davesaint86
726 posts
msg #153229
- Ignore davesaint86 |
7/21/2020 10:36:22 AM
Sold all of my WIZ. I wanted to lock in the 4% + gains for the week. Sold at $29.96 yesterday afternoon.
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davesaint86
726 posts
msg #153231
- Ignore davesaint86 |
7/21/2020 10:44:52 AM
https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&timingModel=9&startYear=1985&endYear=2020&includeYTD=true&initialAmount=50000&periodicAdjustment=0&adjustmentAmount=0&inflationAdjusted=true&adjustmentPercentage=0.0&adjustmentFrequency=4&symbols=QLD%2CTMF&singleAbsoluteMomentum=false&volatilityTarget=9.0&downsideVolatility=false&outOfMarketStartMonth=5&outOfMarketEndMonth=10&outOfMarketAssetType=1&movingAverageSignal=1&movingAverageType=1&multipleTimingPeriods=false&periodWeighting=1&windowSize=1&windowSizeInDays=105&movingAverageType2=1&windowSize2=10&windowSizeInDays2=105&excludePreviousMonth=false&normalizeReturns=false&volatilityWindowSize=-1&volatilityWindowSizeInDays=20&assetsToHold=2&allocationWeights=4&riskControl=false&riskWindowSize=10&riskWindowSizeInDays=0&rebalancePeriod=1&separateSignalAsset=false&tradeExecution=0&comparedAllocation=-1&benchmark=-1&benchmarkSymbol=SPY&timingPeriods%5B0%5D=5&timingUnits%5B0%5D=2&timingWeights%5B0%5D=100&timingUnits%5B1%5D=2&timingWeights%5B1%5D=0&timingUnits%5B2%5D=2&timingWeights%5B2%5D=0&timingUnits%5B3%5D=2&timingWeights%5B3%5D=0&timingUnits%5B4%5D=2&timingWeights%5B4%5D=0&volatilityPeriodUnit=1&volatilityPeriodWeight=0
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Cheese
1,374 posts
msg #153235
- Ignore Cheese |
7/21/2020 11:33:56 AM
@davesaint86
Do users get Portfolio Visualizer model test results by trial and error
or are there some apps to mechanically suggest tickers and settings?
Thank you.
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davesaint86
726 posts
msg #153237
- Ignore davesaint86
modified |
7/21/2020 11:36:13 AM
Trial and Error! It used to be free. Bought a year subscription because I can also back test mutual funds that are in our 401ks. When I paid for the subscription, my old filters were unlocked.
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Cheese
1,374 posts
msg #153238
- Ignore Cheese |
7/21/2020 11:42:18 AM
Thanks again, dave
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davesaint86
726 posts
msg #153239
- Ignore davesaint86 |
7/21/2020 12:12:12 PM
Forgot about this one also.
https://www.portfoliovisualizer.com/test-market-timing-model?s=y&coreSatellite=false&timingModel=4&startYear=1985&endYear=2020&includeYTD=true&initialAmount=50000&periodicAdjustment=0&adjustmentAmount=3311&inflationAdjusted=true&adjustmentPercentage=0.0&adjustmentFrequency=2&symbol=COST&symbols=MDY%2CQQQ%2CVGT%2CFDN%2CRPV&singleAbsoluteMomentum=true&absoluteMomentumAsset=SPY&volatilityTarget=9.0&downsideVolatility=false&outOfMarketStartMonth=5&outOfMarketEndMonth=10&outOfMarketAssetType=2&outOfMarketAsset=TLT&movingAverageSignal=1&movingAverageType=1&multipleTimingPeriods=false&periodWeighting=2&windowSize=3&windowSizeInDays=100&movingAverageType2=1&windowSize2=-1&windowSizeInDays2=135&excludePreviousMonth=false&normalizeReturns=false&volatilityWindowSize=0&volatilityWindowSizeInDays=20&assetsToHold=1&allocationWeights=1&riskControl=true&riskWindowSize=4&riskWindowSizeInDays=0&rebalancePeriod=1&separateSignalAsset=true&signalAsset=SPY&tradeExecution=0&comparedAllocation=-1&benchmark=-1&benchmarkSymbol=SPY&timingPeriods%5B0%5D=5&timingUnits%5B0%5D=2&timingWeights%5B0%5D=100&timingUnits%5B1%5D=2&timingWeights%5B1%5D=0&timingUnits%5B2%5D=2&timingWeights%5B2%5D=0&timingUnits%5B3%5D=2&timingWeights%5B3%5D=0&timingUnits%5B4%5D=2&timingWeights%5B4%5D=0&volatilityPeriodUnit=2&volatilityPeriodWeight=0
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davesaint86
726 posts
msg #153240
- Ignore davesaint86 |
7/21/2020 12:21:12 PM
Some of my ideas when using TMF as hedge come from this guy.
https://seekingalpha.com/author/harry-long#regular_articles
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Cheese
1,374 posts
msg #153241
- Ignore Cheese |
7/21/2020 12:27:03 PM
@davesaint86
Momentum - Relative Strength model holding only the best performing asset
seems to be the simplest for smaller equity porfolio, and it has less painful worst year
Thanks, dave
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Cheese
1,374 posts
msg #153242
- Ignore Cheese |
7/21/2020 12:41:21 PM
@davesaint86
Harry Long has many interesting thoughts
Thank you, dave
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davesaint86
726 posts
msg #153261
- Ignore davesaint86 |
7/23/2020 8:54:58 AM
Attended the Merlyn AI Webinar Last Night
They have rolled out SwanGuard to SectorSurfer
SwanGuard for the Merlyn AI Products WIZ and SNUG should be available by the end of the month
SwanGuard - it seems that the trigger utilizes sudden spikes of the VIX > 25, which triggers the move into treasuries
Merlyn AI is working on some future ETF offerings
- Sector ETF comprised of the strongest Sectors (up to 6 ETFs) - they are thinking about calling it the Sector Surfer Momentum fund with a symbol of DUDE
- Creating a ETF that picks ETFs with a AUM of at least $10 Billion
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