Tspgo_com Account Talk

[tspgo_com]

imported post

2/18/05: The C-Fund and the S-Fund triggered sell signals on 2/17/05 (see charts http://www.tspgo.com)

Effective 2/18/05 (5-10 Rule)

G=60, F= 0, C=0, S=0, I=40.

 

[tspgo_com]

imported post

TEUFEL HUNDEN wrote:

I like your site. The low med and high risk ideas are nice also. You can get a SMA and EMA on big charts if you choose interactive charting and drop down the indicators box on the left. Is there any way you could add the dates at the bottom of your charts on your site? I notice that your calculations and the SMA are extremly close. Thanks I have created a shortcut to you site.

Teufel:

Thanks. I understand how you getSMA and EMA on Big Charts. What symbols do you input for F, C, S and I? I know you can get fairly close using the S&P 500 but EFA and the others do not match with the corresponding fund. Elaborate, if you please.

I don't add the date on the bottom of the chart because the information is given above the chart. To add it on the chart itself would require another step. If you are interested inhistorical charts (I try to update them once a month) click the link for historical charts ofthe fund you want to see.

Happy trading,

TSPGO!

 

[TEUFEL HUNDEN]

imported post

The symbols that I use are from information on the TSP web site and from the members on this site. I am no expert on this matter however, what I see in the charts is very close to what is reflected (increase or decrease) in my TSP account.

At Big Charts:

For the F Fund I use AGGiShares:Lehm Aggreg Bd (AMEX)

For the C Fund I use SPXS&P 500 Index (INDEX)

For the S Fund I use 95899W10Dow Jones Wilshire 4500 Completion (Full Cap) Index (INDEX)

For the I Fund I useEFAiShares:MSCI EAFE Idx (AMEX)

Rolo uses EFV for the I Fund and DWCP for the S Fund. If you use msn you can see the difference between EFV and EFA also the DWCPI do not think is as close to the actual as DWCPF. Check it out here http://moneycentral.msn.com/scripts/webquote.dll?ipage=qd&Symbol=%24DWCPF

you can also go to the djindexes web site and get an overview of the symbols on the fact sheet.

http://djindexes.com/mdsidx/index.cfm?event=showWilshire

Rolo, Sarah,and TSP talk all have a good grasp on the symbols. If thisinformation provides little support then maybe you could ask one of them what they think. I'm sure that they could be of help. My experience is limited, that is why I like to obtain as much informationas I can and you site made good sense to me especially the info on the 5DMA and how you decide when to buy and when to sell. Toobadthechangetakes about 2 days with TSP.

If you know of anything thatis a closer reflection of the actual funds please share with us. Thanks again for you info and your site

TH

 

[Rolo]

imported post

SP500 = SPX on Bigcharts.com

I can't remember 99LUFTBALONSW10, so I use DWCP. DWCPF does not work on BigCharts.

AGG, yup.

EFV is the index, EFA is an actual ETF; they are both useful.

 

[TEUFEL HUNDEN]

imported post

Tspgo, I have looked into it a little more and found that Fri I Earned .13% on my I fund the EFA symbol shows a gain of .50% and the EFV shows a gain of .17% so I would venture to say that the EFV is more closely related to the I fund than the EFA.

 

[Rolo]

imported post

You'll have to sample that over time.

 

[tspgo_com]

imported post

Rolo wrote:

SP500 = SPX on Bigcharts.com

I can't remember 99LUFTBALONSW10, so I use DWCP. DWCPF does not work on BigCharts.

AGG, yup.

EFV is the index, EFA is an actual ETF; they are both useful.

Thanks Rolo.

 

[tspgo_com]

imported post

TEUFEL HUNDEN wrote:

Tspgo, I have looked into it a little more and found that Fri I Earned .13% on my I fund the EFA symbol shows a gain of .50% and the EFV shows a gain of .17% so I would venture to say that the EFV is more closely related to the I fund than the EFA.

