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- Thread starter Frixxxx
- Start date
sstasel
Member
To upload a spreadsheet you need to select "go advanced" instead of posting a quick reply. Then look at the icons and select the paperclip (to the right of the
).
1. Select "add files"
2. Select "select files"
3. At this point you can locate the file on your computer you wish to attach. Select "open".
4. Make sure there is an "X" in the box next to your file.
5. Select "upload file".
jkenjohnson
Active member
Just saw your message. Looks like your questions were already answered by Tom.
DreamboatAnnie
Well-known member
So how were earnings tracked? There were monthly/quarterly returns. Do you know if anyone has attempted to get audited daily earnings data via FOIA going back the beginning of TSP? Surely it exists... But just not published.hardyandtiny
New member
PessOptimist
Well-known member
I would really like to see some actual figures on how 2008 worked. Ya know, earned 55% while C lost 27%, S lost 37%, I lost 42%, F gained 5% and G gained 4% over the year. Not saying it's BS, just want to see how that worked and how it worked for the other years. Like purchase price, selling price on the dates listed.
PessOptimist
Well-known member
Ah! Yet another group of recently interested TSP participants starts asking questions.
Earnings did not need to be tracked due to the great trust workers had in their employers in those days. FRTIB has always had investors interests foremost in their administration of the TSP. What investors they were concerned about remains a question.
There are lots of discussions about such things on TSPTalk if you dig back. If I remember correctly, asking questions can have repercussions. Just sayin, I was not involved.
The latest easily found info on how much these people get paid is at http://www.gao.gov/new.items/d07541.pdf. A rather old document.
Snipped from the above document:
FRTIB compensates employees according to federal pay schedules. Currently, FRTIB employs about 65 staff members, the majority of whom are paid according to the General Schedule. About 28 percent of these employees are compensated at or below the GS-11 level. Accordingly, to the extent that the composition of FRTIB’s staff is appropriate, compensation costs appear reasonable. The Executive Director is compensated according to level three of the Executive Schedule. Additionally, 7 staff members are part of the Senior Executive Service. These Senior Executive Service positions are all approved by the Office of Personnel Management. Each of the 5 board members—who are not otherwise officers or employees of the federal government—are compensated at the daily rate of basic pay for level IV of the Executive Schedule for each day the board member is engaged in performing a function for FRTIB.
Not to be forgotten is the Employees Thrift Advisory Council (ETAC). https://www.tsp.gov/PDF/formspubs/etaclist.pdf
The members are obviously rank and file workers keeping applicable best interests in mind.
Some of the many FRTIB members are not full time feds, they work for other companies which surely are not connected to any investment firm having access to our TSP funds.
Dig if you wish, get mad if you wish. This is what we got.
PO
DreamboatAnnie
Well-known member
To upload a spreadsheet you need to select "go advanced" instead of posting a quick reply. Then look at the icons and select the paperclip (to the right of the).
1. Select "add files"
2. Select "select files"
3. At this point you can locate the file on your computer you wish to attach. Select "open".
4. Make sure there is an "X" in the box next to your file.
5. Select "upload file".
Thank You!!!
DreamboatAnnie
Well-known member
Hi.. Here is the spreadsheet testing numbers on the methodology posted by someone from TSP center, or so I understand.
Interesting results. Remember this is not my giving anyone investment advice. Just tested the strategy. I also added in a few alternative strategies.
Boghie
Well-known member
DreamBoat,
The system seems odd.
What is the magic of the dates??? And, if there is magic in those dates and if there is a posted system, why haven't any of the 1,000+ AutoTrackers here make those gains. The best return on the AutoTracker for 2008 was PoolMan at 20% - hats off to that hero
. But, a gaudy return of 50% by following magic numbers - yowser. Maybe it is seasonality, but in the end I would be wary about following a system that backtests so well but nobody follows. There must be a reason. Something the average brain or the exceptional financial mind cannot handle between the trade dates. A review of that could be quite interesting...
Maybe the dates were generated after the 2008 crash? That is, gaming a backtest to avoid the worst crash of our lifetimes. Anyone have the answer of when the system was published?
In the end, I think I will take the magic dates into some consideration. There might be a seasonality factor in them and it will simplify some research - but...
Finally, to get back to Frixxxx's intent of this thread, 'American Greed' style returns are not necessary to make a Cool Mill in your TSP account. All you have to be is a perpetual GS04 Step 1 saving 10% of your salary in the C Fund from age 24 on. You will have a little over $1.8 Million in your TSP account using an 8% return and 3% inflation. Your nest egg will provide you a little over $45K from age 65 through age 85 (inflation adjusted). All that with a salary of $30,500 inflation adjusted with no other growth. See, it ain't that hard. And, for those who will challenge an 8% return, note that the S&P500 averaged 11.69% since 1971. Those dates include lots of miserable economic times, multiple market crashes, and both Jimmy Carter and Jimmy Carter II. Time in the market is far more important than market timing - see my current returns:cheesy:.
jpcavin
Well-known member
During bull markets, the market outperforms this strategy. During bearish and sideways markets, the strategy outperforms. The dates are used as potential windows of opportunity and one needs to apply traditional analysis to make a final decision. (Momentum, price action, etc) The trend is your guide.
