Monday, December 26, 2016

12/26/2016 Get a Life!

Mouse
XLB
2.27%
Rabbit
Date
Return
Days
NVR
12/16/2015
0.68%
376
CASY
5/12/2016
5.32%
228
AVB
5/24/2016
-1.69%
216
AEM
6/7/2016
-22.35%
202
AMED
6/16/2016
-14.23%
193
FRO
6/27/2016
-6.96%
182
ASTE
7/12/2016
15.82%
167
MFC
9/1/2016
33.38%
116
CFFN
9/12/2016
18.46%
105
FIG
12/6/2016
-1.97%
20
Turtle
Date
Return
Days
BT
8/11/2015
-33.53%
503
DY
10/30/2015
8.67%
423
TMK
11/23/2015
23.87%
399
UPLMQ
12/1/2015
90.77%
391
CMP
2/19/2016
21.08%
311
NVR
2/22/2016
4.92%
308
ENOC
3/15/2016
-15.98%
286
AMWD
3/17/2016
11.34%
284
ESRX
6/13/2016
-9.10%
196
SFM
9/8/2016
-0.66%
109
Since 5/31/2011
Annualized
S&P
68.29%
9.79%
Mouse
123.07%
15.48%
Rabbit
68.04%
9.76%
Turtle
122.71%
15.45%
Previous
YTD
S&P
51.94%
10.76%
Mouse
77.79%
25.47%
Rabbit
57.21%
6.89%
Turtle
58.35%
40.64%

Closing in on the end of the year – and the end of the Rabbit.  The Turtle will absorb the Rabbit artifacts at the end of the year for the final version of the model, and the end of the “experimental” phase.

Since the launch of the models in May 2011 I’ve been trading my own funds, and will continue to do so.  But as of the close of the Rabbit I consider the experiments to be at an end.  The Turtle strategy will self-adjust, but will not require further human development.  All metrics will automatically fine tune based on which metrics perform best for long term trades.

Both the short term holding sector model (i.e. the Mouse) and the long term holding stock model (i.e. the Turtle) are right on the regression line from the 1999 to present backtest, showing that live trading and backtests are perfectly consistent.  I couldn’t ask for better.

That said, “success” for me is a way to spend less time trading and more time living.  The blog has been quieter of late as I closed in on the goal of this process.  Going forward, I plan to do two things.  I’ll continue to post trades and thoughts.  The only difference is that those trades will be much less frequent.

But that’s a good thing.  High frequency is for black boxes.  Low frequency is for investors who want to have a life.

And that’s my wish for you, dear reader, as we approach the new year.  Live that year.  We only have a limited number of them anyway.

Tim





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