Friday

[bamablue]

Tell me more of this cat strategy...

[bamafamily]

.....
What is the point of you following the daily if you won't stick to it? Besides, the moment you let emotion get into you're just hurting your returns. Would love to find the quote that backs this up but I've always heard that folks who have a strategy and stick to it always do better than those in the long run that don't stick to a strategy.

For me, it is not emotion that lets me use my strategy as a guide. It is more common sense (IMHO) These strategies are built on data from 2004..That is 17 data points. There were Black Swan events in those 17 data points that drove the dates that the IFT's are created on that we follow. What are the odds that those dates will fall on those exact dates year after year??
Personally, I think that the market runs in cycles/seasonals which is why it is not an exact date....I use the IFT date that my strategy gives me and utilize a +- 1 week around it to define my IFT..... If I am up 3.5% and still have a week left before my IFT, I might take 70% of my profit and move to the G Fund.
If the market is churning upwards, (like now) I might delay a couple of days to try and pick up another .5% or .8%..

Does this take a little effort to look at the overall trend of the market?...Yes
Is it easier just to trade on the exact day and not worry about it? Yes

But, we all have our different ways of doing things....I am not really trying to "time" the market....I am just riding the wave until it starts to fizzle out.....

Good Luck....

[mindofmush]

For example, July has been historically bad for the S fund, it has been positive very few times in its history.

The last 10 S Fund July performances: (+2% average monthly return)

2017 - 1.11
2016 - 5.4
2015 - (.12)
2014 - (4.38)
2013 - 6.88
2012 - (.62)
2011 - (3.14)
2010 - 7
2009 - 8.66
2008 - (.79)

https://www.tsp.gov/InvestmentFunds/Fun ... turns.html

Since 2004 the S Fund has been negative 8 times for July compared to 6 times positive. With aggregating the data together June and August are actually worse. Needless to say, seasonal's just take the data and apply it to beat buy and hold. These strategies are relatively new, only formulated within the last few years. So I'm not sure that someone will have a fantasy TSP that will reflect much more than a year.

You are mixing up your strategies and your analysis: the monthly seasonal strategies have been used for many years and they do beat the long term S&P (C fund) buy & hold.

The Daily seasonal strategies have been around for a few years but they goal is to avoid the down days of any particular month to acheive 25%-39% average annual growth. To find out how well any of the daily strats work will that YOU try it, either with your own money or just your fantacy account. (You won't believe anyone else anyway, especially if they tell you they gained over 30%.)

[XAMOTOMAX]

Are you a seasonal trader? Can you show me someone who is that's beaten buy and hold? That's all I'm asking. I clearly don't know where to look to see some data on seasonal performances vs. buy and hold. Care to lend a hand?

[Sad Al]

I am following a strategy, blindly perhaps, but what good is a strategy if it isn't followed? I agree though, F fund looks like a stinker. I am down 4.7% or so for the year, but I look at past years in my TSPCalc strategy that had monthly losses, some even more severe, yet wound up with 32% result for the annual growth. I like Math. Math is the only exact language. Math says I have a very high chance of scoring 30% this year too. MJEdlin, you are my hero.

[retire1]

The F fund is garbage

[mindofmush]

Are you a seasonal trader? Can you show me someone who is that's beaten buy and hold? That's all I'm asking. I clearly don't know where to look to see some data on seasonal performances vs. buy and hold. Care to lend a hand?

Have you not read the words of Aitrus?

[XAMOTOMAX]

I've read lots of words. But Aitrus isn't beating buy and hold...at least going back roughly 1000 trading days since 2012 when his fantasy account started. Any other suggestions?

[Travis1984]

Are you a seasonal trader? Can you show me someone who is that's beaten buy and hold? That's all I'm asking. I clearly don't know where to look to see some data on seasonal performances vs. buy and hold. Care to lend a hand?

David Kupcho figured thisnot by longhand in 2012, and has averaged 30% a year since then.

https://tradewithkup.com

[Travis1984]

Are you a seasonal trader? Can you show me someone who is that's beaten buy and hold? That's all I'm asking. I clearly don't know where to look to see some data on seasonal performances vs. buy and hold. Care to lend a hand?

Additionally, I beta buy and hold for the 6 months I was using the DS strategy last year.

I jumped in June first and beat all standard buy and hold strats by 3-4.5% depending on your split.

Mmmmmmmbeer has been using seasonals since 2016, and has beaten buy and hold.

[XAMOTOMAX]

I swear I'm not trying to be difficult. Your fantasy only goes back to December and Mmmmmmbeer only goes back to July and he's right in the middle of the 3 equity funds in regards to performance over that time...matching buy and hold but not demonstrably beating it.

Kupcho outlines his IFT plan for this year but I don't see anything outlining what he did over previous years to achieve the results he's outlined. Ideally I'd be able to see an outline of IFT's over the course of a year and an established and known seasonal plan that can be referenced and matches the IFTs executed for that given year.

[Travis1984]

I swear I'm not trying to be difficult. Your fantasy only goes back to December and Mmmmmmbeer only goes back to July and he's right in the middle of the 3 equity funds in regards to performance over that time...matching buy and hold but not demonstrably beating it.

Kupcho outlines his IFT plan for this year but I don't see anything outlining what he did over previous years to achieve the results he's outlined. Ideally I'd be able to see an outline of IFT's over the course of a year and an established and known seasonal plan that can be referenced and matches the IFTs executed for that given year.

Myself just started using fantasy TSP. My RoR for 2018 was 20.95%, and I was at +.48% on April 1. I started following 7980 for the first half of that run, and as the system evolved and more people input strategies and played I eventually went to 16517, and have settled on 27320 for 2018.

