PP Inspired Momentum - A Comprehensive Approach

A place to talk about speculative investing ideas for the optional Variable Portfolio

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mathjak107
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by mathjak107 » Wed Dec 25, 2019 12:34 pm

I have been with geico for 50 years .... not one issue with them
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Wed Dec 25, 2019 6:31 pm

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by vnatale » Wed Dec 25, 2019 6:34 pm

InsuranceGuy wrote:
Wed Dec 25, 2019 6:31 pm
Having had Geico insurance in the past and knowing many people who have or currently work there, I think most of internet jokes come from issues in the distant past.

That said, I highly recommend shopping your insurance every 1-2 years regardless of company but especially Geico as they have a loyalty surcharge instead of a discount. In many cases you can even get a better rate with Geico by requoting due to this fact. Otherwise, I think they are a fine insurance company.

IG
So they don't give you a discount on both by buying both your vehicle and home insurance from them?

Vinny
Above provided by: Vinny, who always says: "I only regret that I have but one lap to give to my cats." AND "I'm a more-is-more person."
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Wed Dec 25, 2019 6:42 pm

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by mathjak107 » Wed Dec 25, 2019 6:44 pm

Geico farms out home insurance to other companies .... I have travelers for apartment insurance .... geico uses travelers ..

Geico won’t write a policy in our area since we are two blocks from a bay ... but travelers on their own will write the policy ....weird ....so we have auto and umbrella with geico and renters insurance with travelers
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by vnatale » Wed Dec 25, 2019 6:49 pm

InsuranceGuy wrote:
Wed Dec 25, 2019 6:42 pm
vnatale wrote:
Wed Dec 25, 2019 6:34 pm
So they don't give you a discount on both by buying both your vehicle and home insurance from them?

Vinny
They do give a discount for having multipe policies with them, but they do not give you a discount for have insurance with them for multiple consecutive renewals as many other companies have.
How do they manage the quote process when you have homeowners / umbrella renewing in February while vehicle is May? Would they commit to a price for May in February?

Vinny
Above provided by: Vinny, who always says: "I only regret that I have but one lap to give to my cats." AND "I'm a more-is-more person."
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Wed Dec 25, 2019 6:52 pm

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Tue Dec 31, 2019 6:03 pm

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Tue Dec 31, 2019 10:57 pm

Small wonder, momentum strategies lose to S&P when the latter is pumping, like the last 12 weeks. The thing is, not many, if any, people know when S&P will be pumping.
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Tue Dec 31, 2019 11:49 pm

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by Kbg » Wed Jan 01, 2020 9:41 pm

IG,

Do you have the calculations in a programming language or is the spreadsheet your implementation?
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Thu Jan 02, 2020 12:33 am

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Thu Jan 02, 2020 4:00 am

Here is a comparative return from different assets for the last decade.

Nobody knows what will the next ten years bring. The last could be first and vice versa.
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by mathjak107 » Thu Jan 02, 2020 4:18 am

nice up to date chart.

the only problem with static charts as i call it is, it does not reflect the same assets used in conjunction with each other in a portfolio .

ala it would not reflect rebalancing in to gold or treasuries when they were beaten up over long periods of time and then suddenly explode upwards . once they do they buy more of that lead horse equities then say a total bond fund would and returns are actually bolstered .

that same lump of gold in isolation shows no benefit and just sits as a lump ...so it is portfolio action working as a team that counts .

in fact there are years my insight model portfolio has not one fund beating the market . yet because in the portfolio each fund is used through it;'s sweet spot and then swapped for a better choice, the portfolio beat a total market or s&p 500 fund without any fund beating it on a yearly basis .

this is why looking at funds and asset classes in isolation is no where near the real deal as to what they produce as a team in a comprehensive portfolio
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by Kbg » Thu Jan 02, 2020 8:30 am

InsuranceGuy wrote:
Thu Jan 02, 2020 12:33 am
Kbg wrote:
Wed Jan 01, 2020 9:41 pm
IG,

Do you have the calculations in a programming language or is the spreadsheet your implementation?
I have both, I have a script in python that I use to stress test the model parameters that I only update once a year and a spreadsheet that links to yahoo finance for quick mid-month and month-end performance metrics.
Would you share your code for the value asset allocation and overall sizing? I really dislike excel for complex computations. If you have the above in python that would be awesome. If you prefer not to disclose, no worries. I can decode the spreadsheet with time. I just find it annoying as heck to do so. ;)
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Thu Jan 02, 2020 8:43 am

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Mon Jan 06, 2020 2:13 am

Historical returns of different portfolios, diverse and an "average" investor.

Source from J.P. Morgan Asset Management:
https://am.jpmorgan.com/blob-gim/138340 ... M_1Q20.pdf

2mathjak107: Hope that helps in regards to what you were asking.
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Mon Jan 13, 2020 7:50 am

Hope Mr. IG does not mind my postings. If it's inconvenient, please do not hesitate to let me know.

People from "Irrelevant investor" evaluated longest drawdowns in real prices since 1926.

On the graph, you can see that so-called risk-free investments (especially US bonds and T-bills) lose a lot in the long run, considering inflation.

For S&P500, the longest drawdown, considering inflation, was from 2000 to 2013. For standard 60/40, the period was shorter, just 11 years (1972 -1983).
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Mon Jan 13, 2020 9:11 am

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Thu Feb 06, 2020 2:58 am

Robeco has published interesting statistics. Interestingly enough, the Momentum factor is ahead of the market in all the decades, starting from 1930s.
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by InsuranceGuy » Thu Feb 06, 2020 9:10 am

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Re: PP Inspired Momentum - A Comprehensive Approach

Post by D1984 » Wed Feb 12, 2020 2:41 am

HappyMan wrote:
Thu Feb 06, 2020 2:58 am
Robeco has published interesting statistics. Interestingly enough, the Momentum factor is ahead of the market in all the decades, starting from 1930s.
Happyman,

Do you know which Robeco publication/paper/article this came from? It appears to be from one by a Mr. Van Vliet of their Low-Vol/Conservative Equity and Quant departments but I can't seem to locate it on Robeco's site. Can you let me know where I can obtain the full paper? Thank you.
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Wed Feb 12, 2020 3:39 am

Hi D1984,

Got my piece from a professional network. Try contacting them and see if they point you to the source.

Let us know how it goes. ;)
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by D1984 » Wed Feb 12, 2020 7:46 am

HappyMan wrote:
Wed Feb 12, 2020 3:39 am
Hi D1984,

Got my piece from a professional network. Try contacting them and see if they point you to the source.

Let us know how it goes. ;)
Hi Happyman,

Can you please at least give me the name/title of the paper in question? It's somewhat difficult to ask anyone for a paper if one does not know exactly what said paper is even called. Thank you.
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Re: PP Inspired Momentum - A Comprehensive Approach

Post by HappyMan » Wed Feb 12, 2020 11:50 am

Sorry man. Can't seem to find the source. Have saved only the table.
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