10 Month Modified SMA Method (M-SMA)

[david.alan.williams]

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10mo. Modified SMA
Mid Month Checkpoint - COB 14 Feb 2011

No Signal Change - Current Signal "BUY S 100%"

System YTD Earnings - 6.55%
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[akpackfan]

You cracked the top 10! Lets see where it goes from here.

 

[david.alan.williams]

I believe BT is right. We can probably see a little withdrawal, then another surge; but we will ride it out.

 

[Happy_Trails]

That sounds like a good idea, David. You just may be in S fund for the entire year.

 

[david.alan.williams]

That sounds like a good idea, David. You just may be in S fund for the entire year.

Very True

 

[Happy_Trails]

I may be joining you soon.

 

[Beavis]

David,

I looked at several ways to improve your system without much luck (like several others). The one thing I was able to do had to do with the mid-month and end of month dates. I used the idea that all of the military members that contribute to TSP all make their deposits on the 1st and 15th (or the preceeding day if that one is weekend/holiday). In that case, I wanted to be in the market (if the system calls for being in the S or I fund) by the day prior to the military deposit date (in by 14th if 15th is a market day) to take advantage of the increased cash flow. I plugged that information into your backtested data. Some years were better and some were worse than your system, but the yearly average was 21.52% compared to 21.35% for your system. 0.17% isn't much, but it might be worth looking at. I've attached the spreadsheet. Hope it helps.

Beavis

 

[david.alan.williams]

David,

I looked at several ways to improve your system without much luck (like several others). The one thing I was able to do had to do with the mid-month and end of month dates. I used the idea that all of the military members that contribute to TSP all make their deposits on the 1st and 15th (or the preceeding day if that one is weekend/holiday). In that case, I wanted to be in the market (if the system calls for being in the S or I fund) by the day prior to the military deposit date (in by 14th if 15th is a market day) to take advantage of the increased cash flow. I plugged that information into your backtested data. Some years were better and some were worse than your system, but the yearly average was 21.52% compared to 21.35% for your system. 0.17% isn't much, but it might be worth looking at. I've attached the spreadsheet. Hope it helps.

Beavis

That's thinking out of the box!

Thanks B!

 

[david.alan.williams]

That sounds like a good idea, David. You just may be in S fund for the entire year.

Yeah, if you look at the backtested data, we are suppose to sit in the S Fund (or I FUND) most all year. The good part is the system's ability to tell us when to pull out without big loses, and then, when to go back in to catch the ride UP.... Hopefully :worried:

 

[Happy_Trails]

Yeah, if you look at the backtested data, we are suppose to sit in the S Fund (or I FUND) most all year. The good part is the system's ability to tell us when to pull out without big loses, and then, when to go back in to catch the ride UP.... Hopefully :worried:

Those big losses are my biggest fear but sitting out leads to big lost opportunities. I think I need to just go with it and take my lumps once in a while. The market could keep going up or it could selloff tomorrow. We really don't have a cyrstal ball but we do have the trend and the trend is bullish until proven otherwise.

 

[david.alan.williams]

I'm posting v3a of the 10mo. M-SMA. No changes were made to the formulas but just added a "Cover Page" tab and a "About the System" tab. I added these tabs because the system information is deep at the beginning of this thread and wasn't readily available for easy viewing.

D

 

[Happy_Trails]

Nice job, David. I like it!

 

[akpackfan]

Ditto. Great Job!

 

[akpackfan]

Looks like todays gains will probably keep the system on a buy S fund unless Monday is a big down day...... Yesterdays close put it on a sell S and buy F.......

 

[david.alan.williams]

Looks like todays gains will probably keep the system on a buy S fund unless Monday is a big down day...... Yesterdays close put it on a sell S and buy F.......

Yup!

I am concerned as the 4 March date approaches. The "system" doesn't know it's coming but I do. LOL

I haven't make up my mind yet as to whether and go to F or G to protect my retirement funds (against the system) or not. Hard Decision. :worried:

 

[akpackfan]

Honestly I don't see that day as being a market mover. I'd follow the system. Although you could get out and still have an IFT to get back in soon after.....

 

[david.alan.williams]

Well, February is over and the M-SMA system finished the month at 5.81%and 69th (Tie) on the tracker and is ahead of schedule to reach 20% for the year.

The current signal for 1March - 15March is unchanged; "BUY S" 100%.

The F, C, S, and I funds finished the month above the 10mo. Modified Simple Moving Average.

I'll be holding my breath if the government doesn't pass the budget or an extension.

Here is a trend I saw on the spreadsheet:

Mid-January C and S funds finished UP
End-January C and S funds finished DOWN
Mid-February C and S funds finished UP
End-February C and S funds finished DOWN

The I Fund always finished each 2 week span UP

Dangerous Dave...

 

[RealMoneyIssues]

I used the idea that all of the military members that contribute to TSP all make their deposits on the 1st and 15th (or the preceeding day if that one is weekend/holiday).

I only have one deposit each month on the 2nd according to my statements. Is there something I am missing here???

 

[david.alan.williams]

I only have one deposit each month on the 2nd according to my statements. Is there something I am missing here???

I'm really not sure for the full-time military. I would think that if you are signed up for, lets say 10%, that 10% would be pulled out of your 1st and 15th of the month checks and placed in TSP.

 

[burrocrat]

james#### posted some stuff about this awhile back, something about the first 'payday' being a 1/2 'advance' on your monthly salary, maybe that's why it only goes in one time per, when you actually get 'paid'.