Mechanical Investing | Forum profile

I do not utilize any of the SiPro screens. In general, how have they performed in comparison to the Value Line screens? A good way to check that is to use the Biil2m report and sort it by YTD performance. Of the top 19, 17 are SIPRO screens SCREEN # YTD Advanced_(Keelix) 10 -4% POI_(Keelix) 5 -4% SAFETY_BOUNCE...

Dear RSIBD enthusiasts: It's no wonder that fewer of you are checking off these posts: after all, RS screens do well in a *bull* market, not so well in a bear market (which we are in, still). The market bottom may come this month, or next, or in 2009. That's when this screen will begin to wrk well again. rjdearborn's original message was at: http://boards.fool.com/...

eekly Trade Ledgers Aptly titled. George

Anyone wondering how the Superior Six has done this year? My first post on this theme was 2/19/2005. In fact, I've posted 120 times on the subject since then. I've shared a whole lot of various ways to skin this cat, one of which was to just trade an ETF of your choosing for the Superior Six days while holding a safe investment the rest of the time. For the latter I've chosen TLT ...

Update for 11/15/2008: RtW continues to be invested in TLT, SHV or TLO depending on your HTD setting. It has been invested in either TLT or TLO since August 20th. It doesn't really matter much which one you would have held. Both have done great since that date, comparatively speaking, of course. The following table compares the standard signals presented on the Decision Moose site ...

Although foliofn has low trading costs, the fixed income rates are not competitive. Cash Sweep 0 - $25,000 0.02% $25,001 - $75,000 0.04% $75,001 - $100,000 0.06% $100,001 - $250,000 0.08% $250,001 - $500,000 0.10% $500,001+ 0.28% FDIC Plus $25,000 0.10% $50,000 0.15% $100,...

Screen Rankings as of 14NOV08 (generated by software release v1.0(70)) See end of this file for screen definitions. You can find this file and previous rankings at http://keelix.com/sipropicks/ . Happy returns - Keelix LONG_SCREENS 1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22 23...

When the short interest data fields went away, the SIPro Commodity screen also went away. In search of a replacement I concentrated on the oil industries as they dominated the old Commodity screen. Here is a replacement that has essentially the same CAGR with a point or two higher GSD. The basic idea behind the screen is that high volume is a positive sign for a stock. Going up on ...

As I posted earlier I have been taking a position in a broad market leveraged ETF and buying and selling to accumulate at a lower average price. I transitioned out of the 2x IWM version (UWM) and went into the 3x version (TNA) on Monday of this week. I use an adaption of Lichello's A.I.M. algorithm to compute when to buy and sell. Anyway, here's a nice anecdote to give you an idea of ...

* 10/24 10/31 11/7 11/14/08 Trailing 12 month PE 17.71 18.49 17.70 19.24 Trail Earnings yield 5.65% 5.41% 5.65% 5.20% Forward 12 month PE 18.59 19.54 18.55 18.88 Fwd Earnings Yield 5.38% 5.12% 5.39% 5.30% 90 day tbill yield 0.98 0.41 0.32 0.22 10 year tbond yield 3.63...

When the short interest data fields went away, the SIPro Commodity screen also went away. In search of a replacement I concentrated on the oil industries as they dominated the old Commodity screen. Here is a replacement that has essentially the same CAGR with a point or two higher GSD. The basic idea behind the screen is that high volume is a positive sign for a stock. Going up on ...

In building GTR1 commands for Value Line screens, I have always been careful to insert steps to "deblank" fields right before using them (but no sooner), that is, to screen out stocks with meaningless values (which my documentation refers to as default values ) in the field about to be used for screening at the next step. Not only does this "deblank just before use" approach make sense...

I predict that a bottom will occur when the bottom pickers stop picking bottoms.

We should test the intraday lows tomorrow. Honestly, I don't know what it is going to take to break this downward momentum.

As I posted earlier I have been taking a position in a broad market leveraged ETF and buying and selling to accumulate at a lower average price. I transitioned out of the 2x IWM version (UWM) and went into the 3x version (TNA) on Monday of this week. I use an adaption of Lichello's A.I.M. algorithm to compute when to buy and sell. Anyway, here's a nice anecdote to give you an idea of ...

Update for 11/15/2008: RtW continues to be invested in TLT, SHV or TLO depending on your HTD setting. It has been invested in either TLT or TLO since August 20th. It doesn't really matter much which one you would have held. Both have done great since that date, comparatively speaking, of course. The following table compares the standard signals presented on the Decision Moose site ...

There is no particular shortage of fantastic deals out there. But, it is possible that Leucadia National is one of the best. It's also possible it isn't, since it's a notoriously difficult company to value, unless you are prepared to value all their individual enterprises separately and add up the result. All of the information is presented extremely clearly in their reports, with ...

While cleaning out and updating my screens with Jamie's updated data- I came across this one. (YLDEARNYEAR2 has always been a fav of mine.) This one has a pretty good history, not to mention a 92% for 2008 YTD http://www.backtest.org/8908SWsp(ST(YLDEARNYEAR2)1 1)(SS(YLDE... CAGR of 73 and GSD of 35 Screen S&P Difference 1989 39 35 4 1990 3 -5...

I have used amibroker to test trading keelix' standard SI Pro screens. I looked only at the best performing 20 stock, 5 stock, and 1 stock 4-week hold screensas the return through today is reported on tests run at Keelix' site, and then looked at monday opening trading the same stocks he lists (using yahoo data, so whatever errors or omissions for their adjusted prices are included). Due...

Came across some interesting data using the following day-by-day return average results for 59,518 SI screen picks. I used every screen available. the almost 60,000 picks spread across 43 screens spanning about 4 years of weekly picks (clearly there is a lot of overlap in picks, but with 60K data points that hardly changes things). All Ranks are used. Holidays are skipped over and not ...