Best monthly winning streak

[12squared]

While searching for a strategy which performed well during 2015-2018 (a period of rising rates and quantitative tightening) I stumbled upon one which was positive for every month of the year. For perspective, the C fund has done this once - in 2017. G aside, only the F fund comes close with 11 of 12 postive months in in 2011.

#79301 2015-18.png

79301's monthly winning streak is actually 57 months, from August 2014-April 2019.
https://tspcalc.com/seasonal.php?ID=793 ... ears=14-19
Is there anything else which can top this in both duration and market performance?

[Bubba]

Good choice. Similar to mine.

I'm expecting the following 3 months to be most similar to the 1st 3 months of 1994. 2006 and 2014 would be similar from the TSPCalc database.

Good luck!

[Snapdragon]

I'm worried about this year so I created 163188 looking at the timeframe 2008-2020 and getting the best return without a loss in any month. It's not the highest gainer but it has high PNR (positivity rate) for every month. Footnote: I'm not an expert at the seasonal builder.
A couple others I'm watching for this year are 142028 and 124996.

[12squared]

I'm worried about this year so I created 163188 looking at the timeframe 2008-2020 and getting the best return without a loss in any month. It's not the highest gainer but it has high PNR (positivity rate) for every month. Footnote: I'm not an expert at the seasonal builder.
A couple others I'm watching for this year are 142028 and 124996.

163188 is a great find. Its 40 positive months from September 2021 to December 2015 would probably make the top 5 for streaks. What is more impressive is that it went 139 months without a 1% or worse loss from Aug 2006 through Nov 2018. Also, it's monthly PNR from 2006-18 exceeded 90% (15 negative months out of of 156).

I'm adding it to my watch list.
12²

[daemon]

163188 has a high STD though! I like the minimal losses per month (hardly any red and the down months are muted). I'm surprised the STD is so high given that monthly drawdowns are so low. Would be nice to keep the low monthly losses and lower the STD. I too don't care about super high returns. I just want something that is stable.

[gbnooks207]

163188 has a high STD though! I like the minimal losses per month (hardly any red and the down months are muted). I'm surprised the STD is so high given that monthly drawdowns are so low. Would be nice to keep the low monthly losses and lower the STD. I too don't care about super high returns. I just want something that is stable.

See if these interest you;
https://tspcalc.com/seasonal.php?ID=141 ... ears=13-22
https://tspcalc.com/seasonal.php?ID=159 ... 965-155422
https://tspcalc.com/seasonal.php?ID=160 ... ears=13-22

[tspwizard1]

I need a little clarification. I'm thinking of following a strategy to a T this year as an experiment. So when strategy says to move to the S fund on Feb 6th for example; does that mean transfer funds on that date (before 9 am PDT) so you get in actually on Feb 7th, or transfer funds before 9 am PDT on Feb 5th so you are actually in the S fund on Feb 6th when the opening bell rings?

[Aitrus]

If the strategy has you in S Fund (blue on TSPCalc) and shows the 6th in blue and with the number 6 colored white on the calendar, but the 7th has you in the F Fund (red on TSPCalc), then you'd submit an IFT sometime between 12:01pm EST on the 5th and 11:59 AM EST on the 6th. The IFT would trigger at COB on the 6th, and have you in the F Fund first thing on the 7th.

Same logic applies if the 5th is the white-colored number and the red F Fund highlight starts on the 6th. You'd then make your IFT effective for COB on the 5th in order to be in the F Fund at the start of trading on the 6th. In this case, your IFT would be made sometime between 12:01 PM EST on the 4th and 11:59AM EST on the 5th.

The white-colored numbers shows a day when an IFT needs to be made by COB, and the color of the following day indicates which Fund you need to IFT to.

[tspwizard1]

If the strategy has you in S Fund (blue on TSPCalc) and shows the 6th in blue and with the number 6 colored white on the calendar, but the 7th has you in the F Fund (red on TSPCalc), then you'd submit an IFT sometime between 12:01pm EST on the 5th and 11:59 AM EST on the 6th. The IFT would trigger at COB on the 6th, and have you in the F Fund first thing on the 7th.

