Seasonal Musings 2021

General TSP Discussion.

Moderator: Aitrus

bert1988
Posts: 2
Joined: Fri Apr 28, 2017 2:55 pm

Re: Seasonal Musings 2021

Post by bert1988 »

Thank you Aitrus...All your hard work is very much appreciated..Love this post!!

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Aitrus
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Re: Seasonal Musings 2021

Post by Aitrus »

Seasonal Strategy Results for April 2021

Note: A "good" month for the F Fund is CAGR 0.5% or better, and PNR 70% or better. A "good" month for C, S and I Funds is CAGR 1% or better, and PNR 70% or better. See 2nd post in the thread for description of CAGR. PNR is the ratio of Positive Months to Negative Months.

General Funds
G Fund:
0.13%, 0.39% Year to Date (YTD), PNR remains 100%
Apr Total CAGR = 0.38%
Apr 20 year CAGR = 0.24%
Apr 10 year CAGR = 0.16%
Apr 5 year CAGR = 0.17%

The G Fund continues the fight back to where the monthly returns were prior to Jan 2019, and it’s a little over halfway back to that point. 2020’s April return was 0.07%.

F Fund:
0.82%, -2.56% YTD
Apr Total CAGR = 0.44%, PNR 68%
Apr 20 year CAGR = 0.52%, PNR 75%
Apr 10 year CAGR = 0.58%, PNR 80%
Apr 5 year CAGR = 0.54%, PNR 80%

This was a nice return for the F Fund, which has seen the worst Jan-Mar start to the year in it’s history. The last decade or so has been quite nice to the F Fund in April. The run of years from 2009 to present has only two negative years (2015 and 2018). 2020’s April return was 1.78%.

C Fund: 5.33%, 11.84% YTD
Apr Total CAGR = 2.17%, PNR 79%
Apr 20 year CAGR = 2.45%, PNR 80%
Apr 10 year CAGR = 2.63%, PNR 90%
Apr 5 year CAGR = 4.63%, PNR 100%

The C Fund normally has a strong tendency in April, and this year was no exception. This is the sixth higest return in this month’s history. 2020’s April return was 12.81%.

S Fund: 4.23%, 12.35% YTD
Apr Total CAGR = 2.01%, PNR 74%
Apr 20 year CAGR = 2.54%, PNR 70%
Apr 10 year CAGR = 2.17%, PNR 70%
Apr 5 year CAGR = 4.89%, PNR 100%

April is a solid month for the S Fund, normally the third best of the year. This year’s return was twice what the historical average tells us to expect. 2020’s April return was 15.81%.

I Fund: 3.09%, 6.72% YTD
Apr Total CAGR = 2.65%, PNR 82%
Apr 20 year CAGR = 3.10%, PNR 80%
Apr 10 year CAGR = 2.78%, PNR 90%
Apr 5 year CAGR = 3.40%, PNR 100%

April is hands-down the best month of the year for the I Fund, and that reputation was solidified even further by this year’s return. It has now had a straight nine years of positive returns. The I Fund’s April performance is so good that this month’s respectable 3.09% return is just the 15th best out of a total 34 year history. 2020’s April return was 6.42%

Currently Tracked Seasonal Strategies
Jahbulon's Basic Mix: C Fund in Apr (5.33%), 14.85% YTD, PIP 46.89%
gclapper’s M3 Mix: I Fund in Apr (3.09%), 12.41% YTD, PIP 39.26%
TSPCenter.com's Default Setting: C Fund in Apr (5.33%), 9.25% YTD, PIP 37.33%
tmj100’s Mix: I Fund in Apr (3.09%), 4.77% YTD, PIP 42.83%
Boltman's Mix: S Fund in Apr (3.09%), 0.48% YTD, PIP 34.45%
Chindsey’s Mix #1: I Fund in Apr (3.09%), 7.27% YTD, PIP 40.36%
Sell in May and Go Away: C Fund in Apr (5.33%), 11.84% YTD, PIP 25.78%
F all year, S in Dec Mix: F Fund in Apr (0.82%), -2.56% YTD

Everybody in stocks made some nice progress this month, with a couple broaching the double-digit mark. All 12-month PIPs for the Mixes are well above 30% even though we are no longer counting the massive April 2020 returns. The system continues to perform well.
Seasonal Musings 2021: viewtopic.php?f=14&t=18757
Recommended Reading: http://tspcenter.com/forums/viewtopic.php?f=14&t=13474
"It's not what happens to you, but how you react to it that matters" Epictetus

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Fund Prices2021-05-07

FundPriceDayYTD
G $16.58 0.00% 0.43%
F $20.72 0.00% -2.27%
C $63.32 0.75% 13.24%
S $82.16 1.32% 10.72%
I $38.76 1.29% 9.51%
L2065 $13.84 1.02% 11.49%
L2060 $13.84 1.02% 11.49%
L2055 $13.84 1.02% 11.49%
L2050 $28.21 0.84% 9.30%
L2045 $12.88 0.79% 8.73%
L2040 $47.05 0.73% 8.19%
L2035 $12.44 0.67% 7.54%
L2030 $41.46 0.61% 6.91%
L2025 $11.77 0.48% 5.47%
Linc $22.89 0.23% 2.76%

Pending Allocations

Under development. For now, you may view Pending Allocations by going to "fantasy TSP" and selecting "Leaderboard sort" of "Pending Allocations".

What else

"Don't ever half-ass two things. Whole-ass one thing."
- Ron Swanson