Strategy

General TSP Discussion.

Moderator: Aitrus

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

With pattern 1/grn-grn-grn this year, the S-fund has a win percentage of 63% (20/32), while the I-fund wins at only 31% (10/32). But in its last 3 appearances, the I-fund has enjoyed riding shotgun with the S-fund. :mrgreen:

Image


Monday: Pattern 1/grn-grn-grn. Win Percentage (CSI 52.9%): C 53.8%, S 56.3%, I 48.5%.
Result: cash C-fund was safe; long S-fund was right; short I-fund was wrong.
Unofficial (August 25, 2014): C +0.48%; S +0.40%; I +0.65%.

Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.5%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.0%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).

S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 44/75 (59%). Long: 27/42 (64%). Short: 17/33 (52%). Cash: green (13 up, 8 down); red (6 up, 4 down).

Tuesday: Pattern 6/red-red-grn. Win Percentage (CSI 53.4%): C 52.8%, S 54.0%, I 53.4%.
Forecast: short C-fund; cash S-fund; cash I-fund.

Tuesday has pattern 6/red-red-grn. WP (S-fund): 54.0% (W 136, L 116). Strategy: Cash > 53% and <= 55.4%.

Image

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

The bulls are on fire (duh). :roll:

Tuesday: Pattern 6/red-red-grn. Win Percentage (CSI 53.4%): C 52.8%, S 54.0%, I 53.4%.
Result: short C-fund was wrong; cash S-fund was safe; cash I-fund was safe.
Unofficial (August 26, 2014): C +0.11%; S +0.47%; I +0.39%.

Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.5%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).

S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 44/75 (59%). Long: 27/42 (64%). Short: 17/33 (52%). Cash: green (13 up, 8 down); red (7 up, 4 down).

Wednesday: Pattern 7/red-grn-grn. Win Percentage (CSI 51.5%): C 53.9%, S 52.5%, I 47.9%.
Forecast: cash C-fund; short S-fund; short I-fund.

Wednesday has pattern 7/red-grn-grn. WP (S-fund): 52.5% (W 114, L 103). Strategy: Short <= 53%.

Image

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

Bears can't be choosers -- we're a hungry bunch. We'll take the scrap of gains from the F-fund, anytime. :mrgreen:

By the way, TZA gained +0.85% today even though the indices were mostly flat.

Wednesday: Pattern 7/red-grn-grn. Win Percentage (CSI 51.5%): C 53.9%, S 52.5%, I 47.9%.
Result: cash C-fund was safe; short S-fund was right; short I-fund was wrong.
Unofficial (August 27, 2014): C +0.00%; S -0.06%; I +0.14%.

Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (55.1%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).

S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/76 (59%). Long: 27/42 (64%). Short: 18/34 (53%). Cash: green (13 up, 8 down); red (7 up, 4 down).

Thursday: Pattern 4/grn-red-grn. Win Percentage (CSI 55.1%): C 56.8%, S 55.1%, I 53.4%.
Forecast: long C-fund; cash S-fund; cash I-fund.

Thursday has pattern 4/grn-red-grn. WP (S-fund): 55.1% (W 135, L 110). Strategy: Cash > 53% and <= 55.4%.

Image

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Strategy

Post by Tomanyiron »

Ebb when you say "Forecast: long C-fund; cash S-fund; cash I-fund", what time frame are you talking?

And haven't you been saying "cash S-fund; cash I-fund" for a while now, even as they both climb?
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

Tomanyiron, these are day-to-day forecasts for ETFs and stocks. In this case, Thursday and the system only follows the S-fund call, which is cash. We had a contest called the S-fund Challenge a while back on another site, so I use only its cycle and patterns.

You say that I've been calling cash S-fund for a while now? Where did you get this information?

Monday's call was long -- correct.
Tuesday's call was cash -- safe.
Today's call was short -- correct.

The S-fund strategy is hitting 64% of long calls (27/42) and 53% (18/34) of short calls since March 26 (start of contest).

This month of August, the system is hitting it at 64% (including today's result), so I don't know where you're getting the cash calls. Check out the daily calls on this ebbchart and make sure to check the dates. :)

Image

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

The Bears are coming! The Bears are coming! :mrgreen:

Thursday: Pattern 4/grn-red-grn. Win Percentage (CSI 55.1%): C 56.8%, S 55.1%, I 53.4%.
Result: long C-fund was wrong; cash S-fund was safe; cash I-fund was safe.
Unofficial (August 28, 2014): C -0.17%; S -0.31%; I -0.68%.

Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.7%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).

S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/76 (59%). Long: 27/42 (64%). Short: 18/34 (53%). Cash: green (13 up, 9 down); red (7 up, 4 down).

Friday: Pattern 8/red-grn-red. Win Percentage (CSI 54.6%): C 55.6%, S 51.7%, I 56.5%.
Forecast: long C-fund; short S-fund; long I-fund.

Friday has pattern 8/red-grn-red. WP (S-fund): 51.7% (W 124, L 116). Strategy: Short <= 53%.

Image

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

Enjoy your Labor Day weekend! :)

Friday: Pattern 8/red-grn-red. Win Percentage (CSI 54.6%): C 55.6%, S 51.7%, I 56.5%.
Result: long C-fund was right; short S-fund was wrong; long I-fund was right.
Unofficial (August 29, 2014): C +0.33%; S +0.58%; I +0.09%.

Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.9%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.4%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).

S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 45/77 (58%). Long: 27/42 (64%). Short: 18/35 (51%). Cash: green (13 up, 9 down); red (7 up, 4 down).

Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 54.0%, S 56.4% (DP WP: 67.6%), I 48.7%.
Forecast: cash C-fund; long S-fund; short I-fund.

