Search found 66 matches

by klrjaa
Mon Apr 06, 2020 11:08 pm
Forum: Investing - Theory, News & General
Topic: Best website to view various stock charts?
Replies: 3
Views: 315

Re: Best website to view various stock charts?

stockcharts.com
Free gets you ability to manipulate via a sharpchart, but only one symbol at a time. Lots of overlays and indicators available
by klrjaa
Sun Apr 05, 2020 8:13 am
Forum: Investing - Theory, News & General
Topic: Best Retirement Calculator? - Testing if I have enough to retire?
Replies: 26
Views: 1933

Re: Best Retirement Calculator? - Testing if I have enough to retire?

flexible retirement planner, downloadable version. Has sensitivity analysis capability too
by klrjaa
Thu Apr 02, 2020 5:18 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

The point is pot shots were taken against the GEM model, when the newfangled improved method moreorless followed the S&P 500 down in lockstep to 30% off the high. I see your point, however, I never took Cory's Ensemble approach as a potshot to the 12 month lookback, just something that he thought w...
by klrjaa
Mon Mar 30, 2020 9:48 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

https://allocatesmartly.com/category/taa-strategies/ Gives 4 pages of TAA Strategy Info. These descriptions and performance was of varying dates based on when first introduced. All the info here is free so you can get a sense of performance, description of strategy, thoughts on strategy, etc. Some s...
by klrjaa
Mon Mar 30, 2020 7:34 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

The horse race continues --- For comparison, US & US balanced funds Vanguard S&P 500 $VOO 19th Feb to 20th Mar; -31.90% Vanguard LifeStrategy Moderate Growth Fund $VSMGX 19th Feb to 20th Mar; -21.45% Vanguard LifeStrategy Growth Fund $VASGX 19th Feb to 20th Mar; -27.13% --- Strategy Shares Newfound...
by klrjaa
Mon Mar 30, 2020 7:22 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

The horse race continues --- For comparison, US & US balanced funds Vanguard S&P 500 $VOO 19th Feb to 20th Mar; -31.90% Vanguard LifeStrategy Moderate Growth Fund $VSMGX 19th Feb to 20th Mar; -21.45% Vanguard LifeStrategy Growth Fund $VASGX 19th Feb to 20th Mar; -27.13% --- Strategy Shares Newfound...
by klrjaa
Mon Mar 30, 2020 7:14 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

The failure of trend-following should highlights the well-known invalidity of back-testing, including so-called out-of-sample back-testing. There was a erstwhile systematic timer here (who thought he was a true believer till this downturn hit) who was touting out-of-sample testing in other nations ...
by klrjaa
Mon Mar 30, 2020 7:13 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

Don’t count all Dual Momentum models all out, I have a personalized version of Antonacci’s GEM and my own Dual Momentum model - The Russell, they both got out of the markets at the end of February with rules based, evidence based structure - no subjectivity whatsoever. You may have gotten out, but ...
by klrjaa
Mon Mar 30, 2020 7:10 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

The horse race continues --- For comparison, US & US balanced funds Vanguard S&P 500 $VOO 19th Feb to 20th Mar; -31.90% Vanguard LifeStrategy Moderate Growth Fund $VSMGX 19th Feb to 20th Mar; -21.45% Vanguard LifeStrategy Growth Fund $VASGX 19th Feb to 20th Mar; -27.13% --- Strategy Shares Newfound...
by klrjaa
Mon Mar 30, 2020 7:06 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

One thing I noticed is that funds using quantitative methods to 'protect' us from big losses (like VMOT by AlphaArchitect) or strategies like Dual momentum, have been totally ineffective (at least till now) to mitigate losses. The decline has been too fast. The only people who got out are those who...
by klrjaa
Mon Mar 30, 2020 7:04 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

One thing I noticed is that funds using quantitative methods to 'protect' us from big losses (like VMOT by AlphaArchitect) or strategies like Dual momentum, have been totally ineffective (at least till now) to mitigate losses. The decline has been too fast. The only people who got out are those who...
by klrjaa
Mon Mar 30, 2020 7:01 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

