davesaint86
726 posts
msg #103835
- Ignore davesaint86 |
12/17/2011 11:20:06 AM
Kevin,
I like your new website. It is clean and well laid out. I do have a question about you TAA table under Current Selection.
Your current selection as of 12/14 is SPY. However, as of December you are showing IWM as the #1 rank. Since it is a weekly system I assume IWM was the selection at that time, but since it's a weekly system SPY has taken over. Also, have you tested SPLV (Low Volatility S&P)? It costs .25 and it's up 2.5% for the year.
http://finance.yahoo.com/news/A-700-Million-Low-Volatility-indexuniverse-1591775323.html?x=0
Dave
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Kevin_in_GA
4,599 posts
msg #103892
- Ignore Kevin_in_GA |
12/20/2011 1:31:57 PM
Dave:
I thought that might be confusing. The explanation is that at the end of November a switch from BND to SPY was triggered. Therefore in December you are invested in SPY.
But ... with the roll over to a new month, the system begins to show you what the call will be for the end of December. This will be what you will re-allocate to at the end of this month. Kind of confusing, since it looks like you should be buying IWM now. However, SPY was the call at the end of last month, and it looks like IWM will be the call for next month.
Hopefully that clarifies things.
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jackmack
334 posts
msg #103896
- Ignore jackmack |
12/20/2011 2:47:18 PM
Explained perfectly - thank you Kevin.
Also - love your web site - very nice and clean, well laid out and easy to navigate.
Very much like the breakdown between different models.
Thank you for sharing.
I am looking forward to how the effort of combining the two models (TAA and Sector rotation)
comes out and if able to lead to even greater returns with less risk :-)
Thanks again
jackmack
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shillllihs
6,101 posts
msg #104037
- Ignore shillllihs |
12/29/2011 12:16:55 AM
Kevin, i am curious if the outcome of shorting each 1 that's at the tops equivalent ETF have produced a better return or playing the 3X ETFs long.
Can you test it?
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Kevin_in_GA
4,599 posts
msg #104042
- Ignore Kevin_in_GA |
12/29/2011 4:49:28 PM
I think my days of testing alternatives to this are over - the system described here does not go short, does not use leverage, and does not look at alternative ETFs. It trades a few times a year and is designed to be used with standard 401k and IRA accounts.
It's simple and it works. There's no need in my opinion to tweak it. You're welcome to do so on your own and let us know what you find out.
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shillllihs
6,101 posts
msg #104044
- Ignore shillllihs |
12/29/2011 5:20:54 PM
Cool. Let's hope this works better than your SPY/VXX filter that missed the 20 point drop on SPY in july.
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campbellb75
101 posts
msg #104045
- Ignore campbellb75
modified |
12/29/2011 5:42:52 PM
Shillllihs-
Rather than criticizing Kevin's SPY/VXX filter, why don't you work on something better - either optimizing the filters he's already created or coming up with your own ones from scratch? Kevin never said his are perfect, and if they were do you really think he'd be posting them here? He's posting them to help out the rest of the Stockfetcher community and get some worthwhile discussions in this forum going (as opposed to the completely useless ones Optionplayer posts).
Thanks for your contributions, Kevin.
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shillllihs
6,101 posts
msg #104046
- Ignore shillllihs |
12/29/2011 6:36:20 PM
"Kevin never said his are perfect, and if they were do you really think he'd be posting them here"?
Telling, very telling...
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Kevin_in_GA
4,599 posts
msg #104047
- Ignore Kevin_in_GA |
12/29/2011 9:07:50 PM
I really don't want to get into a protracted discussion on this - everyone can use what I post here or modify as they see fit. If one doesn't like the results, that's OK as well. I am at the point on this particular filter where I think further modification is not very useful, but if others want to take a crack at it feel free to do so.
This approach is the main one I use to manage my retirement accounts, as you can see at my web site.
Kevin
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jackmack
334 posts
msg #104049
- Ignore jackmack |
12/30/2011 8:57:48 AM
Kevin - keep up the great work - shrug it off and move on - I'm a believer
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