Seasonal Calculator Launch
Moderator: Aitrus
Re: Seasonal Calculator Launch
New update code. Expect an update right at 7:30pm Eastern.
Owner/creator of TSPcalc.com - "Know your numbers"
Re: Seasonal Calculator Launch
mjedlin66 wrote:New update code. Expect an update right at 7:30pm Eastern.
Sweet.
Those who 'abjure' violence can do so only because others are committing violence on their behalf.
Re: Seasonal Calculator Launch
I am looking for a few beta testers. We will move into beta testing sometime this month.
Expectations:
1. You will be provided with a username and password for accessing the beta site.
2. Compare results of several strategies to the results of the old calculator and to stock market indicies. We are looking for any discrepancies bigger than rounding error (usually about 0.01%).
3. Please understand the math behind compounding before you offer to beta test.
4. Try to break the website by feeding it nonsense. Do things like enter special characters, negative numbers, and zero to see if the website handles it correctly. Play around with the 29th of February and the holiday months (especially Easter) to see if the results are correct. See if the "last trading day" and 1st trading day behave correctly.
5. Report all bugs to me directly with screenshots that include any error messages and the URL.
Looking for 5 volunteers.
1. Mmmmmbeer
2.
3.
4.
5.
Please send me a private message if you want to beta test. Don't reply here.
Expectations:
1. You will be provided with a username and password for accessing the beta site.
2. Compare results of several strategies to the results of the old calculator and to stock market indicies. We are looking for any discrepancies bigger than rounding error (usually about 0.01%).
3. Please understand the math behind compounding before you offer to beta test.
4. Try to break the website by feeding it nonsense. Do things like enter special characters, negative numbers, and zero to see if the website handles it correctly. Play around with the 29th of February and the holiday months (especially Easter) to see if the results are correct. See if the "last trading day" and 1st trading day behave correctly.
5. Report all bugs to me directly with screenshots that include any error messages and the URL.
Looking for 5 volunteers.
1. Mmmmmbeer
2.
3.
4.
5.
Please send me a private message if you want to beta test. Don't reply here.
Owner/creator of TSPcalc.com - "Know your numbers"
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Re: Seasonal Calculator Launch
mjedlin66, I know you said the next version is going to have more filtering capabilities. I was wondering is filtering strategies with one day trades is possible.
This would be useful to filter out the influence from crazy days which have a large influence right now because of the relatively small sample size. for example, almost all the top strategies move to the g fund for one day only on december 1. This is because of the stock drop in december 1 2008 when the sp500 dropped 8.9% that day and the dow dropped 7.7% that day. if we take strategy 10321(ranked 3) and take the average return for december without the 2008 number then we get an average of 2.54%. Then if we take 10321 and remove that trade so that we remain in s on dec. 1 we get strategy 10550. the dec average of 10550 without 2008 is 2.79%, higher than the 2.54% of 10321. so i think it may be useful to have a filter to take out the effects of days like that.
So I think these strategies are misleading us with that one day trade to avoid the one day in december 1 2008.
It would be interesting to know the best december schedule without doing a one day trade.
Thoughts?
This would be useful to filter out the influence from crazy days which have a large influence right now because of the relatively small sample size. for example, almost all the top strategies move to the g fund for one day only on december 1. This is because of the stock drop in december 1 2008 when the sp500 dropped 8.9% that day and the dow dropped 7.7% that day. if we take strategy 10321(ranked 3) and take the average return for december without the 2008 number then we get an average of 2.54%. Then if we take 10321 and remove that trade so that we remain in s on dec. 1 we get strategy 10550. the dec average of 10550 without 2008 is 2.79%, higher than the 2.54% of 10321. so i think it may be useful to have a filter to take out the effects of days like that.
So I think these strategies are misleading us with that one day trade to avoid the one day in december 1 2008.
It would be interesting to know the best december schedule without doing a one day trade.
Thoughts?
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Re: Seasonal Calculator Launch
ravioli817 wrote:mjedlin66, I know you said the next version is going to have more filtering capabilities. I was wondering is filtering strategies with one day trades is possible.
This would be useful to filter out the influence from crazy days which have a large influence right now because of the relatively small sample size. for example, almost all the top strategies move to the g fund for one day only on december 1. This is because of the stock drop in december 1 2008 when the sp500 dropped 8.9% that day and the dow dropped 7.7% that day. if we take strategy 10321(ranked 3) and take the average return for december without the 2008 number then we get an average of 2.54%. Then if we take 10321 and remove that trade so that we remain in s on dec. 1 we get strategy 10550. the dec average of 10550 without 2008 is 2.79%, higher than the 2.54% of 10321. so i think it may be useful to have a filter to take out the effects of days like that.
