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« Dow 20K | Main | Weighing the Week Ahead: The Dual Theme Continues »

May 26, 2010

Comments

Mike C

There is only so much I can do to distinguish between the two models. There are specific parameters.

You ask a good question, but that is about all that I can tell you.

Just to be clear then, the specifics are proprietary? No prob, I can certainly respect not giving away the store for free. For those of us who do this professionally, there is always the question of how much to share for free versus what to keep for paying clients.

Just curious, and maybe we take this offline to private e-mail, but has the blog been helpful in getting new clients. Many OPM managers seem to write blogs, you, Random Roger, David Merkel, Humble Student, Toro. I've been thinking about starting one, but with my current schedule I'm not sure I can commit to the regularity guys like you and Roger do. We often disagree, but I respect the effort you put into this blog!

derek

This is outstanding, love both the content and parallel with sports handicapping

oldprof

Mike C -- There is only so much I can do to distinguish between the two models. There are specific parameters. Felix is much more sensitive to volatility, outside days, unexplained high volume, and other factors. We carefully identify circumstances where we have less confidence, and step aside.

You ask a good question, but that is about all that I can tell you.

Jeff

Mike C

There is more detail on Oscar and Felix in this article.

I must have missed this original post, but I did read it now. Is there another post that describes more of the criteria that Oscar uses to make his decisions?

We are currently out of the market in our Felix ETF program and short for those following Oscar.

I am interested in Oscar's criteria because I actually have the exact opposite short-term position which is mostly long.

I've actually gone from very little equity exposure to roughly 50 to 80% (my own personal 401(k) is the only one with 80). Of course, I've got a stop out where I go right back down to little to no equity exposure, and that is the 1040 level. I suspect if 1040 breaks, then all h*ll will break loose, and you and I will be in agreement that valuations are cheap given how far they might fall if that happens.

The comments to this entry are closed.