Alternate LMBF methods

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Cactus said:
Jonfresno had an interesting idea: have the G Fund be an indicator for the F Fund so whenever LMBF is G we go to F. I must say I've been burned too many times by heading to F for safety, but what do the numbers say? Here they are in the tables below.

Table 1: LMBF-1
View attachment 29088

Table 2: LMBF-1 G -> F
View attachment 29083
Note: The olive gray blocks indicate months where the F Fund was substituted in.

Well, comparing the 2 tables we see that there are substitutions in 8 out of the 10 years and in all but 1 of those 8 the result was superior to LMBF-1 alone. The increase wasn't great, as can be seen in table 3 below, but you can combine G->F with C->S or CI->S for better results if you want to. It's not like those methods are mutually exclusive.

Table 3: Total returns for 2004 - 2013

[TD="bgcolor: #969696, align: left"]Year[/TD]
[TD="bgcolor: #969696, align: center"]LMBF[/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: right"]2004[/TD]
[TD="align: right"]13.00%[/TD]
[TD="align: right"]14.50%[/TD]
[TD="align: right"]15.47%[/TD]
[TD="align: right"]16.46%[/TD]
[TD="align: right"]16.51%[/TD]
[TD="align: right"]13.49%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2005[/TD]
[TD="align: right"]2.38%[/TD]
[TD="align: right"]5.68%[/TD]
[TD="align: right"]5.68%[/TD]
[TD="align: right"]1.91%[/TD]
[TD="align: right"] (3.66%) [/TD]
[TD="align: right"]6.75%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2006[/TD]
[TD="align: right"]7.07%[/TD]
[TD="align: right"]17.85%[/TD]
[TD="align: right"]22.83%[/TD]
[TD="align: right"]18.46%[/TD]
[TD="align: right"]21.03%[/TD]
[TD="align: right"]18.59%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2007[/TD]
[TD="align: right"]10.97%[/TD]
[TD="align: right"]10.51%[/TD]
[TD="align: right"]11.45%[/TD]
[TD="align: right"]8.11%[/TD]
[TD="align: right"]3.95%[/TD]
[TD="align: right"]10.85%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2008[/TD]
[TD="align: right"] (11.06%)
 [/TD]
[TD="align: right"] (10.15%) [/TD]
[TD="align: right"] (9.52%) [/TD]
[TD="align: right"] (7.64%) [/TD]
[TD="align: right"]1.22%[/TD]
[TD="align: right"] (9.43%) [/TD]

[TD="bgcolor: #C0C0C0, align: right"]2009[/TD]
[TD="align: right"]9.66%[/TD]
[TD="align: right"]18.05%[/TD]
[TD="align: right"]28.17%[/TD]
[TD="align: right"]38.86%[/TD]
[TD="align: right"]10.67%[/TD]
[TD="align: right"]18.67%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2010[/TD]
[TD="align: right"]12.85%[/TD]
[TD="align: right"]17.35%[/TD]
[TD="align: right"]17.35%[/TD]
[TD="align: right"]14.38%[/TD]
[TD="align: right"]28.53%[/TD]
[TD="align: right"]17.35%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2011[/TD]
[TD="align: right"]12.22%[/TD]
[TD="align: right"]8.69%[/TD]
[TD="align: right"]8.69%[/TD]
[TD="align: right"]11.78%[/TD]
[TD="align: right"]14.95%[/TD]
[TD="align: right"]11.12%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2012[/TD]
[TD="align: right"]19.27%[/TD]
[TD="align: right"]23.60%[/TD]
[TD="align: right"]28.78%[/TD]
[TD="align: right"]24.56%[/TD]
[TD="align: right"]18.40%[/TD]
[TD="align: right"]23.60%[/TD]

[TD="bgcolor: #C0C0C0, align: right"]2013[/TD]
[TD="align: right"]9.21%[/TD]
[TD="align: right"]12.26%[/TD]
[TD="align: right"]13.50%[/TD]
[TD="align: right"]22.70%[/TD]
[TD="align: right"]14.31%[/TD]
[TD="align: right"]13.10%[/TD]

