Seasonal Musings 2017
Moderator: Aitrus
Re: Seasonal Musings 2017
I was thinking the same thing.
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- Posts: 10
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Re: Seasonal Musings 2017
Ya'll got me thinking now.
Re: Seasonal Musings 2017
There is something to be said about a 100% guaranteed positive month.Chamorrita wrote:I might deviate and use G instead of F in June.
Those who 'abjure' violence can do so only because others are committing violence on their behalf.
Re: Seasonal Musings 2017
Low (no) risk, low reward.
Re: Seasonal Musings 2017
Do you guys change your contributions to the corresponding fund each month?
Also, why the C Fund in July? Based on the last 5 years, I guess?
Also, why the C Fund in July? Based on the last 5 years, I guess?
Re: Seasonal Musings 2017
What's everyone's opinion of the I-Fund? Between the UK elections and the overall condition of the Eurozone economies, seems to be a reasonable position to move to for Jun.
Daily Seasonal Since: August 23, 2017
Current Strategy: 16198 / 7.21σ
Current Strategy: 16198 / 7.21σ
Re: Seasonal Musings 2017
Roguejim wrote:Do you guys change your contributions to the corresponding fund each month?
Also, why the C Fund in July? Based on the last 5 years, I guess?
Yes, I always advise that someone following a seasonal strategy match their contributions to their IFT. So for June, 100% of both existing funds and future contributions go into F.
The C Fund in July isn't based on the last 5 years alone. See this post for the whole story: http://tspcenter.com/forums/viewtopic.php?p=57183#p57183
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Re: Seasonal Musings 2017
ksmoly04 wrote:What's everyone's opinion of the I-Fund? Between the UK elections and the overall condition of the Eurozone economies, seems to be a reasonable position to move to for Jun.
The I Fund historically performs badly in June. It's not a 100% guarantee, but the odds aren't good that it will finish the month in the positive.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Re: Seasonal Musings 2017
hkw bout that c fund
Re: Seasonal Musings 2017
ksmoly04 wrote:What's everyone's opinion of the I-Fund? Between the UK elections and the overall condition of the Eurozone economies, seems to be a reasonable position to move to for Jun.
I see The Fed Trader just bailed on the S Fund, and is now 50%-C, 50%-I.
http://www.thefedtrader.com
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Re: Seasonal Musings 2017
raahide wrote:hkw bout that c fund
Yea it looks like this June may buck the historical trend on the C fund.
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- Joined: Fri Mar 10, 2017 6:00 pm
Re: Seasonal Musings 2017
It's still early in the month.
Re: Seasonal Musings 2017
Seasonal Strategy Results for May 2017
Note: A "good" month for the F Fund is CAGR 0.5% or better, and PNR 70% or better. A "good" month for C, S and I Funds is CAGR 1% or better, and PNR 70% or better. See 2nd post in the thread for description of CAGR. PNR is the ratio of Positive Months to Negative Months.
General Funds
G Fund: 0.19%, 0.97% Year to Date (YTD), PNR remains 100%
May Since 1988 CAGR = 0.43%
May 20 year CAGR = 0.32%
May 10 year CAGR = 0.21%
May 5 year CAGR = 0.17%
May is normally one of the best months for the G Fund. So far 2017 is pretty much on pace to match 2014’s return of 2.31%. 2016’s return was 0.15%
F Fund: 0.81%, 2.57% YTD
May Since 1988 CAGR = 0.6%, PNR 63%
May 20 year CAGR = 0.31%, PNR 60%
May 10 year CAGR = 0.31%, PNR 70%
May 5 year CAGR = 0.01%, PNR 60%
This month’s return of 0.81% was identical to April’s return. For both months this is an above average return for the F Fund. 2016’s return was 0.08%.
C Fund: 1.41%, 8.68% YTD
May Since 1988 CAGR = 1.33%, PNR 73%
May 20 year CAGR = 0.2%, PNR 60%
May 10 year CAGR = 0.02%, PNR 70%
May 5 year CAGR = 1.84%, PNR 100%
May is historically a good PNR month for the C Fund, however, the S&P 500 sometimes sees an early slowdown due to an early start of the lackluster summer months. This month saw instead a very quick mid-month one day drop of -1.82% followed by a 7-day run of positive returns that recovered everything lost and then some. Even though some more minor down days followed, by the end of the month the end result was a positive gain that was about average historically. 2016’s return was 1.8%.
