Screen rankings as of 27OCT08
Screen rankings as of 27OCT08. Standard disclaimers apply
Continue reading ›
-
Home
Pages
-
Categories
-
Tags
MI Sites
Uncategorized
-
RSS Feeds
-
Meta
OT: Wordpress and PHP5
I might as well share this and maybe save someone else the headaches that I had to put up with. Wordpess and php5 does not work with sites with posting the size that this size does. Turns out that it is not really a Wordpress bug, but a PCRE/php5 issue. Increasing pcre.backtrack_limit in php.ini from 100000 to 10000000 did the trick.
Another benefit seems that the sight is running faster.
No more php4 cgi for me!
Weekly Trade Ledgers 10/20/2008
Bill2m’s most excellent weekly ledgers.
Here are the YTD (and TTM) summaries of the weekly trade ledgers.
In these ledgers, Keelix’s SIPRO screens are further filtered to include only FOLIOfn tier 1 window stocks. The mghens and kaellner screens are evaluated as published by them.
The actual data spreadsheet which contains the weekly totals for all the screens, beginning 11 Jan 2002, can be downloaded from http://dogwood2202.googlepages.com/home2
This can be used to look back over any time period after Jan 2002, including the current year if you simply set the baseline to 31 Dec 2007. Continue reading ›
Screen rankings as of 20OCT08
Screen rankings as of 20OCT08. Standard disclaimers apply
Continue reading ›
Quantitative Tactical Asset Allocation
http://papers.ssrn.com/sol3/papers.cfm?abstract_id=962461 EFA GSG IEF IVV IYR %Cash 10.17.08 no no no no no 100 10.10.08 no no no no no 100 10.03.08 no no yes no no 80 09.26.08 no no yes no no 80 09.19.08 no no yes no yes 60 Things of note: The 5 assets are: international equities (EFA), commodities (GSG), US Treasuries (IEF), US equities (IVV), and US REITS (IYR). Your portfolio is divided equally among the 5 assets, 20% each. The decision to move in or out is based on a 10 month look back monthly SMA.
A Quantitative Approach to Tactical Asset Allocation
This pdf talks about a simple timing method.
http://trendfollowing.com/whitepaper/CMT-Simple.pdf
To over simplify you buy when price is over the 10 month SMA (approximation to the 200 day SMA) sell when it is bellow.
This seems interesting to me because I use the YLDEARNYEAR2 4 HTD 10 as one of my screens. There are a few dogs coming down the pike because as as prices go down, their yield goes up.
This spoke to me because I am not a propeller head when it comes to stocks.
Screen rankings as of 13OCT08
Screen rankings as of 13OCT08. Standard disclaimers apply.
Last week was an interesting week. There are 14 screens with no stock selections. They are:
3PT_SCV_pst
3PT_SCV_pst_slta
EG_PELA
EG5_PEG
EGPR_PE
FOG_MI
H52EgPS
H52EgPSlta
R13_EG
R13_EG_E
R13_EG2
REV
RSEG-rgonsal
Value_EG
Hopefully the run on the stock market will be over. I am tired of drinking cheap scotch on a dirty linoleum floor.
Screen rankings as of 06OCT08
Screen rankings as of 06OCT08. Standard disclaimers apply
Continue reading ›
Screen Listings Delayed
Data is currently not available for this week screens. I will post screens when weekly data become available.
Screen rankings as of 29SEP08
Screen rankings as of 29SEP08. Standard disclaimers apply
Continue reading ›