Post #1450 by mungofitch on the Mechanical Investing board

When reading posts, there are yellow stars against the names of the most respected Shrewds. The number of points in the star, starting at 3, represents the Shrewd'm-Star rating. This number is the average recommendation that the author received over the last 12 months.

- Manlobbi

Investment Strategies / Mechanical Investing

Unthreaded | Threaded | Whole Thread (17)

Prev | Next

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

No. of Recommendations: 4

Here is something from the LargeCapCash screen family.
I just did a test with this variation:
...
The timing overlay: go to cash if the S&P return in the last 3 months was less than -3%

PS
FWIW, that screen has two years out of sample.
With that timing, it almost exactly tied the S&P 500 in those two years.
But that's actually a pretty good result, as it was long only 71% of the months.
It didn't actually make any money, though--both alternatives were just a bit above net flat.

Jim

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

Print the post

Unthreaded | Threaded | Whole Thread (17)

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.