When I asked what symbol you entered to retrieve G, F, C, S from Big Chart I misunderstood that you were actually retrieving G, F, C, S and I, not the funds they track.

My observation for several years has been that the F, S, and I funds do not follow the daily or intra day activity of the AGG, EFA, (EFV) DWCP (EMW), EFV as the C follows the SPX (S&P). If you average several days of daily closing prices the discrepancies tend to disappear.

I opted to analyze the funds (G, F, C, S, and I) themselves after I looked at and tested several mathematical models. My conclusion was that each fund (G, F, C, S and I) has been in existence long enough to acquire an identity of its own and that whatever forces that drive the fund it tracks ( EFA, AGG, S&P, bonds, etc) have become an intrinsic behavioral part of the TSP fund (G, F, C, S and I) itself. In other words, if they would stop reporting the S&P, EFA, AGG, and the DWCP daily activity, we should be able to make our IFT decisions with they same confidence and certainty as we do it today by simply observing the behavior of the individual TSP fund.

This is the reason why my IFT decisions are mostly based on technical analysis of the fund themselves. I take the TSP fund price and calculate their different moving averages. To determine pivots, supports and resistances I use the low and high in the last 5 days. They help decide when to take profit in a good rally.

Thank you all.

TSPGO!

 

[tsptalk]

imported post

Rolo wrote:

I can't remember 99LUFTBALONSW10, so I use DWCP. DWCPF does not work on BigCharts.

That is some funny stuff right there.

 

[TEUFEL HUNDEN]

imported post

GOOD POINT. That is why I will be frequenting your site. Thanks tspgo

 

[SystemTrader]

imported post

tspgo_com wrote:

2/18/05: The C-Fund and the S-Fund triggered sell signals on 2/17/05 (see charts http://www.tspgo.com)

Effective 2/18/05 (5-10 Rule)

G=60, F= 0, C=0, S=0, I=40.

Maybe I'm missing something, but your website showsyour accountactually had the aboveallocationon 2/18/05...andcomputes your returns based on this. I assume your sell signalswere based on2/17's closing prices? In that case,your IFT would be on 2/18 and the new allocation would takeeffect on 2/22, the nexttrading day.The same goes for your allocation on2/14/05.

I wish we could change allocations before the next day's open , but unfortunately it doesn't work that way.

John

 

[pyriel]

imported post

Thank you system trader. I was going crazy trying to decipher that and I thought maybe that I was reading it wrong but you confirmed what I am seeing. TSPGO can you please explain.

 

[tspgo_com]

imported post

SystemTrader wrote:

Maybe I'm missing something, but your website showsyour accountactually had the aboveallocationon 2/18/05...andcomputes your returns based on this. I assume your sell signalswere based on2/17's closing prices? In that case,your IFT would be on 2/18 and the new allocation would takeeffect on 2/22, the nexttrading day.The same goes for your allocation on2/14/05.

I wish we could change allocations before the next day's open , but unfortunately it doesn't work that way.

John
========================================================
SystemTraderand PYRIEL

I apologize for not addressing your concerns individually. The answer would be the same.

1.- I know if Ihave a buy or sell signalafter the market closes andTSPposts the results of that day. On 2/17/05 the S-Fund ($14.49) fell below its 5-day MA. That's a sell signal.

2.- I placed an ITF transfer order to movethe 30% I have in S to G. (As long as the order reaches TSP before noon on 2/18/05, it is executed at the 2/18/05 closing price ($14.47)

3.- Sometime late in the evening of 2/18/05, after the market closes, I received an e-mail from TSP indicating the order was executed. (The order was executed on 2/18/05 at its closing price of $14.47).

4.- For argument sake let's say that today (2/22/05) the S-Fund goes up 12 points. That would be a signal to buy. I would place a order tonight or sometimebefore noon tomorrow (2/23/05) to transfer the 30% I have sitting in G back to S. I would be be buying attomorrows closing price.

See the chart below. I trust this addresses your concerns.

