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
- Tomanyiron
- Posts: 4973
- 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?
- Tomanyiron
- Posts: 4973
- 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
- Tomanyiron
- Posts: 4973
- Joined: Mon Apr 26, 2010 6:39 am
Re: Stay Calm Index
"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
Tomanyiron wrote: ↑Tue Oct 03, 2023 8:31 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.
“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
Re: Stay Calm Index
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 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.
Re: Stay Calm Index
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.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.
“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
Re: Stay Calm Index
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
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
Support the site by purchasing a membership at TSPCalc! https://tspcalc.com
Re: Stay Calm Index
No argument that there are always bad apples in any barrel. 97% is a hefty indictment of scientific integrity.Aitrus wrote: ↑Wed Oct 04, 2023 12:35 pmI 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
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
- Dean Witter
"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie
- Tomanyiron
- Posts: 4973
- Joined: Mon Apr 26, 2010 6:39 am
Re: Stay Calm Index
Re: Stay Calm Index
Is the connection to TSP based on the many scientists who work for the federal government who contribute to TSP?Tomanyiron wrote: ↑Fri Oct 06, 2023 9:25 amIt 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]
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
- Dean Witter
"Put all your eggs in one basket and then watch that basket."
- Andrew Carnegie
Re: Stay Calm Index
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
-Robert Arnott
Fund Prices2024-09-13
Fund | Price | Day | YTD |
G | $18.52 | 0.01% | 3.12% |
F | $20.19 | 0.20% | 5.01% |
C | $88.57 | 0.56% | 19.10% |
S | $83.70 | 1.86% | 8.57% |
I | $44.39 | 0.45% | 10.48% |
L2070 | $10.26 | 0.68% | 2.64% |
L2065 | $17.32 | 0.69% | 14.56% |
L2060 | $17.32 | 0.69% | 14.55% |
L2055 | $17.32 | 0.69% | 14.55% |
L2050 | $34.50 | 0.59% | 12.71% |
L2045 | $15.69 | 0.55% | 12.14% |
L2040 | $57.13 | 0.52% | 11.57% |
L2035 | $15.03 | 0.47% | 10.90% |
L2030 | $49.85 | 0.43% | 10.21% |
L2025 | $13.61 | 0.24% | 7.08% |
Linc | $26.45 | 0.20% | 6.22% |