[TD="bgcolor: #969696, align: left"]10 Year Gain[/TD]
[TD="bgcolor: #969696, align: center"]121.15%[/TD]
[TD="bgcolor: #969696, align: center"]195.82%[/TD]
[TD="bgcolor: #969696, align: center"]261.16%[/TD]
[TD="bgcolor: #969696, align: center"]280.92%[/TD]
[TD="bgcolor: #969696, align: center"]216.32%[/TD]
[TD="bgcolor: #969696, align: center"]212.03%[/TD]

[TD="bgcolor: #969696, align: left"]Annualized Return[/TD]
[TD="bgcolor: #969696, align: right"]8.26%[/TD]
[TD="bgcolor: #969696, align: right"]11.46%[/TD]
[TD="bgcolor: #969696, align: right"]13.70%[/TD]
[TD="bgcolor: #969696, align: right"]14.31%[/TD]
[TD="bgcolor: #969696, align: right"]12.21%[/TD]
[TD="bgcolor: #969696, align: right"]12.05%[/TD]

[TD="bgcolor: #969696, align: left"]RISK[/TD]
[TD="bgcolor: #969696, align: right"]7.74%[/TD]
[TD="bgcolor: #969696, align: right"]8.85%[/TD]
[TD="bgcolor: #969696, align: right"]10.80%[/TD]
[TD="bgcolor: #969696, align: right"]12.15%[/TD]
[TD="bgcolor: #969696, align: right"]9.24%[/TD]
[TD="bgcolor: #969696, align: right"]8.61%[/TD]

I think I will add G -> F to the Monthly Returns when I post them and see how it behaves this year.
Click to expand...

Once again, thank you SO MUCH for taking the time to do this, I really appreciate it. I figured it wouldn't be much, but every little but counts. And like you said, you could combine it with the other methods.

Thanks again! :)
 
Here are the monthly returns as of 6/27/2014.


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

[TD="bgcolor: #FFFF99, align: left"] 27-Jun-2014 [/TD]
[TD="bgcolor: #CCFFCC, align: right"]0.17%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.01%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"]2.10%[/TD]
[TD="bgcolor: #99CC00, align: right"]4.01%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]0.69%[/TD]
The best fund is S so the following IFTs take place before noon eastern Monday, 6/30/2014:

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

Looks like the ">S" methods were a good choice this past month. :cool:
 
Great month to recover from some losses earlier in the year. Riding the S fund wave for month of July. :)
 
With the second quarter behind us here is how we stand mid year:


[TD="bgcolor: #99CCFF, align: center"]G[/TD]
[TD="bgcolor: #99CCFF, align: center"]F[/TD]
[TD="bgcolor: #99CCFF, align: center"]C[/TD]
[TD="bgcolor: #99CCFF, align: center"]S[/TD]
[TD="bgcolor: #99CCFF, align: center"]I[/TD]
[TD="bgcolor: #99CCFF, align: center"]LMBF[/TD]
[TD="bgcolor: #99CCFF, align: center"]LMBF-1[/TD]
[TD="bgcolor: #99CCFF, align: center"]C>S[/TD]
[TD="bgcolor: #99CCFF, align: center"]CI>S[/TD]
[TD="bgcolor: #99CCFF, align: center"]SIM[/TD]
[TD="bgcolor: #99CCFF, align: center"]G>F[/TD]

[TD="bgcolor: #FF99CC, align: left"]Jan[/TD]
[TD="align: right"]0.21%[/TD]
[TD="align: right"]1.58%[/TD]
[TD="align: right"] (3.45%)
 [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (4.03%) [/TD]
[TD="align: right"] (1.82%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]

[TD="bgcolor: #FF99CC, align: left"]Feb[/TD]
[TD="align: right"]0.18%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]4.58%[/TD]
[TD="align: right"]5.43%[/TD]
[TD="align: right"]5.58%[/TD]
[TD="align: right"] (2.82%)
 [/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]

[TD="bgcolor: #FF99CC, align: left"]Mar[/TD]
[TD="align: right"]0.19%[/TD]
[TD="align: right"] (0.15%) [/TD]
[TD="align: right"]0.85%[/TD]
[TD="align: right"] (0.69%)
 [/TD]
[TD="align: right"] (0.57%) [/TD]
[TD="align: right"]1.51%[/TD]
[TD="align: right"] (0.69%)
 [/TD]
[TD="align: right"] (0.69%) [/TD]
[TD="align: right"] (0.69%) [/TD]
[TD="align: right"] (0.69%) [/TD]
[TD="align: right"] (0.69%) [/TD]

[TD="bgcolor: #FF99CC, align: left"]Apr[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.90% [/TD]
[TD="align: right"]0.75%[/TD]
[TD="align: right"] (2.47%) [/TD]
[TD="align: right"]1.51%[/TD]
[TD="align: right"]0.44%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.90%[/TD]

[TD="bgcolor: #FF99CC, align: left"]May[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]1.21%[/TD]
[TD="align: right"]2.35%[/TD]
[TD="align: right"]1.52%[/TD]
[TD="align: right"]1.72%[/TD]
[TD="align: right"]1.35%[/TD]
[TD="align: right"]1.72%[/TD]
[TD="align: right"]1.72%[/TD]
[TD="align: right"]1.52%[/TD]
[TD="align: right"]1.21%[/TD]
[TD="align: right"]1.72%[/TD]

[TD="bgcolor: #FF99CC, align: left"]Jun[/TD]
[TD="align: right"]0.19%[/TD]
[TD="align: right"]0.14%[/TD]
[TD="align: right"]2.07%[/TD]
[TD="align: right"]4.45%[/TD]
[TD="align: right"]0.99%[/TD]
[TD="align: right"]2.19%[/TD]
[TD="align: right"]2.07%[/TD]
[TD="align: right"]4.45%[/TD]
[TD="align: right"]4.45%[/TD]
[TD="align: right"]0.14%[/TD]
[TD="align: right"]2.07%[/TD]

[TD="bgcolor: #CCFFCC, align: left"]YTD[/TD]
[TD="bgcolor: #CCFFCC, align: right"]1.17%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]4.37%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]7.18%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]6.21%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]5.06%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]0.75%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]1.97%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]4.35%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]4.14%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.46%)
 [/TD]
[TD="bgcolor: #CCFFCC, align: right"]2.68%[/TD]

I'm busy looking for a new place to live so I don't have much to say today.

You will notice that all the methods, except SIM are finally positive for the year. That may sound like strange statement to make. You would hope they would be positive, but as of last month all the methods except the newly added G>S were still negative. June was good to us -- very good. Who would have thought? Definetly not me -- I sat out June in the F Fund waiting for a decent dip that never materialized. Shows what I know. I need to follow one of these methods. They are doing better than I am.

Those methods choosing the S Fund really made out in June. ">S" takes the lead once again. Is the S Fund catching up or will the C Fund resume the lead. That's anybodies guess, but as of July everyone except SIM is in the S Fund.

The other thing to notice is that we are still in a bull market and buy-N-hold is still beating us . We had those dips in Jan & Mar but the equity funds still beat us. Shoot, even the F Fund is beating us. We will have to see how long that will last. Remember the year is only half over and a lot can happen in the second half.
 
Here are the monthly returns as of 7/30/2014.


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

[TD="bgcolor: #FFFF99, align: left"] 30-Jul-2014 [/TD]
[TD="bgcolor: #CCFFCC, align: right"]0.19%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.22%)
[/TD]
[TD="bgcolor: #99CC00, align: right"]0.64%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (2.37%)
 [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (1.11%) [/TD]
The best fund is C so the following IFTs take place before noon eastern tomorrow, 7/31/2014:

  • 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 Changes from the S Fund to the C Fund

Looks like the S Fund got spent in June so we transitioned from C to S and now back to C.
 
Rough month as I follow the LMBF-1 C>S... I remain in the S Fund... hoping for a bounce back month. Over the years I notice the the S usually follows the C fund, just higher volatility. This past month they went in opposite directions. Doubt this means anything in the long run, just an observation.
 
Here are the monthly returns as of 8/28/2014.


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

[TD="bgcolor: #FFFF99, align: left"] 28-Aug-2014 [/TD]
[TD="bgcolor: #CCFFCC, align: right"]0.18%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]1.11%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]3.65%[/TD]
[TD="bgcolor: #99CC00, align: right"]4.38%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.24%)
[/TD]
The best fund is S so the following IFTs take place before noon eastern tomorrow, 8/29/2014:

  • 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

Looks like the ">S" methods were a good choice again this month. Anybody else feel like we are playing ping pong between the C & S Funds.
 