So I think these strategies are misleading us with that one day trade to avoid the one day in december 1 2008.
It would be interesting to know the best december schedule without doing a one day trade.
Thoughts?
I would argue that the one day trade is a microcosm of everything the daily seasonal represents at its core.
But I also think it's worth noting that my mindset with this follows the KISS methodology. Because once you poke your head down that rabbit hole, there's really no end in sight...
"Fear of loss is the path to the Dark Side."
Yoda
Yoda
Re: Seasonal Calculator Launch
Love the new look! Now to play with all those new filters...
Re: Seasonal Calculator Launch
Travis1984 wrote:ravioli817 wrote:mjedlin66, I know you said the next version is going to have more filtering capabilities. I was wondering is filtering strategies with one day trades is possible.
This would be useful to filter out the influence from crazy days which have a large influence right now because of the relatively small sample size. for example, almost all the top strategies move to the g fund for one day only on december 1. This is because of the stock drop in december 1 2008 when the sp500 dropped 8.9% that day and the dow dropped 7.7% that day. if we take strategy 10321(ranked 3) and take the average return for december without the 2008 number then we get an average of 2.54%. Then if we take 10321 and remove that trade so that we remain in s on dec. 1 we get strategy 10550. the dec average of 10550 without 2008 is 2.79%, higher than the 2.54% of 10321. so i think it may be useful to have a filter to take out the effects of days like that.
So I think these strategies are misleading us with that one day trade to avoid the one day in december 1 2008.
It would be interesting to know the best december schedule without doing a one day trade.
Thoughts?
I would argue that the one day trade is a microcosm of everything the daily seasonal represents at its core.
But I also think it's worth noting that my mindset with this follows the KISS methodology. Because once you poke your head down that rabbit hole, there's really no end in sight...
Yes. Whether you use the regular seasonal or the daily, it sure does make things easier to stay on track. That's my goal.
Re: Seasonal Calculator Launch
I recommend that you guys look at several different time periods on the graph, to get an idea of how these things have performed over time.
For instance, check out 2016-01-01 to date. I have attached a graph that compares #10716 to mjedlin66, G, F, C, S, I. "mjedlin66" is my original "Daily Seasonal strategy" that I made at the end of 2015. I followed it from 2016-01-01 to about mid-2017, and then I started switching to the better strategies generated by others.
And #10716 blows them all out of the water.
The link for this graph is:
http://tspcalc.com/seasonal.php?ID=24&y ... in66-10716
But you will have to adjust the dates (2016-01-01 to date) yourself.
Further, I would like to demonstrate the capability of the strategy filters:
Here is a link that shows the leading (highest average) strategy that has 0 time in the I fund. I compared it to 10716 and the core funds.
http://tspcalc.com/seasonal.php?ID=9166 ... sortby=avg
Here is another strategy that has 0 time in I fund and only 8 IFTs, compared against 10716 and the core funds. Note that if you look at the 1-year chart rather than YTD, this 8-IFT and 0 I fund strategy is on top:
http://tspcalc.com/seasonal.php?ID=8112 ... sortby=avg
Now here's another strategy that has zero time in the I fund, an annual standard deviation of less than 10% (relatively consistent returns from year to year), and only SIX IFTs per year.
http://tspcalc.com/seasonal.php?ID=7819 ... sortby=avg
Finally, say we don't care if we are in the I fund, but we want combined C, S, and I time to be less than 50%. Then you get this strategy:
http://tspcalc.com/seasonal.php?ID=5606 ... sortby=avg
For instance, check out 2016-01-01 to date. I have attached a graph that compares #10716 to mjedlin66, G, F, C, S, I. "mjedlin66" is my original "Daily Seasonal strategy" that I made at the end of 2015. I followed it from 2016-01-01 to about mid-2017, and then I started switching to the better strategies generated by others.
And #10716 blows them all out of the water.
The link for this graph is:
http://tspcalc.com/seasonal.php?ID=24&y ... in66-10716
But you will have to adjust the dates (2016-01-01 to date) yourself.
