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fabijo's account talk
- Thread starter fabijo
- Start date
fabijo
Well-known member
Now that you mention buy and hold, there really wasn't much room for playing the market in 1995. It just kept going up. If that kind of thing were to happen again, the only playing of the market you could do is just switch between the C, S, I and hope you are going to one that will move faster than the other.
fabijo
Well-known member
I'm still upset about missing the C fund's gains today, but I'll get over it. I just made my IFT to the I fund. I've been experimenting with a few different monkeys. The one who has been doing the best this year is calling for the I fund, while the long term successful monkey has been in the S fund for about a week now. I just don't like sitting still, so I'll go to the I fund. Plus the dollar is gaining some of what it lost this morning. Let's see if the dollar does a nice jump later to ward off a +FV this afternoon.
fabijo
Well-known member
Sometimes I feel like I am playing with fire. Jumping to the I fund yesterday was pretty risky. Now all my monkeys are telling me to go to the C fund. Here are the basic rules of each monkey:
Brave Monkey: Go to the fund (C,S,I) with the highest average of differences between the logs of their price. The differences in log price help in calculating the speed of movement, either up or down. For the average, I use a weighted average, varying the previous day's weight between .9 and .5. This is the riskiest monkey. At various times, it is the furthest negative return for the year. However, by the end of the year it is usually beating the top performing fund.
Cautious Monkey: It calculates the same averages as the brave monkey, but does not go all in on a fund. Instead, it distributes the percentage between all three funds based on how fast each fund is changing. So, instead of going 100% into the fastest one, it spreads between all three giving higher percentages to the fastest ones. Sometimes their speed is just hairs from each other, so this gives me a better idea of how one fund might be improving. This monkey pretty much has a history of matching the top fund, but not beating it.
Cautious Monkey A: This one goes back to going all in 100% into one fund, but follows different rules than the others. It still calculates the average speed of movement, but instead of going to the one that moved the fastest in the past couple of days, it goes to the one that is improving its speed more than the others. This monkey is on fire for this year, yielding over 10% for the year.
I'm uploading all three of these monkeys to my server, so I'll provide a link to them when they are done.
Brave Monkey: Go to the fund (C,S,I) with the highest average of differences between the logs of their price. The differences in log price help in calculating the speed of movement, either up or down. For the average, I use a weighted average, varying the previous day's weight between .9 and .5. This is the riskiest monkey. At various times, it is the furthest negative return for the year. However, by the end of the year it is usually beating the top performing fund.
Cautious Monkey: It calculates the same averages as the brave monkey, but does not go all in on a fund. Instead, it distributes the percentage between all three funds based on how fast each fund is changing. So, instead of going 100% into the fastest one, it spreads between all three giving higher percentages to the fastest ones. Sometimes their speed is just hairs from each other, so this gives me a better idea of how one fund might be improving. This monkey pretty much has a history of matching the top fund, but not beating it.
Cautious Monkey A: This one goes back to going all in 100% into one fund, but follows different rules than the others. It still calculates the average speed of movement, but instead of going to the one that moved the fastest in the past couple of days, it goes to the one that is improving its speed more than the others. This monkey is on fire for this year, yielding over 10% for the year.
I'm uploading all three of these monkeys to my server, so I'll provide a link to them when they are done.
fabijo
Well-known member
Brave Monkey
Cautious Monkey A
And I'm not sure about Cautious Monkey. The upload kept restarting, but I stopped it before it restarted again. The file size is the same as the original, but I am downloading it just in case it has problems. If you just can't wait, here is the link:
Cautious Monkey
Actually, you can see a list of any of the TSP related files on my server if you just go to:
http://mircats.com/TSP_Tools/
fabijo
Well-known member
Look at the crazy S&P 500. I thought we were gonna at least kiss the 1460 level. I guess there is still tomorrow, but I doubt we'll see it for a while. With China exploding at the rate it is, these large caps got plenty more room to grow.
I considered buying into the I or S today, but I missed my chance to get in on time. Plus, they'll probably give a +FV to the I fund just to ruin the potential dip buyers.
I considered buying into the I or S today, but I missed my chance to get in on time. Plus, they'll probably give a +FV to the I fund just to ruin the potential dip buyers.
weatherweenie
Well-known member
I have 50% in the I and S funds, so I'd welcome a +FV today, and a jumpstart to the Sssssssssssnake fund.
fabijo
Well-known member
Oh, well. Looks like I missed a nice I fund rally! I'm taking advantage of this week's slowness with the S fund and going all in today from C to S. I can't wait to see what next week brings.
On another note, I'm trying to figure out what the next few years of this explosive bull market will ride on. From 1995 to 2000, it was the internet boom. From 2007 to 20?? it will be what? Could it be the rapid expansion of China and possibly Africa? We really need to build up Africa. Why the heck do we just let them die of hunger, AIDS, and genocides? Here's to hoping I see the end of poverty before I die.
On another note, I'm trying to figure out what the next few years of this explosive bull market will ride on. From 1995 to 2000, it was the internet boom. From 2007 to 20?? it will be what? Could it be the rapid expansion of China and possibly Africa? We really need to build up Africa. Why the heck do we just let them die of hunger, AIDS, and genocides? Here's to hoping I see the end of poverty before I die.
fabijo
Well-known member
I guess I didn't miss that much! Good ole C fund beat it.
fabijo
Well-known member
This little one day excursion into the S Fund might just work out. I made my IFT back the C Fund from the S Fund to take effect at close of business today.
I wonder if big money managers are doing similar things with their money - just switching around between different sets of stocks - large cap, small cap, bonds, etc.
I wonder if big money managers are doing similar things with their money - just switching around between different sets of stocks - large cap, small cap, bonds, etc.
fabijo
Well-known member
C lost about 3 to 4 pennies.
The S could either stay at 20.19 or it could go to 20.20 if that 20.19 is really something like 20.193.
The I fund amounts are always discussed in the I fund thread. No need to give estimates.
Let's see if the C fund can pull through tomorrow. Though early, the post market trading has the S&P up a smidgen.
The S could either stay at 20.19 or it could go to 20.20 if that 20.19 is really something like 20.193.
The I fund amounts are always discussed in the I fund thread. No need to give estimates.
Let's see if the C fund can pull through tomorrow. Though early, the post market trading has the S&P up a smidgen.
fabijo
Well-known member
Well, looks like I couldn't make it in time to make an IFT. That's alright. I'm sticking with the C fund for at least another day. The MACD(12,26,9) for the S&P is much better than both the Wilshire 4500 and the MSCI EAFE.
Another thing to note is the intraday action these past few weeks. I keep noticing that the S&P recovers much faster from any dips.
Another thing to note is the intraday action these past few weeks. I keep noticing that the S&P recovers much faster from any dips.
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