StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 45 46 47 48 49 ... 65 >>Post Follow-up
tennisplayer2
180 posts
msg #115666
Ignore tennisplayer2
modified
10/1/2013 9:28:01 PM

Kevin, thanks for sharing this. If it looks like there is going to be a change, do you sell 3 days before the end of the month (to account for the 3 day settlement) ?

jimmyjazz
99 posts
msg #115670
Ignore jimmyjazz
10/2/2013 9:15:11 AM

Kevin, I like that yahoo! chart. Does your TAA page on your website essentially use this method (monthly rebalance between SPY, IWM, EFA, and AGG based on the best 3-month return)? Right now you're still calling out small caps there, but it refers to September as the active month; i.e., looks like you haven't updated it yet.

I'm still curious to see if anyone can explain why Faber's GTAA ETF is doing so poorly?

Kevin_in_GA
4,548 posts
msg #115671
Ignore Kevin_in_GA
10/2/2013 9:46:16 AM

@tennisplayer - no need since you will not be buying/selling for another month at the earliest. You can sell and buy immediately, but not then sell again until the settlement is complete. Also, if you are simply reallocating existing funds within your 401k then there are no issues.

@jimmyjazz - I had planned to update the site last night. Will do it tonight.

Does anyone know what code (if any) would let me embed this chart into a post here on SF so that it would always be visible and updated? Same question for embedding it on my site.

Thanks for any response to this question.

Kevin

Kevin_in_GA
4,548 posts
msg #116360
Ignore Kevin_in_GA
10/30/2013 7:56:38 PM

Our plan is clear ...

http://finance.yahoo.com/echarts?s=SPY+Interactive#symbol=spy;range=3m;compare=iwm+efa+agg;indicator=volume;charttype=area;crosshair=on;ohlcvalues=0;logscale=off;source=undefined;

Stay in International stocks for November.

four
3,998 posts
msg #116363
Ignore four
modified
10/30/2013 10:58:26 PM

Kevin,


RE: embed chart

Perhaps...

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jimmyjazz
99 posts
msg #116400
Ignore jimmyjazz
11/1/2013 8:28:15 AM

Is there a substantial performance difference between buying the leading ETF on the first of the month and buying at the crossover; i.e., say IWM crosses EFA in 2 weeks, making the switch then instead of waiting for December 1st?

Kevin_in_GA
4,548 posts
msg #116404
Ignore Kevin_in_GA
11/1/2013 11:40:39 AM

No idea - why not test it and post the results here?

My guess is that if you traded it that way mechanically, like any crossover system you can get whipsawed more frequently than only doing it once a month. Also, many 401ks restrict re-allocations frequencies to once every 30 days.

jimmyjazz
99 posts
msg #116419
Ignore jimmyjazz
11/1/2013 3:52:19 PM

I'll do that. You'll have to trust my Excel skills (meager as they are).

Good point about the 30-day trading restrictions.

jimmyjazz
99 posts
msg #116752
Ignore jimmyjazz
modified
11/14/2013 8:08:06 AM

Haven't had a chance to test the 3-month performance strategy on daily close data, but I thought I'd point out that IWM crossed EFA yesterday. Let's see what happens between now and December 1st. (One sample, I know.)

Kevin_in_GA
4,548 posts
msg #116753
Ignore Kevin_in_GA
11/14/2013 9:35:12 AM

I notiuced this as well - actually both IWM and SPY are now ahead of EFA in the ranking. But the month is only halfway over, so I'm willing to wait and see.

This time of year is seasonally the best time to be in US equities, and so far the trend seems to be holding true.

StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 45 46 47 48 49 ... 65 >>Post Follow-up

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