Stay Calm Index

General TSP Discussion.

Moderator: Aitrus

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Stay Calm Index

Post by Tomanyiron »

12squared wrote: Tue Sep 19, 2023 1:31 pm If not the rock, what is this about?
guns

User avatar
12squared
Posts: 678
Joined: Thu Dec 31, 2015 7:28 am

Re: Stay Calm Index

Post by 12squared »

Tomanyiron wrote: Tue Sep 19, 2023 2:27 pm
12squared wrote: Tue Sep 19, 2023 1:31 pm If not the rock, what is this about?
guns
Why? Is the TSP considering divesting from associated companies?
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Stay Calm Index (MOVE TO G)

Post by Tomanyiron »

Image

Image
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

tnwhiskey
Posts: 75
Joined: Thu Dec 12, 2019 7:14 pm

Re: Stay Calm Index (MOVE TO G)

Post by tnwhiskey »

Tomanyiron wrote: Thu Sep 21, 2023 8:27 am
Image
Was wondering when your signals would change, lol. Interestingly the same day as many seasonality strats.

User avatar
visual18
Posts: 11
Joined: Wed Aug 01, 2018 11:23 am

Re: Stay Calm Index

Post by visual18 »

Late to the thread, but what is the Y axis?

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Stay Calm Index

Post by Tomanyiron »

visual18 wrote: Fri Sep 22, 2023 9:20 am Late to the thread, but what is the Y axis?
The vertical number line is for two data points. The lower one, (at -15.75) is the 2-year total for the S fund. The 2022 end of year total was -26.11. The top number is derived from 4 chart / indicators combinations I have found to be the most accurate for trend direction.
This is the four: https://schrts.co/gmNmEbwQ, https://schrts.co/ENkAyhUt, https://schrts.co/kVBdMmEQ, https://schrts.co/mhgBIpsT.
After studying past trend changes, I came up with a formula to calculate each one's daily change. That gave me a positive or negative number that I added to or subtracted from 5. Above 5 = be in the S fund, under 5 =go to the G fund.
Not prefect by any means, but the best I have found for the IFT rules.
I have not done extensive backtesting, only what I would call a lot of "back-looking"
Sometime soon I hope to do a performance calculation of this Index. And then at the start of the new year, include a running percent of performance.
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Stay Calm Index

Post by Tomanyiron »

Image


Image
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes

User avatar
12squared
Posts: 678
Joined: Thu Dec 31, 2015 7:28 am

Re: Stay Calm Index

Post by 12squared »

Tomanyiron wrote: Tue Oct 03, 2023 8:31 am Image

That may be true of lawyers and politicians, but the technical types I've known are generally straight shooters. It may be why there are so few of them in political office.
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

User avatar
jimcasada
Posts: 301
Joined: Mon Jan 12, 2015 4:40 pm

Re: Stay Calm Index

Post by jimcasada »

I don't know about that...

I remember several years ago, when I worked at a major research facility at Oklahoma State University, we had certain professors that probably made more money on the side "professional consultants" or as a paid special witness in lawsuits for some of same companies supporting our research, than for their lowly State government pay.

User avatar
12squared
Posts: 678
Joined: Thu Dec 31, 2015 7:28 am

Re: Stay Calm Index

Post by 12squared »

jimcasada wrote: Wed Oct 04, 2023 12:01 pm I don't know about that...

I remember several years ago, when I worked at a major research facility at Oklahoma State University, we had certain professors that probably made more money on the side "professional consultants" or as a paid special witness in lawsuits for some of same companies supporting our research, than for their lowly State government pay.
I can't imagine how anyone - in any profession - who is paid to be a witness would not be in agreement with the position of whoever was paying. That special case aside, I have never found that more than 9 out of 10 employees agree with the position of the owner, boss or management.
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

User avatar
Aitrus
Moderator
Posts: 2410
Joined: Mon Aug 06, 2012 5:03 pm

Re: Stay Calm Index

Post by Aitrus »

12squared wrote: Wed Oct 04, 2023 11:07 am That may be true of lawyers and politicians, but the technical types I've known are generally straight shooters. It may be why there are so few of them in political office.
I think Tomanyiron was referring to situations like the one this individual faced and explained in detail:

https://www.thefp.com/p/i-overhyped-cli ... -published
Seasonal Musings 2022: viewtopic.php?f=14&t=19005
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com

User avatar
12squared
Posts: 678
Joined: Thu Dec 31, 2015 7:28 am

Re: Stay Calm Index

Post by 12squared »

Aitrus wrote: Wed Oct 04, 2023 12:35 pm
12squared wrote: Wed Oct 04, 2023 11:07 am That may be true of lawyers and politicians, but the technical types I've known are generally straight shooters. It may be why there are so few of them in political office.
I think Tomanyiron was referring to situations like the one this individual faced and explained in detail:

https://www.thefp.com/p/i-overhyped-cli ... -published
No argument that there are always bad apples in any barrel. 97% is a hefty indictment of scientific integrity.

But why bring this up at all? What does it have to do with TSP?
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

User avatar
Tomanyiron
Posts: 4973
Joined: Mon Apr 26, 2010 6:39 am

Re: Stay Calm Index

Post by Tomanyiron »

12squared wrote: Wed Oct 04, 2023 4:22 pm
But why bring this up at all? What does it have to do with TSP?
It may not be directly related to TSP. But then it might? It is meant to be a way of poking a little fun at a few things in the news lately. It is not political one way or another, both sides have been guilty.Image

User avatar
12squared
Posts: 678
Joined: Thu Dec 31, 2015 7:28 am

Re: Stay Calm Index

Post by 12squared »

Tomanyiron wrote: Fri Oct 06, 2023 9:25 am
12squared wrote: Wed Oct 04, 2023 4:22 pm
But why bring this up at all? What does it have to do with TSP?
It may not be directly related to TSP. But then it might? It is meant to be a way of poking a little fun at a few things in the news lately. [/URL]
Is the connection to TSP based on the many scientists who work for the federal government who contribute to TSP?

What is "fun" about questioning the integrity of 97% of the scientific community - or any disparaging any group - unless you are not among them.
Tomanyiron wrote: Fri Oct 06, 2023 9:25 am It is not political one way or another, both sides have been guilty.

What "sides" do you mean? Guilty of what?
“The genius of investing is recognizing the direction of the trend – not catching the highs or the lows.”
- Dean Witter

"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie

User avatar
mhende2
Posts: 87
Joined: Wed Oct 12, 2016 12:32 pm

Re: Stay Calm Index

Post by mhende2 »

What does the latest chart numbers show Tom? Been a depressing period past couple weeks, and I'm ready to see signs of an improvement.
In investing, what is comfortable is rarely profitable.
-Robert Arnott

Post Reply

Fund Prices2024-05-17

FundPriceDayYTD
G $18.26 0.01% 1.63%
F $18.97 -0.24% -1.31%
C $83.13 0.12% 11.79%
S $81.54 0.08% 5.77%
I $43.48 0.27% 8.20%
L2065 $16.57 0.16% 9.63%
L2060 $16.58 0.16% 9.64%
L2055 $16.58 0.16% 9.64%
L2050 $33.06 0.12% 8.01%
L2045 $15.05 0.11% 7.61%
L2040 $54.90 0.11% 7.22%
L2035 $14.47 0.10% 6.77%
L2030 $48.10 0.09% 6.33%
L2025 $13.24 0.05% 4.19%
Linc $25.79 0.04% 3.54%

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".