Playing the I fund

[rym2001]

Thanks Gilly.

 

[weatherweenie]

Nikkei 300 +0.43% 8:35PM ET

 

[James48843]

Hey-

I found out where Gilligan works.

It isn't in the "time travel section" of the Pentagon as I previously thought.

No, he's a secret scientist working on the cloaking device program...

http://news.yahoo.com/s/ap/20061019/ap_on_sc/cloak_of_invisibility

No, he's in that secret facility where they develop all that good stuff. Like "Cloaking Devices", and "transparent aluminum".

He simply wanders over with the cloaking device in place, and takes a look over the shoulder of the TSP "I" fund manager at 11 am every day.....then wanders back to his computer in time to post here at 11:30am every day.

 

[The_Technician]

Not today, Techie! It's back to the drawing board.

I see, something is telling me to count in the date though and start looking for the next one.......I'm gonna hang on to this until proven otherwise, a nil FV is just as possible as a postive or negative FV......only time will tell..... It may take a couple of months to iron this out....

 

[fabijo]

Tech,

Are you trying to see if the FV follows some sort of pattern? That is, besides the pattern of big stock or forex movements between 12noon and 4pm EST.

 

[Gilligan]

Ball park estimate: Local currency +0.313% , the dollar is lower at -0.15% so the USD should be about +0.463% for a gain of 10 cents to around $20.75

 

[atcsat64]

Ball park estimate: Local currency +0.313% , the dollar is lower at -0.15% so the USD should be about +0.463% for a gain of 10 cents to around $20.75

Yes, Gilligan, the Professor has got nuthin' on you! He can build a radio from a coconut, but you can see the future!

 

[The_Technician]

Ball park estimate: Local currency +0.313% , the dollar is lower at -0.15% so the USD should be about +0.463% for a gain of 10 cents to around $20.75

Just got back to the puter....Gilligan, I got it about even to - 2 cents at this point ....how about going back and checking your numbers, I checked mine so something isn't right....one of us is off...could be bad data coming thru or whatever....

 

[The_Technician]

Tech,

Are you trying to see if the FV follows some sort of pattern? That is, besides the pattern of big stock or forex movements between 12noon and 4pm EST.

I was playing around with my data the other day and was experimenting with some theories.....there is some second-third level pattern in the recent past several FV's but I apparently haven't fully proven the results yet....the pattern is not directly self revealing.....and there is still more to become of this research..... it will take months unless I can sniff out/or someone lays down old FV dates and values this direction.....it would be highly beneficial to know the expected date.........got any????

 

[ayla]

I was playing around with my data the other day and was experimenting with some theories.....there is some second-third level pattern in the recent past several FV's but I apparently haven't fully proven the results yet....the pattern is not directly self revealing.....and there is still more to become of this research..... it will take months unless I can sniff out/or someone lays down old FV dates and values this direction.....it would be highly beneficial to know the expected date.........got any????

Technician --
I have a spread sheet that calculates the FV. Earlier, I had a problem with matching dates between EAFE and the TSP calendar because of holidays but I have solved it. I have used the Excel "rounddown" function in a way that eliminates the "small change" for the FV. I think it is fairly correct though the "rounddown" function may not be in every single case. You have the option to look at the "calc" (calculated) data if you aren't interested in the "rounddown".

So I've posted the "calculated FV" so you can do your own "rounding" if you want. Here is the data in CSV ("comma separated values") that you can import into Excel fairly easily. TSP date (not EAFE date) is on the left and the rounded FV value is on the end on the right if that is all you are interested in. I have dated that goes back further. Thought this might be all you need.

p.s. I am not one who believes you will find a "pattern". I think they simply are doing the calculations based on the EAFE quote and the Dollar Index quote. (wish I had some historical data for the Dollar index.)

