Weekly Seasonal Strategy Based With 25% Avg Return (skie)
Moderator: Aitrus
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greengrass
- Posts: 334
- Joined: Fri Jan 11, 2013 9:28 am
Weekly Seasonal Strategy Based With 25% Avg Return (skie)
Hey skie, have you gone back to look at your numbers on this data mining effort from back in 2013?
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skiehawk11
- Posts: 2116
- Joined: Wed Jan 05, 2011 2:32 pm
Re: Weekly Seasonal Strategy Based With 25% Avg Return (skie
I can take a look. It's one of my automated strategies. I'll pull up the results and post them here. 
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greengrass
- Posts: 334
- Joined: Fri Jan 11, 2013 9:28 am
Re: Weekly Seasonal Strategy Based With 25% Avg Return (skie
Have you looked into what a blended TSP (Monthly) Seasonal, Weekly Seasonal (skie), and Daily Seasonal (mjedlin66) return would look like? It would be interesting to see it represented in 5 and 10 year rolling returns. Is there a strategy already built like this?
Fund Prices2024-04-24
| Fund | Price | Day | YTD |
| G | $18.20 | 0.01% | 1.34% |
| F | $18.64 | -0.24% | -3.04% |
| C | $79.40 | 0.02% | 6.78% |
| S | $78.08 | -0.18% | 1.28% |
| I | $41.48 | -0.10% | 3.23% |
| L2065 | $15.84 | -0.05% | 4.74% |
| L2060 | $15.84 | -0.05% | 4.75% |
| L2055 | $15.84 | -0.05% | 4.75% |
| L2050 | $31.79 | -0.06% | 3.86% |
| L2045 | $14.51 | -0.05% | 3.68% |
| L2040 | $53.01 | -0.05% | 3.54% |
| L2035 | $14.01 | -0.04% | 3.36% |
| L2030 | $46.69 | -0.04% | 3.21% |
| L2025 | $13.01 | -0.02% | 2.33% |
| Linc | $25.40 | -0.02% | 2.00% |