Post #3642 by mapg on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (9)

Post New | Post Reply | Report Post | Recommend It!

No. of Recommendations: 2

Accurate timing improves the volatility and drawdowns while decreasing the overall return.

The TPPO method recently started at "Trends and Ranks" helped shift the timing to earlier "in" and earlier "out".
Overall 10yr return improved but is still not better than B&H unless you use much shorter-term PPO.
And of course frequent trading if you allow more than 3 or 4 trades per year.

GD_

Post New | Post Reply | Report Post | Recommend It!

Print the post

Unthreaded | Threaded | Whole Thread (9)

Prev | Next

Announcements

Mechanical Investing FAQ

Contact Shrewd'm
Contact the developer of these message boards.

A community forum supporting civilized, and highly helpful, self-educating investors that come together for Shrewdness and merry spirits. These message boards closely follow the look and feel of the old message boards at boards.fool.com prior to the boards redirected to discussion.fool.com. Shrewd'm is not affiliated with the comprehensive and excellent investment website, The Motley Fool (TMF), in any way. The Shrewd commmunity here has owed, and continues to owe, gratitude to The Motley Fool for nurturing a culture of jovial irreverence towards Wall St, and that tradition will continue here.