Does C have more room to run?

General TSP Discussion.

Moderator: Aitrus

Post Reply
User avatar
bloobs
Posts: 1097
Joined: Tue May 21, 2019 8:00 pm

Does C have more room to run?

Post by bloobs »

Image

Bueller? Bueller?

megalush5
Posts: 11
Joined: Thu Jul 14, 2016 6:44 pm

Re: Does C have more room to run?

Post by megalush5 »

Million dollar question! Powell, inflation,CPI, earnings oh my! (Head exploding emoticon). Should be an interesting week.

tnwhiskey
Posts: 42
Joined: Thu Dec 12, 2019 7:14 pm

Re: Does C have more room to run?

Post by tnwhiskey »

According to the chart, the Bears say a significant pullback is inevitable. However, the Bulls say a new breakout is forming and there's some room for another run. Technical analysis make no sense anymore. The seasonals certainly do. Many popular strats are in "C" right now and it's been doing well <knock on wood>. "S" has been getting hammered hard recently and many strats go to "S" at the end of August. Perhaps there is something to this strat magic lol

User avatar
bloobs
Posts: 1097
Joined: Tue May 21, 2019 8:00 pm

Re: Does C have more room to run?

Post by bloobs »

tnwhiskey wrote: Tue Jul 13, 2021 10:12 am According to the chart, the Bears say a significant pullback is inevitable.
Interesting take. Per what some public figure technical analysts, the chart is showing: (1) It's well within the bollinger band, (2) RSI remains below overbought and the (3) stochastic is "embedded" about 80--all bullish signals for the short and perhaps mid-term.

But you're right TA is more of an art than a science to me, always has been, too much interpretation based off of unquantified information. Seasonals, on the other hand, are 100% based on high quality data. That's probably the magic that makes it work so well for us who practice it here.

tnwhiskey
Posts: 42
Joined: Thu Dec 12, 2019 7:14 pm

Re: Does C have more room to run?

Post by tnwhiskey »

bloobs wrote: Tue Jul 13, 2021 10:19 am
tnwhiskey wrote: Tue Jul 13, 2021 10:12 am According to the chart, the Bears say a significant pullback is inevitable.
Interesting take. Per what some public figure technical analysts, the chart is showing: (1) It's well within the bollinger band, (2) RSI remains below overbought and the (3) stochastic is "embedded" about 80--all bullish signals for the short and perhaps mid-term.

But you're right TA is more of an art than a science to me, always has been, too much interpretation based off of unquantified information. Seasonals, on the other hand, are 100% based on high quality data. That's probably the magic that makes it work so well for us who practice it here.
Exactly, while I like the complexity of TA, I hate the complexity of TA because there are sooooo many tools and charts that exist and eventually you will find one to "say" whatever you want it to say. I will certainly be a lot more cautious over the next several weeks and looking somewhat forward to getting out of equities for a bit with the move coming up soon.

User avatar
12squared
Posts: 384
Joined: Thu Dec 31, 2015 7:28 am

Re: Does C have more room to run?

Post by 12squared »

Based on statistical analysis, C still has legs. However, they are more tired than they were a week ago.

As of today's close, the S&P is still in the comfort zone between +1 and +2 Std Devs above its mean on a 20 day basis. For reference, if we plotted any straight line (i.e. a constant slope) it would hold constant at 1.61 SD above its 20 day mean. Also, the S&P's 5 day MA is still moving upwards, and it's 5 day "slope" is still positive. However, its triple EMA [TRIX(5,9)] peaked a week ago and is flattening.
You do not have the required permissions to view the files attached to this post.
“The genius of investing is recognizing the direction of the trend — not catching the highs or the lows.”
- Jack Schannep

"Know when to hold 'em, know when to fold 'em"
- Kenny Rogers

User avatar
Tomanyiron
Posts: 4327
Joined: Mon Apr 26, 2010 6:39 am

Re: Does C have more room to run?

Post by Tomanyiron »

"Does C have more room to run?"
Does the president have more money to spend?

User avatar
bloobs
Posts: 1097
Joined: Tue May 21, 2019 8:00 pm

Re: Does C have more room to run?

Post by bloobs »

12squared wrote: Tue Jul 13, 2021 4:47 pm Based on statistical analysis, C still has legs. However, they are more tired than they were a week ago.

As of today's close, the S&P is still in the comfort zone between +1 and +2 Std Devs above its mean on a 20 day basis. For reference, if we plotted any straight line (i.e. a constant slope) it would hold constant at 1.61 SD above its 20 day mean. Also, the S&P's 5 day MA is still moving upwards, and it's 5 day "slope" is still positive. However, its triple EMA [TRIX(5,9)] peaked a week ago and is flattening.
This is helpful :D
A 20-day stddev well above 1 is not comforting unless its on volume-filled bullish tear, which is not the case here. Probable outcome for the C is it trades thin up and down for the next few days.

User avatar
12squared
Posts: 384
Joined: Thu Dec 31, 2015 7:28 am

Re: Does C have more room to run?

Post by 12squared »

bloobs wrote: Wed Jul 14, 2021 7:03 am
12squared wrote: Tue Jul 13, 2021 4:47 pm Based on statistical analysis, C still has legs. However, they are more tired than they were a week ago.