Same logic applies if the 5th is the white-colored number and the red F Fund highlight starts on the 6th. You'd then make your IFT effective for COB on the 5th in order to be in the F Fund at the start of trading on the 6th. In this case, your IFT would be made sometime between 12:01 PM EST on the 4th and 11:59AM EST on the 5th.

The white-colored numbers shows a day when an IFT needs to be made by COB, and the color of the following day indicates which Fund you need to IFT to.

What I was referring to is the dates on this seasonal calendar on this link for strategy 79301. I don't intent to register and pay money for TSPCalc, but still can use the dates in the seasonal calendar to execute the strategy.

https://tspcalc.com/seasonal.php?ID=793 ... sortby=avg

I believe you answered my question though. When in Feb. it say 'S fund on the 6th' what they really mean is put in the IFT by 9 am PDT on 2/5 to be in the S fund at when the bell rings on 2/6.

[ubascuba]

What I was referring to is the dates on this seasonal calendar on this link for strategy 79301. I don't intent to register and pay money for TSPCalc, but still can use the dates in the seasonal calendar to execute the strategy.

https://tspcalc.com/seasonal.php?ID=793 ... sortby=avg

I believe you answered my question though. When in Feb. it say 'S fund on the 6th' what they really mean is put in the IFT by 9 am PDT on 2/5 to be in the S fund at when the bell rings on 2/6.

The "date" refers to the trading day and not the calendar day. Also, it's 20 bucks a year. Give the man some chump change for all his hard work.

[bloobs]

Also, it's 20 bucks a year. Give the man some chump change for all his hard work.

I know right? I mean if twenty bucks a year is too much, either one is literally investing just pennies a year or has vastly misunderstood the information offerred on the site to the point of bankruptcy.

[tspwizard1]

Also, it's 20 bucks a year. Give the man some chump change for all his hard work.

I know right? I mean if twenty bucks a year is too much, either one is literally investing just pennies a year or has vastly misunderstood the information offerred on the site to the point of bankruptcy.

You might have a point. I'm notorious cheap, but I can pay $20 for this. Hopefully it is worth it. Gonna follow Strategy 79301 exactly with discipline as an experiment this year.

[Aitrus]

My apologies, tspwizard. I had assumed that you were a paying member and were using the calendar. I keep forgetting that not everybody can see it.

[12squared]

163188 has a high STD though! I like the minimal losses per month (hardly any red and the down months are muted). I'm surprised the STD is so high given that monthly drawdowns are so low. Would be nice to keep the low monthly losses and lower the STD. I too don't care about super high returns. I just want something that is stable.

Consistency depends on the time frame. 163188 is a very consistent performer - on a monthly basis.
The Std Devs computed from calendar year totals reveal nothing about how volatile the ride can be along the way. Choosing a different 12 month interval will change the StdDev and to a lesser extent the Mean.

If you really aren't concerned about high annual returns, but want to minimize stomach-wrenching drops, look at
#165689, created from the TSP Seasonal Builder by ranking on Mean-SD on a monthly basis
https://tspcalc.com/seasonal.php?ID=165 ... ears=04-21

#165689.png

[daemon]

Thanks 12squared! This is exactly the thing I wanted. I cannot take huge drops in my account. I know that's the name of the game with this gambling business we're in but I need to protect what I've built up. But I also want it to keep growing and not sit in G doing nothing. Most strategies people post here are based on a commitment to being in 100% equities for long stretches. I cannot do that and take the risk of sudden drops (like what's been happening lately and at an ever increasing pace) . I don't have the time to recover like most young people have. So this looks like it fits the bill!

163188 has a high STD though! I like the minimal losses per month (hardly any red and the down months are muted). I'm surprised the STD is so high given that monthly drawdowns are so low. Would be nice to keep the low monthly losses and lower the STD. I too don't care about super high returns. I just want something that is stable.

Consistency depends on the time frame. 163188 is a very consistent performer - on a monthly basis.
The Std Devs computed from calendar year totals reveal nothing about how volatile the ride can be along the way. Choosing a different 12 month interval will change the StdDev and to a lesser extent the Mean.

If you really aren't concerned about high annual returns, but want to minimize stomach-wrenching drops, look at
#165689, created from the TSP Seasonal Builder by ranking on Mean-SD on a monthly basis
https://tspcalc.com/seasonal.php?ID=165 ... ears=04-21
#165689.png