@margin___call @investingidiocy If it doesn’t, I’ll flip long. Beauty of trend.
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HML_Compounder
42.8K posts
HML_Compounder
@HML_Compounder
Engineer with an interest in systematic investing.
Katılım Haziran 2020
1.2K Takip Edilen5.3K Takipçiler
@HML_Compounder @investingidiocy full macro kit. if this works, Q2 is your quarter
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Imagine thinking 9 months is "the long term"
I have food in my freezer that's older than your drawdown
TradeQuantiX@TradeQuantiX
Sticking with trading systems for the long term sucks sometimes. This is the live equity curve of an actual system I trade. It sat in a large drawdown for about 5.5 months, almost giving back all it gained. But, I trusted the system was real and robust, the markets just weren't providing the opportunity this system looks for. This is the kind of thing you have to find comfort in to be a systematic trader. Trusting your models are working, when when they are losing money.
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@margin___call @investingidiocy So far it's been profitable, and it is certainly positioned well to move inverse to equities at-least (along with my crude/nat-gas longs).
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@HML_Compounder @investingidiocy global short on bonds this week is spicy. if you're right on the whipsaw, at least TSMOM gives you a systematic exit framework. gl with the trade
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@margin___call @investingidiocy I am talking about medium term lookback in trend, not duration of the bonds (although I am trading 10 year bond futures so that is where I am at anyways...)
Went short across the globe this week. Probably another whipsaw in the making :).
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@HML_Compounder @investingidiocy @Dan_Trend 3.5 years is solid. rate normalization is coming, medium term duration just needs the cycle to turn. patience always wins in bonds
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GIF
QME
@HML_Compounder @swag_loki @OniCamCam @CoorsLightCEO @kyliebytes Then you’ll see your kid when you land.
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guy on the middle seat of my redeye flight bravely asked me if i would move from my exit row window seat to a middle row seat 16 rows back so his friend could be with him. when i said no, he asked the aisle guy, who just laughed
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@Ubertag90210 @Landeur You really think they have a "fancy new hypersonic missile" and they haven't used one at this point? Come on Ron...
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Kharg Island, off the coast of Iran, is a real map in Battlefield 3 and 5,000 US Marines are heading there right now.
I'm gonna play it this weekend as geopolitical research.
Then I'm going to post with authority about the war.
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@margin___call @investingidiocy @Dan_Trend Gotcha gotcha. Roll down, price move, whatever the driver is, the whipsaws in medium term bonds have been nasty...
Hoping for some better results in the next 3.5 years.
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@HML_Compounder @investingidiocy @Dan_Trend fair, sloppy wording on my end. TSMOM is pure trend by construction. what I meant is the return attribution between price move and roll-down carry tells a different story than signal accuracy alone
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@margin___call @investingidiocy @Dan_Trend I am not sure how you can get any more pure trend than a pure trend signal (what TSMOM is). Not sure what you're getting at...
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@HML_Compounder @investingidiocy @Dan_Trend 12mo TSMOM on bonds is carry-heavy right now. strip that component and the pure trend signal is noisier than CTA returns imply. regime shift risk is real
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@SCHDaccumulator @flufferbot01 If you receive a dividend while the market is down, and decide to keep it instead of reinvesting it, you realize that is the same as selling your position when it is down, ya?
On ex-div date your NAV falls by the same amount as the div, that is effectively your sale date.
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@flufferbot01 Yea but if the market is down when would you sell your position??
It’s easy to say “$VOO goes up at a steady 10% every year and will forever while we are in a raging bull market
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I understand the “total returns” investors…
But there is a phycological aspect to dividend and income investing that is criminally underrated:
1. Passive cash flow
2. Never need to sell shares
3. Don’t have to “time” the market
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@margin___call @investingidiocy @Dan_Trend Meh, longer term lookbacks seem to have handled the last few years in bonds fine. AQRs simple 12 month TSMOM system on bonds is up nicely, most CTAs are making new highs. That ~100 day lookback been a pain point from what I've seen.
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@HML_Compounder @investingidiocy @Dan_Trend bonds punishing everyone equally. my followers saw this coming, crude above 85 makes the entire duration trade a coin flip
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@investingidiocy @Dan_Trend 3.5 for me right now and near the lows which is pretty painful... intermediate term trend on bonds has been a whipsaw machine...
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@Dan_Trend I've had a 2 year drawdown on the whole system. And it's still a "valid" system (in the sense that performance never exceeded the statistical envelope of the backtest).
