Search found 26 matches

by possum
Fri Feb 01, 2013 6:20 pm
Forum: Variable Portfolio Discussion
Topic: Variable portfolio challenge - PP like performance without any commodities
Replies: 14
Views: 7039

Re: Variable portfolio challenge - PP like performance without any commodities

25% Wellesley
10% SCV
10% Emerging Markets
15% LT Treasury
20% 5yr Treasury
20% 2yr Treasury

1972 - 2011
CAGR 10.35%
STD 7.53%
by possum
Thu Jan 17, 2013 6:37 pm
Forum: Variable Portfolio Discussion
Topic: Using some of Clive's ideas
Replies: 52
Views: 22957

Re: Using some of Clive's ideas

Reub wrote: Clive, you are missed! Would you consider a return?
These days, Clive seems to have an axe to grind against the PP.
by possum
Wed Jan 02, 2013 1:45 pm
Forum: Permanent Portfolio Discussion
Topic: Poll: Which class should perform falling off the fiscal cliff?
Replies: 41
Views: 18521

Re: Poll: Which class should perform falling off the fiscal cliff?

We technically went over the cliff, but not really in terms of anything that matters.

I don't think it is valid to compare anyone's predictions about what would happen if we went over the cliff based on what actually transpired.
by possum
Tue Jan 01, 2013 4:19 pm
Forum: Permanent Portfolio Discussion
Topic: A Case that all your Backtesting is for Naught
Replies: 11
Views: 6970

Re: A Case that all your Backtesting is for Naught

I would argue that the PP's attempts to be neutral may not really be so because I'm not sure I believe that 25% Stocks = 25% Gold = 25% Bonds = 25% Cash. In other words, it may take different amounts of each asset to react in the same way to it's optimum economic condition. You're certainly right… ...
by possum
Tue Jan 01, 2013 3:23 pm
Forum: Permanent Portfolio Discussion
Topic: A Case that all your Backtesting is for Naught
Replies: 11
Views: 6970

Re: A Case that all your Backtesting is for Naught

Just to play devil's advocate, I think it is possible to believe in the four basic modes of a modern economy represented by the PP and still question things like how much and what types of Stocks, Bonds, Gold, and Cash should be included in the portfolio. Changing allocations based on back testing ...
by possum
Tue Jan 01, 2013 2:02 pm
Forum: Permanent Portfolio Discussion
Topic: A Case that all your Backtesting is for Naught
Replies: 11
Views: 6970

Re: A Case that all your Backtesting is for Naught

Just to play devil's advocate, I think it is possible to believe in the four basic modes of a modern economy represented by the PP and still question things like how much and what types of Stocks, Bonds, Gold, and Cash should be included in the portfolio.
by possum
Sun Dec 30, 2012 9:14 am
Forum: Permanent Portfolio Discussion
Topic: Backtesting tool
Replies: 2
Views: 3043

Backtesting tool

I found this backtesting tool that might be of interest to those looking to try different allocations or see what the standard 4x4 PP would have done over time using daily data.

http://ezbacktest.blogspot.com/
by possum
Sat Dec 29, 2012 10:04 am
Forum: Permanent Portfolio Discussion
Topic: Backtesting for the Optimum HBPP Allocations
Replies: 101
Views: 252727

Re: Backtesting for the Optimum HBPP Allocations

Following up from my reply to MG above... I took a moment and did what you suggested and created a new column using MaxDD as the risk component.  It turns out that it does materially change the optimum allocations using that ratio, and that the standard deviation and max drawdown do not have a line...
by possum
Wed Nov 14, 2012 1:18 pm
Forum: Permanent Portfolio Discussion
Topic: Ray Dalio All Weather Portfolio
Replies: 2
Views: 3242

Re: Ray Dalio All Weather Portfolio

Well, never mind then..
by possum
Mon Sep 24, 2012 8:13 am
Forum: Permanent Portfolio Discussion
Topic: Risk Parity Investing
Replies: 4
Views: 3753

Risk Parity Investing

Looks and sounds a lot like the PP: http://finance.yahoo.com/blogs/breakout ... 32060.html
by possum
Sat Jul 28, 2012 5:41 pm
Forum: Other Discussions
Topic: Cable Cutting
Replies: 46
Views: 20917

Re: Cable Cutting

Ok, got something working pretty quick - watched ESPN3 on my 80" via AppleTV airplayed from my iMac.

Very cool...
by possum
Sat Jul 28, 2012 4:00 pm
Forum: Other Discussions
Topic: Cable Cutting
Replies: 46
Views: 20917

Re: Cable Cutting

I'm going to be testing AirPlay from my iMac to an Apple TV to my big screen.

The new Mountain Lion OS released this week should enable me to mirror ESPN3, Hulu, etc from the iMac.

