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Technical Analysis/Moving Averages

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Jun 9, 2009 6:10 pm

Are many people using technical indicators for trading in and out of major positions (i.e. 200-day moving averages, 10-month moving averages, etc.) or indexes?  Long-term, there is a lot of value in doing so (downside protection).  However, short-term, it can be quite difficult (due to “whip-saw” false indicators).  Just curious.

Jun 9, 2009 8:25 pm

Ice, I know you use indexes.  What is your allocation/buy-hold strategy?

Jun 10, 2009 1:40 pm

I have always used technical analysis even though many discount its effectiveness . If you want some good information on the economy and overall economic trends, i suggest you follow David Rosenberg. I have read him for years and he is an excellent economist and isn’t a bull or a bear. He was at merrill for a long time and left last month to go to Gluskin Sheff in Canada. Subscribe to his daily newsletter. 

Jun 10, 2009 1:52 pm

I use them as a guideline… but am not religious about it, but also follow point and figure charts by dorsey wright… but for giggles look at thishttp:



//ichart.finance.yahoo.com/z?s=AGTHX&t=my&q=l&l=on&z=m&p=m200&a=

Jun 10, 2009 1:56 pm

Jun 10, 2009 1:57 pm

Jun 10, 2009 3:09 pm

Chief, I can’t link to your link, and I can’t see your last two posts, but I think it’s the 200 day moving average for Growth Fund, indicating a BUY?

  I think this is one of those times that a technical indicator might get you bass ackwards.  You miss the 30%+ runup, and then buy in when the rally may putter out.  That's why I look more at 10 and 12 month moving averages to look at longer secular cycles.  Shorter charts can cause "whipsaws" in and out of securities.
Jun 10, 2009 8:34 pm

Yeah i couldn’t get the graph to show up… I tend to use it when getting out of the market instead of back in…



Do you use the Simple or exponential?

Jun 10, 2009 9:15 pm

I look at both, but EMA is probably more appropriate for longer MA’s (like 200 or 300 days) because it weights recent trends more heavily.

I agree, the "getting out" part is more important than the "getting in" part.  There is less risk in getting back in if you look at the charts and trends, and start to DCA when things are looking better.  For example, I started DCA'ing back into the market a few months ago.  The charts didn't say to, but I figured even if it wasn't the bottom, we were buying back in at extremely good values.   Do you do this with ETF's, index funds, active managed funds?  It's tough to implement this at Jones (they don't allow active movements inside the advisory accounts, and I don't want to create commissions with every trade, so I am stuck with mostly A and C share funds), but I am getting better at knowing how to construct the portfolio from day 1 to make it easy down the road.
Jun 10, 2009 10:20 pm

[quote=B24] 

Do you do this with ETF's, index funds, active managed funds?  It's tough to implement this at Jones (they don't allow active movements inside the advisory accounts, and I don't want to create commissions with every trade, so I am stuck with mostly A and C share funds), but I am getting better at knowing how to construct the portfolio from day 1 to make it easy down the road.[/quote]   Our group does a lot of tech analysis, but it's only individual stocks and ETF's.  We have a proprietary screening system that scans every public issue.    To reduce some risk in individual stocks, if the scans show that a lot of energy companies, for example, are starting to turn up, we'll buy the ETF.  Regardless of ETF/stock, we'll use stop loss orders at -15 to -20% and increase them as the stock/ETF goes up.  I have no idea how the scans work and the details of it, as it doesn't interest me...   B24, your platform at Jones is extremely prohibitive for this.  If you charge commissions, it's not cheap.  In an advisory account, it works well.
Jun 10, 2009 10:31 pm

Snags, that all makes good sense.  Yes, it is difficult in a commissioned world.  However, I tend to use it for broad-based funds, and can move in and out with the existing fund family.  For example, if I own a large cap value fund at American, I can exchange it out for a short-term bond fund or others.  But I also think I do not get adequately compensated for this type of service with 25bip trails. 

Jun 11, 2009 2:00 pm

Yeah you definitely don’t(which is why I left)… I farm out a tactical allocation etf portfolio for 25-30% of my clients accounts… But I do use it on actively managed funds that have less than 45% turnover…

Jun 11, 2009 2:30 pm

Who do you use?

Jun 11, 2009 3:09 pm

active or etfs?

Jun 11, 2009 5:28 pm

Active

Jun 11, 2009 6:03 pm

Fairholme, First Eagle Global, Permanent Portfolio…

Jun 11, 2009 6:06 pm

Sometimes, Jordan Opp, WASAX, ISISX