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  • Memorial Day Through Labor Day Outlook? That Depends On Today [View article]
    Looks like its off to the races then.

    SA.
    May 25 17:52 pm |Rating: 0 0 |Link to Comment
  • ETF Screening: Trend Lines and Track Records [View article]
    I find this strategy very compelling, I have been gravitating towards a similar but simpler model - thank you for sharing it.

    A few questions if possible:

    1. You mention a stop-loss on 8% drop. From where do you measure the 8%? highest traded value since holding was established? highest closing value since holding established?

    2. How tax-efficient is this strategy? is the avg. etf holding period short (making the gains short-term high-tax)?

    Thank you,
    SA.
    May 02 22:52 pm |Rating: 0 0 |Link to Comment
  • Sell In May and Go Away? History Says No [View article]
    It is quite amazing - the charts definitely show two different markets:

    - The one between 4/30 to 10/30 which is clearly flattish/down

    - The other between 10/30 to 4/30 - in a clear and definite upward trend.

    So the data clearly DOES support the "Sell in May and go away" adage.

    Why the misleading headline - "History says No"? The data says "YES".

    SA.
    May 02 01:42 am |Rating: 0 0 |Link to Comment
  • 'False' Diversification May Prove Costly In 2007 [View article]
    Thank you for the very intersting article.

    A few questions if I may:

    The article mentions the following general equity categories used to create the portfolio:
    " * U.S. stocks (married with hedging strategies discussed on page 3)
    * U.S. bonds (varied durations)
    * Physical commodities (such as oil, wheat, corn, etc.)
    * Commodity stocks (energy, base metals, etc.)
    * Timberlands
    * Physical gold & silver
    * Gold stocks
    * U.S. commercial real estate
    * Foreign commercial real estate
    * Foreign bonds
    * U.S. dividend-paying stocks"

    1. Can you please describe what you use as a proxy for each category?

    2. Can you please add more details on the weighting of each category?

    3. The article studies the performance of the portfolio during only one market cycle - specifically, only one bear market period is examined (2000-2002). Have you studied the performance of the same portfolio during other bear market periods for the S&P 500? In other words how do we know that the portfolio is not a one "trick pony" tailored to one time period and may not work for the next cycle?

    Thank you,
    SA.
    Jan 01 23:02 pm |Rating: 0 0 |Link to Comment
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