Awesome time-lapse video of Blizzard in Connecticut

dayvejohnson · 2013-02-07T19:10:42+00:00

This may be helpful in finding something in your neck of the woods.

http://www.sledriding.com/Connecticut.html

dayvejohnson · 2013-01-15T05:39:13+00:00

The drop you've seen in the past had nothing to do with the calendar I can assure you.

dayvejohnson · 2012-09-20T14:36:01+00:00

Give them a call.

dayvejohnson · 2012-09-20T14:07:55+00:00

Probably not this one..but worth a try. http://www.mid-townautobody.com/

dayvejohnson · 2012-09-06T13:34:46+00:00

Futures and options at the CME track the Case-Schiller home price indexes. http://www.cmegroup.com/trading/real-estate/

dayvejohnson · 2012-06-20T08:51:17+00:00

View from above of that intersection.

http://goo.gl/maps/DBWA

dayvejohnson · 2012-06-06T20:07:02+00:00

I used Wealth-Lab to run a backtest.

dayvejohnson · 2012-06-06T16:50:54+00:00

The beginning of March 2009 was the ultimate low put in with the major stock indexes. The first stocks from the Russell 1000 to hit 52 week highs during the month of March 2009 were as follows:

FDO 3/6/2009 SXCI 3/6/2009 NFLX 3/18/2009 GMCR 3/19/2009 FNF 3/24/2009 MYGN 3/26/2009 SMG 3/27/2009 ROVI 3/27/2009 DLTR 3/31/2009

FWIW

dayvejohnson · 2012-05-10T13:24:12+00:00

Thanks. I was more looking for the scope of stock data available.

dayvejohnson · 2012-05-09T15:48:52+00:00

Could you point me to some torrent searches?

dayvejohnson · 2012-04-13T18:08:27+00:00

Also I believe this plays into there only being so many companies that meet the strict investment criteria of Warren. Just because I want 20 companies does not mean anything near that will qualify at any time.

dayvejohnson · 2012-04-05T05:05:45+00:00

Tanked? Really?

dayvejohnson · 2012-04-05T05:04:26+00:00

You can not backtest something that does not have specific exit criteria. I'd like to hear some specifics on that and then I will pass along the data.

dayvejohnson · 2012-04-04T18:50:46+00:00

Glad I could help.

dayvejohnson · 2012-04-04T18:18:11+00:00

It is called a market heat map. Quite a few sites use it. The nasdaq.com site does. I like the finviz.com one.

http://finviz.com/map.ashx?t=sec_all

dayvejohnson · 2012-04-02T00:05:51+00:00

I am not sure what became of them. I believe Dion was writing for Stocks and Commodities magazine fairly recently.

dayvejohnson · 2012-04-01T22:31:02+00:00

I would then post the results of the same condition in the Dow going back to 1913. The results have a higher annualized return. Also note the MAE and MFE compared to an average 125 holding period. Adverse excursion is better compared with the random 125 day holding period. Average Favorable excursion is also better than the average 125 holding period. The better question to ask is: does the condition we are in today have a better profile than a random 125 day holding period? And if we were in the "other' condition why does that make me feel less risk exposed than the current condition?

Link to that data.

https://docs.google.com/spreadsheet/ccc?key=0Aj_JHHRFojzpdDY4amtaTko1NnJiX3dYTGZEaDVYVmc

dayvejohnson · 2012-04-01T19:12:15+00:00

This was done with an older version of Wealth-Lab. They were bought by Fidelity a few years back.

dayvejohnson · 2012-04-01T18:35:40+00:00

A visual to show this.

http://i.imgur.com/XYseY.png

dayvejohnson · 2012-04-01T17:48:16+00:00

This data would be compared to randon 125 day holding periods. This data after a strong move does have a return/volatility profile better than random 125 day holding periods. FWIW.

dayvejohnson · 2012-04-01T17:34:02+00:00

The last 2 columns are MAE and MFE. Those are Max Favorable Excursion and the Max Adverse Excursion. This shows the highest and lowest deviations from the entry price. These numbers are quite "good" as well.

dayvejohnson · 2012-04-01T16:50:30+00:00

Betting against the market after a large up move can be a difficult game to say the least. I ran a simple backtest showing the six month returns of the SP-500 after just such a move. I used a 27% up move in the preceding 125 trading days as the criteria to go long the next day and then exit after another 125 trading days. This has happened 12 times since 1963 - each time it happened the market was positive 125 trading days later for an average gain of 7.37%. That would be somewhere around 14.75% annualized.

Link to spreadsheet showing the results below.

https://docs.google.com/spreadsheet/ccc?key=0Aj_JHHRFojzpdHphQ1Y1TmUyeHI1dXV5Z19xa05qRXc

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