Hi everyone,
Not sure if I'm missing something, but I noticed Strategy #27 benchmarked against Jahbulon's basic have matching means for the years 2004-2016 but in the year 2017, the means don't match.
Strategy #27 has a mean of 14.29 for 2017 and Jahbulon's basic has a mean of 14.65 for 2017.
Can someone explain this?
Thank you,
Nancy
Strategy #27 vs. Jahbulon's Basic
Moderator: Aitrus
Re: Strategy #27 vs. Jahbulon's Basic
You are referring to the annual return, not the mean.
But from Aitrus' Seasonal Musings thread:
"This Mix originally used the S Fund in January, but the current iteration uses the F Fund as of 2017. That’s because if you use data up to only 2012 the S Fund is borderline close to the “good month” standard. From 2012 – 2016, the January returns have changed the calculations in such a way that the S Fund is no longer a good choice, and the F Fund is much better. I believe that Jahbulon would have made the change to the F Fund if he were still active on the board. As I mentioned before, one of the upsides to a seasonal system is that you use data to determine your Fund choice for the month. When the data says that a Fund is no longer good in a particular month, then it’s time to consider changing it. "
Jahbulon's Basic changed in 2017. That is why it doesn't match #27 on TSPCalc.com.
But from Aitrus' Seasonal Musings thread:
"This Mix originally used the S Fund in January, but the current iteration uses the F Fund as of 2017. That’s because if you use data up to only 2012 the S Fund is borderline close to the “good month” standard. From 2012 – 2016, the January returns have changed the calculations in such a way that the S Fund is no longer a good choice, and the F Fund is much better. I believe that Jahbulon would have made the change to the F Fund if he were still active on the board. As I mentioned before, one of the upsides to a seasonal system is that you use data to determine your Fund choice for the month. When the data says that a Fund is no longer good in a particular month, then it’s time to consider changing it. "
Jahbulon's Basic changed in 2017. That is why it doesn't match #27 on TSPCalc.com.
Owner/creator of TSPcalc.com - "Know your numbers"
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