StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 43 44 45 46 47 ... 65 >>Post Follow-up
gmg733
788 posts
msg #113400
Ignore gmg733
5/14/2013 7:58:28 PM

Don't feel bad, I got out a week before you did. My only saving grace is I've been long some xlu for a little profit.

Misery loves company. :)

dtatu
143 posts
msg #114104
Ignore dtatu
6/15/2013 12:06:57 AM

Yes, you should feel bad !!
Solidarity in stupid decisions and stupid losses, this is what conforts you?
You put together a simple and , what seems to be, a profitable system and you are not even able to follow it step by step? Yes, you should feel bad !
A profitable system is a SUM of wins and losses with a positive (profitable) outcome. The losse are part of the system ! You take them ALL or you are OUT of your system and you lost your time since 2010 in this Forum...
Actually , this Forum seems to be lead by an Academic of systems- unable to pull the trigger himself in real time, and a bunch of losers , who are unable to...anything !
I'm out, but I should thank Kevin for his idea, which I took as a basis to some very profitable, sytematic, disciplined trading on etfreplay.But I do trade them ALL and take the losses and wins, as they are BOTH essential !
Maybe one day you'll get it...

jimmyjazz
102 posts
msg #114105
Ignore jimmyjazz
6/15/2013 9:32:23 AM

Somebody needs to look into decaf. Yeesh.

gmg733
788 posts
msg #114106
Ignore gmg733
6/15/2013 10:01:16 AM

Hehe. Blah blah blah. Hey look at me, I took someone's work and I'm making money, but your an idiot. Too funny. All from a guy who shared absolutely nothing on the forum. Best of luck to Dan.

Kevin_in_GA
4,599 posts
msg #114107
Ignore Kevin_in_GA
modified
6/15/2013 10:11:29 AM

I think this guy simply doesn't understand how to provide constructive feedback (hint: it doesn't start off with calling folks stupid).

As to my decision to exit in May (I'm still in a Stable Value fund this month as well), my unrealized gain is only about 1.5% versus taking the system trades mechanically. The current call is IWM and the month is only half over, so by the end of the month either I am better off or worse. Either way it's my call and my money.

If you are making money using a variant of this, good for you and good luck in the future. This approach will help people succeed even if they don't follow it religiously.

jimmyjazz
102 posts
msg #114124
Ignore jimmyjazz
6/17/2013 3:09:31 PM

Kevin, are you familiar with the Cambria TAA ETF (GTAA)? It hasn't exactly set the world on fire (save ~ 2.5% annual dividend yield) since inception. Any idea why?

jackmack
334 posts
msg #114233
Ignore jackmack
6/27/2013 9:49:56 AM

Kevin
Appears (as of today anyway) that SPY is to be moved into for July using your updated combined filter from pg43.
Am I reading that correctly?
Thank you

Kevin_in_GA
4,599 posts
msg #114234
Ignore Kevin_in_GA
6/27/2013 10:41:15 AM

Yup.

I have been sitting in Stable Value since 4/30 making essentially nothing. However, the S&P was at 1589 when I did this, and even with the surge today it is only at 1619 (I missed about 1.9% of gain).

sohailmithani
192 posts
msg #114235
Ignore sohailmithani
6/27/2013 10:48:28 AM

When I run this filter I see IWM on top. Kevin, am I doing anything wrong here.

Kevin_in_GA
4,599 posts
msg #114240
Ignore Kevin_in_GA
6/28/2013 7:37:05 AM

Actually you are correct, sohail. If you are using the simple "offset" filter

Fetcher[
symlist(spy,iwm,efa,agg)
offset 3/31/2013
]



which is how the system is designed, the allocation for July remains IWM, as it has been for the last month.

StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 43 44 45 46 47 ... 65 >>Post Follow-up

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