Seasonal TSP Calculator

[TSPking]

The 'TSP Million Dollar Gain' page has morphed into an interactive seasonal calculator which can be used to demonstrate how a consistent allocation pattern over the years performs against buy and hold.

Since S and I Funds were not available until 2001, calculated results only include data starting from 2001 if the tested allocation includes any S and I Fund holdings. Otherwise the calculated results begin with 1988, the first available year for TSP data.

[eukrate]

This looks like a potentially useful strategy - picking 1 fund each month, 6 trades/year. Have you looked at the robustness of these results? Often it's possible to find a pattern in historical data which does poorly in the future; the cause can be over-sensitivity to the data. To check this, you would start with the historical data set and vary the data by, say 5% , both plus and minus, randomly. Then check to see if the pattern still holds. If you do this for different variations, you can claim that the pattern exists over large changes in the data. This proves robustness.

Did you guys try this or anything like it? Just curious...

[TSPking]

I have not tested what you describe. I've only applied the IFT pattern through the past 22 years of actual historical data. I see the value in testing your idea, however this would be difficult to do since I would have to somehow manipulate 22 years of historical data to create the variations...