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"Safest" Daily

Posted: Mon Apr 16, 2018 11:03 am
by nrialto
Greetings everyone.

I hope I'm not beating a dead TSP horse here, but I'm looking for some opinions on a Daily Strategy that is considered "safe" in the long-run. I understand a strategy with few negative monthly returns isn't likely to have huge gains at year's end, but I'm thinking long-term.

I was hoping some folks could offer some strategies they like as "safe."

Thanks!

Re: "Safest" Daily

Posted: Mon Apr 16, 2018 11:26 am
by Octjan2
None of them are "safe". I was following 17842 because of its "safe" standard deviation of 2.38. That strategy is currently minus 8.14 with 1/3 of the year nearly completed.

Re: "Safest" Daily

Posted: Mon Apr 16, 2018 11:53 am
by ArrieS
G fund January 1'st to June 30'th.

Second verse, same as the first.

Re: "Safest" Daily

Posted: Mon Apr 16, 2018 11:53 am
by nrialto
I am using 17842 as well, which is what prompted me to inquire.

Based on it's previous returns (going back to 2004) I'm surprised to not only see that it's down a fair amount so far this year, but that it's also had 3 consecutive "down" months for the first time.

Re: "Safest" Daily

Posted: Mon Apr 16, 2018 12:02 pm
by robika
As Octjan2 said, no strategy is really safe. However, the safest strategy I created last year was 24393. It is -1.69 for the year but it has only had 22 negative months out of the last 172. with an average of -1.75 for the negative months and 2.53 for the positive months. The standard deviation is still pretty decent even after this years roller coaster.

Re: "Safest" Daily

Posted: Mon Apr 16, 2018 4:24 pm
by Regularguy
I suggest the L funds if your looking for set it and forget it. Most other strategies just try to be better than buy and hold.

Re: "Safest" Daily

Posted: Mon Apr 16, 2018 4:57 pm
by mjedlin66
Take a good look at 0 F and 0 G strategies.

That means they are in equities 100% of the time.
It is kind of seasonal meets buy-and-hold.

https://tspcalc.com/seasonal.php?years= ... x=0&Fmax=0

Re: "Safest" Daily

Posted: Tue Apr 17, 2018 7:47 am
by mjedlin66
Also there is a lot of new data to chew through in the background. I will release a snippet of it to cover May while I finish developing the tool for public use.

Bug me on Sunday.

Re: "Safest" Daily

Posted: Tue Apr 17, 2018 8:27 am
by robika
mjedlin66 wrote:Also there is a lot of new data to chew through in the background. I will release a snippet of it to cover May while I finish developing the tool for public use.

Bug me on Sunday.
Ugh, it's only Tuesday... you drop something like this and expect us to wait until Sunday? :(

This is like something I would do to my impatient kids :wink:

Re: "Safest" Daily

Posted: Wed Apr 18, 2018 10:14 am
by ravioli817
37197: mean of 27.83 and stdDev of .4. this is up to 2017

but as others pointed out, safest doesn't mean you will never have a negative month. Stddev is just a measure of past precision around the mean, but it has its limits as predictive tool.

also, Mjeldin66, great minds think alike! I've been working on the 0% g funds and trying to find better ones.

Re: "Safest" Daily

Posted: Wed Apr 18, 2018 10:58 am
by nrialto
Thanks for the responses everyone.

Ravioli; love the screenname.