New stats coming to TSPCalc

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mjedlin66
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New stats coming to TSPCalc

Post by mjedlin66 »

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"

sbarman
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Joined: Wed May 14, 2014 8:00 pm

Re: New stats coming to TSPCalc

Post by sbarman »

I was looking at #20241 and #38993, YTD return is -8.42%. Are you sure you are talking about Which strategy are you talking about which had 2018 YTD +3.83% return.

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mjedlin66
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Re: New stats coming to TSPCalc

Post by mjedlin66 »

sbarman wrote:I was looking at #20241 and #38993, YTD return is -8.42%. Are you sure you are talking about Which strategy are you talking about which had 2018 YTD +3.83% return.
I only overlaid May to turn 20241 into 38993.

The half-year strategy that I built to maximize mean-SD is #38992. Note I only studied Jan-May, because I just wanted to see what the YTD would be. The other months from 38992 are not based on maximum mean-SD. It is extraordinarily time consuming to do this by hand, so I haven't bothered to do a full 12 month example. The tool will be able to do this in less than 10 minutes.
Owner/creator of TSPcalc.com - "Know your numbers"

ravioli817
Posts: 79
Joined: Sat Apr 17, 2010 7:13 pm

Re: New stats coming to TSPCalc

Post by ravioli817 »

That's awesome! Ive been doing a monthly mean/SD strategy for a while. but it looks like yours is very different from mine. the one I've been following is 29824.

I'll have to compare yours with mine later. Its been tough to figure out because ive had to copy each strategy into excel manually and calculate which is better. So im not surprised at all that mine wouldn't be the best.

Also, fyi, I also have other rules for myself such as not allowing 1 or 2 day trades.

This is new calculator is definitely something I would pay extra for!

ravioli817
Posts: 79
Joined: Sat Apr 17, 2010 7:13 pm

Re: New stats coming to TSPCalc

Post by ravioli817 »

Oh, nvm, I misread your post. You overlayed the best may on top of 20241. I did all this by hand, and as you said, it is incredibly time consuming.

I tried to make a strategy with the best strategy by month for each month. some of them have to change because of how the last move effects the next month. That is why our "best" May moves are different.

Man, I am so hyped for this upcoming calculator. I'm curious to see how accurate I am. Mjedlin, You are awesome!

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robika
Posts: 86
Joined: Tue Mar 08, 2016 8:56 am

Re: New stats coming to TSPCalc

Post by robika »

mjedlin66 wrote: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
This is freaking awesome. I've been working on monthly mean/SD for a while and there are some months that just suck (June & September). Your May numbers look great, the best I got was mean of 2.2907, SD 1.8375, mean/SD of 1.2466 with 2 negative months between 04 and 17. Your mean/SD blows mine away and you only have 1 negative month!

I am soooo looking forward to this new update. Thanks Matt!!!
2019: Ignore everything that Mr. Imperfect says. Just roll the dice, will probably do better.
2020: Did Mr. Imperfect hack my fantasy account?
2021: My fantasy account got COVID.

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mjedlin66
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Re: New stats coming to TSPCalc

Post by mjedlin66 »

ravioli817 wrote:
Also, fyi, I also have other rules for myself such as not allowing 1 or 2 day trades.
Keep reminding me. I can, and should, add a data column and filter for "minimum # of days between IFTs".

Although that won't work all that well when focusing on individual months, and you have 1 or even 0 days in a fund at the beginning and end of the month. Because it is not a trivial task to measure how many days you spend in that fund in the prior and next months, considering the user has not selected the strategy for next and previous months yet.

I'll think on it. Don't let me forget. I can definitely add it to the seasonal calculator on a full-year basis.
ravioli817 wrote: This is new calculator is definitely something I would pay extra for!
I'm not going to raise the subscription fee when this is released. My business goal is to get a lot of subscribers at a low price point. Unfortunately, TSP Seasonal Investing is a small niche and my enrollment numbers are still low. After this tool, I am going to expand the site to include tools beyond seasonal. I am also going to add a blog.

But there is always the option to donate to my casual dining/date night fund outside of your subscription.
Owner/creator of TSPcalc.com - "Know your numbers"

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mjedlin66
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Re: New stats coming to TSPCalc

Post by mjedlin66 »

Still shooting for a June release.

TSPCalc.com turned 1 year old today!

Here's a teaser video for the new tool:

https://youtu.be/yFS7IVK04Pk
Owner/creator of TSPcalc.com - "Know your numbers"

nrialto
Posts: 332
Joined: Wed Sep 02, 2015 7:23 pm

Re: New stats coming to TSPCalc

Post by nrialto »

mjedlin66; not to add more to your already-full-plate, but would you consider adding a searchable option to the tspcalc for "number of negative months?"

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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%

Live Charts

Pending Allocations

Under development. For now, you may view Pending Allocations by going to "fantasy TSP" and selecting "Leaderboard sort" of "Pending Allocations".