guns
Stay Calm Index
Moderator: Aitrus
Re: Stay Calm Index
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
- Dean Witter
"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie
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Tomanyiron
- Posts: 4967
- Joined: Mon Apr 26, 2010 6:39 am
Re: Stay Calm Index (MOVE TO G)
"A good decision is based on knowledge and not on numbers." Plato
"Perfect numbers like perfect men are very rare." Rene Descartes
"Perfect numbers like perfect men are very rare." Rene Descartes
Re: Stay Calm Index (MOVE TO G)
Was wondering when your signals would change, lol. Interestingly the same day as many seasonality strats.
Re: Stay Calm Index
Late to the thread, but what is the Y axis?
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Tomanyiron
- Posts: 4967
- Joined: Mon Apr 26, 2010 6:39 am
Re: Stay Calm Index
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
"Perfect numbers like perfect men are very rare." Rene Descartes
Fund Prices2023-09-22
| Fund | Price | Day | YTD |
| G | $17.73 | 0.01% | 2.88% |
| F | $18.19 | 0.37% | -0.08% |
| C | $67.07 | -0.23% | 13.86% |
| S | $66.46 | -0.15% | 8.01% |
| I | $36.82 | -0.03% | 8.48% |
| L2065 | $13.63 | -0.15% | 11.17% |
| L2060 | $13.63 | -0.15% | 11.17% |
| L2055 | $13.63 | -0.15% | 11.17% |
| L2050 | $27.94 | -0.09% | 9.55% |
| L2045 | $12.83 | -0.08% | 9.15% |
| L2040 | $47.17 | -0.08% | 8.76% |
| L2035 | $12.56 | -0.07% | 8.29% |
| L2030 | $42.14 | -0.06% | 7.84% |
| L2025 | $12.12 | -0.02% | 6.05% |
| Linc | $23.96 | -0.01% | 4.84% |