where are the successful TSPCALC 2018 followers?

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tegsr94
Posts: 19
Joined: Wed Dec 14, 2016 12:14 pm

Re: where are the successful TSPCALC 2018 followers?

Post by tegsr94 »

This comment is to mjedlinn66. First let me say thanks for all you do and developing your site. I have subscribed and look forward to utilizing the info for many years. I am a bit confused on the blind tests however. I just read through your explanation in the previous post, and I think I understand what you are doing, though I'm not sure it will be all that beneficial. It's my belief that the more information available (historic returns) the more reliable a strategy is. There are many users on this website who seem comfortable with the monthly seasonal strategies since the data is supported by nearly 30 years of info. Having said that, I don't understand why any users at this point would ever attempt to build a daily strategy (and follow it) with anything less than all the years available. Don't get me wrong, it's nice to have the additional information from the blind tests to look at and play around with from a hypothetical standpoint. I may be misinterpreting the blind tests though. I'm not trying to be critical, just helpful. Thanks

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mjedlin66
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Posts: 1569
Joined: Wed Oct 02, 2013 7:51 pm

Re: where are the successful TSPCALC 2018 followers?

Post by mjedlin66 »

tegsr94 wrote:This comment is to mjedlinn66. First let me say thanks for all you do and developing your site. I have subscribed and look forward to utilizing the info for many years. I am a bit confused on the blind tests however. I just read through your explanation in the previous post, and I think I understand what you are doing, though I'm not sure it will be all that beneficial. It's my belief that the more information available (historic returns) the more reliable a strategy is. There are many users on this website who seem comfortable with the monthly seasonal strategies since the data is supported by nearly 30 years of info. Having said that, I don't understand why any users at this point would ever attempt to build a daily strategy (and follow it) with anything less than all the years available. Don't get me wrong, it's nice to have the additional information from the blind tests to look at and play around with from a hypothetical standpoint. I may be misinterpreting the blind tests though. I'm not trying to be critical, just helpful. Thanks
The point of the Blind Tests, and what they offer that the Seasonal Calculator does not, is an attempt to understand what types of strategies and what data points are useful for predicting the market.

You can build a strategy using all 15 years of data, sure. But other than past returns, what indication do you have, if any, that a strategy that would have been good for the past 15 years will be good in the future?

The Blind Tests attempt to answer that question. For example, the Blind Tests make a very good case for choosing seasonal strategies that are always in equities. The cases which allow G and F almost always produced a lower return than the similar cases which limit themselves to CS or CSI.

Interpet the data how you will, but that is what it says to me. I see that and think, okay, maybe seasonal can't predict a downturn, but maybe it can help predict which stock index is stronger at a given part of the year. Maybe some months favor S over C, but other months favor C over S.

Indeed, the blind test cases which don't invest in G or F at all show some promise that they can beat C&S by an average of 1-2% in the long run.

An extra 1% per year, for me, means another 700k in retirement (30 years from now, contributing max, comparing 7% annual against 8% annual).
Owner/creator of TSPcalc.com - "Know your numbers"

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fordest
Posts: 605
Joined: Wed Sep 26, 2012 3:48 pm

Re: where are the successful TSPCALC 2018 followers?

Post by fordest »

Thank mj that helps a lot. I think I needed the "why" more than the "how." Now I understand.
100% in the daily system since August 2, 2017.
Following strategy (current pick) #88676. 2020 real life has been following #110838

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Amerks
Posts: 42
Joined: Sun Jan 12, 2014 10:21 am

Re: where are the successful TSPCALC 2018 followers?

Post by Amerks »

Thank you for the explanation. Am I correct in making this probably overly simplified observation: Following a strategy from the Blind Test/seasonal builder in theory has a better chance of performing truer to its past track record in future years then a strategy built with data that includes the current year? One strategy that has caught my eye is in Case 10: Highest Mean, C/S/I/G Only column 5 for 2018 with a 9.5% return for 2018 (#45552). While one can find strategies that have higher returns that were recently made presumably using some 2018 data, the numbers seem more real world with some ups and downs but overall strong performance during the period of 2004 through 2018.

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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%
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