Seasonal Musings 2017

General TSP Discussion.

Moderator: Aitrus

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repinda808
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Re: Seasonal Musings 2017

Post by repinda808 »

rejohnny,

It's all about your preference. I think Aitrus mentioned being in the fund at the end of the month, or last trading day, if that falls on the weekend. But I've also seen people make cases for 1st of the month as well. My preference is the end of the previous month.

Welcome to the site and best of luck!
2020 Seasonal Strategy 86299

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

Repinda has it right. The stats I present assume that you make your trade effective at COB on the last trading day of the month, regardless of whether it's mid-week or not. Not everybody follows that program, however. Some people move a day or two earlier or later, depending on how they believe the market will perform over those days.

As for me, I move at the end of the month. It's simpler that way because I don't have to rely on my less-than-stellar understanding of technical indicators.
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

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cswift01
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Re: Seasonal Musings 2017

Post by cswift01 »

There is a thing called "Blue Monday" and "Happy Friday." Both mean something for the stock market, but as everything in life, are not always the case.

Enjoy,

Me

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redjohnny
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Re: Seasonal Musings 2017

Post by redjohnny »

Thanks for the reply. I look forward to learning so much more. I think I am going to start tonight on the seasonal plan then go from there.

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galveston1
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Re: Seasonal Musings 2017

Post by galveston1 »

Once again thanks for putting all this together Aitrus. I have been using the F-C-S-I-C-F-C-F-F-C-S-I formula this year and it's got me over 7% as of yesterday! I never used a seasonal method in the past so I'm still learning as I go. I must admit that there have been urges to make moves based on emotions, but having a plan makes it much easier to stay on track. Thanks and good luck to everyone.
In investing, what is comfortable is rarely profitable

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

Glad it's working for you galveston. It looks like you're using tmj100's mix, but using I in December instead of S, is that right?
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

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galveston1
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Re: Seasonal Musings 2017

Post by galveston1 »

That's right.
In investing, what is comfortable is rarely profitable

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

For May 2017
Last chance to move: Friday, 28 Apr before noon EST

For this coming May, the individual funds have performed on average as follows:

G Fund
Since 1988: 0.44%
Last 20 years: 0.34%
Last 10 years: 0.22%
Last 5 years: 0.16%

May is historically one of the better months for the G Fund. The 2016 return was 0.15%

F Fund – A “good” month is a CAGR of 0.5% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.59%, PNR 62%
Last 20 years: CAGR 0.32%, PNR 60%
Last 10 years: CAGR 0.16%, PNR 60%
Last 5 years: CAGR 0.03%, PNR 60%

May is ok for the F Fund. Not great, but not prohibitively bad either.

The best years were 1995 (3.84%), 1990 (2.8%) and 1989 (2.42%). The worst years were 2013 (-1.78%), 1999 (-0.89%) and 2008 (-0.7%).

C Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 1.33%, PNR 72%
Last 20 years: CAGR 0.43%, PNR 60%
Last 10 years: CAGR 0.22%, PNR 70%
Last 5 years: CAGR 0.31%, PNR 80%

May is the last month of the spring earning season for the C Fund. It normally has decent returns.

The best years were in 1990 (9.44%), 1997 (6.07%) and 2009 (5.6%). The worst years were 2010 (-7.99%), 2012 (-5.99%) and 2006 (-2.87%).

S Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 1.18%, PNR 66%
Last 20 years: CAGR 0.58%, PNR 60%
Last 10 years: CAGR 0.45%, PNR 70%
Last 5 years: CAGR 0.13%, PNR 80%

The S Fund also starts wrapping up the spring earnings season. Similar performance to the S Fund, with long-term PNR a 20-year / 10-year CAGR a little higher.

The best years were 1997 (9.95%), 2003 (9.42%) and 1990 (7.43%). The worst years were 2010 (-7.51%), 2000 (-7.38%) and 2012 (-6.91%).