Tuesday has pattern 1/grn-grn-grn. 1st DP WP (S-fund): 67.6% (W 25, L 12). Strategy: Long > 55.4%.
Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.



Image


Image

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

I've done some research over the weekend to see if there is a viable way to have weekly calls for ETFs and stocks using the patterns' S-fund strategy. The daily calls I'm making right now is suitable for margin accounts, but not for non-margin accounts.

I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.

raph
Posts: 8
Joined: Thu Jul 17, 2014 8:18 am

Re: Strategy

Post by raph »

ebbcharts wrote:I've done some research over the weekend to see if there is a viable way to have weekly calls for ETFs and stocks using the patterns' S-fund strategy. The daily calls I'm making right now is suitable for margin accounts, but not for non-margin accounts.

I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.

Hi Ebb, this very good news. Nice work! Can you please sort out the results of buying only the buying TNA only during the same period from March 26 forward? Tia.

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

raph wrote:
ebbcharts wrote:I've done some research over the weekend to see if there is a viable way to have weekly calls for ETFs and stocks using the patterns' S-fund strategy. The daily calls I'm making right now is suitable for margin accounts, but not for non-margin accounts.

I went back to March 26 and counted the short and long calls for each week to find the answer (majority rules). In 23 weeks, we had 9 short (WP: 5/9), 11 long (WP: 7/11), and 3 cash calls. The weekly call (WP: 60%) is not much different from the daily call's accuracy (WP: 58%). When used with TNA or TZA, the gain was over +21.5% (since March 26), which is not that bad for a 5 month period. By the way, TNA lost -3.5% during the same time.

Hi Ebb, this very good news. Nice work! Can you please sort out the results of buying only the buying TNA only during the same period from March 26 forward? Tia.


Sure, I have the dates for the weekly calls, both long and short TNA. I'll do it in a little while. Busy for the moment.

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

Raph, here's the weekly spreadsheet breakdown. If you have any questions, just let me know.

Long and short TNA (12/20 +21.53%).

Image


Long TNA (7/11 +14.20%).

Image


Short TNA (5/9 +6.42%)

Image


Buy and hold TNA (12/23 -3.53%).


Image

raph
Posts: 8
Joined: Thu Jul 17, 2014 8:18 am

Re: Strategy

Post by raph »

Thank you Ebb.

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

Dang double pattern appearing on the 1st trading day of the month prevented the TSP system from jumping in the S-fund. But TNA did well, so I'm not as angry as I should be. :mrgreen:

Tuesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 54.0%, S 56.4% (DP WP: 67.6%), I 48.7%.
Result: long C-fund was wrong; long S-fund was right; long I-fund was wrong. All funds follow the S-fund DP (I forgot).
Unofficial (September 02, 2014): C -0.05%; S +0.35%; I -0.06%.

Short Patterns (S-fund): 2/grn-grn-red (52.4%); 7/red-grn-grn (52.3%); 8/red-grn-red (51.9%).
Cash Patterns (S-fund): 4/grn-red-grn (54.9%); 6/red-red-grn (54.2%).
Long Patterns (S-fund): 1/grn-grn-grn (56.6%); 3/grn-red-red (56.9%); 5/red-red-red (60.3%).

S&P 500: 55.4% (7-yr. win percentage).
Strategy: short <= 53%; cash > 53% and <= 55.4%; long > 55.4%.
Accuracy: 46/78 (59%). Long: 28/43 (65%). Short: 18/35 (51%). Cash: green (13 up, 9 down); red (7 up, 4 down).

Wednesday: Pattern 1/grn-grn-grn. Win Percentage (CSI 53.0%): C 53.8%, S 56.6% (DP WP: 67.6%), I 48.5%.
Forecast: long C-fund; long S-fund; long I-fund. All funds follow the S-fund DP.

Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.

Image


Image

User avatar
ebbcharts
Posts: 643
Joined: Tue Nov 12, 2013 7:00 pm

Re: Strategy

Post by ebbcharts »

To show that the daily calls (short, cash, or long) I post in here are not just for show, here's what it can do for TNA (Mar. 26 to Sep 02). Compared to the weekly TNA strategy (+23.55%), the daily TNA strategy (+43.04%) nearly doubles the gains. The latter is more actively traded and is suitable for margin accounts.

Image

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Strategy

Post by Tomanyiron »

ebbcharts wrote:Forecast: long C-fund; long S-fund; long I-fund. All funds follow the S-fund DP.

Wednesday has pattern 1/grn-grn-grn. 2nd DP WP (S-fund): 62.2% (W 23, L 14). Strategy: Long > 55.4%.


So is 62.2% good enough for you to transfer to the S fund. "Green, green, green" has to be good, good, good, right?
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

Post Reply

Fund Prices2024-03-28

FundPriceDayYTD
G $18.15 0.05% 1.05%
F $19.08 -0.06% -0.74%
C $82.21 0.11% 10.55%
S $82.43 0.30% 6.92%
I $42.57 -0.24% 5.95%
L2065 $16.38 0.02% 8.37%
L2060 $16.39 0.02% 8.38%
L2055 $16.39 0.02% 8.38%
L2050 $32.73 0.01% 6.95%
L2045 $14.91 0.02% 6.58%
L2040 $54.38 0.02% 6.22%
L2035 $14.34 0.02% 5.79%
L2030 $47.67 0.02% 5.38%
L2025 $13.15 0.03% 3.43%
Linc $25.61 0.03% 2.82%

Live Charts

Pending Allocations

Under development. For now, you may view Pending Allocations by going to "fantasy TSP" and selecting "Leaderboard sort" of "Pending Allocations".