Seasonal Musings 2020
Moderator: Aitrus
Re: Seasonal Musings 2020
G All Year / S in Dec and F All Year / S in Dec
I came up with these Mixes during Thanksgiving Week 2014 after having a conversation with my late father. As a retired CSRS employee he had pension, but not much else to his name in terms of retirement assets. These Mixes do just what they say. The idea is to keep your money safe all year, but take advantage of December’s Santa Rally to keep ahead of inflation. In the past I’ve treated the F All Year version as a spin-off, and will continue to do so. It’s easy to see how these Mixes are doing throughout the year: just look at the regular G and F Fund returns. Only in December would somebody following these Mixes want to make a decision whether or not to move their funds. I don’t track PIPs for these Mixes because their goal is to beat inflation, not the long-term benchmark of 12% I aim for with the other Mixes.
Monthly Allocation: G All Year, S in December
Jan: G Fund
Feb: G Fund
Mar: G Fund
Apr: G Fund
May: G Fund
Jun: G Fund
Jul: G Fund
Aug: G Fund
Sep: G Fund
Oct: G Fund
Nov: G Fund
Dec: S Fund
Since 1988
Overall CAGR: 6.98%, PNR 94% (30 of 32)
Last 20 CAGR: 4.51%, PNR 90%
Last 10 CAGR: 2.32%, PNR 80%
Last 5 CAGR: -0.13%, PNR 60%
Best years: 19.95% (1999), 18.12% (1990), 14.21% (1998)
Worst years: -8.32% (2018), -2.11% (2015), 0.07% (2002), 2.26% (2011)
Beat G Fund 27 of 32 times (84%), for a higher gain of 71.81% since 1988.
Best yearly gain over G Fund: 13.96% (1999: 19.95% vs 5.99%)
Worst yearly loss to G Fund: -11.23% (2018: -8.32% vs 2.91%)
Monthly Allocation: F All Year, S in December
Jan: F Fund
Feb: F Fund
Mar: F Fund
Apr: F Fund
May: F Fund
Jun: F Fund
Jul: F Fund
Aug: F Fund
Sep: F Fund
Oct: F Fund
Nov: F Fund
Dec: S Fund
Since 1988: CAGR 8.08%, PNR 91% (29 of 32)
Last 20 years: CAGR 6.09%, PNR 90%
Last 10 years: CAGR 4.11%, PNR 80%
Last 5 years: CAGR 0.61%, PNR 60%
Best years: 23.54% (1991), 18.15% (1995), 17.58% (1998)
Worst years: -12.16% (2018), -2.75% (2015), -2.5% (1994), 1.78% (2013)
Beat F Fund 24 of 32 times (75%), for a higher gain of 64.86% since 1988
Best yearly gain over F Fund: 1999, by 14.17% (Mix: 13.31% vs F Fund: -0.86%)
Worst loss to F Fund: -12.31% (2018: -12.16% vs 0.15%)
Analysis: This strategy isn’t designed to beat Buy and Hold over stocks. It’s designed to beat inflation and preserve the value of a retiree’s money. If you compare the results against the G and F Funds, you’ll see that it’s pretty solid against just leaving your money in G or F. The next safest thing in the TSP other than the G Fund is the S Fund in December, which has only 5 negative years on record as the only speed bumps slowing down a 2+% long term average return. For a very small amount of risk you jump your returns by a relatively massive amount.
For the G Fund, obviously the returns tended to be better on average in the early years of the G Fund, but what the G Fund does in a year these days is about what the S Fund does all by itself in December. The goal with this Mix is to give a retiree a sense that he/she can preserve purchasing power with very little risk. The F Fund isn’t very risky and has better overall returns than the G Fund, but it might be more risky than many retirees feel comfortable with. Like everything else in this game called investing, it all comes down to personal risk tolerance.
I came up with these Mixes during Thanksgiving Week 2014 after having a conversation with my late father. As a retired CSRS employee he had pension, but not much else to his name in terms of retirement assets. These Mixes do just what they say. The idea is to keep your money safe all year, but take advantage of December’s Santa Rally to keep ahead of inflation. In the past I’ve treated the F All Year version as a spin-off, and will continue to do so. It’s easy to see how these Mixes are doing throughout the year: just look at the regular G and F Fund returns. Only in December would somebody following these Mixes want to make a decision whether or not to move their funds. I don’t track PIPs for these Mixes because their goal is to beat inflation, not the long-term benchmark of 12% I aim for with the other Mixes.