Date,%Chg-EAFE-Calc,IFund-Posted,IFund-Calc,FV-Calc,FV-roundDown

17-Apr-06,0.009267716,19.5,19.50914496,-0.009144956,0.00
18-Apr-06,0.00413585,19.76,19.58064908,0.179350917,0.17
19-Apr-06,0.012348914,19.96,20.00401454,-0.04401454,-0.04
20-Apr-06,0.000748873,19.85,19.9749475,-0.124947497,-0.12
21-Apr-06,0.009353106,20.04,20.03565915,0.004340853,0.00
24-Apr-06,-0.00426095,19.96,19.95461056,0.005389444,0.00
25-Apr-06,0.002759963,20.02,20.01508885,0.004911148,0.00
26-Apr-06,0.004908202,20.12,20.1182622,0.001737801,0.00
27-Apr-06,0.004386577,20.22,20.20825792,0.011742077,0.00
28-Apr-06,-0.002697201,20.17,20.1654626,0.004537401,0.00
1-May-06,0.006621459,20.3,20.30355483,-0.00355483,0.00
2-May-06,0.009035256,20.49,20.4834157,0.006584296,0.00
3-May-06,-0.007315839,20.35,20.34009847,0.009901535,0.00
4-May-06,0.006340149,20.49,20.47902203,0.01097797,0.00
5-May-06,0.01199727,20.75,20.73582405,0.014175946,0.00
8-May-06,0.004644537,20.84,20.84637415,-0.006374151,0.00
9-May-06,0.004925518,20.95,20.9426478,0.007352196,0.00
10-May-06,-0.003615687,20.89,20.87425136,0.015748639,0.01
11-May-06,-0.003180275,20.83,20.82356406,0.006435938,0.00
12-May-06,-0.014277325,20.54,20.53260332,0.007396682,0.00
15-May-06,-0.014880252,20.25,20.23435962,0.015640384,0.01
16-May-06,-0.003043623,20.17,20.18836664,-0.018366638,-0.01
17-May-06,-0.019291186,19.56,19.78089678,-0.220896779,-0.22
18-May-06,-0.008853723,19.52,19.38682117,0.133178826,0.13
19-May-06,-0.008972794,19.57,19.34485106,0.225148942,0.22
22-May-06,-0.018110249,19.1,19.21558243,-0.115582425,-0.11
23-May-06,0.014906785,19.39,19.38471959,0.005280412,0.00
24-May-06,-0.012694225,19.14,19.14385897,-0.003858972,0.00
25-May-06,0.006318172,19.41,19.26092981,0.149070195,0.14
26-May-06,0.014157193,19.54,19.68479111,-0.144791111,-0.14
30-May-06,-0.003926161,19.29,19.46328281,-0.173282805,-0.17
31-May-06,-0.004245804,19.39,19.20809844,0.181901563,0.18
1-Jun-06,0.001711256,19.43,19.42318126,0.006818738,0.00
2-Jun-06,0.014336663,19.71,19.70856136,0.001438639,0.00
5-Jun-06,-0.005657059,19.36,19.59849936,-0.23849936,-0.23
6-Jun-06,-0.029223749,19.03,18.79422822,0.235771776,0.23
7-Jun-06,-0.004845246,18.95,18.93779496,0.012205036,0.00
8-Jun-06,-0.036308478,18.46,18.26195434,0.198045662,0.19
9-Jun-06,0.017019791,18.58,18.77418534,-0.194185336,-0.19
12-Jun-06,-0.008436153,18.27,18.42325628,-0.153256279,-0.15
13-Jun-06,-0.029453402,17.73,17.73188634,-0.001886339,0.00
14-Jun-06,0.005992738,17.98,17.83625125,0.14374875,0.14
15-Jun-06,0.019957678,18.56,18.33883905,0.221160955,0.22
16-Jun-06,0.006137775,18.46,18.6739171,-0.213917095,-0.21
19-Jun-06,-0.003402385,18.4,18.39719197,0.00280803,0.00
20-Jun-06,0.0021685,18.44,18.43990041,9.95938E-05,0.00
21-Jun-06,0.003674206,18.61,18.50775236,0.102247638,0.10
22-Jun-06,0.005796532,18.62,18.71787346,-0.097873458,-0.09
23-Jun-06,-0.003901307,18.54,18.54735766,-0.007357663,0.00
26-Jun-06,6.3661E-05,18.55,18.54118028,0.008819725,0.00
27-Jun-06,-0.001093065,18.39,18.52972365,-0.139723648,-0.13
28-Jun-06,-0.007316506,18.5,18.25544945,0.244550546,0.24
29-Jun-06,0.017765609,19.13,18.82866377,0.301336226,0.30
30-Jun-06,0.035850889,19.39,19.81582751,-0.425827505,-0.42
3-Jul-06,0.004422126,19.48,19.47574502,0.004254983,0.00
5-Jul-06,-0.01430959,19.21,19.20124919,0.008750806,0.00
6-Jul-06,0.007344548,19.35,19.35108877,-0.001088772,0.00
7-Jul-06,0.005973614,19.36,19.46558943,-0.105589427,-0.10
10-Jul-06,0.00081089,19.49,19.37569883,0.114301172,0.11
11-Jul-06,-0.007575104,19.47,19.34236123,0.127638769,0.12
12-Jul-06,-0.007424828,19.19,19.32543859,-0.135438594,-0.13
13-Jul-06,-0.011407742,18.8,18.97108542,-0.171085422,-0.17
14-Jul-06,-0.019966136,18.59,18.42463665,0.165363355,0.16
17-Jul-06,-0.011448166,18.38,18.37717859,0.002821408,0.00
