Post #338 by tedthedog on the Mechanical Investing board

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (2)

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

No. of Recommendations: 8

FWIW, so long ago that I can't remember details, I looked at shorting those falling below SMA200 (or was it a momentum strategy?).
IIRC, the 'bad' choices don't necessarily do badly (which would be good for shorting), instead they just don't do so well (bouncing around, so not great for shorting).

If eyeballing behavior of some low ranked choices isn't sufficient, the 'pro' version of portfoliovisualizer allows you to upload your own return time series. Could backtest by uploading the negative return series of the thing you want to short. Wouldn't include fees of shorting, but if it's not looking good before fees then it certainly won't after fees.

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

Print the post

Unthreaded | Threaded | Whole Thread (2)

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.