Timing the "I" Fund

[coolhand]

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DMA wrote:

coolhand wrote:

EAFE up 1.525% today! :^

Should be about 25 cents, but we know how that can go. o

This was because of the falling USD.

Euroland got whacked yesterday.

:shock:If you read my posts in this thread - that is actually what I have been talking about. :^

Uaren't telling the whole story. Asian and Aussie markets we up big.

 

[Guest]

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coolhand wrote:

DMA wrote:

coolhand wrote:

EAFE up 1.525% today! :^

Should be about 25 cents, but we know how that can go. o

This was because of the falling USD.

Euroland got whacked yesterday.

:shock:If you read my posts in this thread - that is actually what I have been talking about. :^

Uaren't telling the whole story. Asian and Aussie markets we up big.

Oz is less then 5% of TSP.

Euroland was down huge. EVERY COUNTRY IN EUROLAND that is the TSP was DOWN OVER .35%. Every country. I believe Euroland is over 62% of TSP.

The gain was from the falling USD. :shock:

62% of your holdings were down over .35 or more and you are up 1.525%? Think about it.

 

[The_Technician]

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The value of the dollar is in a race against other factors...see why

http://www.fxcm.com/currency-forecast-eur-usd.jsp?engine=xrates&keyword=textlink+Ed+text+3

and

http://www.fxcm.com/currency-forecast-usd-jpy.jsp

something to think about......:dude:

 

[Spaf]

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When the I-fund drops, there is only one way I know to get the european market to advance.

The "chicken dance" has to be performed!

Well, enouf said. It's time for the dance!

 

[grandma]

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[DTL]

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Hi Tom, shouldn't we get out of the I fund now since the interest is going to raise & US dollars is up (other countries want to invest more in ourT bill)& I fund will bedown. Weird thing is I fund has not been down this year - just in the month of oct why is that? & the fed has been raising interest rate.

 

[FUTURESTRADER]

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I've noticed some correlation between EFA's price at 1 pm one day,price at 1 pm the following day and the 'adjusted' % return of the I fund for that second day close. It's actually only off about .02% today. 1 pm friday to 1 pm today. Best to just chart I fund daily price, I suppose. Just gotta figure out how to throw a 4 day sma on excel, anybody got that macro?:h

 

[JOVARN]

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I fund investing is pure guess work. How lucky do you feel and what % are you willing to risk vs reward

The ruls of I fund have changed over the past year and historical data I believe is just no valid in these economic times.

In the news:

AP
[size=Japan's Benchmark Index Breaks Past 14,000][/size]
[size=Friday November 4, 5:29 am ET][/size]









Japan's Benchmark Index Breaks Through 14,000 Level for First Time in 4 1/2 Years

The U.S. dollar, meanwhile, rose to a 26-month high against the yen. The dollar rose to 117.64 yen on the Tokyo foreign exchange market by 5 p.m. (0800 GMT), extending gains from New York trading, where it was at 117.12 yen late Thursday.
The dollar was supported by strong U.S. economic data and by the European Central Bank's decision to keep rates on hold. The euro fell to $1.1936 from $1.2028 late Wednesday in Tokyo.

All while gold has hit 14 year highs.

The traditional norms for the movement of the I fund no longer hold true as far as I can see

I fund gains are real as many of you have found out. Why; remains a mystery to many not just to myself.

Just a thought

off to work forgive the typos

 

[Soldat]

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Ive noticed that when the EAFE is down and the small/medium and large cap US stocks are up, Barclays more times than not adjusts for "fair valuation". If the EAFE is down and the S and C are down also, the I fund almost always falls. Just gotta watch out for that fair valuation.

 

[FUTURESTRADER]

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as of close yesterday YTD:

I fund = +8.59%

BTAEX = +8.40%

EFA = +9.73%

This says to me, I fund fair valuation will follow and'revert to mean'of BTAEX.

Most simple and reasonable way (I know that's giving the bureaucrats waaaaay too much credit) to justify a fair valuation usind EFA asan intraday tracking stock, would be from 1 pm first day to 1 pm or close the following day, or some combination thereof, whilekeeping close toBTAEX performance over one, two or maybe three days.

 

[cowboy]

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FUTURESTRADER wrote:

as of close yesterday YTD:

I fund = +8.59%

BTAEX = +8.40%

EFA = +9.73%

This says to me, I fund fair valuation will follow and'revert to mean'of BTAEX.

Most simple and reasonable way (I know that's giving the bureaucrats waaaaay too much credit) to justify a fair valuation usind EFA asan intraday tracking stock, would be from 1 pm first day to 1 pm or close the following day, or some combination thereof, whilekeeping close toBTAEX performance over one, two or maybe three days.

You may be onto something! Keep watching it. I was using the I fund to offset the S & C fund earlier somewhat but now they will screw it up enough thattiming will maybe costmore than just forgeting about it. Not only in the I fund but going back to the US funds also.