tag:blogger.com,1999:blog-11027528911364475.post7543589945014214220..comments2024-02-18T21:10:05.205-08:00Comments on EconomPic: The Case for Hussman Strategic GrowthJakehttp://www.blogger.com/profile/07946497592651234440noreply@blogger.comBlogger4125tag:blogger.com,1999:blog-11027528911364475.post-78513516237585018692015-04-28T08:41:12.231-07:002015-04-28T08:41:12.231-07:00I track Hussman's equity exposure weekly, and ...I track Hussman's equity exposure weekly, and use that series to estimate timing gain/loss. Originally the HSGFX was one of my best "Prime Timers," but over past ten years the fund has given up an average 1.2% a year in timing changes(exposure variation).Robin C.http://www.carpenteranalytix.comnoreply@blogger.comtag:blogger.com,1999:blog-11027528911364475.post-89021474058933119142015-04-25T22:26:40.792-07:002015-04-25T22:26:40.792-07:00Haha... thought about putting it in log scale, but...Haha... thought about putting it in log scale, but Hussman stand alone / momentum returns (the first two charts) looked off as the returns were never strong enough to require it. As for nominal / real, that's fine but requires another step of pulling in inflation for something I don't view as necessary (especially in this regime). I'll leave the incorporation of ShadowStats data for Zerohedge. Thanks for the feedback.Jakehttps://www.blogger.com/profile/07946497592651234440noreply@blogger.comtag:blogger.com,1999:blog-11027528911364475.post-39920981951457693342015-04-25T18:25:12.235-07:002015-04-25T18:25:12.235-07:00Hey - I'm happy to see econompic revived but r...Hey - I'm happy to see econompic revived but rather than go all fawning on that, I have to be a smart-ass :-). Years of reading dshort creates instant reactions when I see graphs like these, specifically, shouldn't it be in real total returns, and shouldn't it also be on a log scale? Then just to be a complete smart-ass, population adjust it and finish off by mockingly comparing a version where shadowstats is subbed in for CPI for inflation adjustment. Okay, maybe not the last two. Cheers!Mike Hardyhttps://www.blogger.com/profile/12368648851858425928noreply@blogger.comtag:blogger.com,1999:blog-11027528911364475.post-22072087611484970552015-04-25T13:37:14.333-07:002015-04-25T13:37:14.333-07:00Great example of the power of dual momentum!
JLGreat example of the power of dual momentum!<br /><br />JLjlivermorenoreply@blogger.com