Fantasy TSP and TSP Calc

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ND_Steel
Posts: 41
Joined: Sat Mar 10, 2018 9:24 pm

Fantasy TSP and TSP Calc

Post by ND_Steel »

If this has been asked many times before, my apologies.

I have been aware of Fantasy TSP for probably 5-6 years now. I have been aware of TSP Calc for maybe 2 years or so. One seems to greatly complement the other. My question is why don't we see some of the gaudy TSP Calc returns in at least the past few years here on Fantasy TSP? The Fantasy TSP winner in 2018 had a return of 13.73%. The Top 100 from TSP Calc models from 2018 had returns from 68 to 103%. Now, I understand that these models may have been (or likely were) built in hindsight; but some of these models have fairly consistently brought back gaudy returns. I don't have a subscription with TSP Calc yet, so I can't do filters to verify this. But the reason I don't have a subscription is because I am skeptical due to not seeing the same or even close results on your leaderboard. Thoughts? Is TSPCalc viable? I think Airtus? has put his money to the Jahbulon basic model, and writes the Seasonal Musings. Anyone else take the plunge?

I have followed #19232 for about 1 year now, but not acted on it. From 2004 to 2018, it soundly "beat the market" every year but one. It is only in stocks 58% of the time, which to me seems MORE risky that it is NOT in the market more often than less risky (as one would think...because I am comparing this to a buy & hold C&S strategy). Had I done it last year for example, +0.55% instead of down 4-9% in C&S. This year, not so good but not terrible, +12.15% compared to the 13.5-19.1% stock fund gains. The std dev is comparable to the stock funds, but the Total Compound Return is insane. So, in summary, beat (clobbered!) the stock funds 14 out of 15 years...never a negative return, last year was the closest...a 7,700% compound total return vs. 320% from the S fund...a comparable std deviation to stock funds. Talk me out of it! What am I missing? I get it is only 15 years of hindsight data, but 14/15 times sounds pretty darn good (we invest in the stock market based on less)...a x24 increase in total compound return! Please...talk me out of it. If it is off by HALF...that is still a x12 increase. If it is 75% off...a x6 increase. Ok, I'll stop there.

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userque
Posts: 658
Joined: Mon May 05, 2014 5:43 pm

Re: Fantasy TSP and TSP Calc

Post by userque »

ND_Steel wrote:If this has been asked many times before, my apologies.

I have been aware of Fantasy TSP for probably 5-6 years now. I have been aware of TSP Calc for maybe 2 years or so. One seems to greatly complement the other. My question is why don't we see some of the gaudy TSP Calc returns in at least the past few years here on Fantasy TSP? The Fantasy TSP winner in 2018 had a return of 13.73%. The Top 100 from TSP Calc models from 2018 had returns from 68 to 103%. Now, I understand that these models may have been (or likely were) built in hindsight; but some of these models have fairly consistently brought back gaudy returns. I don't have a subscription with TSP Calc yet, so I can't do filters to verify this. But the reason I don't have a subscription is because I am skeptical due to not seeing the same or even close results on your leaderboard. Thoughts? Is TSPCalc viable? I think Airtus? has put his money to the Jahbulon basic model, and writes the Seasonal Musings. Anyone else take the plunge?

I have followed #19232 for about 1 year now, but not acted on it. From 2004 to 2018, it soundly "beat the market" every year but one. It is only in stocks 58% of the time, which to me seems MORE risky that it is NOT in the market more often than less risky (as one would think...because I am comparing this to a buy & hold C&S strategy). Had I done it last year for example, +0.55% instead of down 4-9% in C&S. This year, not so good but not terrible, +12.15% compared to the 13.5-19.1% stock fund gains. The std dev is comparable to the stock funds, but the Total Compound Return is insane. So, in summary, beat (clobbered!) the stock funds 14 out of 15 years...never a negative return, last year was the closest...a 7,700% compound total return vs. 320% from the S fund...a comparable std deviation to stock funds. Talk me out of it! What am I missing? I get it is only 15 years of hindsight data, but 14/15 times sounds pretty darn good (we invest in the stock market based on less)...a x24 increase in total compound return! Please...talk me out of it. If it is off by HALF...that is still a x12 increase. If it is 75% off...a x6 increase. Ok, I'll stop there.
Discussed a bit here: http://tspcenter.com/forums/viewtopic.php?f=12&t=16880
"In the land of idiots, the moron is King."

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

Re: Fantasy TSP and TSP Calc

Post by fordest »

fordest wrote: The beginning of 2018 saw only about 23,000 strategies in TSPCalc. Therefore, any strategy with a number higher than 23000 was created during the 2018 trading year. Anybody that decided in 2017 to follow a strategy and stick with it will be following one of those. And most of those are down around 2-4% for whatever reason. The new batch of strategies (especially those created with the new tool) likely have taken this year into account and will have much better 2018 numbers and better averages (or else they won't be discussed).

Past performance definitely does not guarantee future results...

So my question is: What happens next year? will any of these strategies pan out? or will we be having the same discussion only substituting the 60000's for the 40000's? I guess that's the nature of the market.... nobody knows. But like Atrius might say: Go with what gives you the best chances of success, remove emotion, and stick with it.
I wrote that back in November on this thread http://tspcenter.com/forums/viewtopic.php?f=14&t=16486


I have been in the system since August of 2017, and faithfully. 2018 was not a good year, but if you check the 365-day leaderboard, I am number 19.