Monthly Allocation: G All Year, S in December
Jan: G Fund
Feb: G Fund
Mar: G Fund
Apr: G Fund
May: G Fund
Jun: G Fund
Jul: G Fund
Aug: G Fund
Sep: G Fund
Oct: G Fund
Nov: G Fund
Dec: S Fund
Since 1988
Overall CAGR: 6.98%, PNR 94% (30 of 32)
Last 20 CAGR: 4.51%, PNR 90%
Last 10 CAGR: 2.32%, PNR 80%
Last 5 CAGR: -0.13%, PNR 60%
Best years: 19.95% (1999), 18.12% (1990), 14.21% (1998)
Worst years: -8.32% (2018), -2.11% (2015), 0.07% (2002), 2.26% (2011)
Beat G Fund 27 of 32 times (84%), for a higher gain of 71.81% since 1988.
Best yearly gain over G Fund: 13.96% (1999: 19.95% vs 5.99%)
Worst yearly loss to G Fund: -11.23% (2018: -8.32% vs 2.91%)
Monthly Allocation: F All Year, S in December
Jan: F Fund
Feb: F Fund
Mar: F Fund
Apr: F Fund
May: F Fund
Jun: F Fund
Jul: F Fund
Aug: F Fund
Sep: F Fund
Oct: F Fund
Nov: F Fund
Dec: S Fund
Since 1988: CAGR 8.08%, PNR 91% (29 of 32)
Last 20 years: CAGR 6.09%, PNR 90%
Last 10 years: CAGR 4.11%, PNR 80%
Last 5 years: CAGR 0.61%, PNR 60%
Best years: 23.54% (1991), 18.15% (1995), 17.58% (1998)
Worst years: -12.16% (2018), -2.75% (2015), -2.5% (1994), 1.78% (2013)
Beat F Fund 24 of 32 times (75%), for a higher gain of 64.86% since 1988
Best yearly gain over F Fund: 1999, by 14.17% (Mix: 13.31% vs F Fund: -0.86%)
Worst loss to F Fund: -12.31% (2018: -12.16% vs 0.15%)
Analysis: This strategy isn’t designed to beat Buy and Hold over stocks. It’s designed to beat inflation and preserve the value of a retiree’s money. If you compare the results against the G and F Funds, you’ll see that it’s pretty solid against just leaving your money in G or F. The next safest thing in the TSP other than the G Fund is the S Fund in December, which has only 5 negative years on record as the only speed bumps slowing down a 2+% long term average return. For a very small amount of risk you jump your returns by a relatively massive amount.
For the G Fund, obviously the returns tended to be better on average in the early years of the G Fund, but what the G Fund does in a year these days is about what the S Fund does all by itself in December. The goal with this Mix is to give a retiree a sense that he/she can preserve purchasing power with very little risk. The F Fund isn’t very risky and has better overall returns than the G Fund, but it might be more risky than many retirees feel comfortable with. Like everything else in this game called investing, it all comes down to personal risk tolerance.
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: Seasonal Musings 2020
Other Mixes I’m tracking behind the scenes and won’t be positing about until the end of the year:
Skiehawk’s EMA Mix
This Mix uses a technical indicator as a stop-loss mechanism to move funds to the G Fund if the indicator triggers a move at the beginning of the month, similar to Jahbulon’s SMA Mix. I won’t be posting about this except for the End-of-Year Round-up.
Jan: C Fund
Feb: C Fund
Mar: C Fund
Apr: C Fund
May: C Fund
Jun: C Fund
Jul: C Fund
Aug: F Fund
Sep: C Fund
Oct: F Fund
Nov: C Fund
Dec: C Fund
Since 1988: CAGR 10.33%, PNR 78% (25 of 32)
Last 20 years: CAGR 4.72%, PNR 70%
Last 10 years: CAGR 10.43%, PNR 80%
Last 5 years: CAGR 6.64%, PNR 80%
C&F
This Mix uses only the C and F Funds when choosing the best fund for the month.
