StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 36 37 38 39 40 ... 65 >>Post Follow-up
mahkoh
890 posts
msg #106432
Ignore mahkoh
5/26/2012 4:52:09 PM

That does the trick. Results leave to be desired, although discarding SLV makes a big improvement.

For someone who's at his fifth SF post you sure know your syntaxes.

jackmack
333 posts
msg #106458
Ignore jackmack
5/30/2012 7:52:54 AM

It appears that both the original filter and ROC are now a move out of S&P.

jackmack
333 posts
msg #106553
Ignore jackmack
6/7/2012 8:38:19 AM

Kevin - I hope everything is okay as I have not seen an update to your new web site since the 11 May 2012 update.

Kevin_in_GA
4,539 posts
msg #106554
Ignore Kevin_in_GA
6/7/2012 11:49:58 AM

That was a glitch - I had updated the main page on 28 May but for some reason it did not update the online page. Anyway, the call was to move 100% into bonds (all systems, including the XLU-XLI timing system, point to a strongly defensive position going into June).

Web page has been fixed. Thanks for pointing it out.

jackmack
333 posts
msg #106840
Ignore jackmack
6/29/2012 4:43:36 PM

Wow - what a pop over.
Now IWM followed by SPY and out of SHY.
Never got to pull the trigger but I guess to follow the model I will need to Monday.
Thanks Kevin

Kevin_in_GA
4,539 posts
msg #106843
Ignore Kevin_in_GA
6/29/2012 6:30:02 PM

No. The three month ROC (this is the system I use and the one that is on my web site) say to firmly remain in AGG.

Also, the last filter I posted here using 14 week ROC also clearly says to stay in bonds:

Fetcher[



set{var1,WEEKLY ROC(14,1)}
set{var1a, IND(SPY, var1)}
set{var1b, IND(IWM, var1)}
set{var1c, IND(EFA, var1)}
set{var1d, IND(BND, var1)}

ADD COLUMN WEEKLY ROC(14,1) {14 week performance}

SET{RANK1A, COUNT(var1 is above var1a,1)}
SET{RANK1B, COUNT(var1 is above var1b,1)}
SET{RANK1C, COUNT(var1 is above var1c,1)}
SET{RANK1D, COUNT(var1 is above var1d,1)}
SET{RANK1E, RANK1A + RANK1B}
SET{RANK1F, RANK1C + RANK1D}
SET{RANK1G, RANK1E + RANK1F}
SET{RANK, 4 - RANK1G}
ADD COLUMN RANK {current rank}


SYMLIST(IWM,EFA,SPY,BND)
ADD COLUMN SEPARATOR
SORT ON COLUMN 5 DESCENDING
chart-display is weekly
CHART-TIME IS 26 WEEKS

]



I don't want you to misinterpret this. Stay in BONDS or you are following your own system and not this one.

jackmack
333 posts
msg #106868
Ignore jackmack
7/2/2012 11:37:03 AM

10-4
Okay - I though the first filter on page one was the primary filter as it was the closest to matching the ETFReplay 100-0-0 weighting settings.
Thank you


tennisplayer2
179 posts
msg #107316
Ignore tennisplayer2
8/1/2012 8:36:14 AM

Kevin, for August, it seems like all systems are still on the defensive. Is that correct? I tried checking your website, but it hasn't been updated since July 1st. I hope that you continue to update the website. Thanks for your willingness to help others and also a great job with the filters.

tennisplayer2
179 posts
msg #107317
Ignore tennisplayer2
8/1/2012 8:39:30 AM

Kevin, please disregard last post. I just read your update, many THANKS.

Kevin_in_GA
4,539 posts
msg #107318
Ignore Kevin_in_GA
8/1/2012 8:58:53 AM

No problem. I only updated it this morning at 6:30 AM. I usually only update this site twice a month or so, unless there is a change of signal in the Sector Rotation filter (which is weekly).

The goal here is not to trade a lot - only when necessary and no more frequently than once a month at the end of the month.

StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 36 37 38 39 40 ... 65 >>Post Follow-up

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