tag:blogger.com,1999:blog-28360876.post2404836632811746605..comments2023-10-26T11:34:14.369-04:00Comments on MFI Diary: MFI StreaksMarsh_Gerdahttp://www.blogger.com/profile/01375422931807610092noreply@blogger.comBlogger5125tag:blogger.com,1999:blog-28360876.post-79841900393187056912011-03-15T14:36:28.133-04:002011-03-15T14:36:28.133-04:00If you want to try to make use of the streakiness ...If you want to try to make use of the streakiness analysis, I just took your table and compared the portfolio end result with the following year return and found that in the 39 portfolios from 1/2007 through 2/2010, 8 times you beat the index after beating it the year prior, 8 times you lose after losing to it the year prior, and 23 times you do the opposite (about an even number in each direction). So the takeaway could be that you wait for a losing 12 months to jump in, but I'm inclined to think we are just dealing with too small a sample size to be useful.drewhttps://www.blogger.com/profile/00476576639794945923noreply@blogger.comtag:blogger.com,1999:blog-28360876.post-60274886748310752312011-03-15T14:15:46.576-04:002011-03-15T14:15:46.576-04:00I've always felt your streakiness analysis is ...I've always felt your streakiness analysis is flawed and here's why:<br /><br />If a handful of stocks from the January list have a very strong June, it positively affects at least 6 portfolios through the June portfolio, assuming it drops off the July portfolio because of its increase in price. If this run up occurred in month 12, it could affect the prior 11 portfolios.<br /><br />In conclusion, I wouldn't worry too much about the streakiness.drewhttps://www.blogger.com/profile/00476576639794945923noreply@blogger.comtag:blogger.com,1999:blog-28360876.post-92090394570038969932011-03-14T18:50:37.505-04:002011-03-14T18:50:37.505-04:00I have more than I would like to have. But it wil...I have more than I would like to have. But it will be less soon.<br />:(Marsh_Gerdahttps://www.blogger.com/profile/01375422931807610092noreply@blogger.comtag:blogger.com,1999:blog-28360876.post-89906546314898242542011-03-14T17:53:40.420-04:002011-03-14T17:53:40.420-04:00Can't remember, and am too lazy to look to see...Can't remember, and am too lazy to look to see, whether you have much, if any real cash invested in CCME. <br /><br />I hope not...Homer315https://www.blogger.com/profile/08861912576884021842noreply@blogger.comtag:blogger.com,1999:blog-28360876.post-72166513133500558552011-03-14T11:37:56.107-04:002011-03-14T11:37:56.107-04:00I vote you use the current picture for all your bl...I vote you use the current picture for all your blogs posts, actually...Homer315https://www.blogger.com/profile/08861912576884021842noreply@blogger.com