Investing

Trading idea- Based on Graham (TSX)

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  • Oct 16th, 2017 7:15 am
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[OP]
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boyohboy wrote:
Feb 27th, 2017 10:27 pm
Now that we're at 100% equity, I guess it's only per 4-weeks re-balancing. Is that "4-weeks" from the week when each stock was bought, or 4-weeks starting this week for all stocks?
No, the model rebalances (checks for signals) weekly, for the market timing rules. Hence I started to update the signals weekly. To keep the same low-turover as before, the model has a rule to hold a purchased stock for at least 4 weeks (matching the previous rebalance period). It will check weekly after that.

I didn't want to mantain the 4-week rebalance / posting when market timing is checked weekly. It will be more consistent posting weekly (for whichever signal). It also matches the rebalance period for my other models (which uses other market timing rules).


Rod
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rodbarc wrote:
Feb 28th, 2017 6:56 am
No, the model rebalances (checks for signals) weekly, for the market timing rules....
Ah ok changed since then.

Another question. Looking at the ranking numbers, they don't look like straight up weighed-averages. How're the (sub) category scores calculated? Or are they just a ranking of all the stocks in TSX based on the weights?
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boyohboy wrote:
Feb 28th, 2017 9:22 am
Ah ok changed since then.

Another question. Looking at the ranking numbers, they don't look like straight up weighed-averages. How're the (sub) category scores calculated? Or are they just a ranking of all the stocks in TSX based on the weights?
This document explains how rankings are calculated.


Rod
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rodbarc wrote:
Feb 28th, 2017 9:42 am
This document explains how rankings are calculated.


Rod
Thanks, rankings as I though. It'd be quite a coincident to have 99.88 appeared 3 times in the latest scores, no repeats within same sub-scores, but repeats across different sub-scores.
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rodbarc wrote:
Feb 28th, 2017 6:52 am
Sorry, missed to update that, it should be dobe every on the following day. I'll do tonight.

Regarding GIL, the ranking is below 80 now and it will trigger a sell (if it doesn't improve) after it's been hold for at least 4 weeks.

Image


Rod
do you have a view of the holdings that lists the price you bought at? that would give encouragement to people who were late to buy, if they see a number of the holdings below what you paid, its a discount opportunity. would likely increase reach.
hi!
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masterhapposai wrote:
Feb 28th, 2017 10:01 pm
do you have a view of the holdings that lists the price you bought at? that would give encouragement to people who were late to buy, if they see a number of the holdings below what you paid, its a discount opportunity. would likely increase reach.
While I'm not against this, the flip side would be seeing an increased price, which could lead to a feeling that you're paying a premium (compare to when the algorithm bought in).
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All stats updated on first page. Apologies for the delay in updating them.


Rod
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masterhapposai wrote:
Feb 28th, 2017 10:01 pm
do you have a view of the holdings that lists the price you bought at? that would give encouragement to people who were late to buy, if they see a number of the holdings below what you paid, its a discount opportunity. would likely increase reach.
See "Current Holdings" on first page - it contains that information. My goal is to update these stats on the following business day after the signal took place.


Rod
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Slashon wrote:
Feb 28th, 2017 10:21 pm
While I'm not against this, the flip side would be seeing an increased price, which could lead to a feeling that you're paying a premium (compare to when the algorithm bought in).
True, but if the stock is still highly ranked, it should still be attractive.


Rod
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Jan 22, 2017
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ET - trading was halted today

EDIT: Mid-day earnings report lol.. holy that insta drop.
What a huge miss
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JaximusX wrote:
Mar 1st, 2017 1:50 pm
ET - trading was halted today

EDIT: Mid-day earnings report lol.. holy that insta drop.
What a huge miss
Ouch man... ruining a good day.
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Stats updated on the first post.

ET will be sold tomorrow (it was practically breaking even on Friday, so it should be sold for a small gain or loss). Ranks are updated daily, so tomorrow before the market opens I'll post the new buy (if nothing changes, ET will be replaced with SJ).


Rod
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rodbarc wrote:
Mar 5th, 2017 11:09 pm
Stats updated on the first post.

ET will be sold tomorrow (it was practically breaking even on Friday, so it should be sold for a small gain or loss). Ranks are updated daily, so tomorrow before the market opens I'll post the new buy (if nothing changes, ET will be replaced with SJ).


Rod
Dang, a week ago it was at 91. Interesting to see how fast it changes.

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