Jan: F Fund
Feb: F Fund
Mar: C Fund
Apr: C Fund
May: C Fund
Jun: F Fund
Jul: C Fund
Aug: F Fund
Sep: F Fund
Oct: C Fund
Nov: C Fund
Dec: C Fund
Since 1988: CAGR 13.44%, PNR 84% (27 of 32)
Last 20 years: CAGR 10.84%, PNR 80%
Last 10 years: CAGR 11.43%, PNR 80%
Last 5 years: CAGR 9.06%, PNR 80%
S&F
This Mix uses only the S and F Funds when choosing the best fund for the month.
Jan: F Fund
Feb: S Fund
Mar: S Fund
Apr: S Fund
May: S Fund
Jun: F Fund
Jul: F Fund
Aug: F Fund
Sep: F Fund
Oct: F Fund
Nov: S Fund
Dec: S Fund
Since 1988: CAGR 13.43%, PNR 88% (28 of 32)
Last 20 years: CAGR 9.88%, PNR 85%
Last 10 years: CAGR 11.07%, PNR 90%
Last 5 years: CAGR 8.58%, PNR 80%
I&F
This Mix uses only the I and F Funds when choosing the best fund for the month.
Jan: F Fund
Feb: F Fund
Mar: I Fund
Apr: I Fund
May: F Fund
Jun: F Fund
Jul: I Fund
Aug: F Fund
Sep: F Fund
Oct: I Fund
Nov: F Fund
Dec: I Fund
Since 1988: CAGR 12.57%, PNR 84% (27 of 32)
Last 20 years: CAGR 10.59%, PNR 85%
Last 10 years: CAGR 10.90%, PNR 80%
Last 5 years: CAGR 8.94%, PNR 80%
Skiehawk’s EMA Mix
This Mix uses a technical indicator as a stop-loss mechanism to move funds to the G Fund if the indicator triggers a move at the beginning of the month, similar to Jahbulon’s SMA Mix. I won’t be posting about this except for the End-of-Year Round-up.
Jan: C Fund
Feb: C Fund
Mar: C Fund
Apr: C Fund
May: C Fund
Jun: C Fund
Jul: C Fund
Aug: F Fund
Sep: C Fund
Oct: F Fund
Nov: C Fund
Dec: C Fund
Since 1988: CAGR 10.33%, PNR 78% (25 of 32)
Last 20 years: CAGR 4.72%, PNR 70%
Last 10 years: CAGR 10.43%, PNR 80%
Last 5 years: CAGR 6.64%, PNR 80%
C&F
This Mix uses only the C and F Funds when choosing the best fund for the month.
Jan: F Fund
Feb: F Fund
Mar: C Fund
Apr: C Fund
May: C Fund
Jun: F Fund
Jul: C Fund
Aug: F Fund
Sep: F Fund
Oct: C Fund
Nov: C Fund
Dec: C Fund
Since 1988: CAGR 13.44%, PNR 84% (27 of 32)
Last 20 years: CAGR 10.84%, PNR 80%
Last 10 years: CAGR 11.43%, PNR 80%
Last 5 years: CAGR 9.06%, PNR 80%
S&F
This Mix uses only the S and F Funds when choosing the best fund for the month.
Jan: F Fund
Feb: S Fund
Mar: S Fund
Apr: S Fund
May: S Fund
Jun: F Fund
Jul: F Fund
Aug: F Fund
Sep: F Fund
Oct: F Fund
Nov: S Fund
Dec: S Fund
Since 1988: CAGR 13.43%, PNR 88% (28 of 32)
Last 20 years: CAGR 9.88%, PNR 85%
Last 10 years: CAGR 11.07%, PNR 90%
Last 5 years: CAGR 8.58%, PNR 80%
I&F
This Mix uses only the I and F Funds when choosing the best fund for the month.
Jan: F Fund
Feb: F Fund
Mar: I Fund
Apr: I Fund
May: F Fund
Jun: F Fund
Jul: I Fund
Aug: F Fund
Sep: F Fund
Oct: I Fund
Nov: F Fund
Dec: I Fund
Since 1988: CAGR 12.57%, PNR 84% (27 of 32)
Last 20 years: CAGR 10.59%, PNR 85%
Last 10 years: CAGR 10.90%, PNR 80%
Last 5 years: CAGR 8.94%, PNR 80%
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: Seasonal Musings 2020
Final thoughts to start off 2020
And that’s the system folks! It’s a simple concept, but there’s a TON of data there to sift through. Feel free to ask questions in this thread if there’s something you don’t understand or want clarification on. All things considered, I think this is a good system to follow. Remember my criteria for a good system?