One thing I noticed is that funds using quantitative methods to 'protect' us from big losses (like VMOT by AlphaArchitect) or strategies like Dual momentum, have been totally ineffective (at least till now) to mitigate losses. The decline has been too fast. The only people who got out are those who...
by klrjaa
Mon Mar 30, 2020 7:00 am
Forum: Investing - Theory, News & General
Topic: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market
Replies: 34
Views: 1464

Re: Trend following funds (like VMOT) and dual momentum totally ineffective in this bear market

One thing I noticed is that funds using quantitative methods to 'protect' us from big losses (like VMOT by AlphaArchitect) or strategies like Dual momentum, have been totally ineffective (at least till now) to mitigate losses. The decline has been too fast. The only people who got out are those who...
by klrjaa
Sat Mar 28, 2020 1:07 pm
Forum: Investing - Theory, News & General
Topic: Book suggestions for a 16 year old
Replies: 47
Views: 2158

Re: Book suggestions for a 16 year old

The 7 Habits of Highly Effective People. You've begun with the end in mind which is terrific awareness. I would encourage you to stay open to alternate views on how to invest from what is generally espoused here.
by klrjaa
Fri Mar 27, 2020 12:22 pm
Forum: Investing - Theory, News & General
Topic: Meb Faber Timing Model
Replies: 12
Views: 1151

Re: Meb Faber Timing Model

Of course, most (if not all) wish they got out right before all this mess. I thought of timing models that rely on moving averages, and remembered Mebane Faber’s 2006 Tactical Asset Allocation Model. His system is: - set up a portfolio of 5 ETFs — S&P 500, EAFE, a commodity index, a REIT index, and...
by klrjaa
Fri Mar 27, 2020 9:46 am
Forum: Investing - Theory, News & General
Topic: Meb Faber Timing Model
Replies: 12
Views: 1151

Re: Meb Faber Timing Model

Of course, most (if not all) wish they got out right before all this mess. I thought of timing models that rely on moving averages, and remembered Mebane Faber’s 2006 Tactical Asset Allocation Model. His system is: - set up a portfolio of 5 ETFs — S&P 500, EAFE, a commodity index, a REIT index, and...
by klrjaa
Thu Mar 26, 2020 9:58 am
Forum: Investing - Theory, News & General
Topic: SSO (ETF) - double the fun!
Replies: 6
Views: 563

Re: SSO (ETF) - double the fun!

Horrible suggestion. Leveraged ETFs are for day trades only. Read the prospectus. Try holding them for months and look at the price degradation. Not what they’re intended for. Not so horrible. Leveraged ETFs are not well understood. Key is to use them when markets are likely to rise, since volatili...
by klrjaa
Sun Feb 02, 2020 11:54 am
Forum: Personal Investments
Topic: Good online Calculator for Retirement Income
Replies: 3
Views: 611

Re: Good online Calculator for Retirement Income

I use Flexible Retirement Planner, downloaded version where any contribution amount will get you a license. Incredible tool with great user community and support from the author
by klrjaa
Fri Jan 31, 2020 5:05 pm
Forum: Investing - Theory, News & General
Topic: Portfolio Visualizer Going Subscription
Replies: 125
Views: 9335

Re: Portfolio Visualizer Going Subscription

Is the calculation really that difficult using excel? I'll see how complex it would be with Excel. I might do it myself, but $19/month isn't pricey for me. If I got $240 of value out of the deal, I'd do it. However, it looks like relative strength just involves downloading the monthly data and runn...
by klrjaa
Thu Jan 16, 2020 3:40 pm
Forum: Investing - Theory, News & General
Topic: Is Timing the Market Possible?
Replies: 26
Views: 2216

Re: Is Timing the Market Possible?