Since that post btw, we actually are looking at strategy numbers in the 60ks... New ones are always being created and with hindsight. So it's no surprise there are more and more good averages. But there are way more strategies than there are TSP center members to follow them.
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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TopComm
Posts: 78
Joined: Thu Jun 03, 2010 7:02 pm

Re: Fantasy TSP and TSP Calc

Post by TopComm »

I've also been following daily seasonal since August 2017. Concur that 2018 was not a good year for the daily seasonal; but, I think we have gotten a lot better with consistency over last summer.

As of May 2, 2018 - May 1, 2019
My 365 day return 16.23%
G fund 2.88%
F fund 5.55%
C fund 13.4%
S fund 7.71%
I fund -1.81%
L2050 7.05%
L2040 6.68%
L2030 6.19%
L2020 4.64%
L Income 4.22%

I think the daily seasonal strategy is probably not worse than buy and hold - and as time plays out we may have a slight indication that it is better. Time will tell.

The other thing to consider for 2018 TSPcalc returns is that Mr. Perfect is going to have all of the best returns in 2018-2019. As we progressed through the year, Fordest would update with each creating a new strategy number and a better return for the year based on how the market progressed. The experiment was to see how much someone could make in the TSP if they made all of the right decisions over the year.

ND_Steel
Posts: 41
Joined: Sat Mar 10, 2018 9:24 pm

Re: Fantasy TSP and TSP Calc

Post by ND_Steel »

Yep, I get it, hindsight, data-fitting, etc. But the models are applied to 15 years worth of data, so curve-fitting to just 2018 data would be pointless. Yes there will be bad years, but the goal is not to have as bad a year as the market. When the curve-fitting results in 15 for 15 higher results...much higher results...now you have my attention.

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

Re: Fantasy TSP and TSP Calc

Post by fordest »

ND_Steel wrote:Yep, I get it, hindsight, data-fitting, etc. But the models are applied to 15 years worth of data, so curve-fitting to just 2018 data would be pointless. Yes there will be bad years, but the goal is not to have as bad a year as the market. When the curve-fitting results in 15 for 15 higher results...much higher results...now you have my attention.
And that's all true. Even in 2018 my first full year in TSPCalc when I went into it thinking 20-30% (practically guaranteed) and got -3% I was bummed. But when I look at the other fund?

S -10%)
C -5.2%
I -13.6%
L2030 -3.94% - included because if I was to set it and forget it this would be my choice. This is the fund I always benchmark to beat.

Me -3.41%

I beat all those. I can't complain. I'm sticking with it.
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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mjedlin66
Site Admin
Posts: 1569
Joined: Wed Oct 02, 2013 7:51 pm

Re: Fantasy TSP and TSP Calc

Post by mjedlin66 »

Keep your eyes on TSPcalc over the next two weeks.
Owner/creator of TSPcalc.com - "Know your numbers"

Jamters
Posts: 55
Joined: Wed Nov 25, 2015 12:48 pm

Re: Fantasy TSP and TSP Calc

Post by Jamters »

Maybe I'm not reading the TSPcalc charts right; If you started #66688 on 1 January 2018 and followed it through 31 Dec 2018 shouldn't you have finished at +23.26 % and not - 3.41 %?

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

Re: Fantasy TSP and TSP Calc

Post by fordest »

Jamters wrote:Maybe I'm not reading the TSPcalc charts right; If you started #66688 on 1 January 2018 and followed it through 31 Dec 2018 shouldn't you have finished at +23.26 % and not - 3.41 %?
Ah I can see why that is confusing. 66688 is relatively new. Created this year in an effort to find something better. it's my 2019 choice. I followed #31877 in 2018. If you only look at 2004-2017 you can see why it wasn't a bad choice.... lol.

My signature is meant to say: I have been following TSPCalc strategies since August of 2017 but I CURRENTLY following #66688
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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Sad Al
Posts: 107
Joined: Tue Jun 08, 2010 11:50 am

Re: Fantasy TSP and TSP Calc

Post by Sad Al »

I am all in. I will renew my subscription in 2019, because for a measly $20 you get a lot of historical data even if you don't follow one strategy to the fullest. But I think that is a key: Pick One Strategy and Stick To It. In 2018 I jumped from one strat to another, using three different strats through the year. In December 2018 I chose my current strategy and I am sticking to it through the year. I am not beating the market right now, but I am doing pretty good compared to my own fumbling guesses of the past. If I earn half of the usual 28% annual gain, I am still going to be happy, and that would be the least it ever gained in its 15 year "history." If I make 14% a year, average, will I be unhappy I paid $20? I doubt it.

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Fund Prices2024-03-27

FundPriceDayYTD
G $18.14 0.01% 1.00%
F $19.09 0.26% -0.68%
C $82.11 0.87% 10.42%
S $82.19 1.48% 6.61%
I $42.68 0.56% 6.21%
L2065 $16.38 0.84% 8.36%
L2060 $16.38 0.84% 8.36%
L2055 $16.39 0.84% 8.36%
L2050 $32.73 0.71% 6.94%
L2045 $14.91 0.67% 6.56%
L2040 $54.37 0.63% 6.20%
L2035 $14.34 0.58% 5.77%
L2030 $47.66 0.53% 5.35%
L2025 $13.14 0.31% 3.40%
Linc $25.60 0.24% 2.79%

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".