I Fund
- A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR -0.31%, PNR 45%
Last 20 years: CAGR -0.79%, PNR 45%
Last 10 years: CAGR -1.23%, PNR 50%
Last 5 years: CAGR -2.71%, PNR 20%

May is a bad month for the I Fund. Nothing much else to say about it.

The best years were 2009 (13.41%), 1990 (11.28%), and 1992 (6.52%). The worst years were 2012 (-11.4%), 2010 (-11.2%), and 1989 (-5.54%).

Note: For CAGR explanation, see 2nd post in the thread. PNR is the ratio of Positive Months vs Negative Months. A Fund that was positive in March for 4 out of 10 years would have a PNR of 40%.

Individual Seasonal Mix Allocations
Here is where the various seasonal mix allocations are going to for May 2017.

TSPCenter.com’s Seasonal Mix: Remain in the C Fund.
Jahbulon’s Basic Seasonal Mix: Remain in the C Fund. (This is the formula I follow with my money, the best mix that doesn’t use the I Fund.)
gclapper’s M3 Mix: Move to the C Fund
tmj100’s Mix: Move to the C Fund.
Boltman’s Mix: Remain in the S Fund.
Sell in May and Go Away: Move to the the G Fund.
G All Year, S In Dec: Remain in the G Fund.
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

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Asiana
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Re: Seasonal Musings 2017

Post by Asiana »

Aitrus wrote:For May 2017
Last chance to move: Friday, 28 Feb before noon EST



Aitrus, Just a little typo above. I know you meant 28 April. Thanks again for all the great work! :roll:

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

Thanks for the catch, Asiana. I've updated the post.
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

mmmmmbeer
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Re: Seasonal Musings 2017

Post by mmmmmbeer »

Damn... just paid attention to tmj100's mix... holy smokes... I may have to jump from Jahbulons man.. 4% higher average over 7-10 years I got left is no joke
Those who 'abjure' violence can do so only because others are committing violence on their behalf.

Timber82
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Joined: Mon Feb 27, 2017 2:39 pm

Re: Seasonal Musings 2017

Post by Timber82 »

I just read about these technical indicators that some have added to mixes. Particularly the Jabhulons mix, what technical indicators are they and what fund is the technical indicator on. I currently follow your strategy which is Jabhulon however my CA goes to G with the expectation of a 5% pullback on any fund I would start investing it and my CA's would go to it as well while keeping my IFT true to the seasonal mix and going until it is positive again.

I am also considering just messing with the current specified fund for that month and if the pullback hits 5% then my Gfund money goes shopping).

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Aitrus
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Re: Seasonal Musings 2017

Post by Aitrus »

The only Mixes that incorporated any technical indicators were Jahbulon's SMA Mix and Skiehawk's EMA Mix. The SMA Mix uses a 200-day SMA, and the EMA uses a 200-day EMA. These are used as indicators of when to get out of the Fund, or whether it's safe to get back into the Fund during the coming month. The indicator is used for all Funds, depending on which one is the assigned Fund for the upcoming month.

Neither Mix is a stellar performer, in large part due to their use of those indicators.
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

Timber82
Posts: 166
Joined: Mon Feb 27, 2017 2:39 pm

Re: Seasonal Musings 2017

Post by Timber82 »

Oh so it underperformed their normal mix?

pak3chris
Posts: 4
Joined: Fri Apr 07, 2017 1:21 am

Re: Seasonal Musings 2017

Post by pak3chris »

Aitrus wrote:For May 2017
Last chance to move: Friday, 28 Apr before noon EST

For this coming May, the individual funds have performed on average as follows:

G Fund
Since 1988: 0.44%
Last 20 years: 0.34%
Last 10 years: 0.22%
Last 5 years: 0.16%

May is historically one of the better months for the G Fund. The 2016 return was 0.15%

F Fund – A “good” month is a CAGR of 0.5% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.59%, PNR 62%
Last 20 years: CAGR 0.32%, PNR 60%
Last 10 years: CAGR 0.16%, PNR 60%
Last 5 years: CAGR 0.03%, PNR 60%

May is ok for the F Fund. Not great, but not prohibitively bad either.

