| StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS | << 1 ... 45 46 47 48 49 ... 65 >>Post Follow-up |
| four 5,087 posts msg #116363 - Ignore four modified |
10/30/2013 10:58:26 PM Kevin, RE: embed chart Perhaps... http://finance.yahoo.com/badges/ Benefits Stock tickers, charts, and news headlines appear on your web site -- updated automatically. Set-up is quick and simple -- just three easy steps -- and you decide what appears and what doesn't. No technical expertise necessary. Plus it's all FREE! How it Works 1. Select one of three modules to add financial information to your web site: - quotes, charts and news - quotes and charts - quotes only 2. Decide how the content appears. Choose: - single or multiple symbol charts - time range - news headlines - color, theme, and more. 3. Paste the generated code into your web site |
| jimmyjazz 102 posts msg #116400 - Ignore jimmyjazz |
11/1/2013 8:28:15 AM Is there a substantial performance difference between buying the leading ETF on the first of the month and buying at the crossover; i.e., say IWM crosses EFA in 2 weeks, making the switch then instead of waiting for December 1st? |
| Kevin_in_GA 4,599 posts msg #116404 - Ignore Kevin_in_GA |
11/1/2013 11:40:39 AM No idea - why not test it and post the results here? My guess is that if you traded it that way mechanically, like any crossover system you can get whipsawed more frequently than only doing it once a month. Also, many 401ks restrict re-allocations frequencies to once every 30 days. |
| jimmyjazz 102 posts msg #116419 - Ignore jimmyjazz |
11/1/2013 3:52:19 PM I'll do that. You'll have to trust my Excel skills (meager as they are). Good point about the 30-day trading restrictions. |
| jimmyjazz 102 posts msg #116752 - Ignore jimmyjazz modified |
11/14/2013 8:08:06 AM Haven't had a chance to test the 3-month performance strategy on daily close data, but I thought I'd point out that IWM crossed EFA yesterday. Let's see what happens between now and December 1st. (One sample, I know.) |
| Kevin_in_GA 4,599 posts msg #116753 - Ignore Kevin_in_GA |
11/14/2013 9:35:12 AM I notiuced this as well - actually both IWM and SPY are now ahead of EFA in the ranking. But the month is only halfway over, so I'm willing to wait and see. This time of year is seasonally the best time to be in US equities, and so far the trend seems to be holding true. |
| Kevin_in_GA 4,599 posts msg #117004 - Ignore Kevin_in_GA |
11/23/2013 9:15:23 PM Keeping this strategy as simple as possible ... Whatever is the top performer after the close on 11/29 is the asset class for December. |
| Kevin_in_GA 4,599 posts msg #117109 - Ignore Kevin_in_GA |
11/28/2013 3:11:43 PM Looking like the switch will be from EFA to IWM for December. |
| dashover 229 posts msg #117128 - Ignore dashover modified |
11/30/2013 4:10:21 AM
Observations... Based on a very loose 30 day rolling period stretched as far back as the offset allows. This process is working well ytd but it requires a nicely trending market to provide solid profits. Note the 5-6 annual switches and the two years of treading water... One could see that 3 or 4 concurrent whipsawed signals could easily provide -20% type drawdowns but there is a lot of comfort with owning the strongest ETF. In this limited period back-test we never saw more than three negative periods back to back - though. Excuse my use of the 30 day offset versus precise month-end figures... Dash |
| Kevin_in_GA 4,599 posts msg #117129 - Ignore Kevin_in_GA |
11/30/2013 10:49:37 AM This approach uses a 90 day look back (technically 3 monthly periods). Not sure what your 30 day rolling window is supposed to do. You are now allocating based only on the last month performance. Does it yield better profit? |
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