Search found 25 matches

by slk23
Sun Dec 04, 2016 5:17 pm
Forum: Variable Portfolio Discussion
Topic: Portfolio Moving Average
Replies: 7
Views: 3503

Re: Portfolio Moving Average

Looking at the results I'm not sure why one would do this (just looking at what was posted)? The PP is one of the more stable popular ports that exist. If one can't even handle what the PP dishes out for volatility perhaps go more cash or just don't do a PP. I have a plain vanilla PP which I don't ...
by slk23
Sat Dec 03, 2016 1:26 pm
Forum: Variable Portfolio Discussion
Topic: Portfolio Moving Average
Replies: 7
Views: 3503

Re: Portfolio Moving Average

SLK23, I commend you for doing the work and suggesting the approach, but I think trend-following the three volatile components has been shown to be a better approach. Why exit good performing assets just because others are doing badly and dragging the whole portfolio down? That's like group punishm...
by slk23
Fri Dec 02, 2016 12:45 pm
Forum: Variable Portfolio Discussion
Topic: Portfolio Moving Average
Replies: 7
Views: 3503

Re: Portfolio Moving Average

Comparing buy and hold ("Long") with the 200MA long/all cash system ("200MA Long"). Note the CAGR and Max Drawdown vs. Start figures:

Image
by slk23
Fri Dec 02, 2016 10:40 am
Forum: Variable Portfolio Discussion
Topic: Portfolio Moving Average
Replies: 7
Views: 3503

Portfolio Moving Average

I know moving averages and timing have been discussed with regard to the individual components in a portfolio, but has anyone experimented with an entire portfolio's MA? For example, here's a portfolio composed of equal parts stocks (VTI), gold (GLD), and long term treasuries (TLT). It's indexed so ...
by slk23
Wed Jul 06, 2016 7:44 pm
Forum: Variable Portfolio Discussion
Topic: PP with 2x leverage (no 2x funds)
Replies: 28
Views: 8325

Re: PP with 2x leverage (no 2x funds)

Interesting idea to short the smaller contracts. However, aren't some of them fairly low volume with large bid/ask spreads? I've read that's the case for the smaller gold contracts, for example. I think I'd feel more comfortable staying with the very liquid full size contracts, filling in where need...
by slk23
Fri Jun 10, 2016 6:38 pm
Forum: Variable Portfolio Discussion
Topic: PP with 2x leverage (no 2x funds)
Replies: 28
Views: 8325

Re: PP with 2x leverage (no 2x funds)

How would one rebalance with futures? Is it possible to trade fractions of a contract? I assume not, which means trades are in approx. $100K blocks. Also, the 20%-30% max. DD stated earlier for the PP sounds high. 1980 had the largest DD that I'm aware of: 20% according to http://www.peaktotrough.co...
by slk23
Thu Jul 11, 2013 4:26 pm
Forum: Permanent Portfolio Discussion
Topic: Not Even Harry Browne Thought It Was Going To Be This Bad
Replies: 411
Views: 59098

Re: Not Even Harry Browne Thought It Was Going To Be This Bad

All of this macro economic analysis and debate is very interesting. But I think I've lost the thread; are you still discussing whether the Permanent Portfolio will continue to work? Naturally I hope it does still work because I don't feel qualified or courageous enough to place bets on my opinion ab...
by slk23
Thu Jun 20, 2013 6:22 pm
Forum: Permanent Portfolio Discussion
Topic: Oh how it hurts to see no gains
Replies: 424
Views: 76332

Re: Oh how it hurts to see no gains

Yes.  I wasn't making a prediction. No, that would be contrary to the principles of the permanent portfolio.  That's why I didn't rebalance months ago when it felt to me like stocks were about to top and gold would bounce.  It's a good thing I heeded Harry's warnings about placing bets and didn't t...
by slk23
Thu Jun 20, 2013 4:53 pm
Forum: Permanent Portfolio Discussion
Topic: Oh how it hurts to see no gains
Replies: 424
Views: 76332

Re: Oh how it hurts to see no gains

MediumTex wrote: This stock rally just looks tired, gold looks cheap, and bond yields look high.  That's JMHO, of course.
I agree, but I thought that 6 months ago too.  I guess it's like Alan Greenspan's warning about irrational exuberance; he was right but the turn didn't happen until 3 years later.
by slk23
Fri Jun 07, 2013 3:49 pm
Forum: Other Discussions
Topic: Low-cost smart phone plans
Replies: 40
Views: 8538

Re: Low-cost smart phone plans

I use what I consider a moderate amount of data (~1.5 GB/month).  For a user like me it doesn't appear that any of the GSM alternate providers offer a significant savings over AT&T.  Still, I'd like to dump AT&T for threatening to throttle my data access when I exceeded 2 GB one month with my "unlim...
by slk23
Wed May 22, 2013 6:05 pm
Forum: Permanent Portfolio Discussion
Topic: Oh how it hurts to see no gains
Replies: 424
Views: 76332

Re: Oh how it hurts to see no gains

Yeah, that makes sense. But I'd personally also be upset at missing out on the cash and gold parties. With the PP there's always a party! I think I understand the pros and cons of the PP and plan to stick with it for the long haul.  But I have to admit it's been a pretty dull party for almost a yea...
by slk23
Wed May 22, 2013 11:49 am
Forum: Permanent Portfolio Discussion
Topic: Oh how it hurts to see no gains
Replies: 424
Views: 76332

Re: Oh how it hurts to see no gains

According to ETFreplay.com the VTI/GLD/TLT/SHY portfolio's YTD return is -0.4% (including dividends) as of 5/21.

http://etfreplay.com/combine.aspx