With the year 2/3 over here are the standings through August:

0.21%1.58%(3.45%)
(1.91%)(4.03%)(1.82%)(1.91%)(1.91%)(1.91%)(1.91%)(1.91%)
0.18%0.62%4.58%5.43%5.58%(2.82%)0.62%0.62%0.62%0.62%0.62%
0.19%(0.15%)0.85%(0.69%)
(0.57%)1.51%(0.69%)
(0.69%)(0.69%)(0.69%)(0.69%)
0.20%0.90%0.75%(2.47%)
1.51%0.44%0.20%0.20%0.20%0.20%0.90%
0.20%1.21%2.35%1.52%1.72%1.35%1.72%1.72%1.52%1.21%1.72%
0.19%0.14%2.07%4.45%0.99%2.19%2.07%4.45%4.45%0.14%2.07%
0.19%
(0.19%)(1.37%)(4.38%)(1.95%)(4.58%)(4.38%)(4.38%)(4.38%)(0.19%)(4.38%)
0.20%1.12%4.01%4.98%(0.14%)
(0.04%)4.01%4.98%4.98%1.12%4.01%

[TD="bgcolor: #99CCFF"]G[/TD]
[TD="bgcolor: #99CCFF"]F[/TD]
[TD="bgcolor: #99CCFF"]C[/TD]
[TD="bgcolor: #99CCFF"]S[/TD]
[TD="bgcolor: #99CCFF"]I[/TD]
[TD="bgcolor: #99CCFF"]LMBF[/TD]
[TD="bgcolor: #99CCFF"]LMBF-1[/TD]
[TD="bgcolor: #99CCFF"]C>S[/TD]
[TD="bgcolor: #99CCFF"]CI>S[/TD]
[TD="bgcolor: #99CCFF"]SIM[/TD]
[TD="bgcolor: #99CCFF"]G>F[/TD]

[TD="bgcolor: #FF99CC"]Jan[/TD]

[TD="bgcolor: #FF99CC"]Feb[/TD]

[TD="bgcolor: #FF99CC"]Mar[/TD]

[TD="bgcolor: #FF99CC"]Apr[/TD]

[TD="bgcolor: #FF99CC"]May[/TD]

[TD="bgcolor: #FF99CC"]Jun[/TD]

[TD="bgcolor: #FF99CC"]Jul[/TD]

[TD="bgcolor: #FF99CC"]Aug[/TD]

[TD="bgcolor: #CCFFCC"]YTD[/TD]
[TD="bgcolor: #CCFFCC"]1.57%[/TD]
[TD="bgcolor: #CCFFCC"]5.34%[/TD]
[TD="bgcolor: #CCFFCC"]9.94%[/TD]
[TD="bgcolor: #CCFFCC"]6.62%[/TD]
[TD="bgcolor: #CCFFCC"]2.86%[/TD]
[TD="bgcolor: #CCFFCC"] (3.90%) [/TD]
[TD="bgcolor: #CCFFCC"]1.41%[/TD]
[TD="bgcolor: #CCFFCC"]4.75%[/TD]
[TD="bgcolor: #CCFFCC"]4.54%[/TD]
[TD="bgcolor: #CCFFCC"]0.46%[/TD]
[TD="bgcolor: #CCFFCC"]2.12%[/TD]
August was good to us -- very good. I'll take it!

Those are some interesting results. You will notice, once again, that the C and S Funds are beating all our methods. We are still in a bull market, and buy-N-hold reigns supreme. This could end when we get that long awaited correction, but that hasn't happened yet.

As for our Methods, C>S & CI>S are in the lead easily out-pacing LMBF-1. That frankly surprises me given that the S Fund has been lagging the C Fund all year. It looks like these ">S" methods really do have an advantage. They are beating LMBF-1 even when S lags C.

Speaking of an advantage, what happened to LMBF? It is really lagging LMBF-1. Does one day make that much difference? I'm afraid it really does here. The lion's chunk of LMBF's loss came from still being in the S Fund on the first trading day in February when it earned a 3.05% loss. Ouch! That could happen to anyone, though. It did me, but the LMBF-1 family was already in the F Fund and avoided that loss.

