Question for 10716 followers

[fordest]

I'm surprised nobody has mentioned yet that we have a new leader. So. Will you leader followers change your strategy? In reality leader followers should have been following 11006 since 10716 was only leading because of this year. And the part of the year that's over won't affect the part hats left. But obviously that's not the case. So. What's next? Stay with 10716 or switch?

[Jokerswild]

It's awesome the returns on past performance, but even with those CAGRs, I still prefer one with low Std Dev like #7980. The return leader has over a 25% std dev which doesn't build much confidence it'll return the same kind of results over time. With outlier years such as 2009 effecting the average, I personally prefer a 35% annual return rate that he's back tested over and over to produce stable results

[onerepmax]

I'm on 10716 now, and I'm not jumping off to the new "leader"

I do think I will be moving to 12523 around the first of the year. Both strategies finish the year in the I fund.

Over 35% mean, under 15% SD, 6386% total, 58% CSI time.

http://tspcalc.com/seasonal.php?ID=1252 ... sortby=avg

[Sad Al]

Can someone explain how you find a strategy on TSPCalc.com that is not in the top 100 or bottom 100 of the standard deviation, the mean, or the mode? For example, I want the highest average returns (mean) that falls within a lower standard deviation (let's say, margin of error). So if I sort by Mean or SD, I get the Top100 results, or I can view the bottom 100. Some of you must have figured it out!

[mjedlin66]

You have to type numbers into the white boxes for each column, immediately below the heading.

[fordest]

Can someone explain how you find a strategy on TSPCalc.com that is not in the top 100 or bottom 100 of the standard deviation, the mean, or the mode? For example, I want the highest average returns (mean) that falls within a lower standard deviation (let's say, margin of error). So if I sort by Mean or SD, I get the Top100 results, or I can view the bottom 100. Some of you must have figured it out!

You can't exactly use a range of SD. What you need to decide is what your highest tolerance for SD is... or your lowest for Mean... or the max % you want to be in stocks... or some combination of those and the other available options. Then sort them after that. Playing around with it will show you hundreds and hundreds of possibilities. You can also develop new strategies. They will be added to the database as you do. Somebody recently added the new leader shortly after I created my strategy to fit my own wants. If you want to develop one, start with something close to what you want and then alter it toward the direction you are looking and see how it changes.

It's a wonderful tool and very fun to play with.

[onerepmax]

Can someone explain how you find a strategy on TSPCalc.com that is not in the top 100 or bottom 100 of the standard deviation, the mean, or the mode? For example, I want the highest average returns (mean) that falls within a lower standard deviation (let's say, margin of error). So if I sort by Mean or SD, I get the Top100 results, or I can view the bottom 100. Some of you must have figured it out!

Click on this link from my post above. I used 35% minimum mean and 15% max SD.

http://tspcalc.com/seasonal.php?ID=1252 ... sortby=avg

You'll see how to change the parameters.

[evilanne]

Sad Al see viewtopic.php?f=14&t=14917&p=62812#p62808 The key is the Filters. I posted screenshot that may make more sense. You can filter by any of the filters you select--anything on the row "Filters>>"

[TopComm]

When looking at it from standard deviation, 3 standard deviations should encompass 99.6% of the returns. I'd recommend looking for a strategy that still returns a positive percentage while 3 standard deviations down.

15240, 30.68 average return, 7.68 Std Dev - minimum return of 17.49% from 2004 to present. That would equate to a return no lower than 7.64% with 1 return lower than that every 500 years.

14701, 32.09 average return, 8.72 Std Dev - minimum return of 18.09% from 2004 to present. That would equate to a return no lower than 5.93% with 1 return lower than that every 500 years.

14707, 31.74 average return, 8.88 Std Dev - minimum return of 18.39 from 2004 - present
That would equate to a return no lower than 5.1% with 1 return lower than that every 500 years.

---
From a highest minimum return perspective, 14661, 34.86 average return with a minimum return of 19.68 from 2004 to present; but it has a higher standard deviation that could expect a return between 8.75% and -4.29% once every 50 years.

[Octjan2]

When looking at it from standard deviation, 3 standard deviations should encompass 99.6% of the returns. I'd recommend looking for a strategy that still returns a positive percentage while 3 standard deviations down.

15240, 30.68 average return, 7.68 Std Dev - minimum return of 17.49% from 2004 to present. That would equate to a return no lower than 7.64% with 1 return lower than that every 500 years.

14701, 32.09 average return, 8.72 Std Dev - minimum return of 18.09% from 2004 to present. That would equate to a return no lower than 5.93% with 1 return lower than that every 500 years.

14707, 31.74 average return, 8.88 Std Dev - minimum return of 18.39 from 2004 - present
That would equate to a return no lower than 5.1% with 1 return lower than that every 500 years.

---
From a highest minimum return perspective, 14661, 34.86 average return with a minimum return of 19.68 from 2004 to present; but it has a higher standard deviation that could expect a return between 8.75% and -4.29% once every 50 years.

So what strategy are you following????

[Midway]

and 10716 is back in the lead.

[RCTactical]

When looking at it from standard deviation, 3 standard deviations should encompass 99.6% of the returns. I'd recommend looking for a strategy that still returns a positive percentage while 3 standard deviations down.

15240, 30.68 average return, 7.68 Std Dev - minimum return of 17.49% from 2004 to present. That would equate to a return no lower than 7.64% with 1 return lower than that every 500 years.

14701, 32.09 average return, 8.72 Std Dev - minimum return of 18.09% from 2004 to present. That would equate to a return no lower than 5.93% with 1 return lower than that every 500 years.

14707, 31.74 average return, 8.88 Std Dev - minimum return of 18.39 from 2004 - present
That would equate to a return no lower than 5.1% with 1 return lower than that every 500 years.

---
From a highest minimum return perspective, 14661, 34.86 average return with a minimum return of 19.68 from 2004 to present; but it has a higher standard deviation that could expect a return between 8.75% and -4.29% once every 50 years.

So is it safe to say that from a stability standpoint, 14707 is very safe and will still likely yield very good returns. Comparing to the popular 7980, it's YTD performance isn't much different. Hmmm.... other thoughts?