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Re: No-Quarter post# 482

Friday, 11/02/2018 12:05:35 PM

Friday, November 02, 2018 12:05:35 PM

Post# of 2188
So...the Merlyn Portfolio of Strategies has 4 different Master Strategies made for it: Factor Faves, Style Box Fox, Global Domination and Bonds Aye.

I started looking at the performance of each from 1 month out to 3 years. What I noticed is that only one of those four beats the S&P 500 in the 1 month - 1 year period even if only a bit. It's not until you get two or three years out that the gains are achieved that give those 20 - 30% average annualized gains. Not a big revelation perhaps.

Then I started looking at many different strategies premium, free, HoF. Very few maybe a couple have beat the S&P in the last year. Which just validates that the algorithm is built on strength of trend over a longer time frame. Everything seems to have gone Storm Guard over the last day or two as the market shot back up.

Thus the reality of the markets...much easier to make money in a longer sustained uptrend than in sharp downward corrections. Still would be nice to have a strategy that included inverse ETFs and tuned for faster reactions to the market. I suspect those get destroyed as soon as the market bottoms.

Sumgrowth can get you out of the market about a month or two after a correction/recession starts.

BTW, I traded my leveraged ETF premium portfolio for Style Box Fox Master Strategy. That is the one that has outgained the S&P in the past year at most of the interim timeframes. It went to a dividend ETF yesterday.

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