Comments on: Timing Model Equity Curves http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/ Engineering Targeted Returns and Risk Fri, 03 Sep 2010 15:40:00 +0000 hourly 1 http://wordpress.org/?v=3.0.1 By: PurpleTeeth http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/comment-page-1/#comment-4346 PurpleTeeth Sat, 09 May 2009 00:56:07 +0000 http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/#comment-4346 Not sure exactly what the differences are here, but the S&P suffers from "survivor bias" - it reflects price based on companies in it today that are alive and successful... vs. buy and hold where if you're holding it when it tanks ... well, your loss. Not sure exactly what the differences are here, but the S&P suffers from “survivor bias” – it reflects price based on companies in it today that are alive and successful… vs. buy and hold where if you're holding it when it tanks … well, your loss.

]]> By: PurpleTeeth http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/comment-page-1/#comment-2524 PurpleTeeth Fri, 08 May 2009 19:56:07 +0000 http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/#comment-2524 Not sure exactly what the differences are here, but the S&P suffers from "survivor bias" - it reflects price based on companies in it today that are alive and successful... vs. buy and hold where if you're holding it when it tanks ... well, your loss. Not sure exactly what the differences are here, but the S&P suffers from “survivor bias” – it reflects price based on companies in it today that are alive and successful… vs. buy and hold where if you're holding it when it tanks … well, your loss.

]]> By: mr.dense http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/comment-page-1/#comment-2516 mr.dense Thu, 07 May 2009 03:37:59 +0000 http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/#comment-2516 I agree with cH2--these charts dont show that timing strategy is better! May be I am dense too! I agree with cH2–these charts dont show that timing strategy is better! May be I am dense too!

]]> By: cH http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/comment-page-1/#comment-2448 cH Fri, 17 Apr 2009 23:00:49 +0000 http://www.mebanefaber.com/2009/01/07/timing-model-equity-curves/#comment-2448 Hi There,<br><br>fascinating stuff but I'm a bit dense...so, not sure of what the units are in the "x" column? Not sure how the "buy and hold" underperforms the S&P unless costs of buying or fees from mutual funds are included? By the same token, wouldn't the "buy and hold" outperform on the way up due to dividends, etc.? One more, how much leverage on the leveraged charts and what are log charts vs. non-log charts?<br><br>Like I said, dense (I'm a history / poli sci guy, so thanks for your bearing w/ me).<br><br>Look forward to reading the book.<br><br>Thanks<br>cH Hi There,

fascinating stuff but I'm a bit dense…so, not sure of what the units are in the “x” column? Not sure how the “buy and hold” underperforms the S&P unless costs of buying or fees from mutual funds are included? By the same token, wouldn't the “buy and hold” outperform on the way up due to dividends, etc.? One more, how much leverage on the leveraged charts and what are log charts vs. non-log charts?

Like I said, dense (I'm a history / poli sci guy, so thanks for your bearing w/ me).

Look forward to reading the book.

Thanks
cH

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