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JAMES MCCLEAN

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Technical and Macro Indicators

Posted By JAMES MCCLEAN 05-20-2023 16:36
Found In Library: Technical Analysis

Technical and Macro Indicators

Posted By JAMES MCCLEAN 05-20-2023 16:36
Found In Egroup: Technical Analysis \ view thread
Hi All, The attached OBVvsS&P.png plot is the On Balance Volume plotted against the S&P 500. What it shows is that recently up volume is about same as down volume. By up volume it is meant that today's closing prices was higher than yesterday's closing price, so today's volume is added to the running ...

RE: Using volume and conviction in trend analysis

Posted By JAMES MCCLEAN 05-03-2023 16:20
Found In Egroup: Technical Analysis \ view thread
Hi , Just multiplying c losing price times volume to get dollar volume does not seem that useful. However , taking the difference between c losing price and opening price and multiplying with volume would give you some indication of accumulation or distribution. What are the precise definitions of ...

RE: Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 03-10-2023 15:29
Found In Egroup: Technical Analysis \ view thread
Hi , Momentum in anything does not last very long these days. There are lots of algo's ru nning all the time that would close any gap? Technical ly the bear market is just ending. So rotation strategies are in bear mark et symbols like: gld cash uup fdl xlu dhs pey vde amj gnr vpu tflo "cash" wo ...

RE: I am a long-term investor and have been using technical analysis since 2014

Posted By JAMES MCCLEAN 02-18-2023 23:12
Found In Egroup: Technical Analysis \ view thread
Whatever folks are doing they should stay out of bear markets. Some good technical indicators for this would take the emotion out of reasoning about when is a good time to get out. Also people should consider some kind of momentum aspect in their holdings. I uploaded an article titled "Fact, Fiction ...

RE: I am a long-term investor and have been using technical analysis since 2014

Posted By JAMES MCCLEAN 02-18-2023 23:02
Found In Egroup: Technical Analysis \ view thread
Hi Peter, I have attached some results from a run of my variation of the dual momentum strategy. StratVsS&P.png is dual momentum versus s&p buy and hold drawdown.png is the draw down for strategy and s&p . s&p is much worse BackTestDual.txt is trades made during backtesting. GAGR ...

RE: I am a long-term investor and have been using technical analysis since 2014

Posted By JAMES MCCLEAN 02-18-2023 23:01
Found In Library: Technical Analysis

Risk Free Rate

Posted By JAMES MCCLEAN 02-18-2023 21:02
Found In Egroup: Technical Analysis \ view thread
It seems to me that using ticker USFR is better than using SHY. USFR did not loss principal in last bear market. Both yielding about 2%. SHY lost principal in 2022, 2007 and at other times. Doesn't seem like a good idea to use SHY for the risk free rate ticker in various analysis. ------------------------------ ...

Taxes

Posted By JAMES MCCLEAN 02-18-2023 20:25
Found In Egroup: Technical Analysis \ view thread
Hi Peter, Oh I stand corrected. Short term capital gains can go up to 37%. Even 10% will clobber most monthly trading schemes. Best to do it in tax deferred accounts. ------------------------------ [Jim] [McClean] [Houston][Texas] ------------------------------

RE: I am a long-term investor and have been using technical analysis since 2014

Posted By JAMES MCCLEAN 02-18-2023 19:31
Found In Egroup: Technical Analysis \ view thread
Peter I implemented a variation of Gary Antonacci's strategy. In Allocate Smartly is there a way you can change the calculation of relative momentum for each asset. I used 4/10 of the monthly relative momentum, 3/10 of the quarterly, 2/10 of the semi annual and 1/10 of the annual relative momentum. By ...

neural nets

Posted By JAMES MCCLEAN 02-18-2023 18:59
Found In Egroup: Technical Analysis \ view thread
Hi , Recurrent Neural nets might be useful for bear market detection. There is a long history for the S&P. Maybe put the S&P time series into a recurrent neural net starting from 1925 and going to 2004. Mark the desired bear and bull beginnings since 1925 in it's output space upto 2004. See ...

RE: Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 02-18-2023 17:34
Found In Egroup: Technical Analysis \ view thread
I have attached an interesting read concerning momentum. >

Momentum based sector rotation strategies. Attachments

Posted By JAMES MCCLEAN 02-18-2023 17:33
Found In Library: Technical Analysis

RE: Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 02-18-2023 17:00
Found In Egroup: Technical Analysis \ view thread
Thomas, I think what you are referring to is to forward walk some trading strategy through historical data which hopefully includes various bear markets and comparing that to some benchmark. I would believe that both the "allocatesmartly" and "sumgrowth" companies do that with their defined strategies. ...

Momentum based sector rotation strategies. Attachments

Posted By JAMES MCCLEAN 02-05-2023 18:59
Found In Library: Technical Analysis

RE: Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 02-05-2023 18:59
Found In Egroup: Technical Analysis \ view thread
Hi Peter, I am not familiar with AllocateSmartly.com . I wrote some programs in the Julia language to investigate the claims concerning momentum-based sector rotation being made by Sumgrow th.com. Their claims seem largely true. I will have to investigate AllocateSmartly.c om and compare them to ...

RE: Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 01-29-2023 14:32
Found In Egroup: Technical Analysis \ view thread
Hi , Uploaded some plots. S&P.png is plot of S&P 500 with 20 period double exponential average (weekly periods) and 100 Period double exponential average (weekly periods). This gives death cross and golden crosses. BullBear.png is a joint normalized trix plus death cross golden cross indicator for ...

RE: Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 01-29-2023 14:31
Found In Library: Technical Analysis

Momentum based sector rotation strategies.

Posted By JAMES MCCLEAN 01-29-2023 12:48
Found In Egroup: Technical Analysis \ view thread
Hi , I have been studying momentum-based sector rotation strategies. It's based on buying the top three performing S&P sectors once a month. To determine which are top performing I look at the previous two months data. A see which sectors have increased the most percentage wise over the last two months. ...