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 Post subject: Backtesting
 Post Posted: Sat Oct 05, 2019 7:26 pm 
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Joined: May 05, 2014
Posts: 580
Flag: United States (us)

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How do you use TSP center to your advantage?

bloobs wrote:
Few of us here are actuaries or some type of statistical wizard that you may be--or that we need to be one in order to pick a TSP destiny successfully---but to my untrained eye, you make it seem that the TSPCALC dataset and the resultant analyses results derived from it are somehow flawed--enough to be discredited from our use. I hope not, because my recent results since I started using it have been in line with my expectations.

Here's my question: do you or do you not agree that buying and holding a *fixed* (i.e. 100% in C) allocation over a 10 year term *has* returned markedly less than SPECIFIC TSPCalc-driven seasonal strategies for that same period (data optimization vs. back-testing methodologies be darned)?

If the answer is "yeah buddy", then that was the ONLY point I was trying to make.

userque wrote:
Was working on a reply to you...it was pretty long (of course). Lost it somehow when I opened a second tspcenter window to read another post. :roll: But fordest is correct, I didn't realize we were hijacking this thread. I'll respond again to a new thread later today or late tonight.

I actually found that reply I was working on ... had too many tabs open, and it wasn't near where I thought it should be.

Again, I just wanted to clarify, if not for you, then for others that may get the wrong understanding from your characterizations. One doesn't have to be an actuary or wizard to have certain understandings. I'm far from both.

I never ever said TSPCalc or it's data was flawed. I've posted that I like the site. I've posted that I would use the site if I weren't working on something different. I don't know how to be more clear about how I feel about the site, but I had to (for now) address your misunderstanding about that as well. (Research silent acquiescence.)

Regarding your question:

March 2009 to March 2019 returned a total of 316% You can let me know what the best seasonal did during that 10 year time frame. Or I guess you could just optimize a new strategy over those years and beat any other strategy in the trading universe. :)

(Points: Either of us can cherry pick any time period we want. Additionally, you can ex post facto produce a strategy 'perfectly' adapted to any past time period. This exercise is not meaningful in a real life trading scenario.

You brought up your strategy. You said that it is recently performing as expected. Every strategy out there goes through periods where they are totally in tune with the markets. That's not hard to do. [You know the cliché... a broke clock will be correct twice a day ...] Consistency is.)

What number is that strategy? How did that same exact strategy do last year?

I'm only asking because you brought it up. I'm not really that concerned--. I believe everyone should do whatever they do...especially when it comes to their own money.

Whether you believe me or not is not my issue. I respect free will and am not here to win friends and influence people (look that latter phrase up :) ); I just didn't want those that may read your posts one day in the future to walk away with a misunderstanding ... at least not before hearing a counter-argument.

I get it. Some take offense to being 'challenged,' even if the challenge is justified. Unfortunately, I can't help that. But I do try to be as gentle as possible. :) I hope you do the same when you eventually correct me on some point I make in the future.

"In the land of idiots, the moron is King."

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

S&P 500 (C Fund)

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

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