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@OniCamCam @CoorsLightCEO @kyliebytes Yes. You ask the person sitting on the middle by your kid to switch lol
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@jk48800 @AndreasShrugged @aziz0nomics Makes sense. 2 still a decent benefit if they play cards right?
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@HML_Compounder @AndreasShrugged @aziz0nomics 1 the russians have a massive facility of drone production and their drones the upgraded shaheds they are actually helping the iranians with now
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@AndreasShrugged @aziz0nomics Two obvious answers I see:
1 - Iran has far less ability if any to provide Russia with drones to use against Ukraine.
2 - Ukraine can leverage its significant experience defending against Iranian drones to get other benefits from US and Gulf states.
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@aziz0nomics Maybe you need to explain how exactly it's helping Ukraine...
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@Elmwoodpolo @RachelMoiselle 16 year old kid. Unlike Hamas, Israel doesn’t have child soldiers.
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@RachelMoiselle Women who did that in France to German soldiers were treated as heroes after the war...just saying. Perspective is everything.
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In the course of the Israel/Palestine conflict there have been tragically countless horrifying stories of violence, pain, and trauma.
But an adult woman seducing a child for the purposes of luring him to his brutal death - and expressing glee and pride in court about this - has to be one of the most shockingly evil.
Her twisted smile here is absolutely demonic. No other word for it.
2001 Live@25YearsAgoLive
25-year-old Palestinian woman Amana Jawad Mona appears in court for killing a 16-year-old Israeli boy in January. She groomed the boy and led him to a spot where militants seized and murdered him. Mona is all smiles in court today as she defiantly declares “I am proud!”
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@alphaarchitect Interesting. Funny that Avantis beat them to this too.
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DFA entering the Section 351 game...
sec.gov/Archives/edgar…
A smart move after their attempt at an exchange fund.
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@taxcounsl @Adam_Edn @cascarruthers @CBHeresy @BoredClint If a campaign that duration provides a high probability of the regime being replaced with a pro western/freedom gov then it would be the best $200b the gov has ever spent. If not, then it’s pretty dumb because we could turn them into a failed state overnight for $2b.
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@HML_Compounder @Adam_Edn @cascarruthers @CBHeresy @BoredClint Curious if there’s a cost threshold at which you would think this war is too much? If approved this would be about $600 per person for 2026 alone. Still worth it?
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@safiyaaaay She truly doesn't think she did anything wrong. That is the most dangerous and scary part.
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Rama girl why wouldn't you nuke your socials the moment you started seriously dating a politician
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@SCHDaccumulator @OptimizedPort Why can't I burn 25% of my income in my fire pit?
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Starting a position in $JEPQ tomorrow!
-11% yield
-0 nav erosion
-Nasdaq exposure
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@SCHDaccumulator @OptimizedPort So much wrong with this (if you wanted historical outperformance you would want small-value not large-growth)... you're getting some good advice, really should take it to heart. SCHD is a fine balance if you (irrationally) want yield, no need for JEPQ's silly synthetic yield.
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$JEPQ has grown rapidly (34B AUM) and has proven to be steady a number of crashes already since its inception in 2022
I also like that I don’t have to think about withdrawing, the fund pays out automatically every month.
There are phycological benefits to income/dividend style investing as well, it doesn’t strictly have to be about total returns. If that were the case why even invest in $VOO?
Just invest all your money in $QQQ and $NVDA because the theoretical “total returns” will blow everything out of the water. NFA obviously
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@restapai @AuthorRoyA @fdmamen @M07555249 @AmyMcGrathKY I guess the Ayatollah only had 4 braincells then? Clearly the element of surprise worked...
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@AuthorRoyA @fdmamen @M07555249 @AmyMcGrathKY Brother. It was the largest assembly of military assests in the ME in 2 decades.
And he already hit them before.
Anyone with 5 braincells knew they would do this, the only question was when.
And the US knew that aswell. So not evacuating Americans was sloppy.
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It's not "rooting against America" to point out that after 3 weeks of this war, it's clear the Trump WH didn't plan for Hormuz to be closed, a major strategic blunder.
Trump attacked Iran with no allied support. We had no plan to evacuate Americans in the region. No pre-positioned Marines to secure the strait and ensure flow of oil.
If you liked the quagmires in Iraq and Afghanistan, you’re going to love Iran.
Nathan Strang@NavyStrang
Size comparison of Vietnam and Iran. We only had troops in half of Vietnam and peak strength was 580K.
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