Tryin' to understand 7653 Seasonal strategy
Moderator: Aitrus
Re: Tryin' to understand 7653 Seasonal strategy
I'm still weighing the merits of this daily seasonal strategy. I like the thought and the approach just not sure if there is enough data for the system to be accurate enough. Not that there is enough data for any of the seasonal strategies but there is more with my current chosen seasonal strategy. I'm gonna keep an eye on this and may in the future jump in on the daily as long as the data continues to grow and evolve.
Here is a question for mjedlin66, If I choose a strategy say for instance 7653, and then one of the other becomes the new leader like 10716 did, at what junction would you recommend making the swap to the new leader? The beginning of the next month, or the next trade day? of just whenever you want? It seems that essentially these 2 mixes are the same it just varies the trade day/ fund by a day or 2 in a given month. Am I understanding it correctly?
Cheers!
P.S. Keep up the good work...I think you might be on to something if there was just more data. But of course the TSP is only 29.5 years old right? So, I can see how hard it will be to get the data sets back that far.
Here is a question for mjedlin66, If I choose a strategy say for instance 7653, and then one of the other becomes the new leader like 10716 did, at what junction would you recommend making the swap to the new leader? The beginning of the next month, or the next trade day? of just whenever you want? It seems that essentially these 2 mixes are the same it just varies the trade day/ fund by a day or 2 in a given month. Am I understanding it correctly?
Cheers!
P.S. Keep up the good work...I think you might be on to something if there was just more data. But of course the TSP is only 29.5 years old right? So, I can see how hard it will be to get the data sets back that far.
Cheers!
Current Strat: Loosely following 152300 and 85660 more the former rather than the later
Current PIP: 24.04
Current Strat: Loosely following 152300 and 85660 more the former rather than the later
Current PIP: 24.04
Re: Tryin' to understand 7653 Seasonal strategy
nrialto wrote:What do you all consider more important now that there's so many more strategies on the board: Average or Compound?
Compound
Re: Tryin' to understand 7653 Seasonal strategy
Chulke wrote:Here is a question for mjedlin66, If I choose a strategy say for instance 7653, and then one of the other becomes the new leader like 10716 did, at what junction would you recommend making the swap to the new leader? The beginning of the next month, or the next trade day? of just whenever you want? It seems that essentially these 2 mixes are the same it just varies the trade day/ fund by a day or 2 in a given month. Am I understanding it correctly?
Yep, you are correct. Many of the strategies that are close on the leadboard are extremely similar to each other and may only be one day off. Whatever strategy you follow and when you change is completely up to you.
I am about to blow the options wide open. The new leaderboard includes 22 different statistics for every strategy, and you can sort and filter by any of them how you choose.
Owner/creator of TSPcalc.com - "Know your numbers"
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Re: Tryin' to understand 7653 Seasonal strategy
...too many notes.
...too many secrets.
...too many choices!
How will I ever chose a winning strategy when the top 300 hundred average over 30% return!
...too many secrets.
...too many choices!
How will I ever chose a winning strategy when the top 300 hundred average over 30% return!
mo meng, mo ching (which loosely means: no money, no life)
Re: Tryin' to understand 7653 Seasonal strategy
Question:
If you can only do 2 IFT's a month and the third one has to be to a G fund, how do you do the months that have more than two transfers ... which is ... all of them. For example, November goes from C to G to S. If the third has to be to the G fund, how can you transfer to S? September has 4 IFT's going from S to F to I to G.
Thanks for your help!
EDIT: nevermind ... just took a real careful look at schedule and realized that you never really do more than 2 per month and when you do, its into a G fund so it always works. But I'm leaving the question up simply because, someone else new might have the same question.
If you can only do 2 IFT's a month and the third one has to be to a G fund, how do you do the months that have more than two transfers ... which is ... all of them. For example, November goes from C to G to S. If the third has to be to the G fund, how can you transfer to S? September has 4 IFT's going from S to F to I to G.
Thanks for your help!
EDIT: nevermind ... just took a real careful look at schedule and realized that you never really do more than 2 per month and when you do, its into a G fund so it always works. But I'm leaving the question up simply because, someone else new might have the same question.
Re: Tryin' to understand 7653 Seasonal strategy
I love love these charts and I have been playing with them a lot lately. But I have a question. In 10716, 2008 and 2009 are outliers. What they are actually doing is bringing up the average for the rest of the year. Knowing that most people lost money in 2008 this makes me wonder. Many times when people are calculating averages they remove the outliers. Wouldn't that be prudent here? Isn't the only reason this fund is the top spot because of the outliers? I found 7965 in my quest to eliminate outliers, but they are still there. Not that it matters too much now. It's one day different IFT for this month.
