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Free Decision Moose
Posted: Sun Dec 28, 2014 9:40 pm
by Reub
Decisionmoose.com is offering free access to it's entire site, including commentary, for a limited period of time for those interested in it's timing/momentum model and commentary.
http://www.decisionmoose.com/Moosignal.html
Re: Free Decision Moose
Posted: Tue Dec 30, 2014 1:08 am
by murphy_p_t
help us to zone in why this is better than the gurus HB warned against...recent history looks like a failure?
Performance History
A weekly performance history of the Moose is presented below
Time Period
Moose
SPY
Index Moose (since 08/30/1996)
2842% 219%
ETF Index Moose (since 05/07/2000) 968%
47%
13 years (675 weeks) 709% 77%
12 years (622 weeks) 285% 128%
11 years (572 weeks) 170%
87%
10 years (520 weeks) 111%
72%
9 years (468 weeks) 90%
67%
8 years (416 weeks)
51%
47%
7 years (354 weeks)
29%
42%
6 Years (312 weeks) 3%
139%
5 Years (260 weeks) 6%
82%
4 Years (208 weeks) 16%
66%
3 Years (156 weeks) 0% 66%
2 Years (104 weeks) -1% 49%
1 Year (52 weeks)
-11%
13%
Risk-Adjusted Return: Sharpe Ratio (5 year) +0.82 +1.67
Re: Free Decision Moose
Posted: Tue Dec 30, 2014 3:42 pm
by Reub
It isn't any better unless you go all the way back to the beginning. Then it's light years better. I wouldn't recommend it for investors. But it has some interesting commentary and best of all it's free!
Re: Free Decision Moose
Posted: Tue Dec 30, 2014 4:31 pm
by dualstow
Sounds like it could be very costly.
Re: Free Decision Moose
Posted: Tue Dec 30, 2014 10:05 pm
by D1984
Reub wrote:
It isn't any better unless you go all the way back to the beginning. Then it's light years better. I wouldn't recommend it for investors. But it has some interesting commentary and best of all it's free!
Any idea
why it seems to have stopped working in the past five or six years? Annualized returns for five years are around 1.0% and for six years are around 2.7%.
Also, isn't a large part of DM's outperformance (vs the S&P 500 or the TSM) due to one lucky call (going into gold mining shares in late 2001...this almost doubled the portfolio value in roughly seven months; no other period of any comparable length had performance anywhere near that)?
Finally, is it really fair to compare DM to the S&P or the TSM? Since it is a "market timing" method of sorts, how does it compare (in total returns, MaxDD, and recovery time from MaxDD) since inception in 1996 against other market timing methods; specifically:
A. The Ivy relative strength/momentum method (pick ten or twelve assets most of which hopefully aren't too correlated; if at any time any asset has a negative month--or a negative 30 day period if checking it daily--where it ends the month lower than it had been at the end of the previous month, go to cash and stay in cash until that particular asset has a positive month again indicating positive relative strength/momentum),
or,
B. The 10-month SMA/EMA method (stay in equities--or whatever the "risk-on" asset in question is--so long as they are above their 180 day/200 day/10 month EMA/SMA; if they breach this level switch to cash and stay in cash until they go above the moving average again)?