Thread: Alternate LMBF methods

Here are the results through Dec 30, 2015.

Date	G FUND	F FUND	C FUND	S FUND	I FUND
30-Dec-2015	0.18%	(0.48%)	(0.64%)	(3.15%)	(0.71%)

Unfortunately the G Fund is indeed the winner.

OK, 2015 is behind us, so here are the returns for the last year:

	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Jan	0.18%	2.13%	(2.99%)	(1.85%)	1.19%	(1.85%)	(1.85%)	(1.85%)	(1.85%)	(1.85%)
Feb	0.13%	(0.91%)	5.75%	6.05%	5.97%	(0.91%)	(0.91%)	(0.91%)	(0.91%)	(0.91%)
Mar	0.16%	0.47%	(1.57%)	1.24%	(1.43%)	1.24%	1.24%	1.24%	1.24%	1.24%
Apr	0.15%	(0.28%)	0.96%	(1.50%)	4.11%	(1.50%)	(1.50%)	(1.50%)	(1.50%)	(1.50%)
May	0.17%	(0.26%)	1.29%	1.84%	(0.42%)	(0.42%)	(0.42%)	1.84%	(0.26%)	(0.42%)
Jun	0.17%	(1.07%)	(1.93%)	(0.71%)	(2.80%)	(0.71%)	(0.71%)	(0.71%)	(1.07%)	(0.71%)
Jul	0.19%	0.74%	2.10%	(0.12%)	2.08%	0.19%	0.19%	0.19%	0.74%	0.74%
Aug	0.18%	(0.11%)	(6.03%)	(5.80%)	(7.36%)	(6.03%)	(5.80%)	(5.80%)	(0.11%)	(6.03%)
Sep	0.18%	0.75%	(2.47%)	(4.80%)	(5.02%)	0.18%	0.18%	0.18%	0.75%	0.75%
Oct	0.17%	0.02%	8.45%	5.61%	7.07%	0.02%	0.02%	0.02%	0.02%	0.02%
Nov	0.17%	(0.24%)	0.31%	1.75%	(0.86%)	0.31%	1.75%	1.75%	0.31%	0.31%
Dec	0.18%	(0.30%)	(1.57%)	(3.91%)	(2.03%)	(3.91%)	(3.91%)	(3.91%)	(3.91%)	(3.91%)
YTD	2.04%	0.91%	1.46%	(2.92%)	(0.51%)	(12.80%)	(11.33%)	(9.32%)	(6.45%)	(11.82%)

Ouch, that is ugly. There is a lot of red in that there chart.

Ok, for you people who like numbers, here are the last 3, 5, & 10 year stats for our returns.

3 Year (2013 - 15)	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Mean	2.08%	2.00%	15.90%	14.41%	5.45%	(1.02%)	1.37%	5.04%	3.27%	0.06%
Standard Deviation	0.17%	3.50%	12.74%	17.48%	11.95%	10.29%	10.14%	13.28%	8.53%	10.21%
Annualized Return	2.08%	1.94%	15.20%	13.13%	4.80%	(1.55%)	0.85%	4.22%	2.92%	(0.45%)
Total Return	6.37%	5.95%	52.90%	44.79%	15.10%	(4.58%)	2.58%	13.19%	9.01%	(1.36%)

5 Year (2011 - 15)	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Mean	2.03%	3.64%	13.17%	11.68%	4.63%	5.85%	8.31%	10.29%	8.63%	6.98%
Standard Deviation	0.34%	3.56%	11.31%	15.58%	13.39%	12.51%	13.21%	12.79%	9.38%	12.24%
Annualized Return	2.03%	3.58%	12.63%	10.65%	3.78%	5.09%	7.50%	9.52%	8.21%	6.26%
Total Return	10.58%	19.21%	81.22%	65.87%	20.41%	28.19%	43.59%	57.60%	48.37%	35.48%

10 Year (2006 - 15)	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Mean	2.95%	4.78%	9.20%	10.48%	5.65%	8.28%	11.19%	12.36%	10.85%	9.09%
Standard Deviation	1.14%	2.84%	18.03%	21.42%	20.67%	11.94%	13.43%	14.14%	10.10%	11.70%
Annualized Return	2.94%	4.74%	7.36%	8.03%	3.20%	7.59%	10.34%	11.47%	10.39%	8.43%
Total Return	33.65%	58.95%	103.39%	116.57%	36.96%	107.81%	167.50%	196.07%	168.75%	124.63%

This doesn't look good folks. These methods were supposed to help us in down years but this year they were far worse. They were even worse than they were in 2008. What do you think? Is anyone still interested in these?

Originally Posted by Cactus

Ok, for you people who like numbers, here are the last 3, 5, & 10 year stats for our returns.

3 Year (2013 - 15)	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Mean	2.08%	2.00%	15.90%	14.41%	5.45%	(1.02%)	1.37%	5.04%	3.27%	0.06%
Standard Deviation	0.17%	3.50%	12.74%	17.48%	11.95%	10.29%	10.14%	13.28%	8.53%	10.21%
Annualized Return	2.08%	1.94%	15.20%	13.13%	4.80%	(1.55%)	0.85%	4.22%	2.92%	(0.45%)
Total Return	6.37%	5.95%	52.90%	44.79%	15.10%	(4.58%)	2.58%	13.19%	9.01%	(1.36%)

