Search found 102 matches

by thisisallen
Fri Jan 18, 2019 8:10 am
Forum: Variable Portfolio Discussion
Topic: Dual Momentum GEM + HBPP a great combo, easy to test
Replies: 263
Views: 36550

Re: Dual Momentum GEM + HBPP a great combo, easy to test

https://www.dualmomentum.net/2019/01/whither-fragility-dual-momentum-gem.html [/quote] Gary makes a compelling defense. I just learned that Novell's model is already just about ready to go back to equities based on a weekly close above the 13 week EMA. That's way too quick for me. That's short-term...
by thisisallen
Sun Jan 13, 2019 10:03 pm
Forum: Bonds
Topic: Bond duration compensation
Replies: 14
Views: 359

Re: Bond duration compensation

I may well be being obtuse here (wouldn't be the first time) butt I'm not seeing any advantage in extending Treasury bond maturities at current rates. The chances of a 1% (or even a .25%) decrease in rates is small, while the odds of a .50% increase this year are high. And yeah, I do remember how L...
by thisisallen
Sun Jan 13, 2019 10:25 am
Forum: Bonds
Topic: Bond duration compensation
Replies: 14
Views: 359

Re: Bond duration compensation

If I recall Larry Swedroe has a formula for term risk, but this is not applicable to the PP investor. We want the investment with the highest duration even though the rates between 30 and 10-year Treasuries do not compensate for the additional risk. A 1% decline in interest rates will result in app...
by thisisallen
Sun Jan 13, 2019 10:16 am
Forum: Bonds
Topic: Bond duration compensation
Replies: 14
Views: 359

Re: Bond duration compensation

Allen it's all determined by Mr. Market. There is no rule or formula. And it changes continually and lately really quickly. Look at this website, it updates daily. https://www.treasury.gov/resource-center/data-chart-center/interest-rates/Pages/TextView.aspx?data=yield That’s a better/more accurate ...
by thisisallen
Sat Jan 12, 2019 10:06 pm
Forum: Bonds
Topic: Bond duration compensation
Replies: 14
Views: 359

Bond duration compensation

Is there a general rule regarding how many additional basis points are recommended to compensate the investor for the risk of each extra year of duration? Say that the interest on a 2 yr note is 2.80. On a 5 yr it is 3.4. Difference is 60 basis points. There is 20 basis points extra for each of the ...
by thisisallen
Fri Jan 04, 2019 10:24 pm
Forum: Variable Portfolio Discussion
Topic: Dual Momentum GEM + HBPP a great combo, easy to test
Replies: 263
Views: 36550

Re: Dual Momentum GEM + HBPP a great combo, easy to test

From Allocate Smartly: (The site analyzes tactical asset allocation strategies) “TAA’s performance to start the new year is likely to be extreme (either extremely good or extremely mediocre). As we show in the data dump below, TAA is now postured very defensively. The average allocation to defensive...
by thisisallen
Sat Dec 29, 2018 9:19 am
Forum: Variable Portfolio Discussion
Topic: Dual Momentum GEM + HBPP a great combo, easy to test
Replies: 263
Views: 36550

Re: Dual Momentum GEM + HBPP a great combo, easy to test

It is impressive that you are adhering to your system at this time, that means, you are locking in a loss of about 8.5% in equities for this year (according to the stats at https://indexswingtrader.blogspot.com/p/strategy-signals.html). Have you done this previously? In other words, what gives you t...
by thisisallen
Fri Dec 28, 2018 10:12 pm
Forum: Bonds
Topic: Fidelity gives individual bond durations
Replies: 1
Views: 277

Fidelity gives individual bond durations

If you own individual bonds held at Fidelity then you can see the duration of each bond by clicking on the bond, then choosing to view the details, and then choosing the Price and Performance tab. The “duration to worst” is shown there. I believe that “worst” means that if the bond is callable then ...
by thisisallen
Thu Dec 27, 2018 10:05 pm
Forum: Bonds
Topic: How to calculate average maturity including cash?
Replies: 4
Views: 176

Re: How to calculate average maturity including cash?

Many thx for the replies and understandings and example. Fortunately iShares provides the duration of TLT at their site. I have individual bonds so a special formula is required for calculating the duration of a single bond. I saw that there are online calculators for this and it can likely be done ...
by thisisallen
Thu Dec 27, 2018 5:46 pm
Forum: Bonds
Topic: How to calculate average maturity including cash?
Replies: 4
Views: 176

How to calculate average maturity including cash?

Sometimes a person will post that they are using/including cash in their calculation of the average maturity of the bond portion of the PP. For example, the person says that he has a barbell of LTT and cash that equals a intermediate term bond maturity. Is there a formula to calculate the average ma...
by thisisallen
Mon Jul 09, 2018 5:27 pm
Forum: Other Discussions
Topic: The Permanent Tooth and Gum Care Regime
Replies: 143
Views: 43822

Re: The Permanent Tooth and Gum Care Regime

On the subject of magnesium. . . A friend recently mentioned that she had been soaking her feet in epsom salts and finding it an effective remedy for muscle cramps in her feet. My ears perked up because I've recently been plagued with intractable foot and leg cramps at night which have been noticea...