18-Jul-06,-0.010645506,18.27,18.1843356,0.085664396,0.08
19-Jul-06,0.0197372,18.75,18.63059865,0.119401352,0.11
20-Jul-06,0.01676703,18.67,19.06438181,-0.394381814,-0.39
21-Jul-06,-0.005006266,18.76,18.57653301,0.183466992,0.18
24-Jul-06,0.007643069,19.01,18.90338397,0.106616034,0.10
25-Jul-06,0.004844641,18.99,19.10209662,-0.112096625,-0.11
26-Jul-06,-0.000288022,19.13,18.98453047,0.145469534,0.14
27-Jul-06,0.021356749,19.23,19.53855462,-0.308554616,-0.30
28-Jul-06,0.009850316,19.59,19.41942158,0.170578419,0.17
31-Jul-06,-0.000252157,19.58,19.58506025,-0.005060246,0.00
1-Aug-06,-0.00886142,19.41,19.4064934,0.003506604,0.00
2-Aug-06,0.011750847,19.65,19.63808393,0.011916069,0.00
3-Aug-06,-0.00700082,19.51,19.51243389,-0.002433895,0.00
4-Aug-06,0.015046382,19.7,19.8035549,-0.103554905,-0.10
7-Aug-06,-0.015681133,19.49,19.39108169,0.098918315,0.09
8-Aug-06,0.003319722,19.56,19.55470137,0.005298627,0.00
9-Aug-06,0.009160563,19.56,19.73918061,-0.179180614,-0.17
10-Aug-06,-0.01146089,19.52,19.335825,0.184175004,0.18
11-Aug-06,-0.001877798,19.49,19.48334538,0.006654616,0.00
14-Aug-06,0.007262265,19.52,19.63154154,-0.111541537,-0.11
15-Aug-06,0.009492489,19.82,19.70529338,0.114706619,0.11
16-Aug-06,0.011145324,20.05,20.04090033,0.009099672,0.00
17-Aug-06,0.00282663,20.11,20.10667394,0.003326062,0.00
18-Aug-06,-0.003051518,20.05,20.04863397,0.001366033,0.00
21-Aug-06,0.002061145,20.09,20.09132595,-0.001325954,0.00
22-Aug-06,-0.001798332,20.05,20.05387151,-0.003871511,0.00
23-Aug-06,-0.004481855,19.97,19.9601388,0.009861199,0.00
24-Aug-06,-0.001680381,19.93,19.93644279,-0.006442785,0.00
25-Aug-06,-0.004641805,19.84,19.83748882,0.002511183,0.00
28-Aug-06,0.002737957,19.9,19.89432106,0.005678937,0.00
29-Aug-06,0.003356261,20.12,19.96678959,0.153210412,0.15
30-Aug-06,0.00753127,20.12,20.27152915,-0.151529149,-0.15
31-Aug-06,0.000142158,20.12,20.12286022,-0.002860222,0.00
1-Sep-06,0.00329357,20.18,20.18626663,-0.00626663,0.00
5-Sep-06,0.006892735,20.33,20.31909539,0.010904614,0.00
6-Sep-06,-0.011541202,20.09,20.09536737,-0.00536737,0.00
7-Sep-06,-0.01415636,19.81,19.80559873,0.004401272,0.00
8-Sep-06,-0.000610418,19.8,19.79790762,0.002092382,0.00
11-Sep-06,-0.009329521,19.61,19.61527549,-0.005275487,0.00
12-Sep-06,0.006647019,19.85,19.74034803,0.109651966,0.10
13-Sep-06,0.002081756,19.79,19.89132285,-0.101322847,-0.10
14-Sep-06,0.007218411,19.93,19.93285236,-0.002852359,0.00
15-Sep-06,-0.004899543,19.83,19.83235211,-0.002352113,0.00
18-Sep-06,0.00181758,19.87,19.86604261,0.003957389,0.00
19-Sep-06,-0.001201821,19.84,19.84611982,-0.006119816,0.00
20-Sep-06,0.002669564,19.9,19.89296415,0.007035848,0.00
21-Sep-06,0.006667139,20.03,20.03267606,-0.002676061,0.00
22-Sep-06,-0.005948854,19.91,19.91084446,-0.000844462,0.00
25-Sep-06,-0.005236599,19.96,19.80573932,0.154260676,0.15
26-Sep-06,0.003268007,20,20.02522943,-0.025229426,-0.02
27-Sep-06,0.012810286,20.15,20.25620572,-0.106205721,-0.10
28-Sep-06,0.000299659,20.15,20.15603813,-0.006038127,0.00
29-Sep-06,-0.000415685,20.15,20.14162394,0.008376059,0.00
2-Oct-06,0.007100354,20.29,20.29307214,-0.003072142,0.00
3-Oct-06,-0.0035025,20.22,20.21893428,0.001065718,0.00
4-Oct-06,-0.000743131,20.4,20.20497388,0.195026115,0.19
5-Oct-06,0.010623679,20.4,20.61672305,-0.216723051,-0.21
6-Oct-06,-0.00682325,20.28,20.2608057,0.019194305,0.01
10-Oct-06,0.002036218,20.32,20.32129449,-0.001294495,0.00
11-Oct-06,0.000356561,20.33,20.32724531,0.002754688,0.00
12-Oct-06,0.004040631,20.52,20.41214603,0.107853965,0.10
13-Oct-06,0.001303234,20.44,20.54674236,-0.106742365,-0.10
16-Oct-06,0.006773854,20.58,20.57845758,0.001542424,0.00
17-Oct-06,-0.00624316,20.45,20.45151576,-0.001515763,0.00
18-Oct-06,0.00456701,20.55,20.54339535,0.006604655,0.00