150 views since post, no takers on my challenge. Thanks
I'd like to see OP thoughts on what I've posted too, thanks
by klrjaa
Thu Jan 16, 2020 8:25 am
Forum: Investing - Theory, News & General
Topic: Is Timing the Market Possible?
Replies: 26
Views: 2216

Re: Is Timing the Market Possible?

Conservative investors are partly why market timing can avoid extreme left tail events. Trend following defends a portfolio against high market valuations. Most Bogleheads have a bias, to dismiss talk of high valuations, and hence lower returns. If one has an allocation to trend following they can ...
by klrjaa
Wed Jan 15, 2020 7:42 pm
Forum: Investing - Theory, News & General
Topic: Is Timing the Market Possible?
Replies: 26
Views: 2216

Re: Is Timing the Market Possible?

To me the question is not whether you can beat the market, (which you can by using leverage but let's forget that for now) it's can you provide a similar but smoother ride. Who wouldn't want that? I'm betting a bunch of folks responded here without ever even reading the link. A few nits from the art...
by klrjaa
Wed Jan 15, 2020 5:54 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

I enjoy allocate smartly too. Lots of info to consider... @ hyrdo and blue....Markets way too unpredictable IMO to think any of us have it figured out enuf mathematically (not saying Will here) which is why I go for the blended approach of combining 5-6 strategies @ 10-20% each to formulate the who...
by klrjaa
Tue Jan 14, 2020 2:42 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

I enjoy allocate smartly too. Lots of info to consider... @ hyrdo and blue....Markets way too unpredictable IMO to think any of us have it figured out enuf mathematically (not saying Will here) which is why I go for the blended approach of combining 5-6 strategies @ 10-20% each to formulate the who...
by klrjaa
Tue Jan 14, 2020 1:27 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

I really think the MC discussion was getting overworked here. Did you look at the allocate smartly stuff? You had indicated the a mechanism to evaluate was needed which I believe I provided in my response. Again goes to trying to determine what's the singly best approach is a fools errand IMO and b...
by klrjaa
Tue Jan 14, 2020 10:33 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

I really think the MC discussion was getting overworked here. Did you look at the allocate smartly stuff? You had indicated the a mechanism to evaluate was needed which I believe I provided in my response. Again goes to trying to determine what's the singly best approach is a fools errand IMO and b...
by klrjaa
Wed Jan 08, 2020 11:40 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

sixtyforty wrote:
Wed Jan 08, 2020 11:15 am
Have the returns been updated for this trend following strategy for 2019 ?
if thats for anything I posted, yes as the returns are updated daily for all strategies. Meta returned 12.2 in 2019
by klrjaa
Tue Jan 07, 2020 11:08 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

I think presenting results from black box models is a waste of time for everyone here. I understand the desire to keep models proprietary but then one should keep the results proprietary too as they are just a tease. I have my own model but have not mentioned it except in passing early on and would...
by klrjaa
Tue Jan 07, 2020 10:10 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

I think presenting results from black box models is a waste of time for everyone here. I understand the desire to keep models proprietary but then one should keep the results proprietary too as they are just a tease. I have my own model but have not mentioned it except in passing early on and would...
by klrjaa
Tue Jan 07, 2020 9:27 am
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

Disagree fully with your statement regarding identifying it in advance and have a ton of data to prove it but if you're not interested so be it, thanks. I’m interested. Whatcha got? Hi 305, First, I don't have mathematical data that goes to prove anything regarding expected returns, except in the l...
by klrjaa
Mon Jan 06, 2020 4:59 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

305pelusa wrote:
Mon Jan 06, 2020 3:42 pm
klrjaa wrote:
Mon Jan 06, 2020 3:23 pm
Disagree fully with your statement regarding identifying it in advance and have a ton of data to prove it but if you're not interested so be it, thanks.
I’m interested. Whatcha got?
I'll post something tomorrow, thanks !!
by klrjaa
Mon Jan 06, 2020 3:23 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

