Where are the last 5 years?
Moderator: Aitrus
Where are the last 5 years?
I'm sure this has been asked a thousand times, but I am fairly new. When I enter different allocations into the Seasonal Calculator and then hit query, it will only show data up to 2012. WHERE IS THE DATA FROM 2013 TIL NOW?
Re: Where are the last 5 years?
The calculator hasn't been updated since 2012. That was the time when discussions regarding seasonality were on the decline on the site, and TSPKing (the site owner) had to prioritize other things over keeping it updated.
I have a spreadsheet I've developed that I can use to run different allocations. The Mix has to be 100% for each month, but I can run them for you if you'd care to tell me what you'd like to see results for.
I have a spreadsheet I've developed that I can use to run different allocations. The Mix has to be 100% for each month, but I can run them for you if you'd care to tell me what you'd like to see results for.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Re: Where are the last 5 years?
Aitrus wrote:The calculator hasn't been updated since 2012. That was the time when discussions regarding seasonality were on the decline on the site, and TSPKing (the site owner) had to prioritize other things over keeping it updated.
I have a spreadsheet I've developed that I can use to run different allocations. The Mix has to be 100% for each month, but I can run them for you if you'd care to tell me what you'd like to see results for.
SURE!! My idea was to tweak the regular seasonal strategy with some I Fund introduced. Wanted to see what they looked like over the last 5 years.
JAN 100 F
FEB 100 I
MAR 100 C
APR 100 C
MAY 100 C
JUN 80 F 20 1
JUL 80 F 20 I
AUG 80 F 20 I
SEP 80 F 20 I
OCT 80 F 20 I
NOV 100 C
DEC 100 S
Thanks Aitrus!
Re: Where are the last 5 years?
I can't do 80/20 splits. I can only do 100% allocations. For Jun - Oct, what do you want me to use?
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Re: Where are the last 5 years?
I'm going to assume you want to use 100% F for Jun - Oct. Here's the result:
Dela444's Mix
Since 1988: CAGR 14.4%, PNR 96% (28 of 29)
Last 20 years: CAGR 13.56%, PNR 100%
Last 10 years: CAGR 11.95%, PNR 100%
Last 5 years: CAGR 11.66%, PNR 100%
2017 YTD: 1.8%
Best years: 1998 (35.14%), 1991 (34.82%), and 2009 (32.7%)
Worst years: 1994 (-2.86%), 2008 (0.91%), and 2002 (4.38%)
Beat C Fund 18 of 29 times (62%), for a better performance of 91.74% since 1988.
Best yearly gain over C Fund was 2008 (37.91% better): 0.91% vs -37%
Worst loss to C Fund was 2013 (-19.44% worse): 13.01% vs 32.45%
Beat S Fund 13 of 29 times (45%), for a better performance of 46.25% since 1988.
Best yearly gain over S Fund was 2008 (39.23% better): 0.91% vs -38.32%
Worst loss to S Fund was 2003 (-28.66% worse): 14.25% vs 42.91%
Analysis:
This one attempts to improve on the TSPCenter.com's basic default setting on the Seasonal Calculator page by using the I Fund in Feb instead of G. TSPCenter.com's results are as follows:
Since 1988: CAGR 14.19%, PNR 93% (27 of 29)
Last 20 years: CAGR 13.41%, PNR 95%
Last 10 years: CAGR 11.67%, PNR 90%
Last 5 years: CAGR 9.08%, PNR 80%
While Dela444's Mix performs better on PNR overall, the CAGRs are about the same. Dela444's does a littel better at Since 1988 and Last 5 years ranges, while TSPCenter does better at Last 20 years and Last 10 years.
Dela444's Mix
Since 1988: CAGR 14.4%, PNR 96% (28 of 29)
Last 20 years: CAGR 13.56%, PNR 100%
Last 10 years: CAGR 11.95%, PNR 100%
Last 5 years: CAGR 11.66%, PNR 100%
2017 YTD: 1.8%
Best years: 1998 (35.14%), 1991 (34.82%), and 2009 (32.7%)
Worst years: 1994 (-2.86%), 2008 (0.91%), and 2002 (4.38%)
Beat C Fund 18 of 29 times (62%), for a better performance of 91.74% since 1988.
Best yearly gain over C Fund was 2008 (37.91% better): 0.91% vs -37%
Worst loss to C Fund was 2013 (-19.44% worse): 13.01% vs 32.45%
Beat S Fund 13 of 29 times (45%), for a better performance of 46.25% since 1988.