Thus far in the year the C Fund has had nothing but positive months, a trend which started in Nov 16. Other years that have done this were:
1991: 19.77% by the end of May, 30.76% for the year, run ended in Jun (-4.49%)
1995: 17.4% by the end of May, 37.39% for the year, run ended in Oct (-0.36% - the only negative month that year)
1996: 9.65% by the end of May, 22.85% for the year, run ended in Jul (-4.39%)
2013: 15.38% by the end of May, 32.45% for the year, run ended in Jun (-1.34%)
What this tells me is that, historically speaking, there’s a very good chance the C Fund isn’t on a bubble and will finish the year well into the green.
S Fund: -0.77%, 4.97% YTD
May Since 1988 CAGR = 1.12%, PNR 63%
May 20 year CAGR = 0.07%, PNR 55%
May 10 year CAGR = -0.06%, PNR 60%
May 5 year CAGR = 1.42%, PNR 80%
May isn’t a stellar month for the S Fund. Like the S&P 500, there was a big mid-month one day drop in the $DWCPF. The drop was deeper at -2.24%, and the recovery that followed just didn’t go high enough to outlast the rest of the month’s remaining negative trading days. 2016’s return was 1.81%.
I Fund: 3.76%, 14.3% YTD
May Since 1988 CAGR = -0.18%, PNR 47%
May 20 year CAGR = -0.91%, PNR 45%
May 10 year CAGR = -1.11%, PNR 50%
May 5 year CAGR = 0.42%, PNR 60%
May is one of the worst months of the year for the I Fund, certainly in the bottom 3 or 4. This year’s stellar run that the I Fund has been experiencing up to this point, however, continued this month. The I Fund’s tracked index, EFA, did have the same mid-month one day drop as the rest of the market, to the tune of -1.13%, but it was recovered within a couple of days. Combine that with the fact that the index was up by 3.43% at the point in the month when the drop occurred, and you can see how the month more or less played out. 2016’s return was 0.27%
2017’s string of unbroken I Fund returns since January has been seen before only twice:
1991: 23.06% by the end of May, 24.6% for the year, run was broken in Jun (-7.48%)
2007: 10.06% by the end of May, 11.44% for the year, run was broken in Jul (-2.39%)
The I Fund’s unbroken run began in Dec 16. I anticipate that the rest of the year will be hit and miss for the I Fund, as normal, and will finish off the year in the vicinity of where it is now.
Currently Tracked Seasonal Strategies
TSPCenter.com's Default Setting: C Fund in May (1.41%), 3.00% YTD
Jahbulon's Basic Mix: C Fund in May (1.41%), 5.33% YTD (This is the one I follow with my personal TSP account)
gclapper’s M3 Mix: C Fund in May (1.41%), 6.99% YTD
tjm100’s Mix: C Fund in May (1.41%), 8.36% YTD
Boltman's Mix: S Fund in May (-0.77%), 1.24% YTD
Sell in May and Go Away: G Fund in May (0.19%), 7.37% YTD
G all year, S in Dec Mix: G Fund in May (0.19%), 0.97% YTD
Everybody in C had a healthy gain, while those in the G Fund ticked away as normal. Boltman’s Mix took a little hit, and has quite a bit of work ahead of it in order to finish off the year in respectable territory. tmj100’s Mix still leads the pack.
Note: A "good" month for the F Fund is CAGR 0.5% or better, and PNR 70% or better. A "good" month for C, S and I Funds is CAGR 1% or better, and PNR 70% or better. See 2nd post in the thread for description of CAGR. PNR is the ratio of Positive Months to Negative Months.
General Funds
G Fund: 0.19%, 0.97% Year to Date (YTD), PNR remains 100%
May Since 1988 CAGR = 0.43%
May 20 year CAGR = 0.32%
May 10 year CAGR = 0.21%
May 5 year CAGR = 0.17%
May is normally one of the best months for the G Fund. So far 2017 is pretty much on pace to match 2014’s return of 2.31%. 2016’s return was 0.15%
F Fund: 0.81%, 2.57% YTD
May Since 1988 CAGR = 0.6%, PNR 63%
May 20 year CAGR = 0.31%, PNR 60%
May 10 year CAGR = 0.31%, PNR 70%
May 5 year CAGR = 0.01%, PNR 60%
This month’s return of 0.81% was identical to April’s return. For both months this is an above average return for the F Fund. 2016’s return was 0.08%.