1. Has positive annual returns at least 80% of the time.
2. Has consistent annual returns of at least 12% CAGR.
3. Makes sense and follows the data.
A lot of these Mixes meet those criteria, and following any of them that do would not be a bad thing in my opinion. All have data to back up their choices, and all beat buy-and-hold for those that can stomach the rough times. Some are more popular than others. The most popular ones are (in order of preference as far as I can tell) gclapper’s Mix, tmj100’s Mix, Jahbulon’s Mix and Boltman’s Mix.
In the end, this project is all about making money and having a secure retirement. If this thread helps even a few people reach that goal (myself included), then I will have considered it time well spent. I don’t get anything from doing this, other than to have other minds assess the work and point out improvements. I’m absolutely in this for the money, but I don’t get a cent for doing it. It’s kind of funny how it works out that way.
I don’t have much more to say, so I’ll leave you with this gem from one of the forum members:
“The Seasonal Strategy has its faults as do most systems. The one thing I like about the Seasonal Strategy, however, is the statistics based approach. Will it keep you from losing money? Nope...What it does give you, however, is your best chance at picking the right fund to be in at the right time based on your level of risk tolerance. You can never be 100% correct 100% of the time. But you can give yourself the best chance by using the statistics involved...you might lose some but you stand a good chance of gaining a lot more than you lose. Cheers and best of luck to you! Choose your strategy wisely!” – Chulke
And that’s the system folks! It’s a simple concept, but there’s a TON of data there to sift through. Feel free to ask questions in this thread if there’s something you don’t understand or want clarification on. All things considered, I think this is a good system to follow. Remember my criteria for a good system?
1. Has positive annual returns at least 80% of the time.
2. Has consistent annual returns of at least 12% CAGR.
3. Makes sense and follows the data.
A lot of these Mixes meet those criteria, and following any of them that do would not be a bad thing in my opinion. All have data to back up their choices, and all beat buy-and-hold for those that can stomach the rough times. Some are more popular than others. The most popular ones are (in order of preference as far as I can tell) gclapper’s Mix, tmj100’s Mix, Jahbulon’s Mix and Boltman’s Mix.
In the end, this project is all about making money and having a secure retirement. If this thread helps even a few people reach that goal (myself included), then I will have considered it time well spent. I don’t get anything from doing this, other than to have other minds assess the work and point out improvements. I’m absolutely in this for the money, but I don’t get a cent for doing it. It’s kind of funny how it works out that way.
I don’t have much more to say, so I’ll leave you with this gem from one of the forum members:
“The Seasonal Strategy has its faults as do most systems. The one thing I like about the Seasonal Strategy, however, is the statistics based approach. Will it keep you from losing money? Nope...What it does give you, however, is your best chance at picking the right fund to be in at the right time based on your level of risk tolerance. You can never be 100% correct 100% of the time. But you can give yourself the best chance by using the statistics involved...you might lose some but you stand a good chance of gaining a lot more than you lose. Cheers and best of luck to you! Choose your strategy wisely!” – Chulke
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: Seasonal Musings 2020
For February 2020
Last chance to move: Friday, 31 January before noon EST
For this coming February, the individual funds have performed on average as follows:
G Fund
Since 1988: 0.37%
Last 20 years: 0.27%
Last 10 years: 0.18%
Last 5 years: 0.17%
Feb is one of the worst months of the year for the G Fund. The 2019 return was 0.20%.
F Fund – A “good” month is a CAGR of 0.5% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.27%, PNR 69%
Last 20 years: CAGR 0.39%, PNR 75%
Last 10 years: CAGR 0.13%, PNR 70%
Last 5 years: CAGR -0.11%, PNR 40%
The F Fund does quite poorly in Feb, and as a consequence it’s one of the worst 3 or 4 months of the year.
The best years were 1995 (2.38%), 1993 (1.73%) and 2007 (1.53%). The worst years were 1996 (-1.75%), 1999 (-1.74%) and 1994 (-1.72%).
C Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.53%, PNR 63%
Last 20 years: CAGR -0.13%, PNR 55%
Last 10 years: CAGR 2.56%, PNR 80%
Last 5 years: CAGR 1.77%, PNR 60%
Feb is normally a pretty “meh” month for the C Fund, but the last decade has been pretty nice. No telling if it’ll revert back to normal this year, or if it’ll keep up the new trend.
The best years were 1998 (7.20%), 1991 (7.07%) and 2015 (5.75%). The worst years were 2009 (-10.64%), 2001 (-9.12%) and 2018 (-3.69%).
S Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 1.20%, PNR 63%
Last 20 years: CAGR 0.76%, PNR 60%
Last 10 years: CAGR 2.96%, PNR 90%
Last 5 years: CAGR 1.98%, PNR 80%
Of all the Funds, the S Fund seems to have the best risk/return ratio – even over long and short term timeframes. The numbers are a bit hedgy and not as solid a fit into the “good month” stipulations as I’d like. Still, it’s better than the other alternatives, I think.
The best years were 2000 (15.55%), 1991 (9.10%) and 1998 (7.65%). The worst years were 2001 (-12.15%), 2009 (-10.22%) and 1999 (-5.44%).
I Fund - A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.48%, PNR 59%
Last 20 years: CAGR 0.12%, PNR 60%
Last 10 years: CAGR 1.46%, PNR 70%
Last 5 years: CAGR 0.34%, PNR 60%
The I Fund does just kind of middling in Feb. Nothing really to be proud of, but not negative, either. Pretty much a wash risk/reward wise.
The best years were 1994 (8.33%), 2018 (6.60%), and 2006 (6.14%). The worst years were 2009 (-11.93%), 2008 (-8.52%), and 2000 (-6.44%).
Note: For CAGR explanation, see 2nd post in the thread. PNR is the ratio of Positive Months vs Negative Months. A Fund that was positive in March for 4 out of 10 years would have a PNR of 40%.
Individual Seasonal Mix Allocations
Here is where the various seasonal mix allocations are going to for February 2020.
Jahbulon’s Basic Seasonal Mix: Move to the S Fund.
gclapper’s M3 Mix: Move to the S Fund
TSPCenter.com’s Seasonal Mix: Move to the G Fund.
tmj100’s Mix: Move to the C Fund.
Boltman’s Mix: Move to the F Fund.
Chindsey’s Mix #1: Move to the S Fund
Sell in May and Go Away: Remain in the C Fund.
G All Year, S in Dec: Remain in the G Fund.
Given the tendency of February to not have a clear-cut best option, the Mixes all take different paths. Not surprising, and there aren’t really any bad choices, but not really any good ones either. Each one is a gamble one way or another.
Last chance to move: Friday, 31 January before noon EST
For this coming February, the individual funds have performed on average as follows:
G Fund
Since 1988: 0.37%
Last 20 years: 0.27%
Last 10 years: 0.18%
Last 5 years: 0.17%
Feb is one of the worst months of the year for the G Fund. The 2019 return was 0.20%.
F Fund – A “good” month is a CAGR of 0.5% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.27%, PNR 69%
Last 20 years: CAGR 0.39%, PNR 75%
Last 10 years: CAGR 0.13%, PNR 70%
Last 5 years: CAGR -0.11%, PNR 40%
The F Fund does quite poorly in Feb, and as a consequence it’s one of the worst 3 or 4 months of the year.
The best years were 1995 (2.38%), 1993 (1.73%) and 2007 (1.53%). The worst years were 1996 (-1.75%), 1999 (-1.74%) and 1994 (-1.72%).
C Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.53%, PNR 63%
Last 20 years: CAGR -0.13%, PNR 55%
Last 10 years: CAGR 2.56%, PNR 80%
Last 5 years: CAGR 1.77%, PNR 60%
Feb is normally a pretty “meh” month for the C Fund, but the last decade has been pretty nice. No telling if it’ll revert back to normal this year, or if it’ll keep up the new trend.
The best years were 1998 (7.20%), 1991 (7.07%) and 2015 (5.75%). The worst years were 2009 (-10.64%), 2001 (-9.12%) and 2018 (-3.69%).