 

[SystemTrader]

imported post

tspgo_com wrote:

SystemTraderand PYRIEL

2.- I placed an ITF transfer order to movethe 30% I have in S to G. (As long as the order reaches TSP before noon on 2/18/05, it is executed at the 2/18/05 closing price ($14.47)

Right. And your new allocation won't be reflected in your account until the next trading day, 2/22/05. On Valentine's Day, you wrote the following:

Effective 02-14-05 (Entered 11:30 am EST)

G = 10
F = 0
C = 20
S = 30
I = 40

That allocation should havetaken effecton 2/15/05. However, your website shows this allocationt on 2/14/05. If that were the case, your IFT must have taken place on 2/11/05 (the previous Friday).

I know you're not trying to be deceptive or dishonest. I'm just pointing out that you always have to consider the 2-day lag:

Day 1: Decide to have new allocation based on this day's closing prices.

Day 2: Your IFT occurs after the market's closing prices.

Day 3: Your new allocation becomes effective.

John

 

[tspgo_com]

imported post

SystemTrader wrote:

tspgo_com wrote:

SystemTraderand PYRIEL

2.- I placed an ITF transfer order to movethe 30% I have in S to G. (As long as the order reaches TSP before noon on 2/18/05, it is executed at the 2/18/05 closing price ($14.47)

Right. And your new allocation won't be reflected in your account until the next trading day, 2/22/05. On Valentine's Day, you wrote the following:

Effective 02-14-05 (Entered 11:30 am EST)

G = 10
F = 0
C = 20
S = 30
I = 40

That allocation should havetaken effecton 2/15/05. However, your website shows this allocationt on 2/14/05. If that were the case, your IFT must have taken place on 2/11/05 (the previous Friday).

I know you're not trying to be deceptive or dishonest. I'm just pointing out that you always have to consider the 2-day lag:

Day 1: Decide to have new allocation based on this day's closing prices.

Day 2: Your IFT occurs after the market's closing prices.

Day 3: Your new allocation becomes effective.

John

John:

There is not a 2-day lag. If you enter your request before noon, it becomes effective the same day after closing. If the next day after you entered your request the Fund goes up you make money. If it goes down you lose money.

eg: This are actual copy and paste from TSP IFT Confirmations (Removed name and SS.)


Name:
Social Security Number:

Method of Request: Web


Date of Request: 11/19/2004
Time of Request: 11:17:02 Eastern
Effective Date: 11/19/2004



Name:
Social Security Number: ***-**

Date of Request: 06/28/2004
Time of Request: 10:41:18 Central
Method of Request: Web
Effective Date of Request: 06/28/2004



Name:
Social Security Number: ***-**-
Method of Request: Web

Date of Request: 08/23/2004
Time of Request: 20:25:17 Central
Effective Date: 08/24/2004


This linking is to Saraho's.
http://www.tsptalk.com/mb/view_topic.php?id=1029&forum_id=21&jump_to=14762#p14762
The same issue was being addressed there.

Good luck on your trading!

 

[SystemTrader]

imported post

If you enter your request before noon, it becomes effective the same day after closing. If the next day after you entered your request the Fund goes up you make money. If it goes down you lose money.

Name:
Social Security Number: ***-**-
Method of Request: Web

Date of Request: 08/23/2004
Time of Request: 20:25:17 Central
Effective Date: 08/24/2004

Ok, one last try. I'll use your explanation and example above to make my point. Let's assume 8/23, 8/24 and 8/25 are three successive trading days:

8/23: It's after the market close in the evening (20:25 CST). Your charts/methods indicate you should change your allocation. For this example, we'll say you're 100% G Fund and want to move to 50% C Fund/50% S Fund. As your example shows, your request becomes effective on 8/24 since it's after 1130 AM EST.

8/24: As you stated, the transferbecomes effective this "same day after closing." For 8/24's calculations, however,you still use the100%G Fund allocation.

8/25: You're now 50% C Fund/ 50% S Fund and use this allocation to compute your return.