Best yearly gain over S Fund was 2008 (39.23% better): 0.91% vs -38.32%
Worst loss to S Fund was 2003 (-28.66% worse): 14.25% vs 42.91%
Analysis:
This one attempts to improve on the TSPCenter.com's basic default setting on the Seasonal Calculator page by using the I Fund in Feb instead of G. TSPCenter.com's results are as follows:
Since 1988: CAGR 14.19%, PNR 93% (27 of 29)
Last 20 years: CAGR 13.41%, PNR 95%
Last 10 years: CAGR 11.67%, PNR 90%
Last 5 years: CAGR 9.08%, PNR 80%
While Dela444's Mix performs better on PNR overall, the CAGRs are about the same. Dela444's does a littel better at Since 1988 and Last 5 years ranges, while TSPCenter does better at Last 20 years and Last 10 years.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Re: Where are the last 5 years?
Check out Aitrus seasonal musings thread for all the seasonal info you could possibly want.
Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy.
As to the 80/20 split, I could understand why one might want such a strategy to spread risk. However, every seasonal strategy that I have ever seen is always 100% invested in one fund at a time. This is partly for ease of computation, but mostly because when playing the seasonal game we are trying to maximize returns. Due to the law of averages, you cannot maximize returns with a mixed allocation.
Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy.
As to the 80/20 split, I could understand why one might want such a strategy to spread risk. However, every seasonal strategy that I have ever seen is always 100% invested in one fund at a time. This is partly for ease of computation, but mostly because when playing the seasonal game we are trying to maximize returns. Due to the law of averages, you cannot maximize returns with a mixed allocation.
Owner/creator of TSPcalc.com - "Know your numbers"
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Re: Where are the last 5 years?
mjedlin66 wrote:Check out Aitrus seasonal musings thread for all the seasonal info you could possibly want.
That's for sure. Very good reading.
Re: Where are the last 5 years?
mjedlin66 wrote:Check out Aitrus seasonal musings thread for all the seasonal info you could possibly want.
Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy.
As to the 80/20 split, I could understand why one might want such a strategy to spread risk. However, every seasonal strategy that I have ever seen is always 100% invested in one fund at a time. This is partly for ease of computation, but mostly because when playing the seasonal game we are trying to maximize returns. Due to the law of averages, you cannot maximize returns with a mixed allocation.
Everyone bug MJ every day of every week.
Re: Where are the last 5 years?
Aitrus wrote:I'm going to assume you want to use 100% F for Jun - Oct. Here's the result:
Dela444's Mix
Since 1988: CAGR 14.4%, PNR 96% (28 of 29)
Last 20 years: CAGR 13.56%, PNR 100%
Last 10 years: CAGR 11.95%, PNR 100%
Last 5 years: CAGR 11.66%, PNR 100%
2017 YTD: 1.8%
Best years: 1998 (35.14%), 1991 (34.82%), and 2009 (32.7%)
Worst years: 1994 (-2.86%), 2008 (0.91%), and 2002 (4.38%)
Beat C Fund 18 of 29 times (62%), for a better performance of 91.74% since 1988.
Best yearly gain over C Fund was 2008 (37.91% better): 0.91% vs -37%
Worst loss to C Fund was 2013 (-19.44% worse): 13.01% vs 32.45%
Beat S Fund 13 of 29 times (45%), for a better performance of 46.25% since 1988.
Best yearly gain over S Fund was 2008 (39.23% better): 0.91% vs -38.32%
Worst loss to S Fund was 2003 (-28.66% worse): 14.25% vs 42.91%
Analysis:
This one attempts to improve on the TSPCenter.com's basic default setting on the Seasonal Calculator page by using the I Fund in Feb instead of G. TSPCenter.com's results are as follows:
Since 1988: CAGR 14.19%, PNR 93% (27 of 29)
Last 20 years: CAGR 13.41%, PNR 95%
Last 10 years: CAGR 11.67%, PNR 90%
Last 5 years: CAGR 9.08%, PNR 80%
While Dela444's Mix performs better on PNR overall, the CAGRs are about the same. Dela444's does a littel better at Since 1988 and Last 5 years ranges, while TSPCenter does better at Last 20 years and Last 10 years.
Thanks Aitrus!!!
Re: Where are the last 5 years?
"Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy."
How's that calculator coming?
How's that calculator coming?
Re: Where are the last 5 years?
I second that Midway!
Matt...how is that coming along?
mjedlin66 wrote:Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy.
Matt...how is that coming along?
Re: Where are the last 5 years?
evilanne wrote:I second that Midway!mjedlin66 wrote:Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy.
Matt...how is that coming along?
Since you asked me to, I worked on it tonight.
The big push with this project is to make it fully automated. The biggest shortcoming of my daily seasonal excel spreadsheet is that only the extremely difficult tasks are automated. There is still a lot of cut and pasting involved to get anything meaningful out of it.
So, with that in mind, I had already automated the process of importing new share price data into the database. I also already automated the calculation to find the "Daily change" as a multiplier, and tonight I automated the calculation of the "trading day" for every daily change.