S Fund – A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 1.20%, PNR 63%
Last 20 years: CAGR 0.76%, PNR 60%
Last 10 years: CAGR 2.96%, PNR 90%
Last 5 years: CAGR 1.98%, PNR 80%
Of all the Funds, the S Fund seems to have the best risk/return ratio – even over long and short term timeframes. The numbers are a bit hedgy and not as solid a fit into the “good month” stipulations as I’d like. Still, it’s better than the other alternatives, I think.
The best years were 2000 (15.55%), 1991 (9.10%) and 1998 (7.65%). The worst years were 2001 (-12.15%), 2009 (-10.22%) and 1999 (-5.44%).
I Fund - A “good” month is a CAGR of 1% or better, and a PNR of 70% or better.
Since 1988: CAGR 0.48%, PNR 59%
Last 20 years: CAGR 0.12%, PNR 60%
Last 10 years: CAGR 1.46%, PNR 70%
Last 5 years: CAGR 0.34%, PNR 60%
The I Fund does just kind of middling in Feb. Nothing really to be proud of, but not negative, either. Pretty much a wash risk/reward wise.
The best years were 1994 (8.33%), 2018 (6.60%), and 2006 (6.14%). The worst years were 2009 (-11.93%), 2008 (-8.52%), and 2000 (-6.44%).
Note: For CAGR explanation, see 2nd post in the thread. PNR is the ratio of Positive Months vs Negative Months. A Fund that was positive in March for 4 out of 10 years would have a PNR of 40%.
Individual Seasonal Mix Allocations
Here is where the various seasonal mix allocations are going to for February 2020.
Jahbulon’s Basic Seasonal Mix: Move to the S Fund.
gclapper’s M3 Mix: Move to the S Fund
TSPCenter.com’s Seasonal Mix: Move to the G Fund.
tmj100’s Mix: Move to the C Fund.
Boltman’s Mix: Move to the F Fund.
Chindsey’s Mix #1: Move to the S Fund
Sell in May and Go Away: Remain in the C Fund.
G All Year, S in Dec: Remain in the G Fund.
Given the tendency of February to not have a clear-cut best option, the Mixes all take different paths. Not surprising, and there aren’t really any bad choices, but not really any good ones either. Each one is a gamble one way or another.
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
-
- Posts: 8
- Joined: Mon Apr 06, 2009 2:21 pm
Re: Seasonal Musings 2020
Thank you for all your work!
Re: Seasonal Musings 2020
As always, thank you, Aitrus.
While I do not use the mix I created, exclusively, it is one of just a few data points/sets that informs my overall approach to investing the funds within my wife's and my TSP accounts.
- Chindsey
While I do not use the mix I created, exclusively, it is one of just a few data points/sets that informs my overall approach to investing the funds within my wife's and my TSP accounts.
- Chindsey
Re: Seasonal Musings 2020
Thank you Aitrus! I stumbled up on the 2019 seasonal musings and finally jumped into seasonal strategies thanks to your insight. I greatly appreciate your monthly postings. Do you happen to know the strategy ID for gclapper’s M3 Mix? I'm trying to figure out TSPcalc and deciding between Chindsey's mix (which I started in October 2019) and gclapper's. Again, thanks for all the effort you put into this thread each year. I recommend it to other newbies regularly.
Re: Seasonal Musings 2020
I think somebody had a list of all the tracked monthly seasonals, but I couldn't find it. Here is gclapper's M3 Mix
#2252
#2252
Re: Seasonal Musings 2020
Chindsey's # 1 Mix (S in May) is TSPcalc strategy # 62680.
Chindsey's # 2 Mix (C in May) is TSPcalc strategy # 62697.
Chindsey's # 3 Mix (G in May) is TSPcalc strategy # 62681.
My current favorite "baby" (in TSPcalc) is strategy # 95078.
- Annual mean of 17.54%.
- Annual SD of 5.31%
- Positive annual return each year, 2004 through 2019.
- In only 1 of 16 of those years did it return less than 10% (6.17% in 2012).
- In no one month is the monthly SD greater than the monthly mean.