Re: Tryin' to understand 7653 Seasonal strategy
fordest wrote:I love love these charts and I have been playing with them a lot lately. But I have a question. In 10716, 2008 and 2009 are outliers. What they are actually doing is bringing up the average for the rest of the year. Knowing that most people lost money in 2008 this makes me wonder. Many times when people are calculating averages they remove the outliers. Wouldn't that be prudent here? Isn't the only reason this fund is the top spot because of the outliers? I found 7965 in my quest to eliminate outliers, but they are still there. Not that it matters too much now. It's one day different IFT for this month.
Look at #2380...
I too think the leader board having those huge 105% + years is really skewing everything for the whole mix. I've been on the search for on that seems a bit more normal of an average where the mean/ deviation are much closer together. I think that shows much more consistancy with the mix.
What ya think? See how the years are much more stable and the outlayers not so huge?
Those who 'abjure' violence can do so only because others are committing violence on their behalf.
Re: Tryin' to understand 7653 Seasonal strategy
Look at #2380...
I too think the leader board having those huge 105% + years is really skewing everything for the whole mix. I've been on the search for on that seems a bit more normal of an average where the mean/ deviation are much closer together. I think that shows much more consistancy with the mix.
What ya think? See how the years are much more stable and the outlayers not so huge?[/quote]
I like that one! 2009 is still up there, but it's a better average than mine. Much better.
btw taking out 2008 and 2009 gets only 29.1% average for 10716.
I too think the leader board having those huge 105% + years is really skewing everything for the whole mix. I've been on the search for on that seems a bit more normal of an average where the mean/ deviation are much closer together. I think that shows much more consistancy with the mix.
What ya think? See how the years are much more stable and the outlayers not so huge?[/quote]
I like that one! 2009 is still up there, but it's a better average than mine. Much better.
btw taking out 2008 and 2009 gets only 29.1% average for 10716.
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Re: Tryin' to understand 7653 Seasonal strategy
I'm sure Wall Street wanted to call 2008 an outlier and remove it from their performance averages, but that's unrealistic because the standard recommended 60/40 stocks/bonds buy and hold forever strategy does have bad years and everybody knows it.
If Wall Street is required to include the bad years in their performance advertisements, we should too.
14 years of data might not seem like enough, but we had a major bear market as well as 2 other poor years in that data set. The fact that the daily seasonal strategy provided positive returns during the "bad times" gives me the confidence to stick with it instead of parking all my money in the G fund to avoid those losses.
If Wall Street is required to include the bad years in their performance advertisements, we should too.
14 years of data might not seem like enough, but we had a major bear market as well as 2 other poor years in that data set. The fact that the daily seasonal strategy provided positive returns during the "bad times" gives me the confidence to stick with it instead of parking all my money in the G fund to avoid those losses.
mo meng, mo ching (which loosely means: no money, no life)
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Re: Tryin' to understand 7653 Seasonal strategy
mindofmush wrote:I'm sure Wall Street wanted to call 2008 an outlier and remove it from their performance averages, but that's unrealistic because the standard recommended 60/40 stocks/bonds buy and hold forever strategy does have bad years and everybody knows it.
If Wall Street is required to include the bad years in their performance advertisements, we should too.
14 years of data might not seem like enough, but we had a major bear market as well as 2 other poor years in that data set. The fact that the daily seasonal strategy provided positive returns during the "bad times" gives me the confidence to stick with it instead of parking all my money in the G fund to avoid those losses.
Hey and let's be honest...with 105% returns I'm kind of rooting for the "bad times" to come again...
"Fear of loss is the path to the Dark Side."
Yoda
Yoda
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Re: Tryin' to understand 7653 Seasonal strategy
Don't jinx us.
Re: Tryin' to understand 7653 Seasonal strategy
Take out all 5 years over 40% and you still have 29-30% average.
Re: Tryin' to understand 7653 Seasonal strategy
Ya.. you's are are right.. let it ride!
Those who 'abjure' violence can do so only because others are committing violence on their behalf.
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Re: Tryin' to understand 7653 Seasonal strategy
mmmmmbeer wrote:Ya.. you's are are right.. let it ride!
I want on that train!
Re: Tryin' to understand 7653 Seasonal strategy
onerepmax wrote:Take out all 5 years over 40% and you still have 29-30% average.
That's a good point. Okay I'm on the train.
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