jackmack
334 posts
msg #112954
- Ignore jackmack |
4/26/2013 9:34:15 AM
Has anyone here ever looked into the Mechanical Investing models discussed at TMF?
http://boards.fool.com/rankings-22apr2013-30647910.aspx
I know a large majority are not realistic as many of the stock selected are thinly traded BUT there are several
models that should at least be looked at since returned stocks are momentum driven and shares traded have high liquidity.
Just wondering if anyone has looked at this since the engine for filtering stocks out is done on a basis of fundamentals versus what we attempt to do here which is price action.
Thank you
Cheers
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Kevin_in_GA
4,599 posts
msg #112966
- Ignore Kevin_in_GA |
4/26/2013 10:44:57 AM
You can do the same thing using the screener on finviz.com. The key is having a decent model that can be backtested and run against out-of-sample data to make sure it is robust.
Or you could just buy the top 10 stocks in the IBD top 100 list and rotate them as they move in/out. You would probably get the same or better results, since the IBD top 100 are ranked in a similar fashion to what you are describing.
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jackmack
334 posts
msg #112973
- Ignore jackmack |
4/26/2013 11:18:19 AM
http://backtest.org/?SB8901010115XpstB500XOeg5AelqApegCD3GE15XOeg5AelqApegCDcpeT100Xr26T5UUUUU
Plug in 1986 as the start date and press run
Look at what $1 becomes :-)
One could set up an account with MOTIF.COM or FOLIOfn.COM - and just rotate each month into the top 3 and bingo.
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