The 2-day lag is between closing prices (that you use to determine your allocation) and the actual day your account has that allocation.

If you still don't agree, I think we should stick a fork in this thread. This poor dead horsehas been beaten enough. Those who track others' returnswill simply usethe date/time that new allocations are postedto determinetheir results.

John

 

[pyriel]

imported post

TSPGO,

I am seeing what system trader is seeing.

Effective 02-14-05 (Entered 11:30 am EST)

G = 10
F = 0
C = 20
S = 30
I = 40

Before this allocation you were 60g40i. Your last day for 60g40i should be 2/14/05. Your next allocation for you to track 10g20c30s40i is for 2/15/05.

2/18/05: The C-Fund and the S-Fund triggered sell signals on 2/17/05 (see charts http://www.tspgo.com)

Effective 2/18/05 (5-10 Rule)

G=60, F= 0, C=0, S=0, I=40.


The next move you made is "Effective 2/18/05 60g40i." Your system told you to move on 2/17/05.Your last day for 10g20c30s40i should be 2/18/05. Your next allocation for you totrack is 60g40i is for 2/19/05.

Right now, I am tracking you for 60g40i starting on 2/19/05.

Pyriel

 

[pyriel]

imported post

This is what I am tracking you right now. Attached is a worksheet I made for you. I can only go back to 11 Feb 05 since you didn't start posting until 14 Feb 05.

Can you see the difference for the data input 14 Feb 05?

Yours is showing 10g20c30s40i (according to your website). Ours is showing your last day as 60g40i. This is because when you did an IFT on 14 Feb 05, you are still getting the fund price for 14 Feb 05. You will not get your new price for the next allocation of 60g40i until 15 Feb 05.

In reality, you might be doing better than you think. Try readjusting all your moves again and see if you get a better return.

Pyriel

 

[tspgo_com]

imported post

pyriel wrote:

This is what I am tracking you right now. Attached is a worksheet I made for you. I can only go back to 11 Feb 05 since you didn't start posting until 14 Feb 05.

Can you see the difference for the data input 14 Feb 05?

Yours is showing 10g20c30s40i (according to your website). Ours is showing your last day as 60g40i. This is because when you did an IFT on 14 Feb 05, you are still getting the fund price for 14 Feb 05. You will not get your new price for the next allocation of 60g40i until 15 Feb 05.

In reality, you might be doing better than you think. Try readjusting all your moves again and see if you get a better return.

Pyriel

Now I get it. All this back and forth conversation had to do with the use of the spreadsheet. I thought our exchange had to dowith when a transaction became effective with TSP. It did not cross my mind that you werereferring to the use of the spreadsheet. The fact is that I did not bother to check the accuracy of the spreadsheet before I posted it. I took for granted that it was correct. I am not tracking anybody's earnings. I am just trying to see other tSPers'rationale behind their IFT's and learn from them. I will continue posting my IFT's here and Iwill remove the spreadsheet from my website until I test it and see how it works.

Please rest assure that I am not hereto compete with anybody. My purpose isto exchange information, learn and exchange pointersto maximize the TSP return. The information provided in my website is free. I don't even have banner adds.

Thank you for helping me understand.

Good luck.

TSPGO!

 

[pyriel]

imported post

TSPGO,

Please don't get me wrong. I, as well as others, do not track your moves just so we can compete with you. Many of us do this because we are tracking the trends. It helps us novices who do not know how to read charts, read the market, and have a system (like yours).For me, when I see everybody moving to I fund (like what we are seeing now), we take that as part of a cue to check the I fund and correlate some of our readings. It also helpsme to see who is doing well and who is not so that I can learn from that. Different people have different system they are tracking, but whenI see everyone, with all of their different systemssayinggo to I fund, well, who am I to argue with that.

I like your website and I frequent that often now. You should continue to post your allocation and TSP tracker. It makes it easier for us novices to follow your system and trends...

Pyriel