StockFetcher Forums · Filter Exchange · Cheese, I'd like to more of thoughts on WIZ<< 1 2 3 4 >>Post Follow-up
davesaint86
557 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.

davesaint86
557 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

Cheese
891 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.


davesaint86
557 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.

Cheese
891 posts
msg #153238
Ignore Cheese
7/21/2020 11:42:18 AM

Thanks again, dave

davesaint86
557 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

davesaint86
557 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

Cheese
891 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



Cheese
891 posts
msg #153242
Ignore Cheese
7/21/2020 12:41:21 PM

@davesaint86
Harry Long has many interesting thoughts
Thank you, dave

davesaint86
557 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

StockFetcher Forums · Filter Exchange · Cheese, I'd like to more of thoughts on WIZ<< 1 2 3 4 >>Post Follow-up

*** Disclaimer *** StockFetcher.com does not endorse or suggest any of the securities which are returned in any of the searches or filters. They are provided purely for informational and research purposes. StockFetcher.com does not recommend particular securities. StockFetcher.com, Vestyl Software, L.L.C. and involved content providers shall not be liable for any errors or delays in the content, or for any actions taken based on the content.


Copyright 2018 - Vestyl Software L.L.C.Terms of Service | License | Questions or comments? Contact Us
EOD Data sources: DDFPlus & CSI Data Quotes delayed during active market hours. Delay times are at least 15 mins for NASDAQ, 20 mins for NYSE and Amex. Delayed intraday data provided by DDFPlus


This site is protected by reCAPTCHA and the Google Privacy Policy and Terms of Service apply.