Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI
Shrewd'm.com Merry shrewd investors
Best Of MI | Best Of | Favourites & Replies | All Boards | Post of the Week!
Search MI


Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (8) |
Author: Said   😊 😞
Number: of 3957 
Subject: Re: Presidential Cycle - an observation
Date: 03/08/2024 1:25 PM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 1
Hope this helps!
Oh yes, immensely!!!

Because this you say: What he has done is then break those 2 group MEANS into 2 separate periods and compare.

means that I misinterpreted his: the returns, since 1932, equal those of the remaining 41 months of the cycle! This has a less than one-in-a-million probability of occurring by chance

Because of the probability mentioned by him I interpreted this as "was the case for EVERY SINGLE ONE of those 23 presidential cycles", as this surely would have an extremely low probability.

After this being clarified actually I think this wrong interpretation would be very worth a test! For how MANY of those 23 PC's was the as Zee calls it "best period" equal to it's "worst period"? A test like this:

1) compare each PC's "best period" with it's "worst period"
2a) set a criterion for them being equal, f.e. an interval of 20% (to start generous; can be tightened later if the test is positive) => If the returns in the "best period" deviate not more than 20% from it's "worst period" you treat them as being equal
3) count in how many of the 23 PC's the "best period" equals the "worst period"

2b) for investments even more useful: count in how many PC's the returns during the "best period" were "Not worse (not less than -20%) or better (>=0%)" than during the "worst period".

A test for which - see Zee's post - of course one would need "GTR1's S&P 500 Dividend Adjusted", to include dividends; not possible for me as I think to understand to run GTR1 one needs a Sip Pro subscription (which I don't have), correct?
Post New | Post Reply | Report Post | Recommend It!
Print the post
Unthreaded | Threaded | Whole Thread (8) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds