Alternate LMBF methods

[Cactus]

Here is the monthly return as of 7/30/18:

[TABLE="width: 450"][TR="bgcolor: #FFEC8B"][TD]Date
[/TD]

[TD]G Fund
[/TD][TD]F Fund
[/TD][TD]C Fund
[/TD]

[TD]S Fund
[/TD][TD]I Fund
[/TD]

[/TR][TR="bgcolor: #9AFF9A"]

[TD="bgcolor: #FFEC8B"]30-Jul-18
[/TD]

[TD]0.24%[/TD]
[TD](0.06%)
[/TD]
[TD="bgcolor: #9ACD32"]3.21%[/TD]
[TD]0.64%[/TD]
[TD]2.72%[/TD]
[/TD]
[/TR]
[/TABLE]
The C Fund is indeed the winner for Jul so the following IFTs take place before noon today, 31-Jul-18.

•LMBF-1 Changes from the S Fund to the C Fund
•LMBF-1 SIM Remains in the F Fund through October
•LMBF-1 C>S Remains in the S Fund
•LMBF-1 CI>S Remains in the S Fund
•LMBF-1 G>F Remains in the S Fund

 

[Cactus]

Here are the returns through July of this year:

[TABLE="width: 680"]
[TR="bgcolor: #87CEFA"][TD][/TD]
[TD]G[/TD]
[TD]F[/TD][TD]C[/TD]
[TD]S[/TD]
[TD]I[/TD]
[TD]LMBF-1[/TD]
[TD]C>S[/TD]
[TD]CI>S[/TD][TD]SIM[/TD]
[TD]G>F[/TD]
[/TR][TR]
[TD="bgcolor: #FF9A9A"]Jan[/TD]
[TD]0.20%[/TD]

[TD](1.14%)[/TD]

[TD]5.72%[/TD][TD]3.34%[/TD][TD]5.00%[/TD]
[TD]5.72%[/TD][TD]]3.34%[/TD][TD]]3.34%[/TD][TD]5.72%[/TD][TD]5.72%[/TD]


[/TR][TR]
[TD="bgcolor: #FF9A9A"]Feb[/TD]
[TD]0.21%[/TD]
[TD](0.96%)[/TD]
[TD](3.69%)[/TD]

[TD](3.79%)[/TD]
[TD](5.07%)[/TD]


[TD](3.69%)[/TD]


[TD](3.79%)[/TD]
[TD](3.79%)[/TD]


[TD](3.69%)[/TD]


[TD](3.69%)[/TD]


[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Mar[/TD]
[TD]0.24%[/TD]
[TD]0.65%[/TD]

[TD](2.55%)[/TD][TD]0.69%[/TD]

[TD](0.76%)[/TD]
[TD]0.24%[/TD][TD]0.24%[/TD][TD]0.24%[/TD][TD]0.24%[/TD][TD]0.65%[/TD]

[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Apr[/TD]
[TD]0.23%[/TD]
[TD](0.73%)[/TD]
[TD]0.38%[/TD][TD]0.28%[/TD][TD]2.01%[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]

[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]May[/TD]
[TD]0.24%[/TD][TD]0.73%[/TD]
[TD]2.41%[/TD][TD]4.85%[/TD][TD](2.13%)[/TD]
[TD](2.13%)[/TD]
[TD](2.13%)[/TD]
[TD]4.85%[/TD][TD]0.73%[/TD]
[TD](2.13%)[/TD]

[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Jun[/TD]
[TD]0.24%[/TD]
[TD](0.10%)[/TD]
[TD]0.61%[/TD][TD]0.86%[/TD][TD](1.20%)[/TD]
[TD]0.86%[/TD][TD]0.86%[/TD][TD]0.86%[/TD]
[TD](0.10%)[/TD][TD]0.86%[/TD]

[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Jul[/TD]
[TD]0.25%[/TD]
[TD]0.04%[/TD]
[TD]3.72%[/TD][TD]1.64%[/TD][TD]2.45%[/TD]
[TD]1.64%[/TD][TD]1.64%[/TD][TD]1.64%[/TD][TD]0.04%[/TD][TD]1.64%[/TD]


[/TR][TR="bgcolor: #9AFF9A"]
[TD]YTD[/TD]
[TD]1.62%[/TD]
[TD](1.52%)[/TD]
[TD]6.45%[/TD][TD]7.91%[/TD][TD](0.04%)[/TD]
[TD]1.66%[/TD][TD](0.73%)[/TD]
[TD]6.35%[/TD][TD]2.00%[/TD][TD]2.07%[/TD]
[/TR]
[/TABLE]

Looks like CI>S has done the best (about the same as the C Fund) while C>S has done the worst and gone negative. What a difference staying out of the I Fund h as made. The other 3 systems have done about the same at a little better than thje G Fund.

 

[Cactus]

The S Fund is the winner for Aug so the following IFTs take place before noon tomorrow, 31-Aug-18:

• LMBF-1 Changes from the C Fund to the S Fund
• LMBF-1 SIM Remains in the F Fund through October
• LMBF-1 C>S Remains in the S Fund
• LMBF-1 CI>S Remains in the S Fund
• LMBF-1 G>F Changes from the C Fund to the S Fund

 

[Cactus]

The I Fund is the winner for Sep so the following IFTs take place before noon tomorrow, 28-Sep-18:

• LMBF-1 Changes from the S Fund to the I Fund
• LMBF-1 SIM Remains in the F Fund through October
• LMBF-1 C>S Changes from the S Fund to the I Fund
• LMBF-1 CI>S Remains in the S Fund
• LMBF-1 G>F Changes from the S Fund to the I Fund

 

[Hallatauer]

Back from a cruise and a few days behind... I Fund it is! 10 days in Alaska... retirement is good!

 

[userque]

The G Fund is the winner for October, 2018, so the following IFT's take place before noon (ET) tomorrow, 31-OCT-18:

• LMBF-1 Changes from the I Fund to the G Fund
• LMBF-1 SIM Changes from the F Fund to the G Fund
• LMBF-1 C>S Changes from the I Fund to the G Fund
• LMBF-1 CI>S Changes from the S Fund to the G Fund
• LMBF-1 G>F Changes from the I Fund to the G Fund

 

[NatInPW]

This is a long thread and I may have misinterpreted a previous post, but shouldn't the LMBF-1 G>F invest in the F fund whenever G performs best the previous month?

Also, has anyone looked at a SIM strategy that just invests in C during Nov -> April, and either G or F the rest of the year depending on expected interest rate hikes or drops by the Fed?

 

[userque]

This is a long thread and I may have misinterpreted a previous post, but shouldn't the LMBF-1 G>F invest in the F fund whenever G performs best the previous month?

Also, has anyone looked at a SIM strategy that just invests in C during Nov -> April, and either G or F the rest of the year depending on expected interest rate hikes or drops by the Fed?

I'm not sure. You may be correct.

I don't really follow this system/thread. The normal poster wasn't able to post and asked for assistance posting. I followed their instructions below. Someone more knowledgeable than me about this will have to expound:

 

[Cactus]

Testing to see if I can post yet.

 

[Cactus]

Well, that looks promising. Much thanks go out to Userque for posting these results when I was unable to! There should be another posting tonight for December. Anybody please feel free to post the results if I'm having problems again. It's strange that I was able to login and make changes to AutoTracker, like posts, but not make posts myself.


You are correct, NatInPW, that LMBF-1 G>F should have gone with the F fund. I realized that at the time, but was unable to communicate the correction since that one is not on the AT. I'm just glad that Userque was able to understand my AT comments and post what he did or we would of had nothing here. Once again, anyone feel free to post the results. I will try to post December's IFT's tonight, but if I run into problems feel free to jump right in there. I don't know how many others are actually following this thread anymore.

 

[Cactus]

The S Fund just eeked out a lead over the C Fund to become the winner for Nov.

[TD="bgcolor: #FFFF99"] Date [/TD]
[TD="bgcolor: #FFFF99"] G FUND [/TD]
[TD="bgcolor: #FFFF99"] F FUND [/TD]
[TD="bgcolor: #FFFF99"] C FUND [/TD]
[TD="bgcolor: #FFFF99"] S FUND [/TD]
[TD="bgcolor: #FFFF99"] I FUND [/TD]

[TD="bgcolor: #FFFF99"] 29-Nov-18 [/TD]
[TD="bgcolor: #CCFFCC, align: right"] 0.25% [/TD]
[TD="bgcolor: #CCFFCC, align: right"] 0.56% [/TD]
[TD="bgcolor: #CCFFCC, align: right"] 1.19% [/TD]
[TD="bgcolor: #99CC00, align: right"] 1.21% [/TD]
[TD="bgcolor: #CCFFCC, align: left"] 0.44% [/TD]

The following IFTs take place before noon tomorrow, 30-Nov-18:

• LMBF-1 Changes from the G Fund to the S Fund
• LMBF-1 SIM Changes from the G Fund to the S Fund
• LMBF-1 C>S Changes from the G Fund to the S Fund
• LMBF-1 CI>S Changes from the G Fund to the S Fund
• LMBF-1 G>F Changes from the F Fund to the S Fund

 

[userque]

It took me 2 attempts to make this post. Still getting 502 error.

Instead of 'starting over,' when you get the 502 error ... try just hitting your browser's refresh button. I've been doing this since the problem first appeared.

 

[Cactus]

Will do. Thanks for the heads up.

 

[Cactus]

Here is the monthly return as of 12/28/18:

[TABLE="width: 450"]
[TR="bgcolor: #FFEC8B"]
[TD]Date[/TD]
[TD]G Fund[/TD]
[TD]F Fund[/TD]
[TD]C Fund[/TD]
[TD]S Fund[/TD]
[TD]I Fund[/TD]
[/TR]
[TR="bgcolor: #9AFF9A"]
[TD="bgcolor: #FFEC8B"]28-Dec-18[/TD]
[TD]0.23%[/TD]
[TD="bgcolor: #9ACD32"]1.59%[/TD]
[TD](9.81%)[/TD]
[TD](11.52%)[/TD]
[TD](5.23%)[/TD]
[/TR]
[/TABLE]

The F Fund is the winner for December so the following IFTs take place before noon Monday, 31-Dec-18:

• LMBF-1 Changes from the S Fund to the F Fund
• LMBF-1 SIM Changes from the S Fund to the F Fund
• LMBF-1 C>S Changes from the S Fund to the F Fund
• LMBF-1 CI>S Changes from the S Fund to the F Fund
• LMBF-1 G>F Changes from the S Fund to the F Fund

 

[Cactus]

Here are the returns for 2018:

[TABLE="width: 680"]
[TR="bgcolor: #87CEFA"]
[TD][/TD]
[TD]G[/TD]
[TD]F[/TD]
[TD]C[/TD]
[TD]S[/TD]
[TD]I[/TD]
[TD]LMBF-1[/TD]
[TD]C>S[/TD]
[TD]CI>S[/TD]
[TD]SIM[/TD]
[TD]G>F[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Jan[/TD]
[TD]0.20%[/TD]
[TD](1.14%)[/TD]
[TD]5.72%[/TD]
[TD]3.34%[/TD]
[TD]5.00%[/TD]
[TD]5.72%[/TD]
[TD]3.34%[/TD]
[TD]3.34%[/TD]
[TD]5.72%[/TD]
[TD]5.72%[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Feb[/TD]
[TD]0.21%[/TD]
[TD](0.96%)[/TD]
[TD](3.69%)[/TD]
[TD](3.79%)[/TD]
[TD](5.07%)[/TD]
[TD](3.69%)[/TD]
[TD](3.79%)[/TD]
[TD](3.79%)[/TD]
[TD](3.69%)[/TD]
[TD](3.69%)[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Mar[/TD]
[TD]0.24%[/TD]
[TD]0.65%[/TD]
[TD](2.55%)[/TD]
[TD]0.69%[/TD]
[TD](0.76%)[/TD]
[TD]0.24%[/TD]
[TD]0.24%[/TD]
[TD]0.24%[/TD]
[TD]0.24%[/TD]
[TD]0.65%[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Apr[/TD]
[TD]0.23%[/TD]
[TD](0.73%)[/TD]
[TD]0.38%[/TD]
[TD]0.28%[/TD]
[TD]2.01%[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[TD](0.73%)[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]May[/TD]
[TD]0.24%[/TD]
[TD]0.73%[/TD]
[TD]2.41%[/TD]
[TD]4.85%[/TD]
[TD](2.13%)[/TD]
[TD](2.13%)[/TD]
[TD](2.13%)[/TD]
[TD]4.85%[/TD]
[TD]0.73%[/TD]
[TD](2.13%)[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Jun[/TD]
[TD]0.24%[/TD]
[TD](0.10%)[/TD]
[TD]0.61%[/TD]
[TD]0.86%[/TD]
[TD](1.20%)[/TD]
[TD]0.86%[/TD]
[TD]0.86%[/TD]
[TD]0.86%[/TD]
[TD](0.10%)[/TD]
[TD]0.86%[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Jul[/TD]
[TD]0.25%[/TD]
[TD]0.04%[/TD]
[TD]3.72%[/TD]
[TD]1.64%[/TD]
[TD]2.45%[/TD]
[TD]1.64%[/TD]
[TD]1.64%[/TD]
[TD]1.64%[/TD]
[TD]0.04%[/TD]
[TD]1.64%[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Aug[/TD]
[TD]0.26%[/TD]
[TD]0.67%[/TD]
[TD]3.26%[/TD]
[TD]4.57%[/TD]
[TD](1.91%)[/TD]
[TD]3.26%[/TD]
[TD]4.57%[/TD]
[TD]4.57%[/TD]
[TD]0.67%[/TD]
[TD]3.26%[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Sep[/TD]
[TD]0.24%[/TD]
[TD](0.62%)[/TD]
[TD]0.57%[/TD]
[TD](1.76%)[/TD]
[TD]0.91%[/TD]
[TD](1.76%)[/TD]
[TD](1.76%)[/TD]
[TD](1.76%)[/TD]
[TD](0.62%)[/TD]
[TD](1.76%)[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Oct[/TD]
[TD]0.26%[/TD]
[TD](0.78%)[/TD]
[TD](6.84%)[/TD]
[TD](10.06%)[/TD]
[TD](7.94%)[/TD]
[TD](7.94%)[/TD]
[TD](7.94%)[/TD]
[TD](10.06%)[/TD]
[TD](0.78%)[/TD]
[TD](7.94%)[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Nov[/TD]
[TD]0.26%[/TD]
[TD]0.62%[/TD]
[TD]2.04%[/TD]
[TD]1.92%[/TD]
[TD](0.13%)[/TD]
[TD]0.26%[/TD]
[TD]0.26%[/TD]
[TD]0.26%[/TD]
[TD]0.26%[/TD]
[TD]0.26%[/TD]
[/TR]
[TR]
[TD="bgcolor: #FF9A9A"]Dec[/TD]
[TD]0.26%[/TD]
[TD]1.84%[/TD]
[TD](9.03%)[/TD]
[TD](10.70%)[/TD]
[TD](4.82%)[/TD]
[TD](10.70%)[/TD]
[TD](10.70%)[/TD]
[TD](10.70%)[/TD]
[TD](10.70%)[/TD]
[TD](10.70%)[/TD]
[/TR]
[TR="bgcolor: #9AFF9A"]
[TD]YTD[/TD]
[TD]2.91%[/TD]
[TD]0.15%[/TD]
[TD](4.41%)[/TD]
[TD](9.26%)[/TD]
[TD](13.43%)[/TD]
[TD](15.00%)[/TD]
[TD](15.95%)[/TD]
[TD](12.02%)[/TD]
[TD](9.36%)[/TD]
[TD](14.35%)[/TD]
[/TR]
[/TABLE]

What a disaster this year has been. Not only have all TSP equity Funds finished in the red, almost all LMBF-1 systems finished worse off than any TSP Fund. The only ones that came out ahead was SIM & CI>S which only beat out the I Fund. That's not much to brag about.

 

[Cactus]

Here are the 3 Year Average of our Funds and LMBF-1 systems

[TD="bgcolor: #969696, align: left"] 3 Year (2016 – 18) [/TD]
[TD="bgcolor: #969696, align: center"] G [/TD]
[TD="bgcolor: #969696, align: center"] F [/TD]
[TD="bgcolor: #969696, align: center"] C [/TD]
[TD="bgcolor: #969696, align: center"] S [/TD]
[TD="bgcolor: #969696, align: center"] I [/TD]
[TD="bgcolor: #969696, align: center"] LMBF-1 [/TD]
[TD="bgcolor: #969696, align: center"] C>S [/TD]
[TD="bgcolor: #969696, align: center"] CI>S [/TD]
[TD="bgcolor: #969696, align: center"] SIM [/TD]
[TD="bgcolor: #969696, align: center"] G>F [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Mean [/TD]
[TD="align: right"] 2.35% [/TD]
[TD="align: right"] 2.29% [/TD]
[TD="align: right"] 9.81% [/TD]
[TD="align: right"] 8.44% [/TD]
[TD="align: right"] 4.70% [/TD]
[TD="align: right"] 5.50% [/TD]
[TD="align: right"] 4.90% [/TD]
[TD="align: right"] 4.72% [/TD]
[TD="align: right"] 6.21% [/TD]
[TD="align: right"] 5.25% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Standard Deviation [/TD]
[TD="align: right"] 0.44% [/TD]
[TD="align: right"] 1.56% [/TD]
[TD="align: right"] 10.82% [/TD]
[TD="align: right"] 12.54% [/TD]
[TD="align: right"] 15.96% [/TD]
[TD="align: right"] 14.55% [/TD]
[TD="align: right"] 14.80% [/TD]
[TD="align: right"] 11.84% [/TD]
[TD="align: right"] 11.05% [/TD]
[TD="align: right"] 13.98% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Annualized Return [/TD]
[TD="align: right"] 2.35% [/TD]
[TD="align: right"] 2.28% [/TD]
[TD="align: right"] 9.26% [/TD]
[TD="align: right"] 7.67% [/TD]
[TD="align: right"] 3.50% [/TD]
[TD="align: right"] 4.42% [/TD]
[TD="align: right"] 3.78% [/TD]
[TD="align: right"] 4.01% [/TD]
[TD="align: right"] 5.61% [/TD]
[TD="align: right"] 4.25% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Total Return [/TD]
[TD="align: right"] 7.22% [/TD]
[TD="align: right"] 7.01% [/TD]
[TD="align: right"] 30.44% [/TD]
[TD="align: right"] 24.81% [/TD]
[TD="align: right"] 10.86% [/TD]
[TD="align: right"] 13.87% [/TD]
[TD="align: right"] 11.76% [/TD]
[TD="align: right"] 12.53% [/TD]
[TD="align: right"] 17.78% [/TD]
[TD="align: right"] 13.31% [/TD]

Looks like over the last 3 years you would have been better off Buy & Holding the C or S Funds than any of the LMBF-1 systems.

 

[Cactus]

Here are the 5 Year Average of our Funds and LMBF-1 systems

[TD="bgcolor: #969696, align: left"] 5 Year (2014 – 18) [/TD]
[TD="bgcolor: #969696, align: center"] G [/TD]
[TD="bgcolor: #969696, align: center"] F [/TD]
[TD="bgcolor: #969696, align: center"] C [/TD]
[TD="bgcolor: #969696, align: center"] S [/TD]
[TD="bgcolor: #969696, align: center"] I [/TD]
[TD="bgcolor: #969696, align: center"] LMBF-1 [/TD]
[TD="bgcolor: #969696, align: center"] C>S [/TD]
[TD="bgcolor: #969696, align: center"] CI>S [/TD]
[TD="bgcolor: #969696, align: center"] SIM [/TD]
[TD="bgcolor: #969696, align: center"] G>F [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Mean [/TD]
[TD="align: right"] 2.28% [/TD]
[TD="align: right"] 2.90% [/TD]
[TD="align: right"] 8.93% [/TD]
[TD="align: right"] 6.04% [/TD]
[TD="align: right"] 1.66% [/TD]
[TD="align: right"] 0.24% [/TD]
[TD="align: right"] 1.06% [/TD]
[TD="align: right"] 1.32% [/TD]
[TD="align: right"] 2.82% [/TD]
[TD="align: right"] 0.57% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Standard Deviation [/TD]
[TD="align: right"] 0.36% [/TD]
[TD="align: right"] 2.32% [/TD]
[TD="align: right"] 9.31% [/TD]
[TD="align: right"] 10.70% [/TD]
[TD="align: right"] 13.00% [/TD]
[TD="align: right"] 13.39% [/TD]
[TD="align: right"] 13.08% [/TD]
[TD="align: right"] 10.67% [/TD]
[TD="align: right"] 9.87% [/TD]
[TD="align: right"] 12.71% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Annualized Return [/TD]
[TD="align: right"] 2.28% [/TD]
[TD="align: right"] 2.88% [/TD]
[TD="align: right"] 8.53% [/TD]
[TD="align: right"] 5.49% [/TD]
[TD="align: right"] 0.88% [/TD]
[TD="align: right"] (0.65%) [/TD]
[TD="align: right"] 0.20% [/TD]
[TD="align: right"] 0.75% [/TD]
[TD="align: right"] 2.35% [/TD]
[TD="align: right"] (0.24%) [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Total Return [/TD]
[TD="align: right"] 11.93% [/TD]
[TD="align: right"] 15.25% [/TD]
[TD="align: right"] 50.58% [/TD]
[TD="align: right"] 30.62% [/TD]
[TD="align: right"] 4.49% [/TD]
[TD="align: right"] (3.21%) [/TD]
[TD="align: right"] 1.01% [/TD]
[TD="align: right"] 3.80% [/TD]
[TD="align: right"] 12.32% [/TD]
[TD="align: right"] (1.17%) [/TD]

Looks like over the last 5 years you basically would have been better off Buy & Holding any of the TSP Funds than following the LMBF-1 systems. The only one that came out ahead was "LMBF-1 SIM" which beat the G & I Funds.

 

[Cactus]

Here are the 10 Year Average of our Funds and LMBF-1 systems:

[TD="bgcolor: #969696, align: left"] 10Year(2009 – 18) [/TD]
[TD="bgcolor: #969696, align: center"] G [/TD]
[TD="bgcolor: #969696, align: center"] F [/TD]
[TD="bgcolor: #969696, align: center"] C [/TD]
[TD="bgcolor: #969696, align: center"] S [/TD]
[TD="bgcolor: #969696, align: center"] I [/TD]
[TD="bgcolor: #969696, align: center"] LMBF-1 [/TD]
[TD="bgcolor: #969696, align: center"] C>S [/TD]
[TD="bgcolor: #969696, align: center"] CI>S [/TD]
[TD="bgcolor: #969696, align: center"] SIM [/TD]
[TD="bgcolor: #969696, align: center"] G>F [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Mean [/TD]
[TD="align: right"] 2.30% [/TD]
[TD="align: right"] 3.78% [/TD]
[TD="align: right"] 13.70% [/TD]
[TD="align: right"] 14.76% [/TD]
[TD="align: right"] 7.52% [/TD]
[TD="align: right"] 8.11% [/TD]
[TD="align: right"] 10.18% [/TD]
[TD="align: right"] 11.89% [/TD]
[TD="align: right"] 10.10% [/TD]
[TD="align: right"] 8.67% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Standard Deviation [/TD]
[TD="align: right"] 0.47% [/TD]
[TD="align: right"] 3.01% [/TD]
[TD="align: right"] 10.99% [/TD]
[TD="align: right"] 15.69% [/TD]
[TD="align: right"] 14.95% [/TD]
[TD="align: right"] 12.84% [/TD]
[TD="align: right"] 14.16% [/TD]
[TD="align: right"] 14.63% [/TD]
[TD="align: right"] 10.96% [/TD]
[TD="align: right"] 12.49% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Annualized Return [/TD]
[TD="align: right"] 2.30% [/TD]
[TD="align: right"] 3.73% [/TD]
[TD="align: right"] 13.17% [/TD]
[TD="align: right"] 13.68% [/TD]
[TD="align: right"] 6.48% [/TD]
[TD="align: right"] 7.30% [/TD]
[TD="align: right"] 9.21% [/TD]
[TD="align: right"] 10.91% [/TD]
[TD="align: right"] 9.53% [/TD]
[TD="align: right"] 7.89% [/TD]

[TD="bgcolor: #C0C0C0, align: left"] Total Return [/TD]
[TD="align: right"] 25.51% [/TD]
[TD="align: right"] 44.27% [/TD]
[TD="align: right"] 244.55% [/TD]
[TD="align: right"] 260.29% [/TD]
[TD="align: right"] 87.38% [/TD]
[TD="align: right"] 102.21% [/TD]
[TD="align: right"] 141.37% [/TD]
[TD="align: right"] 181.66% [/TD]
[TD="align: right"] 148.56% [/TD]
[TD="align: right"] 113.79% [/TD]

Looks like over the last 10 years you would have been better off Buy & Holding the C or S Funds than any of the LMBF-1 systems. What happened? Well the 2008 crash fell out of our data. Maybe it will take another crash for this system to come out ahead. I Don't know. This year was a disaster and any TSP Fund beat all the LMBF-1 Systems. Is anybody still following LMBF-1? It doesn't seam worth it to me.

 

[Hallatauer]

I still follow... most of the time but.. long time analysis is bearing out that Alternate LMBF is not bearing fruit. May be time to put it to rest.

 

[Cactus]

For those still following this thread, here are the IFTs for February.

The S Fund is the winner for January so the following IFTs take place before noon eastern tomorrow, 31-Jan-19:

• LMBF-1 Changes from the F Fund to the S Fund
• LMBF-1 SIM Changes from the F Fund to the S Fund
• LMBF-1 C>S Changes from the F Fund to the S Fund
• LMBF-1 CI>S Changes from the F Fund to the S Fund
• LMBF-1 G>F Changes from the F Fund to the S Fund

We all go back to S. This was a rough month to be out of the market as it gave back some of December's losses.