TSPCalc Seasonal Builder
Moderator: Aitrus
Re: TSPCalc Seasonal Builder
The "Builder" can only include full years. The "Calc" can include 2018, and will automatically include 2018 starting in Sep or Oct I believe.
Re: TSPCalc Seasonal Builder
Nope, all of 2018 is shown including today's gain/loss.
Thanks.
Thanks.
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- Joined: Fri Mar 11, 2016 12:28 pm
Re: TSPCalc Seasonal Builder
Does the seasonal calendar change during the current year? In other words is it a live product meaning that my trading days later in the year can move +/- a couple days.
Re: TSPCalc Seasonal Builder
No. Each strategy has set days that it trades funds. Those days stay the same no matter how the strategy is performing.LOCKER MAN wrote:Does the seasonal calendar change during the current year? In other words is it a live product meaning that my trading days later in the year can move +/- a couple days.
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Re: TSPCalc Seasonal Builder
Thanks. I was unsure about the trading days moving based on the market. As long as they are static that would be good as I took a screnshot o the caendar for my personal use.
Re: TSPCalc Seasonal Builder
Check this out: 45555
I created this strategy using only the G & S funds set for highest mean and optimized for the five most recent years (2013 - 2017). If you look before then you will see it is a mess but in the most recent five years it has averaged a mean of 38.64 and as of today (08-17-18), the year to date mean is 21.59.
I created this strategy using only the G & S funds set for highest mean and optimized for the five most recent years (2013 - 2017). If you look before then you will see it is a mess but in the most recent five years it has averaged a mean of 38.64 and as of today (08-17-18), the year to date mean is 21.59.
Re: TSPCalc Seasonal Builder
Based on that, check out Case 17:Rothwell wrote:Check this out: 45555
I created this strategy using only the G & S funds set for highest mean and optimized for the five most recent years (2013 - 2017). If you look before then you will see it is a mess but in the most recent five years it has averaged a mean of 38.64 and as of today (08-17-18), the year to date mean is 21.59.
https://tspcalc.com/seasonalblindtests.php
Owner/creator of TSPcalc.com - "Know your numbers"
Re: TSPCalc Seasonal Builder
Well that's not supposed to be possible. But I hear the guy who runs that site is a nincompoop.
Owner/creator of TSPcalc.com - "Know your numbers"
Re: TSPCalc Seasonal Builder
I've noticed there are quite a few duplicates. I think at least some of them stem from that bug I reported to you, Matt. Here is one example. If you open my current Strategy: 31877 it opens just fine. But then click TradewithKup as a bench mark and hit submit. It changes to 46984. Its exactly the same as 31877. I am pretty sure it is the one that I created when I tried to manually fix that bug.
Re: TSPCalc Seasonal Builder
Yes. There have been several changes in the back end that affected how the database identifies a strategy as unique. There will be another change with the next big site update.
It will all be cleaned up someday. Usually when I remove duplicates, I maintain an automatic forward. So if you look specifically for 31877, it would automatically forward you to 46984.
It will all be cleaned up someday. Usually when I remove duplicates, I maintain an automatic forward. So if you look specifically for 31877, it would automatically forward you to 46984.
Owner/creator of TSPcalc.com - "Know your numbers"
Re: TSPCalc Seasonal Builder
On that note, # 19323 and 45339 are identical. They might have duplicated because there's a glitch in how 19323 displays.
When the strategy is pulled up, the March allocations are kinda wonky. It shows a move to the S Fund on the 8th day, and the second move is to the C Fund on the 2nd day. When you look at the calendars below, it shows the C Fund move is actually on the last day, which is what the strategy should really be.
When the strategy is pulled up, the March allocations are kinda wonky. It shows a move to the S Fund on the 8th day, and the second move is to the C Fund on the 2nd day. When you look at the calendars below, it shows the C Fund move is actually on the last day, which is what the strategy should really be.
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: TSPCalc Seasonal Builder
I noticed that the strategies I was coming up with that are built on the complete set of years are not performing well this year. When I created 45555, it was after a series of test building strategies with different set of year ranges.
It seems to me, that the strategies built only including the five most recent years (2013 - 2017) of data are actually performing well this year. For example, 45172, year range 2013 - 2017, all funds, optimized for mean has done 18.03 YTD.
Or 45553, with G + C + S, 2013 - 2017 optimized for mean has done 16.18 YTD.
There is something with that year range, maybe a shift in the market?
It seems to me, that the strategies built only including the five most recent years (2013 - 2017) of data are actually performing well this year. For example, 45172, year range 2013 - 2017, all funds, optimized for mean has done 18.03 YTD.
Or 45553, with G + C + S, 2013 - 2017 optimized for mean has done 16.18 YTD.
There is something with that year range, maybe a shift in the market?
Re: TSPCalc Seasonal Builder
That's the bug I was talking about in my previous post that I PM'd Matt about. Any strategy that had a last day trade was converting it to a 2nd day trade. It messed up a lot of stratagies. Including mine. And #7980. Those got fixed so I thought they all had been. But maybe not. Hopefully his upcoming back-end update will fix the rest.Aitrus wrote:On that note, # 19323 and 45339 are identical. They might have duplicated because there's a glitch in how 19323 displays.
When the strategy is pulled up, the March allocations are kinda wonky. It shows a move to the S Fund on the 8th day, and the second move is to the C Fund on the 2nd day. When you look at the calendars below, it shows the C Fund move is actually on the last day, which is what the strategy should really be.
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OnlineScarfinger
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- Joined: Mon Jan 30, 2012 12:00 am
Re: TSPCalc Seasonal Builder
Putting in Interfund transfer to "S" following daily strategy 19486
Waiting for site to update. Already made the change in my real account.
Waiting for site to update. Already made the change in my real account.
I am just an average Joe. I have no clue to what the market will do.
Paul Merriman 2 fund strat: (age - 25) x2.5 = TDF + balance into S fund or variation ofTimboSlice wrote: "People really need to stop overthinking this."
Fund Prices2024-04-17
Fund | Price | Day | YTD |
G | $18.19 | 0.01% | 1.25% |
F | $18.68 | 0.50% | -2.85% |
C | $78.62 | -0.58% | 5.72% |
S | $76.27 | -0.89% | -1.07% |
I | $40.66 | -0.17% | 1.19% |
L2065 | $15.60 | -0.47% | 3.17% |
L2060 | $15.60 | -0.47% | 3.18% |
L2055 | $15.60 | -0.47% | 3.18% |
L2050 | $31.39 | -0.35% | 2.57% |
L2045 | $14.34 | -0.33% | 2.47% |
L2040 | $52.43 | -0.31% | 2.41% |
L2035 | $13.87 | -0.28% | 2.31% |
L2030 | $46.25 | -0.25% | 2.24% |
L2025 | $12.93 | -0.12% | 1.78% |
Linc | $25.29 | -0.09% | 1.55% |