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Marc Cohn
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I am a patent litigator with a background in physics and electronics. I enjoy studying quantitative, rules-based investment methods through rigorous backtesting and numerical analysis. I believe that patterns exist in the market that benefit trading -- the challenge is finding them!
  • Modified GMR Signal: EDV 5 comments
    Feb 28, 2014 3:36 PM | about stocks: EDV

    My modified GMR discussed in earlier blogs gave a signal to buy EDV at the close. The previous SSO position for February should closed then as well.

    Last month's SSO trade was an 8.56% gain.

    Good luck!

    Disclosure: I am long EDV.

    Stocks: EDV
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Comments (5)
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  • pipbel
    , contributor
    Comments (114) | Send Message
     
    Yes, I also calculated EDV to be the winner.
    My buy plan for Monday :

     

    40% GMR - EDV
    40% Country ETF rotation - EIRL, EWP,EWI, GREK
    20% sector rotation - TAN, XLV
    1 Mar 2014, 03:57 PM Reply Like
  • Raj2020
    , contributor
    Comments (151) | Send Message
     
    pipbel,

     

    What selection rules do you follow for the Country ETF rotation and sector rotation strategies? Also appreciate you sharing the reasoning behind the 40/40/20 split into what essentially is the same class of asset - Equities (except for the GMR for this month)..

     

    Thanks!
    1 Mar 2014, 11:45 PM Reply Like
  • jdex11
    , contributor
    Comment (1) | Send Message
     
    Any chance you can post the numbers for each ETF whenever you have time? I'm trying to create my own spreadsheet and want to see if my numbers match yours. Thanks for all your work. Interesting stuff. I haven't done this much math in years.
    3 Mar 2014, 08:58 AM Reply Like
  • cshep1
    , contributor
    Comments (3) | Send Message
     
    I too am trying to recreate your spreadsheet. I got an SSO signal at the end of Feb... so obviously I'm wrapped around the axle. Thank you!
    23 Mar 2014, 11:30 PM Reply Like
  • cshep1
    , contributor
    Comments (3) | Send Message
     
    Nevermind... I see you abandoned volitility in the calculations. I now see EDV for March...
    25 Mar 2014, 04:21 AM Reply Like
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