daily chart for seasonal strategy

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smoghog4
Posts: 9
Joined: Sun Aug 07, 2011 9:36 am

daily chart for seasonal strategy

Post by smoghog4 »

Hello, I have been following the seasonal strategy however I was wondering if there is a place to get a daily chart/historical data for the seasonal strategy. It would seem there would also be a pattern as to when it is best to enter and exit a fund that performs well during the month and it would be interesting to see if such a pattern exists. If anyone has any leads as to where
one could find this information It would be much appreciated.

thanks in advance


Foghorn2
Posts: 21
Joined: Mon Jun 26, 2017 2:30 pm

Re: daily chart for seasonal strategy

Post by Foghorn2 »

smoghog4 wrote:Hello, I have been following the seasonal strategy however I was wondering if there is a place to get a daily chart/historical data for the seasonal strategy. It would seem there would also be a pattern as to when it is best to enter and exit a fund that performs well during the month and it would be interesting to see if such a pattern exists. If anyone has any leads as to where
one could find this information It would be much appreciated.

thanks in advance


tspdatacenter.com. Daily closing prices for every fund since 2003.

TomCollins
Posts: 10
Joined: Fri Mar 10, 2017 6:08 pm

Re: daily chart for seasonal strategy

Post by TomCollins »

Thanks.

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mjedlin66
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Posts: 1569
Joined: Wed Oct 02, 2013 7:51 pm

Re: daily chart for seasonal strategy

Post by mjedlin66 »

I should definitely add seasonal charts to supplement the calculator. I had not considered that.
Owner/creator of TSPcalc.com - "Know your numbers"

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

Re: daily chart for seasonal strategy

Post by 12squared »

Have you considered being able to compare returns on a "from this date" forward or monthly basis, rather than calendar years? I ask, because past performance in the year doesn't help those of us who adopt the "daily" seasonal approach now.
I've been looking at the data from 2012-2016 which exclude current year performance, as I wanted to discount the gains from the 2008-09 time frame, which put the returns in the %3000+ range. Over the 2012-2016 period the returns are only in the %350+ range, compared to just under %100 for C and S. I have concluded that several of the top finishers in this range have done better in July (~%4) than those at the top of the list for 2004-2017.
http://tspcalc.com/seasonal.php?ID=6446 ... -6911-7239
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

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

Re: daily chart for seasonal strategy

Post by mmmmmbeer »

How about a "sort by month" on the leader board? That way we can snag the top of every month, put those into a mix.
Those who 'abjure' violence can do so only because others are committing violence on their behalf.

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mjedlin66
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Joined: Wed Oct 02, 2013 7:51 pm

Re: daily chart for seasonal strategy

Post by mjedlin66 »

mmmmmbeer wrote:How about a "sort by month" on the leader board? That way we can snag the top of every month, put those into a mix.

:wink:
Owner/creator of TSPcalc.com - "Know your numbers"

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

Re: daily chart for seasonal strategy

Post by mmmmmbeer »

mjedlin66 wrote:
mmmmmbeer wrote:How about a "sort by month" on the leader board? That way we can snag the top of every month, put those into a mix.

:wink:



Wait.. was that a "great idea I already have/am going to implement" :wink:

Or a

"Go to hell mmmmmbeer and stop bossing me" :wink:

Haha!
Those who 'abjure' violence can do so only because others are committing violence on their behalf.

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mjedlin66
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Joined: Wed Oct 02, 2013 7:51 pm

Re: daily chart for seasonal strategy

Post by mjedlin66 »

Mr. Beer, I will tell you this-

Muahahaha.
Owner/creator of TSPcalc.com - "Know your numbers"

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

Re: daily chart for seasonal strategy

Post by mmmmmbeer »

mjedlin66 wrote:Mr. Beer, I will tell you this-

Muahahaha.



:x
Those who 'abjure' violence can do so only because others are committing violence on their behalf.

Foghorn2
Posts: 21
Joined: Mon Jun 26, 2017 2:30 pm

Re: daily chart for seasonal strategy

Post by Foghorn2 »

With 95% moving to C this late in July, I'm very curious to see how that turns out. On the years that July has 20 Trading Days (since 2003), three of the last five days have averaged a negative return for the C Fund.

cashworth
Posts: 122
Joined: Mon Jul 03, 2017 11:18 am

Re: daily chart for seasonal strategy

Post by cashworth »

See viewtopic.php?f=14&p=60106#p60106

It looks like a hack. These mass moves look like a bunch of accounts got jacked.

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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%

Live Charts

Pending Allocations

Under development. For now, you may view Pending Allocations by going to "fantasy TSP" and selecting "Leaderboard sort" of "Pending Allocations".