StockFetcher Forums · General Discussion · FOUR- ?<< >>Post Follow-up
Mactheriverrat
3,157 posts
msg #149852
Ignore Mactheriverrat
12/10/2019 7:04:38 PM

Anyone hear from FOUR?

karennma
8,057 posts
msg #149987
Ignore karennma
12/23/2019 11:31:15 AM

"Four" prolly figured out what I did back in the summer ...
Trading is way too much work in a "buy and hold" market.

"A secular bull market is characterized by above average stock market returns for a long time, typically 10 to 20 years."

Cheese
1,374 posts
msg #150007
Ignore Cheese
12/24/2019 11:51:18 AM

karen, this is just a note to myself more than anything else.
Mebane Faber approach may help us mitigate the drawdown risks with buy and hold.
I'm sure you've already known this since you participated in past discussions.

karennma
8,057 posts
msg #150088
Ignore karennma
1/3/2020 11:18:40 AM

Mebane Faber

Never heard of him.
I'm disgusted.
My life is ruined.
A year of lost profits.
I looked at my old spreadsheet .. what my Buy & Hold porfolio made.
(the one I sold Oct 2018)
Six figures! NO trading required.

Cheese
1,374 posts
msg #150093
Ignore Cheese
1/3/2020 12:21:38 PM

SUMMARY mebane faber
https://www.advisorperspectives.com/dshort/updates/2019/11/29/moving-averages-november-month-end-update

mebane faber
https://www.stockfetcher.com/forums/General-Discussion/2008-redux-and-your-version-of-Market-Timing/134310/-1/134389


FWIW
If I remember correctly, Kevin_in_GA at one time preferred a faster Mebane Faber approach with monthly ma(2) and ma(3) instead of monthly ma(10) and ma(12)

Best wishes with your trading in the new year 2020

Village Elder
231 posts
msg #150095
Ignore Village Elder
1/3/2020 12:34:08 PM

I think that Kevin_in_GA was looking more at just a ROC timing strategy without using MAs:

2/17/2017 3:11:00 PM

Just allocate based on the performance over the last three months - you will never catch the tops and bottoms so don't try. Focus instead on catching the meat of the move.

Even easier is to simplify your choices down to either stocks (SPY) or bonds (AGG) - be wholly invested in whichever has the higher ROC(63,1)


Submit
Fetcher[
symlist(SPY,AGG)
add column roc(63,1)
sort on column 5 descending
]





xarlor
587 posts
msg #150099
Ignore xarlor
1/3/2020 4:36:28 PM

Visual representation of when to switch to AGG and back to SPY based on which ROC is higher.

Fetcher[

chart-time is 3 years
symlist(SPY,AGG)
add column roc(63,1)
set{SPYroc,ind(SPY,ROC(63,1))}
set{AGGroc,ind(AGG,ROC(63,1))}
add column SPYroc
add column AGGroc
set{BuySPY,count(SPYroc > AGGroc,1)}
set{BuyAGG,count(SPYroc < AGGroc,1)}
BuySPY > -1
BuyAGG > -1
sort on column 5 descending

]



shillllihs
6,047 posts
msg #150101
Ignore shillllihs
1/3/2020 11:16:04 PM

Where is the value in this filter, it enters and exits near the same level. Unless you scale out of your position.

StockFetcher Forums · General Discussion · FOUR- ?<< >>Post Follow-up

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