As of today's close, the S&P is still in the comfort zone between +1 and +2 Std Devs above its mean on a 20 day basis. For reference, if we plotted any straight line (i.e. a constant slope) it would hold constant at 1.61 SD above its 20 day mean. Also, the S&P's 5 day MA is still moving upwards, and it's 5 day "slope" is still positive. However, its triple EMA [TRIX(5,9)] peaked a week ago and is flattening.
This is helpful :D
A 20-day stddev well above 1 is not comforting unless its on volume-filled bullish tear, which is not the case here. Probable outcome for the C is it trades thin up and down for the next few days.
Bloobs,
I would not be surprised if C makes no great moves upward before most of the low-mid StdDev daily strategies suggest a switch to I, F or G next week.

The price of a steadily increasing asset (e.g. the G fund) will vary from +1.5 to +1.7 SD, over depending on the time frame (10 days=1.49, 50 days=1.68). A "volume-filled bullish tear" would appear as price climbing the typical upper (+2 SD) Bollinger Band day by day. Likewise, a strong decline would appear as price sliding down the lower (-2 SD) band. I suggest that the intermediate region between +1 and -1 SD is a limbo region where trend cannot be determined.

12²
“The genius of investing is recognizing the direction of the trend — not catching the highs or the lows.”
- Jack Schannep

"Know when to hold 'em, know when to fold 'em"
- Kenny Rogers

User avatar
bloobs
Posts: 1097
Joined: Tue May 21, 2019 8:00 pm

Re: Does C have more room to run?

Post by bloobs »

12squared wrote: Wed Jul 14, 2021 10:01 am Bloobs,
I would not be surprised if C makes no great moves upward before most of the low-mid StdDev daily strategies suggest a switch to I, F or G next week.

The price of a steadily increasing asset (e.g. the G fund) will vary from +1.5 to +1.7 SD, over depending on the time frame (10 days=1.49, 50 days=1.68). A "volume-filled bullish tear" would appear as price climbing the typical upper (+2 SD) Bollinger Band day by day. Likewise, a strong decline would appear as price sliding down the lower (-2 SD) band. I suggest that the intermediate region between +1 and -1 SD is a limbo region where trend cannot be determined.

12²
Oh I didn't realize that even the sedate G fund's typical stddev is over 1 against a 10 to 50 day range. Important info for sure. On that note, I agree that the C ain't going anywhere far until the flip to G next week....probably :?

User avatar
12squared
Posts: 384
Joined: Thu Dec 31, 2015 7:28 am

Re: Does C have more room to run?

Post by 12squared »

bloobs wrote: Wed Jul 14, 2021 10:14 am I didn't realize that even the sedate G fund's typical stddev is over 1 against a 10 to 50 day range. Important info for sure.
Here are the multiples of the StdDev (xSD) of the G fund for intervals from 20 to 100 days.
G fund 2021-6-14 to 7-13.png
Although the interest rate of the G fund does not increase during most weeks, the price currently increases by 6 or 7 100ths of a cent each weekday. A large step (20/100th) from Friday to Monday adds irregularity to the data set, which increases the SD. Note that the maximum xSD value (in bold) occurs every 5 days, corresponding to the bump in daily change.
You do not have the required permissions to view the files attached to this post.
“The genius of investing is recognizing the direction of the trend — not catching the highs or the lows.”
- Jack Schannep

"Know when to hold 'em, know when to fold 'em"
- Kenny Rogers

User avatar
Tomanyiron
Posts: 4327
Joined: Mon Apr 26, 2010 6:39 am

Re: Does C have more room to run?

Post by Tomanyiron »

S fund leads the C fund down. Not necessarily in a day, maybe takes a week or more, but it will follow.
Prediction is hard. Either you know that, or you’re in denial about it. The reason it’s hard is because the visible stuff that happens in the world is a small fraction of the hidden stuff that goes on inside people’s heads.

User avatar
IRQVET
Posts: 99
Joined: Tue May 03, 2016 12:45 am

Re: Does C have more room to run?

Post by IRQVET »

My fear is that we're leaving the economy that Don built, and entering the economy that Joe is building. I hope I'm wrong . . .
Operation Iraqi Freedom Veteran
Disclaimer: The contents of this thread are known to the state of California to cause cancer.

wingchaser
Posts: 139
Joined: Thu Jan 22, 2009 8:39 am

Re: Does C have more room to run?

Post by wingchaser »

1st day in office & with the stroke of a pen, the current Administration took us from being the leader as the World’s Oil Exporter to becoming reliant (once again) on Countries that don’t always have our best interests @ heart.

On a positive note,

NRGU - MicroSectors U.S. Big Oil Index 3X Leveraged ETN

Is UP over 75.74% YTD...

Best of Luck (everyone) in all you choose to endeavor
“Compound interest is the eighth wonder of the world. He who understands it, earns it. He who doesn’t... pays it.” ~ Albert Einstein

Post Reply

Fund Prices2021-07-29

FundPriceDayYTD
G $16.63 0.00% 0.77%
F $21.09 -0.15% -0.51%
C $66.32 0.43% 18.61%
S $85.20 0.43% 14.82%
I $39.19 0.69% 10.75%
L2065 $14.30 0.52% 15.19%
L2060 $14.30 0.52% 15.19%
L2055 $14.30 0.52% 15.19%
L2050 $29.03 0.42% 12.50%
L2045 $13.24 0.39% 11.76%
L2040 $48.29 0.36% 11.04%
L2035 $12.75 0.33% 10.18%
L2030 $42.40 0.31% 9.34%
L2025 $11.99 0.23% 7.40%
Linc $23.15 0.11% 3.92%

Live Charts

Pending Allocations

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