I'll report on the results.
by possum
Wed Jul 18, 2012 6:20 pm
Forum: Other Discussions
Topic: Quicken Alternative for Mac
Replies: 18
Views: 11020

Re: Quicken Alternative for Mac

I will be setting up an iMac within the next 2 weeks and plan to (try to) run Windows Quicken using Parallels. I'll let you know how it goes. Possum - Many thanks.  I appreciate it. Ok, got my new iMac and installed Parallels 7, Windows 7, and Quicken 2010. So far, so good - everything I've tried h...
by possum
Fri Jul 06, 2012 4:33 pm
Forum: Other Discussions
Topic: Quicken Alternative for Mac
Replies: 18
Views: 11020

Re: Quicken Alternative for Mac

I highly recommend Fresh Finance. I've been using it for years and never looked back (when  I switched to Mac). It reminds me of how good Quicken used to be, before it went stale and got bloated. Their website is http://www.fortora.com   -- give it a try, I think you will like it. Does Fresh Financ...
by possum
Mon Mar 05, 2012 6:24 pm
Forum: Variable Portfolio Discussion
Topic: Decision Moose
Replies: 30
Views: 23871

Re: Decision Moose

DM is in IWM at present, but SPY is showing slightly better relative strength and is a close contender to taking over the lead holding. Williams %R however is indicating SPY as overbought and IWM as oversold, so I'd guess that DM will continue to hold IWM for the time being, at least for another we...
by possum
Wed Feb 15, 2012 6:44 am
Forum: Permanent Portfolio Discussion
Topic: Warren Buffet Hates Bonds and Loves Stocks!
Replies: 33
Views: 15493

Re: Warren Buffet Hates Bonds and Loves Stocks!

The market price of Berkshire has nothing to do with Buffett's views on the relative merits of investing in stocks vs bonds. Using that as a proxy for how well his investing philosophy has worked out is silly since the market price of Berkshire is uncoupled from the market price of the investments t...
by possum
Tue Feb 14, 2012 10:34 pm
Forum: Permanent Portfolio Discussion
Topic: Warren Buffet Hates Bonds and Loves Stocks!
Replies: 33
Views: 15493

Re: Warren Buffet Hates Bonds and Loves Stocks!

You are comparing apples and oranges.... If you want to compare the results of the capital allocation at Berkshire, you need to be looking at the growth in book value over the time period in question, not the value that the market is putting on the holding company. From 1999 through 2011, book value...
by possum
Thu Sep 08, 2011 1:26 pm
Forum: Variable Portfolio Discussion
Topic: Berkshire Hathaway at 1.04 Times Book Value
Replies: 12
Views: 7015

Re: Berkshire Hathaway at 1.04 Times Book Value

MediumTex wrote: I'm not buying any, and Buffett's age is obviously a risk factor, but it just looks like it might be a buy for someone interested in starting a position.

Berkshire has never paid a dividend.
FWIW, BRK paid a 10 cent dividend in 1967.
by possum
Sat Dec 18, 2010 12:24 pm
Forum: Variable Portfolio Discussion
Topic: Decision Moose
Replies: 30
Views: 23871

Re: Decision Moose

DM is getting knocked around pretty good and has seemed out of sync with the market for quite a while. Just missed a 4+% increase by being in cash this week - not a pretty switch so far. Looks like the Moose creator realized the the system was out of sync as well and has tweaked it in the last coup...
by possum
Sun Dec 05, 2010 10:12 am
Forum: Variable Portfolio Discussion
Topic: Decision Moose
Replies: 30
Views: 23871

Re: Decision Moose

DM is getting knocked around pretty good and has seemed out of sync with the market for quite a while.

Just missed a 4+% increase by being in cash this week - not a pretty switch so far.
by possum
Sat Oct 30, 2010 9:02 pm
Forum: Permanent Portfolio Discussion
Topic: Crawling Road Podcast - Episode 1
Replies: 32
Views: 19158

Re: Crawling Road Podcast - Episode 1

Really enjoyed the first podcast - keep em coming!

P.S I'm also an electrical engineer / software developer and have worked through a couple of start-ups where lightning has struck....
by possum
Fri Oct 01, 2010 9:45 am
Forum: Permanent Portfolio Discussion
Topic: Is there a PP Plan B? Worst Case Future Scenario
Replies: 14
Views: 8414

Re: Is there a PP Plan B? Worst Case Future Scenario

This is exactly why my portfolio is 50% PP+ and 50% sector relative strength.

PP+ in case my RS is wrong, RS in case my PP+ is wrong...
by possum
Fri Jul 23, 2010 1:49 pm
Forum: Permanent Portfolio Discussion
Topic: PP Buyers Remorse...Some Sound Feedback Needed!
Replies: 45
Views: 26974

Re: PP Buyers Remorse...Some Sound Feedback Needed!

[quoteI don't see that a reason for tinkering and in the process exposing one self to added risk. Please understand the context of my remarks - they were a response to someone who was considering going back to a traditional slice and dice stock / bond portfolio vs. the PP. I was simply pointing out...
by possum
Fri Jul 23, 2010 12:53 pm
Forum: Permanent Portfolio Discussion
Topic: PP Buyers Remorse...Some Sound Feedback Needed!
Replies: 45
Views: 26974

Re: PP Buyers Remorse...Some Sound Feedback Needed!

" For example, changing to an allocation of 15% Small cap value, 15% emerging markets, 25% LT Bonds, 20% Cash, 12.5% Gold, 12.5% Commodities would have produced a CAGR of 11.03% from 1985-2009 " This period was a prosperity period. This probably would not have been achieved in other periods. We can...