Further, I would like to demonstrate the capability of the strategy filters:
Here is a link that shows the leading (highest average) strategy that has 0 time in the I fund. I compared it to 10716 and the core funds.
http://tspcalc.com/seasonal.php?ID=9166 ... sortby=avg
Here is another strategy that has 0 time in I fund and only 8 IFTs, compared against 10716 and the core funds. Note that if you look at the 1-year chart rather than YTD, this 8-IFT and 0 I fund strategy is on top:
http://tspcalc.com/seasonal.php?ID=8112 ... sortby=avg
Now here's another strategy that has zero time in the I fund, an annual standard deviation of less than 10% (relatively consistent returns from year to year), and only SIX IFTs per year.
http://tspcalc.com/seasonal.php?ID=7819 ... sortby=avg
Finally, say we don't care if we are in the I fund, but we want combined C, S, and I time to be less than 50%. Then you get this strategy:
http://tspcalc.com/seasonal.php?ID=5606 ... sortby=avg
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Owner/creator of TSPcalc.com - "Know your numbers"
Re: Seasonal Calculator Launch
Outstanding job on the calculator! ! I really like the graph, especially being able to look at it for different time periods. Since you have actual TSP prices you can visually see what the I fund is doing
Re: Seasonal Calculator Launch
MJ,
I don't have much experience with numbers and statistics. Could you give me the laymans version of what the "mean" and "standard deviation" are telling me in this application? Is there an advantage to using mean instead of average? Thanks for all the work!
I don't have much experience with numbers and statistics. Could you give me the laymans version of what the "mean" and "standard deviation" are telling me in this application? Is there an advantage to using mean instead of average? Thanks for all the work!
Re: Seasonal Calculator Launch
Midway wrote:MJ,
I don't have much experience with numbers and statistics. Could you give me the laymans version of what the "mean" and "standard deviation" are telling me in this application?
Mean is just another word for average. Same quantity.
Standard deviation measures how close all the data points are to the mean. In short, if a strategy has a mean of 10% annual and a standard deviation of 5%, then "most" of the annual totals are within 5 percentage points of 10%. 10% - 5% = 5%, 10% + 5% = 15%. So "most" of the annual totals are between 5% and 15%.
If a strategy has a mean of 10% and a standard deviation of 10%, then "most" of the annual totals are between 0% and 20%. If a strategy has a mean of 10% and a standard deviation of 1%, then "most" of the annual totals are between 9% and 11%.
So a smaller standard deviation indicates that the strategy is more consistent through the years. It means the strategy returns closer to its average every year than a strategy with a higher standard deviation.
Owner/creator of TSPcalc.com - "Know your numbers"
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Re: Seasonal Calculator Launch
mjedlin66 wrote:Midway wrote:MJ,
I don't have much experience with numbers and statistics. Could you give me the laymans version of what the "mean" and "standard deviation" are telling me in this application?
Mean is just another word for average. Same quantity.
Standard deviation measures how close all the data points are to the mean. In short, if a strategy has a mean of 10% annual and a standard deviation of 5%, then "most" of the annual totals are within 5 percentage points of 10%. 10% - 5% = 5%, 10% + 5% = 15%. So "most" of the annual totals are between 5% and 15%.
If a strategy has a mean of 10% and a standard deviation of 10%, then "most" of the annual totals are between 0% and 20%. If a strategy has a mean of 10% and a standard deviation of 1%, then "most" of the annual totals are between 9% and 11%.
So a smaller standard deviation indicates that the strategy is more consistent through the years. It means the strategy returns closer to its average every year than a strategy with a higher standard deviation.
Something I noticed about the new updates is they aren't very mobile friendly. I don't know how involved a fix like that would be. But regardless I'm currently in information overload hahahaha.
Nice job MJedlin!!!
"Fear of loss is the path to the Dark Side."
Yoda
Yoda
Re: Seasonal Calculator Launch
So take a look at #7980:
AVG: 35.59
CAGR: 34.64
Time In Stocks (C,S,I): 58.00
A Mean of 35.59% with a Standard Deviation of only 16.68!
Woooowww... I know its 2% off the leader but look at those yearly returns. All so strong with no huge swings. Such a nice even deviation.
And only a market exposure of 58%? Whew.. this one is really tempting to follow for awhile.
AVG: 35.59
CAGR: 34.64
Time In Stocks (C,S,I): 58.00
A Mean of 35.59% with a Standard Deviation of only 16.68!
Woooowww... I know its 2% off the leader but look at those yearly returns. All so strong with no huge swings. Such a nice even deviation.
And only a market exposure of 58%? Whew.. this one is really tempting to follow for awhile.
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Those who 'abjure' violence can do so only because others are committing violence on their behalf.
Re: Seasonal Calculator Launch
Travis1984 wrote:
Something I noticed about the new updates is they aren't very mobile friendly. I don't know how involved a fix like that would be. But regardless I'm currently in information overload hahahaha.
Nice job MJedlin!!!
I played with it a bit on my developer site tonight. I got everything to fit properly except the graph. I will need to look into that a bit more.
No mobile fixes for the public site at this point. I am going on vacation to Thailand for a week, so it is what it is for now.
Owner/creator of TSPcalc.com - "Know your numbers"
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Re: Seasonal Calculator Launch
What's up with strategy 6465?
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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% |