I use two complementary strategies for investing: One is a quantitative, algorithm based, statistically modeled market timing strategy that I began developing in 1990, and started using 1994. The algorithms rely heavily on intra-day data, and none are based on “traditional” TA. The original algorithms were developed using very short term intraday data and tested on reams of data, generating tens of thousands of signals. These are somewhat similar to directional HFT algorithms used today, basically searching out statistical “fingerprints” of high probability countertrend reversal points. The intention was to create a trading system requiring very limited human decision making. Since markets are fractal, these algorithms were found to work well with all time times, and are therefore not “curve fitted” to longer term daily or weekly time frames where they may trigger signals a very limited number of times (a dangerous practice). Automated analysis of multiple time frames form the basis of buy/sell signals, and incorporate risk control. The system is very selective. Longer term signals are generated infrequently, and have proved very reliable. The second strategy is a fundamentally-based, bottoms-up, Graham and Dodd style value-based strategy, complemented by an algorithm-based component providing entry and exit points for individual stocks. Occasional hedging, with both options and short positions, are a part of both strategies. Typically, dollars generated by closing longer term positions are earmarked for reinvestment in other asset classes or, if the continuation of an upward trend is anticipated, are used for short to intermediate trading of stocks or leveraged broad market ETF's (I have disclosed only longer term lower risk positions, and some examples of options hedging strategies in realtime on SA). In 1998, I decided to invest and trade my own account full time. I have been happily and successfully doing this since then, and have no intention of doing otherwise in the future. I seek not seek to change hearts and minds, but only to provide a little food for thought to those who are interested, and garner some from others as well. My views are always based on the output of my computers, and other than expressing them in probabilities (which is a realistic necessity), I don’t equivocate, and back them up with positions in the markets. I believe that approaching both life, and the markets, with a little levity is a good thing. My sense of humor doesn’t show up at all in this bio, but I do have one! By the way, "Hal" is my computer's name (quantitative strategy).