Search found 2511 matches

by ochotona
Sun Jun 23, 2019 10:16 am
Forum: Stocks
Topic: FRED recession probability model
Replies: 7
Views: 421

FRED recession probability model

The St. Louis Fed's page: https://fred.stlouisfed.org/series/RECPROUSM156N Professor Piger's page: https://pages.uoregon.edu/jpiger/us_recession_probs.htm/ he might get the model updates out before FRED does Twitter @JPiger What strikes me is by the time the model gets to low single digits, there is...
by ochotona
Thu Jun 20, 2019 8:06 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 388
Views: 56672

Re: Tactical Asset Allocation + HBPP an intriguing combo

Shootout between VFINX Vanguard S&P500 mutual fund vs. USA MIN VOL index 1990-Present, Absolute Momentum, 12 month lookback only VFINX CAGR = 11.30%, MAXDD = -16.3%, SORTINO = 1.23, 21 trades USA MIN VOL CAGR = 11.94%, MAXDD = -11.5%, SORTINO = 1.76, 25 trades (didn't expect this) Pretty cool, but t...
by ochotona
Thu Jun 20, 2019 11:49 am
Forum: Stocks
Topic: Stock scream room
Replies: 651
Views: 120581

Re: Stock scream room

SPY total return is 18%, we're at the year-end targets many of the pundits set at the beginning of 2019, I think it just goes in a trading range or down, and I don't care to buy any more equities because bonds and gold are roaring.
by ochotona
Thu Jun 20, 2019 6:23 am
Forum: Gold
Topic: The GOLD scream room
Replies: 2518
Views: 412154

Re: The GOLD scream room

My gold stake has grown all by itself from 10% to 11%. I am well pleased. I'm going let it run.
by ochotona
Wed Jun 19, 2019 10:26 pm
Forum: Gold
Topic: The GOLD scream room
Replies: 2518
Views: 412154

Re: The GOLD scream room

I think where it goes on the next pullback is quite important. If it never goes below $1250, that's good.
by ochotona
Tue Jun 18, 2019 8:48 pm
Forum: Cash
Topic: Ally Bank No Penalty CD
Replies: 16
Views: 4775

Re: Ally Bank No Penalty CD

Ally CD rates are declining now... :(
by ochotona
Tue Jun 18, 2019 12:29 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 388
Views: 56672

Re: Tactical Asset Allocation + HBPP an intriguing combo

USMV is god-awful overbought now. It's horrible. I'm not touching it no matter how FOMO.
by ochotona
Tue Jun 18, 2019 9:02 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 388
Views: 56672

Re: Tactical Asset Allocation + HBPP an intriguing combo

Awesome work D1984, I'll download the data and run it through portfolio visualizer when I have time. I think a three-way (Triple Momentum) contest would be useful also using min vol US, EFA, EM indices. I can try "take the best of each", or "take the top two of three". It should be informative.
by ochotona
Mon Jun 17, 2019 1:48 pm
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 388
Views: 56672

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 ochotona
Mon Jun 17, 2019 5:42 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 388
Views: 56672

Re: Tactical Asset Allocation + HBPP an intriguing combo

"The iShares Edge MSCI Min Vol USA ETF seeks to track the investment results of an index composed of U.S. equities that, in the aggregate, have lower volatility characteristics relative to the broader U.S. equity market." It's not a generic index, it's proprietary. They don't even name it. BUT... Pa...
by ochotona
Sun Jun 16, 2019 11:47 am
Forum: Other Discussions
Topic: Tankers attacked
Replies: 23
Views: 953

Re: Tankers attacked

Retired General Wesley Clark, in his book, "Winning Modern Wars" (2003), describes his conversation with an officer in the Pentagon shortly after 9/11 regarding a plan to initiate a succession of attacks upon seven identified Middle Eastern countries: "As I went back through the Pentagon in Novembe...
by ochotona
Sun Jun 16, 2019 10:21 am
Forum: Variable Portfolio Discussion
Topic: Tactical Asset Allocation + HBPP an intriguing combo
Replies: 388
Views: 56672

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 13.19...