TSP Calc Daily Strategy challenge

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EpicWin
Posts: 45
Joined: Fri Sep 10, 2010 10:17 am

Re: TSP Calc Daily Strategy challenge

Post by EpicWin »

mindofmush wrote:I wouldn't mind a strategy without the I fund since I have difficulty researching the ups and downs of the international market, I could do without it.
If you enter "0" for max under "I" the site will list a bunch of No I daily strategies.

#18382 is No F and No I with a mean return from 2010-2017 of 29% and a std dev of 8.4. It looks pretty good.

razorthin
Posts: 10
Joined: Fri Jun 16, 2017 8:43 am

Re: TSP Calc Daily Strategy challenge

Post by razorthin »

EpicWin wrote:
mindofmush wrote:I wouldn't mind a strategy without the I fund since I have difficulty researching the ups and downs of the international market, I could do without it.
If you enter "0" for max under "I" the site will list a bunch of No I daily strategies.

#18382 is No F and No I with a mean return from 2010-2017 of 29% and a std dev of 8.4. It looks pretty good.
Good info...thanks.

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

Re: TSP Calc Daily Strategy challenge

Post by onerepmax »

mjedlin66 wrote:
Midway wrote:Mjedlin66, if we could identify four ticker symbols that have data available back to 1989, could they easily be substituted in your calculator for the index funds?
Yes. I could copy and paste everything I have now to a new calculator with a new database, and import index funds. This assumes you want the same TSP trading rules to apply. I could do this in maybe 10 hours.

Then you would have a TSP Daily Calculator, and an Index Fund Daily Calculator. I would not mix them.

It would not have the automatic update capability, at least not right away.
I'd rather see some tweaks to tspcalc.com rather than a new project to appease the doubters. Specifically a sortable sigma column and IFT text alerts.

But seriously it is awesome as is!

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dougellen1
Posts: 123
Joined: Thu Mar 08, 2012 12:41 pm

Re: TSP Calc Daily Strategy challenge

Post by dougellen1 »

I'm not a doubter!! So chill. Just trying to expand the sample set onerep...I know it's hard.

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

Re: TSP Calc Daily Strategy challenge

Post by onerepmax »

dougellen1 wrote:I'm not a doubter!! So chill. Just trying to expand the sample set onerep...I know it's hard.
I am very chill. Just offering an opinion.

mindofmush
Posts: 353
Joined: Mon Jul 02, 2012 1:38 pm

Re: TSP Calc Daily Strategy challenge

Post by mindofmush »

The Seasonal Strategies are aptly named because the market cycle follows the economic cycle which goes up and down just like the seasons get warmer and cooler. And just as the first snowfall doesn't occur on the same day each year, the market isn't down on the same day each year but is down sometime in the same "season" each year.

The Monthly Seasonal Strategy breaks up the year into 12 approximately 30 day "windows" and the chooses whichever fund historically does best in that window. This beats the (Motely Fool recommended) Buy & Hold C fund and consequently 91% of the actively managed mutual funds out there.

The Daily Seasonal Strategy uses smaller "windows" to avoid the down times (as pointed out by historical data). The TSPcalculator allows you to quickly test the results of any of your (IFT changes) adjustments to window size and placement. A low StdDEV over many years demonstrates a good conservative strategy that handles the variances in the market from year to year. Obviously, more years of data will introduce more market variances which will require a SINGLE strategy to be even more conservative to ensure no negative years. (Lower returns but still higher than Buy&Hold)
This is good for being able to sleep at night and keeping faith that this years market cycle won't vary more than it has over the past 30 years; that "staying on target" will result in positive gains for the year even if this month is negative.

But what if you believe that including all that history just drags down the average return. The interest rates aren't what they were 10 years ago or 20 years ago (the G fund paid over 6% way back). Interest rates have been super low for 7 years and will only increase slowly which means that less time in C,S,I is more time in G or F which means lower returns (maybe even negative with F fund). Volatility has been relatively low over the last 3 years which means we won't see the very large gains of C & S funds in 2009-2010.
Will next year's market look like 1987 or 1997 or 2007 or more like 2017?

For those that don't mind changing their Strategy each year to adapt to the more current market conditions, can limit their look-back period to just 3 or 4 years to create a high return strategy with the most relevant historical data. (Matt is working on a paid version similar to this that I can't wait to try.)
mo meng, mo ching (which loosely means: no money, no life)

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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%

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