LMBF was able to make up a large part of that loss by being in different funds from LMBF-1 in March & April. That didn't work in August, though, as LMBF was stuck in the G Fund while the LMBF-1 family was in equities when the C & S Funds recovered from their July losses. They should both be in the S Fund for September.

That makes 3 times so far this year that LMBF & LMBF-1 were in different funds. That's not all that uncommon. It's happened 4 times in the last 10 years. Only 3 of those years saw them in the sames funds all year. So you see, one day does make a difference.
 
Makes me dizzy knowing one day does make a difference because it really shouldn't. Somethng odd in the chaos theory realm. In any case, happy with the up month wiping out July's dump. Makes me really happy to see my account continually rising despite withdrawing 2k every month.
 
Yep! Unless the C Fund can do better than +1% tomorrow, LMBF-1 will be heading into the G Fund on Tuesday. Is anyone still following these methods? September is really trying our patience with them. Of course it did last year too if I remember correctly. I will have to go back in this thread and check up on that.
 
Interesting, check out post 83 of this thread. That is were I posted the 2013 results through September. I was bummed out by the results back then as well, but they did come back by the end of the year. Looking at that analysis it seams September is often a disappointing time of the year for these methods. So what does that mean? Skip this method for September? It's nothing that easy. Last year it was 4 months of whipsaws that got us there. This year it's a bad September. So you either follow the method or you don't. That's what it always comes down to or you are only following emotions.
 
LMBF is basically a method of following a MA...whichever 30 day MA is on top gets the nod. However, the predefined trading day (1st, or 2nd, day of each month) adds a slightly confounding element. You'd expect better results during a clear trend, but I guess this is just another way we can verify volatility has been on rise.

It would be interesting, though time consuming, to look at 30 day MA crossovers among the TSP funds. Place your bets on whichever fund's 30 day MA has just "taken the lead".
 
Cactus said:
Interesting, check out post 83 of this thread. That is were I posted the 2013 results through September. I was bummed out by the results back then as well, but they did come back by the end of the year. Looking at that analysis it seams September is often a disappointing time of the year for these methods. So what does that mean? Skip this method for September? It's nothing that easy. Last year it was 4 months of whipsaws that got us there. This year it's a bad September. So you either follow the method or you don't. That's what it always comes down to or you are only following emotions.
Click to expand...

Well, now would it be twisting these methods into a pretzel if say you take LMBF-1 C>S, but you make sure you're in the stock fund for October even if September was a dog? Sort of like hoping for a whipsaw, but only for October since October tends to be a relatively strong month? Could you - would you be willing to have a go at this if you think it's possible?
 
Well looking at LMBF-1 C>S, the only years October was not in equities are 2008 & 2011. I guess you want to hard code those to the S Fund. 2011 would give you a nice return of 14% instead of the 0.11% you actually got from the F Fund. 2008 on the other hand gives you a loss of 21% instead of the 0.31% gain from the G Fund. I don't think you want to go there.

Sounds to me like you are expecting a rebound in October this time. I'm expecting that as well and plan to go into October invested. But you must realize that doing this is abandoning the method for the period of time that you do this. Before anyone considers following me, check out my returns. I'm still at the bottom of the AT so you may be better off doing the opposite of what I do. :)
 
Cactus said:
Well looking at LMBF-1 C>S, the only years October was not in equities are 2008 & 2011. I guess you want to hard code those to the S Fund. 2011 would give you a nice return of 14% instead of the 0.11% you actually got from the F Fund. 2008 on the other hand gives you a loss of 21% instead of the 0.31% gain from the G Fund. I don't think you want to go there.

Sounds to me like you are expecting a rebound in October this time. I'm expecting that as well and plan to go into October invested. But you must realize that doing this is abandoning the method for the period of time that you do this. Before anyone considers following me, check out my returns. I'm still at the bottom of the AT so you may be better off doing the opposite of what I do. :)
Click to expand...

Yes, you're correct - just lookin' for a justification to stay in while not abandoning the system even though I'd be abandoning the system....:D

I swore I'd follow the system, but I do want to be invested to start October, and I have a hard time swallowing September's loss.

Thanks for pointing out the years and what would have happened, much appreciated.

Onward into the October storm......
 
Here are the monthly returns as of 9/29/2014.


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

[TD="bgcolor: #FFFF99, align: left"] 29-Sep-2014 [/TD]
[TD="bgcolor: #99CC00, align: right"]0.17%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.56%)
 [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (1.13%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (4.08%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (3.71%) [/TD]
The best fund is G so the following IFTs take place before noon eastern tomorrow, 9/30/2014:

  • LMBF-1 Changes from the S Fund to the G Fund
  • LMBF-1 SIM Remains in the F Fund through October
  • LMBF-1 C>S Changes from the S 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 S Fund to the F Fund
 
Cactus said:
Well looking at LMBF-1 C>S, the only years October was not in equities are 2008 & 2011. I guess you want to hard code those to the S Fund. 2011 would give you a nice return of 14% instead of the 0.11% you actually got from the F Fund. 2008 on the other hand gives you a loss of 21% instead of the 0.31% gain from the G Fund. I don't think you want to go there.

Sounds to me like you are expecting a rebound in October this time. I'm expecting that as well and plan to go into October invested. But you must realize that doing this is abandoning the method for the period of time that you do this. Before anyone considers following me, check out my returns. I'm still at the bottom of the AT so you may be better off doing the opposite of what I do. :)
Click to expand...

I'm sticking with the method and moving to the G Fund as indicated.
 
With the 3rd quarter behind us, here are the results through September.


[TD="bgcolor: #99CCFF, align: center"]G[/TD]
[TD="bgcolor: #99CCFF, align: center"]F[/TD]
[TD="bgcolor: #99CCFF, align: center"]C[/TD]
[TD="bgcolor: #99CCFF, align: center"]S[/TD]
[TD="bgcolor: #99CCFF, align: center"]I[/TD]
[TD="bgcolor: #99CCFF, align: center"]LMBF[/TD]
[TD="bgcolor: #99CCFF, align: center"]LMBF-1[/TD]
[TD="bgcolor: #99CCFF, align: center"]C>S[/TD]
[TD="bgcolor: #99CCFF, align: center"]CI>S[/TD]
[TD="bgcolor: #99CCFF, align: center"]SIM[/TD]
[TD="bgcolor: #99CCFF, align: center"]G>F[/TD]

[TD="bgcolor: #FF99CC, align: left"]Jan[/TD]
[TD="align: right"]0.21%[/TD]
[TD="align: right"]1.58%[/TD]
[TD="align: right"] (3.45%)
 [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (4.03%) [/TD]
[TD="align: right"] (1.82%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]
[TD="align: right"] (1.91%) [/TD]

[TD="bgcolor: #FF99CC, align: left"]Feb[/TD]
[TD="align: right"]0.18%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]4.58%[/TD]
[TD="align: right"]5.43%[/TD]
[TD="align: right"]5.58%[/TD]
[TD="align: right"] (2.82%) [/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]
[TD="align: right"]0.62%[/TD]

[TD="bgcolor: #FF99CC, align: left"]Mar[/TD]
[TD="align: right"]0.19%[/TD]
[TD="align: right"] (0.15%) [/TD]
[TD="align: right"]0.85%[/TD]
[TD="align: right"] (0.69%)
 [/TD]
[TD="align: right"] (0.57%) [/TD]
[TD="align: right"]1.51%[/TD]
[TD="align: right"] (0.69%)
 [/TD]
[TD="align: right"] (0.69%) [/TD]
[TD="align: right"] (0.69%) [/TD]
[TD="align: right"] (0.69%) [/TD]
[TD="align: right"] (0.69%) [/TD]

[TD="bgcolor: #FF99CC, align: left"]Apr[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.90%[/TD]
[TD="align: right"]0.75%[/TD]
[TD="align: right"] (2.47%)
 [/TD]
[TD="align: right"]1.51%[/TD]
[TD="align: right"]0.44%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]0.90%[/TD]

[TD="bgcolor: #FF99CC, align: left"]May[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]1.21%[/TD]
[TD="align: right"]2.35%[/TD]
[TD="align: right"]1.52%[/TD]
[TD="align: right"]1.72%[/TD]
[TD="align: right"]1.35%[/TD]
[TD="align: right"]1.72%[/TD]
[TD="align: right"]1.72%[/TD]
[TD="align: right"]1.52%[/TD]
[TD="align: right"]1.21%[/TD]
[TD="align: right"]1.72%[/TD]

[TD="bgcolor: #FF99CC, align: left"]Jun[/TD]
[TD="align: right"]0.19%[/TD]
[TD="align: right"]0.14%[/TD]
[TD="align: right"]2.07%[/TD]
[TD="align: right"]4.45%[/TD]
[TD="align: right"]0.99%[/TD]
[TD="align: right"]2.19%[/TD]
[TD="align: right"]2.07%[/TD]
[TD="align: right"]4.45%[/TD]
[TD="align: right"]4.45%[/TD]
[TD="align: right"]0.14%[/TD]
[TD="align: right"]2.07%[/TD]

[TD="bgcolor: #FF99CC, align: left"]Jul[/TD]
[TD="align: right"]0.19%[/TD]
[TD="align: right"] (0.19%)
 [/TD]
[TD="align: right"] (1.37%) [/TD]
[TD="align: right"] (4.38%) [/TD]
[TD="align: right"] (1.95%) [/TD]
[TD="align: right"] (4.58%) [/TD]
[TD="align: right"] (4.38%) [/TD]
[TD="align: right"] (4.38%) [/TD]
[TD="align: right"] (4.38%) [/TD]
[TD="align: right"] (0.19%) [/TD]
[TD="align: right"] (4.38%) [/TD]

[TD="bgcolor: #FF99CC, align: left"]Aug[/TD]
[TD="align: right"]0.20%[/TD]
[TD="align: right"]1.12%[/TD]
[TD="align: right"]4.01%[/TD]
[TD="align: right"]4.98%[/TD]
[TD="align: right"] (0.14%)
 [/TD]
[TD="align: right"] (0.04%) [/TD]
[TD="align: right"]4.01%[/TD]
[TD="align: right"]4.98%[/TD]
[TD="align: right"]4.98%[/TD]
[TD="align: right"]1.12%[/TD]
[TD="align: right"]4.01%[/TD]

[TD="bgcolor: #FF99CC, align: left"]Sep[/TD]
[TD="align: right"]0.18%[/TD]
[TD="align: right"] (0.58%)
 [/TD]
[TD="align: right"] (1.40%) [/TD]
[TD="align: right"] (5.10%) [/TD]
[TD="align: right"] (3.82%) [/TD]
[TD="align: right"] (5.43%) [/TD]
[TD="align: right"] (5.10%) [/TD]
[TD="align: right"] (5.10%) [/TD]
[TD="align: right"] (5.10%) [/TD]
[TD="align: right"] (0.58%) [/TD]
[TD="align: right"] (5.10%) [/TD]

[TD="bgcolor: #CCFFCC, align: left"]YTD[/TD]
[TD="bgcolor: #CCFFCC, align: right"]1.75%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]4.73%[/TD]
[TD="bgcolor: #CCFFCC, align: right"]8.41%[/TD]
[TD="bgcolor: #CCFFCC, align: right"] 1.18%
[/TD]
[TD="bgcolor: #CCFFCC, align: right"] (1.06%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (9.12%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (3.76%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.60%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.79%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (0.12%) [/TD]
[TD="bgcolor: #CCFFCC, align: right"] (3.09%) [/TD]
Well, like last year at this time things look pretty bad for our methods right now. It did pick up last year, though. Will it this year? I don't know. All I can say at this point is all the methods headed to safety for October and as of today are better off for it. If you stayed in the market, like I did, you are hurting.

Unlike last year, this is not a buy-and-hold year, so how do our methods stack up? At this point, not too good. So far you still would have done better holding any of our funds, except maybe I, than following any of the methods. Of course that could all change if October crashes but who wants to bet on that? I'm just saying that these methods work better at protecting us in bad years than maximizing gains in good years.

Among the various methods, C>S & CI>S are still doing better than LMBF-1. That continues to surprises me in a year where the C Fund is doing so much better than the S Fund, but here you have it. The last thing to note is that SIM has pulled into the lead and is beating all the other methods. It looks like it is really living up to it's intended purpose right now.
 
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