Standard deviations are shrinking.

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

Standard deviations are shrinking.

Post by mmmmmbeer »

So have you guys noticed this? As time goes on, 2017 rates of returns are getting higher. Subsequently the Standard Deviations are shrinking as 2017 grows.

For instance, when I first found the 7980 it had a STD of 16.8-ish. Then a week or two ago I saw it was at 16.67. I thought maybe I'd wrote down the first one wrong.

Now today.. it's at 16.37?

So yeah... obviously the tspcalc is using the current year in the calculation of each strategies STD.

I think we maybe need to ask Matt about keeping the "current year" out of calculation of cyphering until the year is done. Otherwise our numbers are changing and skewed throughout the year.

What ya's think?
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mjedlin66
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Re: Standard deviations are shrinking.

Post by mjedlin66 »

No-can-do, sir. As you said, the standard deviation for 04-17 changes every day. But so does the average, because you are looking at a changing dataset. It does not make sense to show the average through today but the standard deviation through the end of last year, because those numbers are no longer using the same dataset.

Instead, you may consider changing your time window to 04-16. Then all of your data will be stable.
Owner/creator of TSPcalc.com - "Know your numbers"

mmmmmbeer
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Re: Standard deviations are shrinking.

Post by mmmmmbeer »

mjedlin66 wrote:Instead, you may consider changing your time window to 04-16. Then all of your data will be stable.



Ahhh.. that makes much more sense! Shut up with your LOGIC! :P

Also that's why I use the tool.. I don't make them. Hahah!
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Octjan2
Posts: 332
Joined: Thu Feb 25, 2016 8:01 pm

Re: Standard deviations are shrinking.

Post by Octjan2 »

Does everyone else feel like 2000 lbs has been lifted from our shoulders now that we have these strategies? Just the hope of them working out as they have in the past makes us view our retirement in a much more positive light. Muchas Gracias to the guys who created this program.

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

Re: Standard deviations are shrinking.

Post by mmmmmbeer »

Octjan2 wrote:Does everyone else feel like 2000 lbs has been lifted from our shoulders now that we have these strategies? Just the hope of them working out as they have in the past makes us view our retirement in a much more positive light. Muchas Gracias to the guys who created this program.



Absolitely! All hail mjedlin66!
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12squared
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Re: Standard deviations are shrinking.

Post by 12squared »

mmmmmbeer wrote:I think we maybe need to ask Matt about keeping the "current year" out of calculation of cyphering until the year is done. Otherwise our numbers are changing and skewed throughout the year.


Showing the stats for the last 12 months (excluding the current) would also be helpful.
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seabass
Posts: 32
Joined: Sat Jun 25, 2016 6:48 pm

Re: Standard deviations are shrinking.

Post by seabass »

Yes, I to would like to extend much gratitude and appreciation to everyone who has devoted their knowledge and experience to this site. To everyone who has put so much work into the charts and strategies for all to use and I also have a pretty good feeling now that I have some control on having a good retirement some day. Thank-you for the selfless efforts and the sharing that you do, we are very fortunate to have it. You are doing a great service!!!

hmarkway
Posts: 61
Joined: Thu Apr 12, 2012 8:14 am

Re: Standard deviations are shrinking.

Post by hmarkway »

seabass wrote:Yes, I to would like to extend much gratitude and appreciation to everyone who has devoted their knowledge and experience to this site. To everyone who has put so much work into the charts and strategies for all to use and I also have a pretty good feeling now that I have some control on having a good retirement some day. Thank-you for the selfless efforts and the sharing that you do, we are very fortunate to have it. You are doing a great service!!!


Agreed! Thanks so much!!
Current Allocation: 50/50 split F/G Funds, as of 1/3/2018
Strategy: Loosely following Daily Seasonal #16198 until I figure out my 2018 plan when all the main plans start diverging.

Cgatterson
Posts: 12
Joined: Fri Sep 15, 2017 1:01 pm

Re: Standard deviations are shrinking.

Post by Cgatterson »

Octjan2 wrote:Does everyone else feel like 2000 lbs has been lifted from our shoulders now that we have these strategies? Just the hope of them working out as they have in the past makes us view our retirement in a much more positive light. Muchas Gracias to the guys who created this program.


Oh yes indeed, it's just nice having a plan. Ditto, much thanks for developing this site and strategies.
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ngood2345
Posts: 58
Joined: Mon Mar 09, 2015 6:13 pm

Re: Standard deviations are shrinking.

Post by ngood2345 »

I would like to say "thank you" for all your time and efforts. I know programming tspcalc was not easy.

dearsmiths
Posts: 69
Joined: Thu Aug 19, 2010 10:41 am

Re: Standard deviations are shrinking.

Post by dearsmiths »

Is there a way to download all of the strategies into Excel?

Thx

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mjedlin66
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Re: Standard deviations are shrinking.

Post by mjedlin66 »

dearsmiths wrote:Is there a way to download all of the strategies into Excel?

Thx


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

Francis
Posts: 10
Joined: Thu Jun 22, 2017 6:49 pm

Re: Standard deviations are shrinking.

Post by Francis »

ngood2345 wrote:I would like to say "thank you" for all your time and efforts. I know programming tspcalc was not easy.


Yes indeed. Thank you folks! :mrgreen:

sunny
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Joined: Sun Dec 04, 2011 1:28 pm

Re: Standard deviations are shrinking.

Post by sunny »

Why the I fund now?

anomadtoo
Posts: 61
Joined: Thu Jun 13, 2013 10:23 am

Re: Standard deviations are shrinking.

Post by anomadtoo »

Octjan2 wrote:Does everyone else feel like 2000 lbs has been lifted from our shoulders now that we have these strategies? Just the hope of them working out as they have in the past makes us view our retirement in a much more positive light. Muchas Gracias to the guys who created this program.


without a doubt, just having the knowledge base and tools to make a decent decision, and ask those that are much smarter than me in this area is a huge help. I wish I would have paid more attention to this site years ago.

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Fund Prices2024-04-24

FundPriceDayYTD
G $18.20 0.01% 1.34%
F $18.64 -0.24% -3.04%
C $79.40 0.02% 6.78%
S $78.08 -0.18% 1.28%
I $41.48 -0.10% 3.23%
L2065 $15.84 -0.05% 4.74%
L2060 $15.84 -0.05% 4.75%
L2055 $15.84 -0.05% 4.75%
L2050 $31.79 -0.06% 3.86%
L2045 $14.51 -0.05% 3.68%
L2040 $53.01 -0.05% 3.54%
L2035 $14.01 -0.04% 3.36%
L2030 $46.69 -0.04% 3.21%
L2025 $13.01 -0.02% 2.33%
Linc $25.40 -0.02% 2.00%

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