DreamboatAnnie
Well-known member
Yes.. I definitely agree. it is heavily based on seasonality. But in this huge bull market buy and hold looks to be best. However I do believe seasonality should be one of many factors and technical factors to determine your own strategy based on your personal risk tolerance.
To answer Boghie's question about how dates were derived, I should think someone created a spreadsheet with all daily prices and then computed the daily returns and then analyzed which funds did best on a daily basis and then used that to set up the cut off dates. If I were to do that I would want to cut and paste all close amounts for all days and then color code the first, second and third best returns for each day ...color coded, to be able to eye ball it and select periods.
I went to tsp talk to see if I could find the Strategy. I did not find it, but did see someone is testing what looks like seasonality combined with use of moving averages, but no results. Also there are links to pay sites also using seasonality. Ahhh Hum bug!
jpcavin
Well-known member
Annie, I was not giving my opinion regarding the specific dates on the strategy. According to the creator of the strategy, the "dates were chosen using an algorithm which randomly modified the trade dates and funds to maximize returns. Repeat this about a million times until you arrive at these numbers.
While it yields impressive back texting results, it does not provide impressive real world performance."
DreamboatAnnie
Well-known member
Hello to anyone interested:
I did notice that the spreadsheet was opening to wrong spreadsheet so I deleted that tab and extra tabs so that only the second tab now shows. Also updated the date fields to Text so that they now show as I noticed they were not showing up when opened with an ipad. So here it is again.....
Please note this is not investment/financial advise. Just testing a strategy referenced by others to something developed at another site. ThxLast edited:Thanks Dream Boat, i have shared your work with some colleagues. It is quite interesting that members of TSP Talk have not tried this. It would have been cool to see one of the 60-70%ers on the tracker. While i am fairly new to TSP (3 years) i have averaged +- 16%, which i am very happy with but i am commiting to this strategy for the remainder of the year just to see what happens. Currently up 18% YTD, heck why not see what happens. Again thanks for your work on the spreadsheet.
DreamboatAnnie
Well-known member
Thanks Dream Boat, i have shared your work with some colleagues. It is quite interesting that members of TSP Talk have not tried this. It would have been cool to see one of the 60-70%ers on the tracker. While i am fairly new to TSP (3 years) i have averaged +- 16%, which i am very happy with but i am commiting to this strategy for the remainder of the year just to see what happens. Currently up 18% YTD, heck why not see what happens. Again thanks for your work on the spreadsheet.
Hi bucket... Good to hear you find it of interest. I think others do not have a lot of interest because it is untested, and risky if used without analyzing market, using indicators, and considering market direction n movement, etc. I would be careful to keep eye on market closely if your testing it. You have a great track record and good strategy that is working...16% is awesome! But we are in bull market .. Anyone in market this yr is doing very well. However, the market can take quick, sharp downturns and it is due for one. Some believe last week was the correction while others believe it could drop a bit more... and i heard one guy on Fox said it could be massive (-50%) because of US debt and higher interest rates and inlflation coming. then others say the market is going much higher ... so who knows?? So I just understand we need to keep an eye on it!
Just as FYI - Bernanke is scheduled to speak on September 18 so i think that some may bale out of market before then.. maybe by a week or 4 days before so market would take a hit a bit early (before move to g per that timing method)..
I wonder if anyone thinks the market will drop days before he speaks in anticipation of Fed reducing its bonds buy back program, or whether that drop has already occurred? I tend to think market is still in disbelief and that when it happens, market will take na large drop but have no idea how big....I guess we will find out. I may jump into S with some of my money in a day or two.. Still looking at whether market will go further down and then may pull out in a few weeks.
Good luck to you!
jkenjohnson
Active member
DreamboatAnnie
Well-known member
So are you going to track it and let us know when the signal changes?
i can update spreadsheet with actuals using that methodology, so we can see what actual outcomes are based on that method. However, I would not use it as my sole source for making investment decisions without looking at other indicators and performing other technical analysis. If you look at this methodology's track record for 2013, it has not performed as well in past years because we were in such a strong bull market. However, other factors are affecting market including the Feds QEPolicy and market is hyper sensitive to it. Really need to see what is happening in market realtime. I'll try to update it tomorrow or this weekend.
I am posting some links in my account talk regarding look at market action today.Last edited by a moderator:
jkenjohnson
Active member
I was kidding about keeping it up to date. It would be a lot of work.Similar threads