C Fund: 1.41%, 8.68% YTD
May Since 1988 CAGR = 1.33%, PNR 73%
May 20 year CAGR = 0.2%, PNR 60%
May 10 year CAGR = 0.02%, PNR 70%
May 5 year CAGR = 1.84%, PNR 100%
May is historically a good PNR month for the C Fund, however, the S&P 500 sometimes sees an early slowdown due to an early start of the lackluster summer months. This month saw instead a very quick mid-month one day drop of -1.82% followed by a 7-day run of positive returns that recovered everything lost and then some. Even though some more minor down days followed, by the end of the month the end result was a positive gain that was about average historically. 2016’s return was 1.8%.
Thus far in the year the C Fund has had nothing but positive months, a trend which started in Nov 16. Other years that have done this were:
1991: 19.77% by the end of May, 30.76% for the year, run ended in Jun (-4.49%)
1995: 17.4% by the end of May, 37.39% for the year, run ended in Oct (-0.36% - the only negative month that year)
1996: 9.65% by the end of May, 22.85% for the year, run ended in Jul (-4.39%)
2013: 15.38% by the end of May, 32.45% for the year, run ended in Jun (-1.34%)
What this tells me is that, historically speaking, there’s a very good chance the C Fund isn’t on a bubble and will finish the year well into the green.
S Fund: -0.77%, 4.97% YTD
May Since 1988 CAGR = 1.12%, PNR 63%
May 20 year CAGR = 0.07%, PNR 55%
May 10 year CAGR = -0.06%, PNR 60%
May 5 year CAGR = 1.42%, PNR 80%
May isn’t a stellar month for the S Fund. Like the S&P 500, there was a big mid-month one day drop in the $DWCPF. The drop was deeper at -2.24%, and the recovery that followed just didn’t go high enough to outlast the rest of the month’s remaining negative trading days. 2016’s return was 1.81%.
I Fund: 3.76%, 14.3% YTD
May Since 1988 CAGR = -0.18%, PNR 47%
May 20 year CAGR = -0.91%, PNR 45%
May 10 year CAGR = -1.11%, PNR 50%
May 5 year CAGR = 0.42%, PNR 60%
May is one of the worst months of the year for the I Fund, certainly in the bottom 3 or 4. This year’s stellar run that the I Fund has been experiencing up to this point, however, continued this month. The I Fund’s tracked index, EFA, did have the same mid-month one day drop as the rest of the market, to the tune of -1.13%, but it was recovered within a couple of days. Combine that with the fact that the index was up by 3.43% at the point in the month when the drop occurred, and you can see how the month more or less played out. 2016’s return was 0.27%
2017’s string of unbroken I Fund returns since January has been seen before only twice:
1991: 23.06% by the end of May, 24.6% for the year, run was broken in Jun (-7.48%)
2007: 10.06% by the end of May, 11.44% for the year, run was broken in Jul (-2.39%)
The I Fund’s unbroken run began in Dec 16. I anticipate that the rest of the year will be hit and miss for the I Fund, as normal, and will finish off the year in the vicinity of where it is now.
Currently Tracked Seasonal Strategies
TSPCenter.com's Default Setting: C Fund in May (1.41%), 3.00% YTD
Jahbulon's Basic Mix: C Fund in May (1.41%), 5.33% YTD (This is the one I follow with my personal TSP account)
gclapper’s M3 Mix: C Fund in May (1.41%), 6.99% YTD
tjm100’s Mix: C Fund in May (1.41%), 8.36% YTD
Boltman's Mix: S Fund in May (-0.77%), 1.24% YTD
Sell in May and Go Away: G Fund in May (0.19%), 7.37% YTD
G all year, S in Dec Mix: G Fund in May (0.19%), 0.97% YTD
Everybody in C had a healthy gain, while those in the G Fund ticked away as normal. Boltman’s Mix took a little hit, and has quite a bit of work ahead of it in order to finish off the year in respectable territory. tmj100’s Mix still leads the pack.
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus
Re: Seasonal Musings 2017
As always great stuff brother.
Those who 'abjure' violence can do so only because others are committing violence on their behalf.
Re: Seasonal Musings 2017
Yes it is. Thanks.
Fund Prices2024-03-28
Fund | Price | Day | YTD |
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% |