10 Month Modified SMA Method (M-SMA)

[david.alan.williams]

I'd like to wish everyone a HAPPY NEW YEAR and all the best for you and your family. Congrats to the board leaders this year, great job!

Attached is the 2012 10 month modified SMA worksheet with the backtested data. This was the first year we had a loss -3.61% but I believe we can have a stellar year in 2012.

In recap,
2003 - +39.98%
2004 - +12.91%
2005 - +13.42%
2006 - +19.57%
2007 - + 7.64%
2008 - + 4.52%
2009 - +27.71%
2010 - +36.64%
2011 - - 3.61%

Total - +158.77%
9 year average - +17.64 avg. per yr.

 

[david.alan.williams]

Congrats to the "System" leaders as well! Hard work went into pulling off a "postive" in a crazy year like this ones been!

[TABLE="width: 133"]
[TR]
[TD="class: xl80, width: 113, bgcolor: transparent"]LMBF_Method[/TD]
[TD="class: xl81, width: 64, bgcolor: transparent, align: right"]12.22%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Intrepid_Timer[/TD]
[TD="class: xl81, bgcolor: transparent, align: right"]8.44%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]RevShark[/TD]
[TD="class: xl81, bgcolor: transparent, align: right"]4.66%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Scribber[/TD]
[TD="class: xl81, bgcolor: transparent, align: right"]3.51%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Trader_Fred_Aggr[/TD]
[TD="class: xl81, bgcolor: transparent, align: right"]2.77%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Trader_Fred[/TD]
[TD="class: xl81, bgcolor: transparent, align: right"]1.23%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Ebb_TSP[/TD]
[TD="class: xl82, bgcolor: transparent, align: right"]-3.05%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Intrepid_Trending[/TD]
[TD="class: xl82, bgcolor: transparent, align: right"]-3.32%[/TD]
[/TR]
[TR]
[TD="class: xl83, bgcolor: yellow"]10mon_M-SMA[/TD]
[TD="class: xl84, bgcolor: yellow, align: right"]-3.61%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]Sentiment_Survey[/TD]
[TD="class: xl82, bgcolor: transparent, align: right"]-10.27%[/TD]
[/TR]
[TR]
[TD="class: xl80, bgcolor: transparent"]7-Sentinels[/TD]
[TD="class: xl82, bgcolor: transparent, align: right"]-12.37%[/TD]
[/TR]
[/TABLE]

 

[salisboss]

New to the site. Do I need to modify the spreadsheet or do you post signals here?

 

[david.alan.williams]

Either way. I try to post them here and of course, you can enter the new share prices and it will tell you when to move. The share prices are at : https://www.tsp.gov/investmentfunds/shareprice/sharePriceHistory.shtml


Thanks!
DD

 

[daze823]

David,

thank you for taking the time to create and update this strategy, and especially for posting for everyone to review/use. This strategy intrigues me as it seems to fit in perfectly with the 2 trades a month, as well as helping to keep me from getting in my own way, and getting too antsy and overtrading (getting in or out too soon due to emotion).

Daze

 

[Bronco07]

David,
Noticed on the system leaders data the term "LMBF".......What is the "LMBF_Method"?

 

[MaStA]

David,
Noticed on the system leaders data the term "LMBF".......What is the "LMBF_Method"?

See here - http://www.tsptalk.com/mb/showthread.php?5752-Last-Month-s-Best-Fund-Method-Strategy

It stands for Last Month's Best Fund.

 

[david.alan.williams]

.....and it's the F Fund for the rest of the month. The S fund FINALLY crossed the 10 month modified simple moving average threshold to join the C Fund but the I fund still has a little way to go. Barring any major upsets, I believe that the I Fund will cross the 10 month modified simple moving average around the end of February or mid March.

Attached is spreadsheet including the Mid January TSP prices.

This spreadsheet also corrects Cell "P52" as it was not adding correctly.

 

[daze823]

David, have you been following the M-SMA? I really like the strategy, but it seems it would be tough while you watch the stocks go up so that they are over the averages... I plan on following this method throughout the year, however, I was already partially in when I found this board about a week ago, so I'm staying partially in for now and plan on making the jump with the next strategy signal. Which the way things are looking, I would guess is going to be into S.

 

[david.alan.williams]

Yes, this is what I use. I believe we will see a fierce pullback starting any day now. Just getting that feeling.

 

[tsptalk]

Yes, this is what I use. I believe we will see a fierce pullback starting any day now. Just getting that feeling.

Now you gone and done it, DAW. We are the 'dumb money' and we can't say things like that, because then it won't happen. That's how markets work. It has to make us wrong. (By the way I agree with you. Crap! Now I jinxed it too.)

 

[Happy_Trails]

Now you gone and done it, DAW. We are the 'dumb money' and we can't say things like that, because then it won't happen. That's how markets work. It has to make us wrong. (By the way I agree with you. Crap! Now I jinxed it too.)

I guess I've been jinxing it for weeks then. :nuts:

 

[RealMoneyIssues]

Well, my nukulations are showing staying in F-fund with a gain this year of 0.88%

 

[david.alan.williams]

We will be moving to the S fund tonight. I will post the new spreadsheet as soon as I bounce my numbers against the TSPTALK.com main homepage numbers.....stand by...

 

[david.alan.williams]

Thanks RealMoney!!! My new bifocals are really messing me up!!! You are correct!! We will still be in the F-FUND for the next 2 weeks, at least.

 

[RealMoneyIssues]

Clear as mud?

Not really, because when I put the numbers in there it shows "Buy F" for this 2 week period. Am I missing something?

 

[david.alan.williams]

Thanks RealMoney!!! My new bifocals are really messing me up!!! You are correct!! We will still be in the F-FUND for the next 2 weeks, at least.


THANK YOU!!

 

[RealMoneyIssues]

Thanks RealMoney!!! My new bifocals are really messing me up!!! You are correct!! We will still be in the F-FUND for the next 2 weeks, at least.


THANK YOU!!

Just want to make sure my OCD chart is accurate

 

[david.alan.williams]

Hello TSP'ers!

The 10 month modified SMA signals a 100% move to the S-Fund. The I fund finally crossed the 10month M-SMA threshold thus triggering the final requirement needed to signal the 100% move to the S-Fund.

Since we are submitting our move request tonight (or at least before 12:00 EST tomorrow), we will actually still be in the F Fund all day tomorrow (1 March). Therefore, tomorrow night at the close of business, I will rename the date on the spreedsheet from "Feb 29th" to "Mar 1st" and enter the 1 March COB fund prices. I will upload the spreadsheet when I get finished or you can modify your spreadsheet as I have mentioned.

Have a great evening,

 

[david.alan.williams]

---

Here's the 10mon M-SMA spreadsheet as of 1 March. The next checkpoint will be COB 15 March.

View attachment 1mar.xls