For example, the raw data from tsp.gov looks like this:
Date G F C S I
2017-01-02 $1.00 $2.00 $3.00 $4.00 $5.00
2017-01-03 $1.01 $2.10 $2.70 $4.50 $4.50
And the automatically processed data looks like this:
Date G F C S I TradingDay
2017-01-03 1.010 1.050 0.900 1.125 0.900 2
This processed data makes the seasonal calculations possible. Say you start a month with $100. You want to spend the first 5 trading days in G fund, and then switch to F fund for the next 5. To find your balance at the end of 10 days, simply do this:
$100 * (G fund multiplier 1st trading day) * (G fund multiplier 2nd trading day) * (G fund multiplier 3rd trading day) * (G fund multiplier 4th trading day) * (G fund multiplier 5th trading day) * (F fund multiplier 6th trading day) * (F fund multiplier 7th trading day) * (F fund multiplier 8th trading day) * (F fund multiplier 9th trading day) * (F fund multiplier 10th trading day) = Ending Balance
This small amount of automated data processing may not seem like much, but I am only an amateur programmer. Getting data processing to work correctly makes things like a seasonal calculator possible.
The calculator input screen is already done. The next step is to script the input processing. The server needs to know what to do with all of the inputs the user is giving it. Then I have to write the IFT code, which basically does that example calculation above, only it does it for every day over a bunch of years.
Then, after the IFT code is written and the server is successfully taking calculator input and generating theoretical returns from it, I still have to format the results and display them to the user.
Bear with me. You got 2 hours out of me tonight. You need maybe another 20.
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Owner/creator of TSPcalc.com - "Know your numbers"
Re: Where are the last 5 years?
mjedlin66 wrote:evilanne wrote:I second that Midway!mjedlin66 wrote:Bug me at least once a week if you really want a new seasonal calculator. Mine is like 40% done but I got lazy.
Matt...how is that coming along?
Since you asked me to, I worked on it tonight.
The big push with this project is to make it fully automated. The biggest shortcoming of my daily seasonal excel spreadsheet is that only the extremely difficult tasks are automated. There is still a lot of cut and pasting involved to get anything meaningful out of it.
So, with that in mind, I had already automated the process of importing new share price data into the database. I also already automated the calculation to find the "Daily change" as a multiplier, and tonight I automated the calculation of the "trading day" for every daily change.
For example, the raw data from tsp.gov looks like this:
Date G F C S I
2017-01-02 $1.00 $2.00 $3.00 $4.00 $5.00
2017-01-03 $1.01 $2.10 $2.70 $4.50 $4.50
And the automatically processed data looks like this:
Date G F C S I TradingDay
2017-01-03 1.010 1.050 0.900 1.125 0.900 2
This processed data makes the seasonal calculations possible. Say you start a month with $100. You want to spend the first 5 trading days in G fund, and then switch to F fund for the next 5. To find your balance at the end of 10 days, simply do this:
$100 * (G fund multiplier 1st trading day) * (G fund multiplier 2nd trading day) * (G fund multiplier 3rd trading day) * (G fund multiplier 4th trading day) * (G fund multiplier 5th trading day) * (F fund multiplier 6th trading day) * (F fund multiplier 7th trading day) * (F fund multiplier 8th trading day) * (F fund multiplier 9th trading day) * (F fund multiplier 10th trading day) = Ending Balance
This small amount of automated data processing may not seem like much, but I am only an amateur programmer. Getting data processing to work correctly makes things like a seasonal calculator possible.
The calculator input screen is already done. The next step is to script the input processing. The server needs to know what to do with all of the inputs the user is giving it. Then I have to write the IFT code, which basically does that example calculation above, only it does it for every day over a bunch of years.
Then, after the IFT code is written and the server is successfully taking calculator input and generating theoretical returns from it, I still have to format the results and display them to the user.
Bear with me. You got 2 hours out of me tonight. You need maybe another 20.
I think Aitrus mentioned something about payment if you finish early??
Re: Where are the last 5 years?
Sure! MJ can have a free copy of my finished book if/when he gets the calculator completed.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Re: Where are the last 5 years?
Bear with me. You got 2 hours out of me tonight. You need maybe another 20.[/quote]
We gave you a 16 hour head start already!
We gave you a 16 hour head start already!
Fund Prices2024-04-16
Fund | Price | Day | YTD |
G | $18.19 | 0.01% | 1.24% |
F | $18.58 | -0.32% | -3.33% |
C | $79.08 | -0.21% | 6.34% |
S | $76.95 | -0.41% | -0.18% |
I | $40.73 | -0.98% | 1.37% |
L2065 | $15.67 | -0.50% | 3.66% |
L2060 | $15.67 | -0.50% | 3.67% |
L2055 | $15.68 | -0.50% | 3.67% |
L2050 | $31.50 | -0.44% | 2.93% |
L2045 | $14.38 | -0.41% | 2.81% |
L2040 | $52.59 | -0.38% | 2.72% |
L2035 | $13.91 | -0.35% | 2.60% |
L2030 | $46.37 | -0.32% | 2.50% |
L2025 | $12.95 | -0.18% | 1.90% |
Linc | $25.31 | -0.14% | 1.64% |