Hi, Shrewd!        Login  
Shrewd'm.com 
A merry & shrewd investing community
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd
Search
Shrewd'm.com Merry shrewd investors
Search
Best Of MIBest OfAll BoardsThe Shrewd’m WeeklyLearn to InvestHow to Become Shrewd


The week's question
In December 2024, in the thread "Re: BRK: Why Not XOM?", BreckHutHigh asked the members: "What about the long road trips with kids?" This week it is put to everyone again. The button below opens the small thread re-asking it - read what others have said so far, then give your own answer as an ordinary reply.
Answer this questionContinue to Shrewd'mThis note won't appear again
Investment Strategies / Mechanical Investing
Unthreaded | Threaded | Whole Thread (35) |
Author: RAMc   😊 😞
Number: of 6131 
Subject: Re: Have Bear Catchers worked post-discovery?
Date: 03/31/24 10:27 AM
Post New | Post Reply | Report Post | Recommend It!
No. of Recommendations: 3
I don’t think that anyone can definitively say how BCC will work in the future!
As far as I’m aware Zee posted the first complete bear catchers combined signal with all three indicators
on 3/6/2009 in a post Bear Catchers Compared.
http://www.datahelper.com/mi/search.phtml?nofool=y...
Bear Catchers Combined is fundamentally unchanged except for minor tweaks to improve the noise level
and effectiveness of each signal from that point.

SPY with BCC compared with SPY alone and VWELX a 60/40 equivalent post discovery from 20090306.

BCC_SPY SPY VWELX
CAGR: 14.1 16.6 11.1
TR: 622.9 904.9
Log2TR: 2.9 3.3
SAWR(20; 0.95): 11.4 13.0
GSD(20): 15.3 17.2 10.2
DIGSD(20; 0%): 18.5 20.1
LDD(20; 0%): 10.0 10.7
LDDD3: 6.1 5.8
MDD: -33.5 -33.7 -20.2
UI(20): 6.0 5.7
Sharpe(20): 0.9 1.0 0.9
Beta(20): 0.8 1.0
TI(20): 16.8 15.7
AT: 0.9 0.0 0.0

So far hasn’t been an advantage but that is understandable in that the only significant bear like event
was the ultra fast covid event which in actuality was so short that it wouldn’t have significantly affected
most of us. The proplem with market timing statistics is that the events are so few and so different
throughout history that is almost impossible to actually apply any statistical significance to any method.

My not so confident method: I look at the BCC signal, market valuation, three different signals on
Allocate Smartly based on Unemployment, Risk Parity and some so called canary signals and usually go
with a riskier approach than an advisor would suggest. So far over the last 30+ investing years I’ve come
out with slightly less drawdowns and slightly better returns than the overall market but who knows
what’s coming.
RAM

Post New | Post Reply | Report Post | Recommend It!
Print the post
Members reply directly to RAMc here — and replies get answered. Reading is free; so is joining the conversation. Join Shrewd'm »
This community has written 6,115 posts about Mechanical Investing. The article-length ones it recommended most:
Dividend investing · 52 recs · 2025
Non-Mag7 screen · 34 recs · 2025
OT - Div yields and returns · 32 recs · 2024
Using AI to generate backtesting programs · 30 recs · 2025
Rankings for 19Dec2022 · 29 recs · 2022
Unthreaded | Threaded | Whole Thread (35) |


Announcements
Mechanical Investing FAQ
Contact Shrewd'm
Contact the developer of these message boards.

Best Of MI | Best Of | Favourites & Replies | All Boards | Followed Shrewds | Open Questions | Moving a community