"Best" Daily Strategy

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onerepmax
Posts: 138
Joined: Tue Aug 08, 2017 9:29 am

Re: "Best" Daily Strategy

Post by onerepmax »

Jones44 wrote:
nrialto wrote:Although it seems most of the strategies (with a few exceptions) are the same in December, I've been poring over the data trying to decide which one to choose for 2018. I'm also thinking of mostly staying away from strategy's that utilize F.

Has anyone found a low deviation, high-return strategy they like?
Agreed. I'm cutting out all trades to F. Interested in seeing what y'all have.
http://tspcalc.com/seasonal.php?ID=1761 ... 300&Fmax=0

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12squared
Posts: 675
Joined: Thu Dec 31, 2015 7:28 am

Re: "Best" Daily Strategy

Post by 12squared »

nrialto wrote:Although it seems most of the strategies (with a few exceptions) are the same in December, I've been poring over the data trying to decide which one to choose for 2018. I'm also thinking of mostly staying away from strategy's that utilize F.

Has anyone found a low deviation, high-return strategy they like?
All of the following have σ>11 for a 0% return (Sigma0) and σ>3.5 for a 20% rate of return (Sigma20):
18390
17620
17820
18450
18934
17619
17866
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

Travis1984
Posts: 102
Joined: Wed Jun 03, 2015 1:24 pm

Re: "Best" Daily Strategy

Post by Travis1984 »

16560 is 16517 substituting G for all F moves. Still pondering that moving forward. Likely going to switch to it.
"Fear of loss is the path to the Dark Side."

Yoda

Qball
Posts: 11
Joined: Tue Apr 04, 2017 11:00 pm

Re: "Best" Daily Strategy

Post by Qball »

Travis1984 wrote:16560 is 16517 substituting G for all F moves. Still pondering that moving forward. Likely going to switch to it.
Both of these have similar std dev. But 16517 has nearly a 2% higher mean and is beating 16560 by almost one and a half percent in 2017.

Travis1984
Posts: 102
Joined: Wed Jun 03, 2015 1:24 pm

Re: "Best" Daily Strategy

Post by Travis1984 »

Qball wrote:
Travis1984 wrote:16560 is 16517 substituting G for all F moves. Still pondering that moving forward. Likely going to switch to it.
Both of these have similar std dev. But 16517 has nearly a 2% higher mean and is beating 16560 by almost one and a half percent in 2017.
I’m aware. It’s about reducing some risk going forward in a market that may not be as bond friendly.
"Fear of loss is the path to the Dark Side."

Yoda

nrialto
Posts: 332
Joined: Wed Sep 02, 2015 7:23 pm

Re: "Best" Daily Strategy

Post by nrialto »

Thank you, 12squared. I appreciate the data and have compared them against each other; all good candidates.

Should I give you positive rep. points for the good information, or negative one's since that seems to be the trend?

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12squared
Posts: 675
Joined: Thu Dec 31, 2015 7:28 am

Re: "Best" Daily Strategy

Post by 12squared »

nrialto wrote:Thank you, 12squared. I appreciate the data and have compared them against each other; all good candidates.

Should I give you positive rep. points for the good information, or negative one's since that seems to be the trend?
Appreciate the kudos. Appears that the Mods have un-tarnished my reputation.

12²
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

mmmmmbeer
Posts: 917
Joined: Wed May 11, 2016 11:00 am

Re: "Best" Daily Strategy

Post by mmmmmbeer »

So... messing around with the TSP Calc tonight... trying variants of my current #16198 I found one I really like. It's slightly higher in a Std Dev, but lower in Time in Stocks. BUUUTTT... close to 2 full points higher than the 16198.

The #19046

http://tspcalc.com/seasonal.php?ID=1904 ... sortby=avg

Mean: 32.19

Std Dev: 5.48

CAGR: 32.08

Time in fund (%):

G F C S I

22 24 16 33 6

Time In Stocks (C,S,I): 54.80

See what you think compared to the one you're using now. I've compared it to the one I was going to go to the #17517, but I've found this one to be superior IMHO.

I may go to it here at the beginning of the year unless I find something better.
Those who 'abjure' violence can do so only because others are committing violence on their behalf.

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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%

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