Tags » SeekingAlpha

The Logical Invest Enhanced Bond Rotation Strategy (And the Importance of Dividends)

This post will display my implementation of the Logical Invest Enhanced Bond Rotation strategy. This is a strategy that indeed does work, but is dependent on reinvesting dividends, as bonds pay coupons, which means bond ETFs do likewise. 1,585 more words

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The Downside of Rankings-Based Strategies

This post will demonstrate a downside to rankings-based strategies, particularly when using data of a questionable quality (which, unless one pays multiple thousands of dollars per month for data, most likely is of questionable quality). 1,313 more words

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The Logical-Invest "Universal Investment Strategy"--A Walk Forward Process on SPY and TLT

I’m sure we’ve all heard about diversified stock and bond portfolios. In its simplest, most diluted form, it can be comprised of the SPY and TLT etfs. 843 more words

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The Quarterly Tactical Strategy (aka QTS)

This post introduces the Quarterly Tactical Strategy, introduced by Cliff Smith on a Seeking Alpha article. It presents a variation on the typical dual-momentum strategy that only trades over once a quarter, yet delivers a seemingly solid risk/return profile. 1,647 more words

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A New Harry Long Strategy and A Couple of New PerfA Functions

So, Harry Long came out with a new strategy on SeekingAlpha involving some usual mix of SPXL (3x leveraged SPY), TMF (3x leveraged TLT), and some volatility indices (in this case, ZIV and TVIX). 1,476 more words

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The ZOMMA Warthog Index

Harry Long posted another article on SeekingAlpha. As usual, it’s another strategy to be taken with a grain of salt, but very much worth discussing. So here’s the strategy: 1,014 more words

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Seeking Volatility and Leverage

So Harry Long recently posted several articles, a couple of them all that have variations on a theme of a combination of leveraging SPY (aka SPXL), leveraging TLT (aka TMF), and some small exposure to the insanely volatile volatility indices (VXX, TVIX, ZIV, etc.), which can have absolutely insane drawdowns. 2,382 more words

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