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 Post Posted: Mon Apr 30, 2018 8:00 pm 
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Joined: Oct 02, 2013
Posts: 726
Location: 沖縄, Japan
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There is a new TSP Calc tool coming sometime in June. The new tool will allow you to build a strategy month-by-month. ALL POSSIBLE ways to trade each month (over 20k) have statistic tables that you can sort and filter.

Those statistics tables include: min, max, mean, SD, mean/SD, mean-SD, number of IFTs, time in G, time in F, time in C, time in S, time in I, positive net ratio. Again, these statistics are on a per-month basis, in contrast to the annual statistics currently offered.

I want to talk about mean-SD. In a normal distribution, the mean - 1 SD would indicate a value at which 84% of all data falls above. The results have been interesting, to say the least. I built a strategy by hand using the data (because the new tool doesn't work yet, even for me), and found that if someone had built a strategy around maximizing mean-SD (based on 2004-2017 data), that their 2018 YTD would be +3.83%. That beats the hell out of the core funds.

Of course, this doesn't guarantee it will work well in the future. But sometime in June when this tool works, we will be able to conduct a lot of blind testing.

If you are interested in following mean-SD maximum for May, I overlayed the best May on popular #20241. The result is #38993. For subscribers, this is an excellent chance to use the Trading Day Comparison.

Sorry the tool is not ready. This is not intended to build hype. I wrote this thread primarily incase anyone wanted to follow the maximim mean-SD for May.

Cheers
Matt

_________________
Owner/creator of TSPcalc.com - "Know your numbers"


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AGG (F Fund)
iShares Lehman Aggregate Bond (AGG)

S&P 500 (C Fund)
S&P 500 INDEX,RTH (^GSPC)

DWCPF (S Fund)
Dow Jones U.S. Completion Total Stock Market Index (^DWCPF)

EFA (I Fund)
iShares MSCI EAFE Index (EFA)