l don’t have any records of these. Also a new water heater which I do have some proof for. So thanks, that will help a bit.
by BlueEars
Sun Jul 14, 2019 9:29 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

... All I know is that the attorney suggested this so that if I am deceased our heirs will be able carry on with the inheritance under our trust terms. The county has our Trust as current owner of the property which event I think occurred right after my stepmother died. My stepmother and I were co-...
by BlueEars
Sun Jul 14, 2019 8:56 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

... In 2008 our attorney put this property into our trust. Not sure if that involves the deed. That wouldn't have been valid. Your attorney didn't own the property so he/she couldn't transfer it. If your remainder interest was vested (so that the property would have been an asset of your estate upo...
by BlueEars
Sun Jul 14, 2019 7:36 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

I'm pretty sure you cannot deduct or get any credit from "waste" or missed appreciation from what you wish you could have made if someone had taken better care of the property (question 2). There seems to be lots of discussion on this site that you can't deduct any hypothetical losses, or subtract ...
by BlueEars
Sun Jul 14, 2019 6:57 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

Gill, what experience do you have with this kind of issue? Lots. Attorney, CPA, Trust Executive for 35 years with major trust institutions.😀😀😀😀😀( Couldn’t resist...) I defer to bsteiner, however, for a definitive opinion. Gill Impressive credentials, thanks. Now if you could only help me get a step...
by BlueEars
Sun Jul 14, 2019 6:28 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

In 2008 our attorney put this property into our trust. Not sure if that involves the deed. Trust to your benefit ? The issue is still whether it was the property itself, or a future property right, however. If the State taxed your stepmother it is pretty evident, IMO, that you were not the owner. T...
by BlueEars
Sun Jul 14, 2019 6:01 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

bsteiner wrote:
Sun Jul 14, 2019 5:46 pm
Did his executors make a QTIP election for the property on his estate tax return?
No idea on this one.
by BlueEars
Sun Jul 14, 2019 5:44 pm
Forum: Personal Finance (Not Investing)
Topic: How to set the basis in inherited property from life estate?
Replies: 37
Views: 1233

Re: How to set the basis in inherited property from life estate?

She was the life tenant and I was the remainderman. The will was filed with the county. I'm not sure this answers your question. The remainderman has generally no possession, but only a future right. I mean was the deed (not the will) ever transferred to your name ? That would imply possession. In ...