- January (0.70% mean / 0.51% SD)
- February (0.54% mean / 0.43% SD)
- March (1.38% mean / 0.98% SD)
- April (2.82% mean / 2.40% SD)
- May (0.25% mean / 0.09% SD)
- June (0.51% mean / 0.44% SD)
- July (2.35% mean / 2.30% SD)
- August (0.96% mean / 0.59% SD)
- September (0.44% mean / 0.37% SD)
- October (0.35% mean / 0.25% SD)
- November (3.29% mean / 2.45% SD)
- December (2.77% mean / 2.00% SD)
... And it only spends 22.13% of the year in equities!
If only I could determine how it would have performed from 1988 through 2003!
- Chindsey
Chindsey's # 2 Mix (C in May) is TSPcalc strategy # 62697.
Chindsey's # 3 Mix (G in May) is TSPcalc strategy # 62681.
My current favorite "baby" (in TSPcalc) is strategy # 95078.
- Annual mean of 17.54%.
- Annual SD of 5.31%
- Positive annual return each year, 2004 through 2019.
- In only 1 of 16 of those years did it return less than 10% (6.17% in 2012).
- In no one month is the monthly SD greater than the monthly mean.
- January (0.70% mean / 0.51% SD)
- February (0.54% mean / 0.43% SD)
- March (1.38% mean / 0.98% SD)
- April (2.82% mean / 2.40% SD)
- May (0.25% mean / 0.09% SD)
- June (0.51% mean / 0.44% SD)
- July (2.35% mean / 2.30% SD)
- August (0.96% mean / 0.59% SD)
- September (0.44% mean / 0.37% SD)
- October (0.35% mean / 0.25% SD)
- November (3.29% mean / 2.45% SD)
- December (2.77% mean / 2.00% SD)
... And it only spends 22.13% of the year in equities!
If only I could determine how it would have performed from 1988 through 2003!
- Chindsey
Last edited by Chindsey on Wed Jan 29, 2020 3:44 pm, edited 4 times in total.
Re: Seasonal Musings 2020
Checking in to see if I understand TSPcalc. Using 95078 as an example, you often make more than 1 transfer per month? So for February you'd move to F on the 14th and then to G at the end of the month
Re: Seasonal Musings 2020
14th trading day of February. Which this year will be the 21st. And yes. Usually more than once a month, but not always.tspme wrote:Checking in to see if I understand TSPcalc. Using 95078 as an example, you often make more than 1 transfer per month? So for February you'd move to F on the 14th and then to G at the end of the month
Re: Seasonal Musings 2020
Thanks for the kind words, everybody. Much appreciated.
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
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- Posts: 2
- Joined: Mon Jan 27, 2020 4:35 pm
Re: Seasonal Musings 2020
Aitrus, this is great and very detailed. I’m brand new to this website and am learning a lot about my TSP and fund transfers. I’m now putting it to good use.
Is there somewhere I could enter mutual fund historical data to generate an annual calendar of fund transfers based on seasonal timings like the tspcalc does for the G, C, S, F, and I funds?
Is there somewhere I could enter mutual fund historical data to generate an annual calendar of fund transfers based on seasonal timings like the tspcalc does for the G, C, S, F, and I funds?
Re: Seasonal Musings 2020
I'm not aware of any site where a seasonal calculator exists for other indexes, mutual funds, or ETFs. It wouldn't surprise me if there were one, but I haven't heard of one being developed. It could also be that what MJ's done over at TSPcalc - and the old seasonal calculator that's on this site - are unique animals.
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
Fund Prices2024-04-16
Fund | Price | Day | YTD |
G | $18.19 | 0.01% | 1.24% |
F | $18.58 | -0.32% | -3.33% |
C | $79.08 | -0.21% | 6.34% |
S | $76.95 | -0.41% | -0.18% |
I | $40.73 | -0.98% | 1.37% |
L2065 | $15.67 | -0.50% | 3.66% |
L2060 | $15.67 | -0.50% | 3.67% |
L2055 | $15.68 | -0.50% | 3.67% |
L2050 | $31.50 | -0.44% | 2.93% |
L2045 | $14.38 | -0.41% | 2.81% |
L2040 | $52.59 | -0.38% | 2.72% |
L2035 | $13.91 | -0.35% | 2.60% |
L2030 | $46.37 | -0.32% | 2.50% |
L2025 | $12.95 | -0.18% | 1.90% |
Linc | $25.31 | -0.14% | 1.64% |