TSP Center

Dear all,

Just a couple of things I've been wondering:

1. In terms of the daily strategies, could it be that more importantly than a "historical pattern" it has been discovered when funds pay their typical dividends? I.e. the days when its suggested to be in one fund its best to be there because the share price goes up (typically)?
2. How does the daily strategy (which is quite similar for most) compare to the other seasonal strategies for this year (YTD)? It would be interesting to see a dynamic score compared to the other seasonal plans.
3. What would have been different if I were to say, place 100% all in I this whole year or place it in a daily strategy?

Just wondering a few things.

Best,

Me

All your answers can be found through tspcalc. You're able to compare several mixes at once, so for example you can set it up to compare whatever strategy you're using vs. I fund all year vs. Gclappers mix. If you're not familiar with doing this, look on the very bottom of the section on tspcalc that "seasonal calculator" and you can pick to compare predefined seasonal strategies, or against other formulas. Guarantee that all the mixes that have ever been discussed in tspcenter already have their own seasonal strat #, but I don't have that list available. Matt might, the creator of the calculator.

Jokerswild wrote:All your answers can be found through tspcalc. You're able to compare several mixes at once, so for example you can set it up to compare whatever strategy you're using vs. I fund all year vs. Gclappers mix. If you're not familiar with doing this, look on the very bottom of the section on tspcalc that "seasonal calculator" and you can pick to compare predefined seasonal strategies, or against other formulas. Guarantee that all the mixes that have ever been discussed in tspcenter already have their own seasonal strat #, but I don't have that list available. Matt might, the creator of the calculator.

Good point. I saw that question 2 was addressed there. I was hoping that something could come here, but maybe at year's end.

I'm still wondering about question 1.

Best,

Me

P.S. What about leader boards? Who on the leader boards is also working on the daily strategy?

I am not moving to a daily till 2018 currently sticking with the seasonal as it has paid off so far. There is no true numbers as to how the daily is going to work until someone has actually used it for a full year. So in Jan 2019 for those that stick to the daily 100% they will be getting there first look at a 1 year daily return. I am going to follow 15981, but in all honesty the best ones are all within 1 or 2 days of movements into the same funds.

Since TSP reinvests all dividends the actual increase when incurred would be reflected in the daily price but there are other factors that impact the daily so you really cannot tell how much of the price would be due to earnings announcements, dividends, seasonality, the news cycle or some knee jerk reaction in the market

evilanne wrote:Since TSP reinvests all dividends the actual increase when incurred would be reflected in the daily price but there are other factors that impact the daily so you really cannot tell how much of the price would be due to earnings announcements, dividends, seasonality, the news cycle or some knee jerk reaction in the market

I knew Evilanne would have input, she/he always gives great advice (I don't want to assume gender Lol)

bad70nova wrote:I am not moving to a daily till 2018 currently sticking with the seasonal as it has paid off so far. There is no true numbers as to how the daily is going to work until someone has actually used it for a full year. So in Jan 2019 for those that stick to the daily 100% they will be getting there first look at a 1 year daily return. I am going to follow 15981, but in all honesty the best ones are all within 1 or 2 days of movements into the same funds.

This isn’t quite true...this is MJedlins second full year...

The true numbers are the historical returns that are calculated when you run a strategy... I don't get how you say there are no true numbers until a full year. There's been 14 full years and .8 of this year...

Are most jumping to the C fund on Monday?

Yes most are to IFT to C before noon today.

Over 80% of moves today show them going to C.

Travis1984 wrote:

bad70nova wrote:I am not moving to a daily till 2018 currently sticking with the seasonal as it has paid off so far. There is no true numbers as to how the daily is going to work until someone has actually used it for a full year. So in Jan 2019 for those that stick to the daily 100% they will be getting there first look at a 1 year daily return. I am going to follow 15981, but in all honesty the best ones are all within 1 or 2 days of movements into the same funds.

This isn’t quite true...this is MJedlins second full year...

Yes, but I kept it to myself in 2016.

Plus, the strategies you have all come up with this year are much better than the one I used last year.

Excellent work. Thanks.

bad70nova wrote:I am not moving to a daily till 2018 currently sticking with the seasonal as it has paid off so far. There is no true numbers as to how the daily is going to work until someone has actually used it for a full year. So in Jan 2019 for those that stick to the daily 100% they will be getting there first look at a 1 year daily return. I am going to follow 15981, but in all honesty the best ones are all within 1 or 2 days of movements into the same funds.

SnareMV17 wrote:The true numbers are the historical returns that are calculated when you run a strategy... I don't get how you say there are no true numbers until a full year. There's been 14 full years and .8 of this year...

The numbers for past years are in the books, and are factual. If you are unconvinced about the "truth" or validity of the Daily system - or any other method - try choosing a strategy on a year by year basis, and see what the next year's results would be, ala Fun with TSPcalc
Begin with only 4 years of data (e.g. 2004-07 - before the Financial crisis). You will probably observe that most of the strategies which are chosen on the basis of low StdDev or high Sigma did consistently better than any of the specific funds - except in years when the market went up up up, e.g. 2013.

Consider that each date of a Daily IFT schedule is itself a temporal average which contributes to an overall yearly result. Each IFT date may not have been optimal in any of the years of data. This is evident when looking at the monthly statistics, which are much worse than on a yearly basis. Therefore, it may make sense to use the dates as guidelines, rather than an absolute timetable.

12²

I would agree that it would be good to see daily strategies on this site begin to populate the leaderboard going forward. Are we seeing that yet?