The best years were 1995 (3.84%), 1990 (2.8%) and 1989 (2.42%). The worst years were 2013 (-1.78%), 1999 (-0.89%) and 2008 (-0.7%).

C Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 1.33%, PNR 72%
Last 20 years: CAGR 0.43%, PNR 60%
Last 10 years: CAGR 0.22%, PNR 70%
Last 5 years: CAGR 0.31%, PNR 80%

May is the last month of the spring earning season for the C Fund. It normally has decent returns.

The best years were in 1990 (9.44%), 1997 (6.07%) and 2009 (5.6%). The worst years were 2010 (-7.99%), 2012 (-5.99%) and 2006 (-2.87%).

S Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 1.18%, PNR 66%
Last 20 years: CAGR 0.58%, PNR 60%
Last 10 years: CAGR 0.45%, PNR 70%
Last 5 years: CAGR 0.13%, PNR 80%

The S Fund also starts wrapping up the spring earnings season. Similar performance to the S Fund, with long-term PNR a 20-year / 10-year CAGR a little higher.

The best years were 1997 (9.95%), 2003 (9.42%) and 1990 (7.43%). The worst years were 2010 (-7.51%), 2000 (-7.38%) and 2012 (-6.91%).

I Fund
- A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR -0.31%, PNR 45%
Last 20 years: CAGR -0.79%, PNR 45%
Last 10 years: CAGR -1.23%, PNR 50%
Last 5 years: CAGR -2.71%, PNR 20%

May is a bad month for the I Fund. Nothing much else to say about it.

The best years were 2009 (13.41%), 1990 (11.28%), and 1992 (6.52%). The worst years were 2012 (-11.4%), 2010 (-11.2%), and 1989 (-5.54%).

Note: For CAGR explanation, see 2nd post in the thread. PNR is the ratio of Positive Months vs Negative Months. A Fund that was positive in March for 4 out of 10 years would have a PNR of 40%.

Individual Seasonal Mix Allocations
Here is where the various seasonal mix allocations are going to for May 2017.

TSPCenter.com’s Seasonal Mix: Remain in the C Fund.
Jahbulon’s Basic Seasonal Mix: Remain in the C Fund. (This is the formula I follow with my money, the best mix that doesn’t use the I Fund.)
gclapper’s M3 Mix: Move to the C Fund
tmj100’s Mix: Move to the C Fund.
Boltman’s Mix: Remain in the S Fund.
Sell in May and Go Away: Move to the the G Fund.
G All Year, S In Dec: Remain in the G Fund.


I have been in S Fund for a while already. I've trying to go into C Fund and follow Jahbulon’s Basic Seasonal Mix. The S Fund gamble seems to have paid off for April. Do I move to C Fund or do I ride it off in the S Fund for another month? Also, Do I need to change with closing as of 4/28 or as of 5/01? TIA 8-)

-Christian

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Fund Prices2024-03-27

FundPriceDayYTD
G $18.14 0.01% 1.00%
F $19.09 0.26% -0.68%
C $82.11 0.87% 10.42%
S $82.19 1.48% 6.61%
I $42.68 0.56% 6.21%
L2065 $16.38 0.84% 8.36%
L2060 $16.38 0.84% 8.36%
L2055 $16.39 0.84% 8.36%
L2050 $32.73 0.71% 6.94%
L2045 $14.91 0.67% 6.56%
L2040 $54.37 0.63% 6.20%
L2035 $14.34 0.58% 5.77%
L2030 $47.66 0.53% 5.35%
L2025 $13.14 0.31% 3.40%
Linc $25.60 0.24% 2.79%

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Pending Allocations

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