Disagree fully with your statement regarding identifying it in advance and have a ton of data to prove it but if you're not interested so be it, thanks.
by klrjaa
Mon Jan 06, 2020 3:13 pm
Forum: Investing - Theory, News & General
Topic: My trend following strategy and experience
Replies: 1524
Views: 122100

Re: My trend following strategy and experience

Hey willthrill81

Thanks for taking up the cross for TAA. I always find your posts well reasoned. Having said that, I believe there are other much better TAA strategies than what you are using, and perhaps we could discuss. Let me know your thoughts, thanks
by klrjaa
Mon Jan 06, 2020 10:27 am
Forum: Investing - Theory, News & General
Topic: [Wiki article update - Inverse and leveraged ETFs]
Replies: 121
Views: 5228

Re: [Wiki article update - Inverse and leveraged ETFs]

Late to the party here but I searched the boards to see if this got any real discussion, it did not. An article called leverage for the long run shows how leveraged etfs are NOT in themselves mathematically destructive. The discussion around table 3 is interesting. It's the sequence and volatility o...
by klrjaa
Sun Jun 23, 2019 9:03 am
Forum: Investing - Theory, News & General
Topic: Next 30 Years for Ray Dalio’s All Weather Portfolio?
Replies: 68
Views: 9729

Re: Next 30 Years for Ray Dalio’s All Weather Portfolio?

It's going to do fine. Anyone who thinks that low interest rates doom long term bonds needs to study up on bond pricing and bond convexity instead of parroting a general sentiment. The bond convexity thing...sure, you can still see large gains in the short term if rates fall, but B&H folks are only...
by klrjaa
Sat Jun 15, 2019 7:19 am
Forum: Investing - Theory, News & General
Topic: Sequence of returns risk while accumulating
Replies: 147
Views: 11559

Re: Sequence of returns risk while accumulating

@ mathismyway….An interesting and relevant take on path dependency where savings rate changes as this is a much more likely scenario over one's saving lifetime. The ending wealth is massively different. Reducing volatility during accumulation phase is critical. So the answer to your big question is....
by klrjaa
Fri Jun 14, 2019 6:16 am
Forum: Investing - Theory, News & General
Topic: Momentum telltale chart?
Replies: 10
Views: 1360

Re: Momentum telltale chart?

As shown by Allocate Smartly, momentum funds don't perform nearly as well as hard and fast TAA strategies, all of which use only very liquid ETFs. In fact, the MTUM ETF itself is only used in a handful of the TAA strategies, mainly faber.s https://allocatesmartly.com/comparing-tactical-asset-allocat...
by klrjaa
Tue Jun 11, 2019 6:58 am
Forum: Investing - Theory, News & General
Topic: Best day of the month to invest?
Replies: 41
Views: 5073

Re: Best day of the month to invest?

I don't see how the results from Allocate Smarty are seen as splitting hairs. It shows results of holding around end and being out otherwise, and even ignores having the cash earning anything when out. Trading costs are ignored as it's proof of concept but any reasonably sized portfolio the trading...
by klrjaa
Sat Jun 08, 2019 7:29 pm
Forum: Investing - Theory, News & General
Topic: Best day of the month to invest?
Replies: 41
Views: 5073

Re: Best day of the month to invest?

Mel Lindauer wrote:
Sat Jun 08, 2019 3:10 pm
After doing extensive research, I've found that the best days to invest your funds are weekdays that end in "Y".
if taa folks posted such thoughtless answers they get crucified.
by klrjaa
Sat Jun 08, 2019 7:27 pm
Forum: Investing - Theory, News & General
Topic: Best day of the month to invest?
Replies: 41
Views: 5073

Re: Best day of the month to invest?

eldinerocheapo wrote:
Sat Jun 08, 2019 4:08 pm
Bi weekly in your 401k contribution.
I believe in the end of month effect so I put all new money into cash then trade end of month
by klrjaa
Sat Jun 08, 2019 1:35 pm
Forum: Investing - Theory, News & General
Topic: Best day of the month to invest?
Replies: 41
Views: 5073

Re: Best day of the month to invest?

