StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 52 53 54 55 56 ... 65 >>Post Follow-up
sohailmithani
192 posts
msg #121247
Ignore sohailmithani
8/4/2014 9:32:00 PM

Hi Kevin,

What is the selection for Aug?

Your site www.statisticalinvesting.com seems to be out dated as it still shows June selection.
Please provide info.

Thanks

frsrblch
35 posts
msg #121250
Ignore frsrblch
8/4/2014 10:40:29 PM

Looks like SPY this month. You can use the filter Kevin posted on the previous page for any month if you change the offset date to 3 months ago.

sohailmithani
192 posts
msg #121256
Ignore sohailmithani
8/5/2014 9:45:12 AM

Changed the offset to April 30 and selection is SPY.

Kevin please confirm.

Thanks

Kevin_in_GA
4,599 posts
msg #121269
Ignore Kevin_in_GA
8/5/2014 5:27:28 PM

Yes - SPY has performed the best.

Fetcher[
symlist(SPY,IWM,EFA,AGG)
offset 4/30/2014
sort on column 5 descending
]



sohailmithani
192 posts
msg #121492
Ignore sohailmithani
9/11/2014 8:27:31 PM

Kevin,

Guess Sept selection is still SPY. Are you still using this filter. It made me some in Aug which was the first month I used it.

Thanks for sharing.

Kevin_in_GA
4,599 posts
msg #121495
Ignore Kevin_in_GA
9/12/2014 10:14:27 AM

Yes - as I have indicated before, I use this approach to manage all of my 401k accounts. This is primarily because those accounts require me to allocate in asset class-based funds. TAA is perfectly designed for this type of investing.

tennisplayer2
210 posts
msg #121627
Ignore tennisplayer2
10/1/2014 9:21:09 AM

It seems like for the month of October, it is AGG. Correct me, if I am wrong. Thanks.

Kevin_in_GA
4,599 posts
msg #121628
Ignore Kevin_in_GA
10/1/2014 9:59:53 AM

You are correct - I have already moved all of my accounts into bonds this morning (should have done it last night and I would have gotten a better price).

sohailmithani
192 posts
msg #121629
Ignore sohailmithani
10/1/2014 10:14:42 AM

AGG? When I run the filter it does not show me AGG on top. SPY still. Please direct me to the filter you guys are using so I am more timely next time.

Thanks

Kevin_in_GA
4,599 posts
msg #121630
Ignore Kevin_in_GA
10/1/2014 10:41:04 AM

Fetcher[
symlist(SPY,IWM,EFA,AGG)
offset 6/30/2014
sort on column 5 descending
]



StockFetcher Forums · Filter Exchange · PORTFOLIO SELECTION AND MANAGEMENT USING RISK/REWARD RATIOS<< 1 ... 52 53 54 55 56 ... 65 >>Post Follow-up

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