FOB = Forward Operating Base
Search found 398 matches
- Fri Sep 13, 2019 2:27 pm
- Forum: Other Discussions
- Topic: Will Trump be Re-elected?
- Replies: 748
- Views: 115725
- Tue Sep 10, 2019 1:09 am
- Forum: Stocks
- Topic: Introducing, the Stock Barbell
- Replies: 4
- Views: 3247
Re: Introducing, the Stock Barbell
Are there actual ETFs that mimic the momentum and lo-vol portions? SPLV for the low vol index and MTUM for the momentum one IIRC; if you didn't want to just use all SPLV for the low vol one (due to sector concentration risk....i.e. consumer staples, utilities, and health care are overweight in the ...
- Mon Aug 19, 2019 8:03 pm
- Forum: Other Discussions
- Topic: Epstein
- Replies: 93
- Views: 18777
Re: Epstein
Despite the above, I do concede that in some cases it's "unfair" when certain people are labeled pedophiles, when what they've done involved, say, a 16 year old. Technically, that's a ephebophilia... perhaps not as egregious as pedophilia, but still... But still what , exactly? What you are describ...
- Wed Jul 03, 2019 10:49 pm
- Forum: Variable Portfolio Discussion
- Topic: Canada EWC ETF a value play?
- Replies: 14
- Views: 3871
Re: Canada EWC ETF a value play?
If you were a "rational" investor driven only by long-term backtests and CAGR (as so many claim to be), you'd only ever choose Emerging Markets or Canada, right? What's that insignificant green line down there? Oh, that's the S&P 500... have you heard of it? http://i68.tinypic.com/2lw6l95.png Fair ...
- Wed Jun 19, 2019 1:12 am
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 403
- Views: 98310
Re: Tactical Asset Allocation + HBPP an intriguing combo
USMV and EFAV for the stock component, VBMFX and VFISX for the bond component 1992-May 2019 13.07 CAGR/11.54 Max DD Sharpe .49 If you want to take it back to 1990 you can use FFXSX (or maybe 80/20 or 85/15 FIGTX/CASHX rebalanced monthly or annually in PV and saved as a portfolio with a custom ticke...
- Mon Jun 17, 2019 11:33 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 403
- Views: 98310
Re: Tactical Asset Allocation + HBPP an intriguing combo
If someone will find where the data is and post it here (link to) I’ll run the backtest and post results. And thanks..,very interesting twist. Novell didn't share the data with me, but he did plug the synthetic USMV data into his proprietary model and ran in it place of SPY, and it was better. The ...
- Sun Jun 16, 2019 9:47 pm
- Forum: Variable Portfolio Discussion
- Topic: Tactical Asset Allocation + HBPP an intriguing combo
- Replies: 403
- Views: 98310
Re: Tactical Asset Allocation + HBPP an intriguing combo
iShares has a set of lower volatility ETFs which could produce better GEM signals which are less "whippy" than using regular S&P 500 and ACWI ex-US ETFs. These are USMV and ACWV. Let's compare them to VOO and VEU. Unfortunately, the history is very limited, only spans 2013-2019. USMV/ACWV CAGR 13.1...
- Mon May 27, 2019 4:15 am
- Forum: Stocks
- Topic: Stock scream room
- Replies: 770
- Views: 177954
- Sun May 26, 2019 9:28 am
- Forum: Stocks
- Topic: Stock scream room
- Replies: 770
- Views: 177954
Re: Stock scream room
1984, what was your data source? Sep / Oct seem really to be bad months overall, I agree. Maybe one could use some indicators like MACD to determine whether taking action during Sep / Oct is justified, and for short periods of time like this, I'm thinking maybe buying puts from time to time would w...
- Sun May 26, 2019 3:53 am
- Forum: Stocks
- Topic: Stock scream room
- Replies: 770
- Views: 177954
Re: Stock scream room
Yeah just because something back tests doesn't mean it's not anything more than just random luck. In this case, a couple of the largest bear market drops happened to be between May and October, and a couple of the biggest rallies happened to be in the other months. These couple cases severely skew ...
- Sat May 25, 2019 2:00 am
- Forum: Stocks
- Topic: Stock scream room
- Replies: 770
- Views: 177954
Re: Stock scream room
Sell in May Go Away reference: https://stocktradersalmanac.com/Strategy.aspx Seems well-paired to an HBPP philosophy. Rules-based, simple, infrequent actions, low cost. The ETF would be DIA, seems to work better with Dow than S&P 500. Backtested to 1950... I can't verify with PV.com I just tested S...
- Mon May 20, 2019 4:37 pm
- Forum: Other Discussions
- Topic: Will Trump be Re-elected?
- Replies: 748
- Views: 115725
Re: Will Trump be Re-elected?
No doubt former US senator Phil Gramm has a partisan axe to grind, but he has some impressive company. I seem to recall that Alan Greenspan also favored a re-calibration of the BLS indices a number of years ago. If I am not mistaken, he suggested that the current indices overstated inflation and wo...