Kupcho has followed a single strategy since 2012 in his real TSP account. It’s one of the 17000s. It’s a benchmark on TSPCalc if you go look.

I have no idea what mmmmbeer does in his fantasy.

[XAMOTOMAX]

Ok I spent some time on the TSPCalc site and while a neat tool, it seems like a more powerful and flexible version of the Mr. Perfect thread/calculation. Hindsight is 20/20. I'd like to know how Kupcho come up with this IFT strategy way back in 2012? Was the TSPCalc site up and running back then? I'm having a hard time believing he came up with such a complex IFT strategy before any of these tools were available...maybe they were available? I was under the impression these concepts (daily seasonal vs. monthly seasonal) were relatively new. While impressive, I'm taking his historical claims with a grain of salt for now.

What I do put stock in are the Jahbulon and TSPCenter seasonal strategies because I know those have been around for a long time. Since 2004 compared to buy and hold C/S, Jahbulon has beaten buy and hold 8 out of 14 years with an average return of 14.25% compared to 11.05% average buy and hold returns; TSPCenter seasonal lost to buy and hold 8 out of 14 years with an average return of 11.06% vs. 11.05% buy and hold. Not bad...at least it's a demonstration of comparable returns over a good chunk of time with the Jahbulon strategy slightly ahead of b/h and TSPCenter strategy roughly a wash.

Anyway, thanks for entertaining my skepticism. I'd still love to see some fantasy accounts that show people actually using seasonals to beat b/h over several years.

[Travis1984]

Ok I spent some time on the TSPCalc site and while a neat tool, it seems like a more powerful and flexible version of the Mr. Perfect thread/calculation. Hindsight is 20/20. I'd like to know how Kupcho come up with this IFT strategy way back in 2012? Was the TSPCalc site up and running back then? I'm having a hard time believing he came up with such a complex IFT strategy before any of these tools were available...maybe they were available? I was under the impression these concepts (daily seasonal vs. monthly seasonal) were relatively new. While impressive, I'm taking his historical claims with a grain of salt for now.

What I do put stock in are the Jahbulon and TSPCenter seasonal strategies because I know those have been around for a long time. Since 2004 compared to buy and hold C/S, Jahbulon has beaten buy and hold 8 out of 14 years with an average return of 14.25% compared to 11.05% average buy and hold returns; TSPCenter seasonal lost to buy and hold 8 out of 14 years with an average return of 11.06% vs. 11.05% buy and hold. Not bad...at least it's a demonstration of comparable returns over a good chunk of time with the Jahbulon strategy slightly ahead of b/h and TSPCenter strategy roughly a wash.

Anyway, thanks for entertaining my skepticism. I'd still love to see some fantasy accounts that show people actually using seasonals to beat b/h over several years.

In four hours with a six pack of beer I was able to create an excel spreadsheet that showed trends for all available data for the previous 14 years. David did something very similar (and so did Matt on his initial plan). David then spent the next four months running simulations by hand. (Not that difficult to input data once you have a formula setup) to come up with his strategy.

It’s not a Mr. Perfect scenario. That would be always changing in hindsight to have every move be perfect.

These are pulling the same moves every year based on historical performance. Which...ding ding ding...is the EXACT SAME PRINCIPLE behind buy and hold, except on a more specific scale.

There is no market timing. There is only making moves based on historic performance.

There was a pretty interesting exercise done by a member here where he went back to 2004, and utilized only thatvyear and found the bets strat. Used that strat in 2005. Then took the best strat of those two years combined and used it in 2006. And so on to present date.

The average return was like 28% doing that.

If you want to remain buy and hold I think that’s fine. No one is telling you seasonals of any flavor are the only way to invest. But your arguments and skepticism are not based on any factual results. Only emotional. Which, thankfully, seasonal strategies remove from the equation.

[Octjan2]

Ok I spent some time on the TSPCalc site and while a neat tool, it seems like a more powerful and flexible version of the Mr. Perfect thread/calculation. Hindsight is 20/20. I'd like to know how Kupcho come up with this IFT strategy way back in 2012? Was the TSPCalc site up and running back then? I'm having a hard time believing he came up with such a complex IFT strategy before any of these tools were available...maybe they were available? I was under the impression these concepts (daily seasonal vs. monthly seasonal) were relatively new. While impressive, I'm taking his historical claims with a grain of salt for now.

What I do put stock in are the Jahbulon and TSPCenter seasonal strategies because I know those have been around for a long time. Since 2004 compared to buy and hold C/S, Jahbulon has beaten buy and hold 8 out of 14 years with an average return of 14.25% compared to 11.05% average buy and hold returns; TSPCenter seasonal lost to buy and hold 8 out of 14 years with an average return of 11.06% vs. 11.05% buy and hold. Not bad...at least it's a demonstration of comparable returns over a good chunk of time with the Jahbulon strategy slightly ahead of b/h and TSPCenter strategy roughly a wash.

Anyway, thanks for entertaining my skepticism. I'd still love to see some fantasy accounts that show people actually using seasonals to beat b/h over several years.

I understand your skepticism. This year will be the test for the strategies because so many folks are following the seasonals. The strategies are definitely not infallible as January and early February proved. I lost my a** during that time. I was determined to follow my strategy at the beginning of the year. I sat on the sidelines in the G fund while stocks continued to rise. I then moved to the S fund after stocks had risen 6% in 3 weeks to watch my TSP balance drop with the correction. Common sense told me not to go to the S fund after those steep gains, but like a good soldier I followed the plan. I am appreciative of the guidance they provide but will use some real time common sense with my strategy in the future.