Can split hairs. What is the amount we are investing - $1 million or $2MM ? Are you dollar cost averaging or planning to do lump sum ? What is the lost opportunity/interest for 15+ days if you sitting on cash to buy in your most preferred day !? There might be some end of quarter (once every 3 mont...
by klrjaa
Mon Jun 03, 2019 6:01 pm
Forum: Investing - Theory, News & General
Topic: Convince me to sell ESPP / Company Stock
Replies: 22
Views: 1456

Re: Convince me to sell ESPP / Company Stock

really good advice on this thread. Sell immediately. If you were not a company employee, would you feel so strongly? Doubt it. Unless you are an athersys employee (not me) where you think this is going to the moon (as I do :) )
by klrjaa
Mon Jun 03, 2019 2:18 pm
Forum: Investing - Theory, News & General
Topic: 4 Seasons Portfolio
Replies: 40
Views: 5094

Re: 4 Seasons Portfolio

I'm not associated with the site other than as a paid member. Well, as the author of Portfolio Charts I completely own my bias. 8-) But even if I have a different approach, I’m glad you found a resource you like that helps you sleep well with your investments. Personally I’m here for the portfolio ...
by klrjaa
Mon Jun 03, 2019 1:55 pm
Forum: Investing - Theory, News & General
Topic: 4 Seasons Portfolio
Replies: 40
Views: 5094

Re: 4 Seasons Portfolio

"Best" is something that is subjective. There is no way to objectify what portfolio mix is best for each individual. Personally, I'm a big fan of Browne; him and Dalio have probably been the two biggest influences in my personal investment career. As in all things, it's managing risk vs return. Wha...
by klrjaa
Mon Jun 03, 2019 6:48 am
Forum: Investing - Theory, News & General
Topic: 4 Seasons Portfolio
Replies: 40
Views: 5094

Re: 4 Seasons Portfolio

Did you look at what I posted above? https://betterbuyandhold.com/buy-hold-b ... trategies/ Portfolios in general have interest rate risk, and static portfolio historical results need to be viewed with that in mind. It does not appear to me that PC is the best platform for analysis. Any takes on it...
by klrjaa
Mon Jun 03, 2019 6:41 am
Forum: Investing - Theory, News & General
Topic: 4 Seasons Portfolio
Replies: 40
Views: 5094

Re: 4 Seasons Portfolio

"Best" is something that is subjective. There is no way to objectify what portfolio mix is best for each individual. Personally, I'm a big fan of Browne; him and Dalio have probably been the two biggest influences in my personal investment career. As in all things, it's managing risk vs return. Wha...
by klrjaa
Mon Jun 03, 2019 6:18 am
Forum: Investing - Theory, News & General
Topic: Best day of the month to invest?
Replies: 41
Views: 5073

Re: Best day of the month to invest?

Your hypothesis is easily confirmed/rejected via backtesting. I'm so certain it doesn't make a difference that I'm not willing to put in the effort to test it though. Allocate Smartly shows the results of holding s&p only around the turn of the month. This trait exists for other asset classes too. ...
by klrjaa
Sun Jun 02, 2019 9:43 am
Forum: Investing - Theory, News & General
Topic: 4 Seasons Portfolio
Replies: 40
Views: 5094

Re: 4 Seasons Portfolio

"Best" is something that is subjective. There is no way to objectify what portfolio mix is best for each individual. Personally, I'm a big fan of Browne; him and Dalio have probably been the two biggest influences in my personal investment career. As in all things, it's managing risk vs return. Wha...
by klrjaa
Sat May 25, 2019 7:44 am
Forum: Investing - Theory, News & General
Topic: 4 Seasons Portfolio
Replies: 40
Views: 5094

Re: 4 Seasons Portfolio

Interesting take on static portfolios normalized to current interest rate envt

https://betterbuyandhold.com/buy-hold-b ... trategies/