legend for seasonal strategies table

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jaymichael
Posts: 3
Joined: Thu Jul 20, 2017 3:10 pm

legend for seasonal strategies table

Post by jaymichael »

Has there been a legend published for seasonal strategies table. Specifically, how are the mean (Min%), SD (Max%) and total (min%) columns calculated. I guess I'm having trouble the mean being something different a plain arithmetic mean (no min or max) the same with the STD Dev and the total %.

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fordest
Posts: 605
Joined: Wed Sep 26, 2012 3:48 pm

Re: legend for seasonal strategies table

Post by fordest »

mjedlin66 had talked about doing something like that. It's one of the poll options. But he has been busy with other updates. Namely an email/sms alert system. He is aware that people would like something like that.
100% in the daily system since August 2, 2017.
Following strategy (current pick) #88676. 2020 real life has been following #110838

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onerepmax
Posts: 138
Joined: Tue Aug 08, 2017 9:29 am

Re: legend for seasonal strategies table

Post by onerepmax »

jaymichael wrote:Has there been a legend published for seasonal strategies table. Specifically, how are the mean (Min%), SD (Max%) and total (min%) columns calculated. I guess I'm having trouble the mean being something different a plain arithmetic mean (no min or max) the same with the STD Dev and the total %.


Those are "sort boxes"

For example, you want to sort for something that has returned min 20% mean, with max 15% SD and 15% max time in I Fund. That sort would result in the following table:

http://tspcalc.com/seasonal.php?years=0 ... 15&Fmax=15

Now change the years to 2010-2017 and you'll get:

http://tspcalc.com/seasonal.php?years=1 ... 15&Fmax=15

Mess with the calculator side and see how different dates affect things. Discover other strategies or possibly create new ones.

Play with it and you'll figure it out. I'm pretty sure you can't break it.

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

Re: legend for seasonal strategies table

Post by mjedlin66 »

The mean is indeed an arithmetic mean. The min and max boxes are for filtering the data by a minimum or maximum value, as appropriate.
Owner/creator of TSPcalc.com - "Know your numbers"

oldjack
Posts: 124
Joined: Sun Oct 17, 2010 9:24 pm

Re: legend for seasonal strategies table

Post by oldjack »

TSPCalc is a great tool, my one big questions is how is the STD DEV calculated? Is it calculated based on monthly or daily changes? Thanks.

summer
Posts: 10
Joined: Thu Jun 08, 2017 7:24 pm

Re: legend for seasonal strategies table

Post by summer »

Good question.

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onerepmax
Posts: 138
Joined: Tue Aug 08, 2017 9:29 am

Re: legend for seasonal strategies table

Post by onerepmax »

Pretty sure the StDev is for the mean of the yearly numbers.

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

Re: legend for seasonal strategies table

Post by mjedlin66 »

Standard deviation is reported for annual data only.
Owner/creator of TSPcalc.com - "Know your numbers"

summer
Posts: 10
Joined: Thu Jun 08, 2017 7:24 pm

Re: legend for seasonal strategies table

Post by summer »

Good to know. Thanks.

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