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{ Category Archives } Mechanical Investing

Screen rankings as of 01DEC08

Screen rankings as of 01DEC08. Standard disclaimers apply

2008 12 01 Michael Screen Listings Comments (0)

Screen rankings as of 24NOV08

Screen rankings as of 24NOV08. Standard disclaimers apply

2008 11 24 Michael Screen Listings Comments (0)

Screen rankings as of 17NOV08

Screen rankings as of 17NOV08. Standard disclaimers apply

2008 11 17 Michael Screen Listings Comments (0)

Screen rankings as of 10NOV08

Screen rankings as of 10NOV08. Standard disclaimers apply.

2008 11 10 Michael Screen Listings Comments (0)

The ugly months are in

Gritton has updated http://www.backtest.org with the Ughly Months. Personally, I would rather act like on ostrich.
I’ve added the recent unpleasantness to backtest.org, and unpleasant is it. The default run is still through 2007 because the year isn’t over yet, but you can peek at the damage September and October have done if you so choose.
The [...]

2008 11 04 Michael MI OOB Comments (0)

Screen rankings as of 03NOV08

Screen rankings as of 03NOV08. Standard disclaimers apply

2008 11 03 Michael Screen Listings Comments (0)

QTAA 10.31.08

Quantitative Tactical Asset Allocation

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461

EFA GSG IEF IVV IYR %Cash

10.31.08 no no no no no 100
10.24.08 no no yes no no [...]

2008 11 01 Michael MI OOB Comments (0)

Arezi Ratio for Oct. 31

I normally do not publish the Arezi Ratio. It just that it recommends that one actually use margin!  To me this should suggest a runaway bull with cash flowing out of savings and treasuries.
Personally I don’t buy it. I think we have an out of sample situation with the Government mucking with market forces.

* [...]

2008 11 01 Michael General Investing
MI OOB Comments (0)

QTAA 10.24.08

I don’t know if I will carry QTAA. However in this market, I find it interesting. –msg

Quantitative Tactical Asset Allocation

http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461

EFA GSG IEF IVV IYR %Cash

10.24.08 no no yes no no [...]

2008 10 27 Michael MI OOB Comments (0)

Screen rankings as of 27OCT08

Screen rankings as of 27OCT08. Standard disclaimers apply

2008 10 27 Michael Screen Listings Comments (0)

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