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Strategies & Market Trends : Bob Brinker, Moneytalk and Marketimer -- Ignore unavailable to you. Want to Upgrade?


To: octavian who wrote (1136)9/24/2007 2:15:14 PM
From: Math JunkieRead Replies (1) | Respond to of 2121
 
"I thought you posted research that showed he had soundly beaten the W5000 since 1991, including the QQQ call. As I recall, you even used some info from kirk regarding, I believe, money market rates)."

I calculated that Portfolio I gave about three times the return of the S&P 500 since the QQQ buy, even with the maximum QQQ allocation included.

groups.google.com

I don't think I did a comparison to the W5000 since 1991, because I don't have the necessary data, but P1 probably would have performed roughly in line with the market from Jan. 1991 to Jan. 2000, since Brinker was fully invested during that period. The underperformance would have occurred from 1988 to 1990, when he was either out of the market or less than fully invested.