Search found 394 matches

by D1984
Wed Jun 19, 2019 1:12 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 381
Views: 53233

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...
by D1984
Mon Jun 17, 2019 11:33 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 381
Views: 53233

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 ...
by D1984
Sun Jun 16, 2019 9:47 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 381
Views: 53233

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...
by D1984
Mon May 27, 2019 4:15 am
Forum: Stocks
Topic: Stock scream room
Replies: 643
Views: 115590

Re: Stock scream room

ochotona wrote:
Sun May 26, 2019 10:50 pm
I'm going to paper trade this one
What are you going to use to determine if you should be out or in during the two "bad months" of September and October? MACD? NH/NL? Relative Strength vs cash?
by D1984
Sun May 26, 2019 9:28 am
Forum: Stocks
Topic: Stock scream room
Replies: 643
Views: 115590

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...
by D1984
Sun May 26, 2019 3:53 am
Forum: Stocks
Topic: Stock scream room
Replies: 643
Views: 115590

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 ...
by D1984
Sat May 25, 2019 2:00 am
Forum: Stocks
Topic: Stock scream room
Replies: 643
Views: 115590

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...
by D1984
Mon May 20, 2019 4:37 pm
Forum: Other Discussions
Topic: Will Trump be Re-elected?
Replies: 306
Views: 17530

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...
by D1984
Sun Apr 07, 2019 11:37 pm
Forum: Variable Portfolio Discussion
Topic: Best way to budget for mortgage payment?
Replies: 16
Views: 961

Re: Best way to budget for mortgage payment?

I don't think you should assume that you'll profit from selling your house. Generally, housing prices keep up with inflation but don't do more than that, absent a housing bubble. What most of us do is regard the house as a consumption item. Your home equity figures as part of your net worth, but it...
by D1984
Mon Mar 04, 2019 11:21 pm
Forum: Other Discussions
Topic: Health Care Reform
Replies: 40
Views: 2570

Re: Health Care Reform

The current Medicare-For-All bill reportedly proposes to ban private health insurance, which even the Canadian Supreme Court ruled was a human rights violation. A former aide for Chuck Schumer went on Tucker's show and argued that that was just a starting point, because Americans used to "meet in t...
by D1984
Mon Mar 04, 2019 11:13 pm
Forum: Other Discussions
Topic: Health Care Reform
Replies: 40
Views: 2570

Re: Health Care Reform

This article about a ridiculously expensive ER bill for treating a cat bite came up on the Apple news feed: Total bill: $48,512, with $46,422 of that total for one preventive medication Medical service: Parker's wound was examined, and she received the first in a series of rabies shots, as well as ...
by D1984
Mon Jan 21, 2019 3:39 am
Forum: Permanent Portfolio Funds
Topic: Permanent Portfolio Fund - 2018 Returns.
Replies: 7
Views: 887

Re: Permanent Portfolio Fund - 2018 Returns.

Kbg wrote:
Sun Jan 20, 2019 3:20 pm
I wish starting an etf wasn’t so expensive. I’d love to start a leveraged one. I was listening to a MEB Faber podcast and in his discussion with who ever it was they were talking about etf start up and maintenance costs...not cheap.
A leveraged PP ETF or a 2X or 3X leveraged market timing one?