 

[fabijo]

Ball park estimate: Local currency +0.313% , the dollar is lower at -0.15% so the USD should be about +0.463% for a gain of 10 cents to around $20.75

Nice going, Gilligan! MSCI posted +.369%, giving us an I fund price of
20.73

Now let's see if an FV happens.

 

[ayla]

Re: Playing the I fund - correction to csv data

The column title "%Chg-EAFE-Calc" should not indicate "%". This really is just the calculated change and not the %change in the FV csv data I posted earlier.

Also, for anyone not familiar, cut and past the data into notepad or wordpad and name the file fv.csv (or something with a .csv extension). Then open that same .csv file with Excel and it should prompt you to indicate the "delimiter" which is a comma.

 

[Gilligan]

Yes, Gilligan, the Professor has got nuthin' on you! He can build a radio from a coconut, but you can see the future!

Yes, the professor could build a radio from a coconut, but he couldn’t patch the hole in the SS Minnow.

 

[Gilligan]

Just got back to the puter....Gilligan, I got it about even to - 2 cents at this point ....how about going back and checking your numbers, I checked mine so something isn't right....one of us is off...could be bad data coming thru or whatever....

Tech, I was away from the computer for most of the day myself. My numbers were off a bit. It looks like if we would have combined our numbers (-.02 and +.10) we would have hit the bull’s-eye.

 

[mlk_man]

Bad data coming thru? That darn crystal ball.............

Just got back to the puter....Gilligan, I got it about even to - 2 cents at this point ....how about going back and checking your numbers, I checked mine so something isn't right....one of us is off...could be bad data coming thru or whatever....

 

[The_Technician]

Tech, I was away from the computer for most of the day myself. My numbers were off a bit. It looks like if we would have combined our numbers (-.02 and +.10) we would have hit the bull’s-eye.

U know Gilligan, you got it closer than I..... I can't figure out how that happened....been using the same routines for a month now and it doesn't quite make sense......I'm just wondering if the data I wanted from overseas was correct .....after I saw your data, I went and reloaded twice and got the same result.......the only explaination was the data was off....the routines haven't changed...

Weird day...

 

[The_Technician]

Technician --
I have a spread sheet that calculates the FV. Earlier, I had a problem with matching dates between EAFE and the TSP calendar because of holidays but I have solved it. I have used the Excel "rounddown" function in a way

Thanks Ayla...I'll take a looksee at it....anything in the past is good....

 

[weatherweenie]

Up up and away....
Nikkei 300 +0.63%

 

[James48843]

While it is true that the Nikkei was up this morning, (+.82%), the CAC, DAX and FTSE are all down, and the dollar is stronger against the yen and euro.

Result? Thus far the "I" fund is down nearly 0.72% this morning.

 

[FundSurfer]

I have the I-fund at plus 0.05% at 11:45.

Almost forgot that I promised Gilligan I'd post my estimate.