5 Year (2011 - 15)	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Mean	2.03%	3.64%	13.17%	11.68%	4.63%	5.85%	8.31%	10.29%	8.63%	6.98%
Standard Deviation	0.34%	3.56%	11.31%	15.58%	13.39%	12.51%	13.21%	12.79%	9.38%	12.24%
Annualized Return	2.03%	3.58%	12.63%	10.65%	3.78%	5.09%	7.50%	9.52%	8.21%	6.26%
Total Return	10.58%	19.21%	81.22%	65.87%	20.41%	28.19%	43.59%	57.60%	48.37%	35.48%

10 Year (2006 - 15)	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Mean	2.95%	4.78%	9.20%	10.48%	5.65%	8.28%	11.19%	12.36%	10.85%	9.09%
Standard Deviation	1.14%	2.84%	18.03%	21.42%	20.67%	11.94%	13.43%	14.14%	10.10%	11.70%
Annualized Return	2.94%	4.74%	7.36%	8.03%	3.20%	7.59%	10.34%	11.47%	10.39%	8.43%
Total Return	33.65%	58.95%	103.39%	116.57%	36.96%	107.81%	167.50%	196.07%	168.75%	124.63%

This doesn't look good folks. These methods were supposed to help us in down years but this year they were far worse. They were even worse than they were in 2008. What do you think? Is anyone still interested in these?

The 10-year looks good...Keep it going if you can...

Well, it looks like the F Fund is our winner for January. No surprise really. That being the case the following IFT's will take place before noon eastern tomorrow, Jan 29, 2016. That will put you in the new fund on Monday for February.

• LMBF-1 Changes from the G Fund to the F Fund
• LMBF-1 SIM Changes from the G Fund to the F Fund
• LMBF-1 C>S Changes from the G Fund to the F Fund
• LMBF-1 CI>S Changes from the G Fund to the F Fund
• LMBF-1 G>F Remains in the F Fund

Here are the actual numbers through yesterday's close.

Date	G FUND	F FUND	C FUND	S FUND	I FUND
28-Jan-2016	0.17%	1.16%	(7.25%)	(11.41%)	(7.58%)

The F Fund is indeed the winner.

Here are the returns through Feb 26, 2016:

Date	G FUND	F FUND	C FUND	S FUND	I FUND
26-Feb-2016	0.13%	0.54%	0.68%	0.85%	(2.82%)

The winner for February is the S Fund. That being the case the following IFT's will take place before noon eastern Monday, Feb 29, 2016.

• LMBF-1 Changes from the F Fund to the S Fund
• LMBF-1 SIM Changes from the F Fund to the S Fund
• LMBF-1 C>S Changes from the F Fund to the S Fund
• LMBF-1 CI>S Changes from the F Fund to the S Fund
• LMBF-1 G>F Changes from the F Fund to the S Fund

Note that three funds were close this month. If we had chosen a day earlier the C Fund would have won and the day before that the F Fund was still in the lead. Be careful out there.

Here is the monthly return as of 3/30/16:

Date	G Fund	F Fund	C Fund	S Fund	I Fund
30-Mar-16	0.14%	0.69%	7.01%	7.83%	7.13%

The winner for March is the S Fund. Since that is what all our systems chose last month there will be no IFTs this month as they all remain in the S Fund for April.

It's nice to pick the actual winner once in a while.

With March now behind us here are the returns for the 1st Quarter of the year:

	G	F	C	S	I	LMBF-1	C>S	CI>S	SIM	G>F
Jan	0.19%	1.49%	(4.96%)	(8.72%)	(5.62%)	0.19%	0.19%	0.19%	0.19%	1.19%
Feb	0.15%	0.68%	(0.12%)	0.50%	(2.82%)	0.68%	0.68%	0.68%	0.68%	0.68%
Mar	0.15%	0.93%	6.79%	8.24%	6.59%	8.24%	8.24%	8.24%	8.24%	8.24%
YTD	0.49%	3.13%	1.37%	(0.70%)	(2.24%)	9.19%	9.19%	9.19%	9.19%	10.60%

Wow! That's quite a come back from the poor showing our methods made last year. That's good because they have a lot to make up for. Last years returns were some of the worst we have ever seen. I suspect that most everyone, including myself, has given up on them and moved on to something else. That's understandable but unfortunately that also means that we didn't get to benefit from this quarter's come back. Hopefully you are doing better. I'm not.

On a side note check out these methods on the AutoTracker. As of today you will notice that they finished the quarter in the top 10 out of 1112 for the Full Year Non PS members AT. Before you get too excited, though, please remember last year.

of course I found this discussion three years later from when it started. Good job on doing so well this quarter as my strategy of sticking to F is not even close to yours. You got my attention on the AUTOTRACKER

Integrated approach seems to be to use the LMBF-1 strategy for the bearish years, and then switch to other strategy on bullish years; or if I just plain chicken out if I take a loss. Usually dont buy unless the market is down at 11am in the morning (buy low sell high), so will be a little cautious when getting into this new strategy.

Last year was 8.71% for LMBF ? Why is that bad? My personal was not much higher than that.

Originally Posted by offroad

Last year was 8.71% for LMBF ? Why is that bad? My personal was not much higher than that.

8.71% is the return for Cactus which reflects my actual IFTs. You can click AutoTracker in the upper left of my post to see I didn't follow the LMBF-1 methods last year or so far this year.

The actual returns for these methods for 2015 are as follows:

	Actual	AutoTracker
LMBF-1	-12.80%	-13.92%
LMBF-1 SIM	-6.45%	-7.65%
LMBF-1 C>S	-11.33%	-12.94%
LMBF-1 CI>S	-9.32%	-10.97%
LMBF-1 G>F	-11.82%	NA

The actuals differ from the AutoTracker because I messed up recording the IFT last November. The AutoTracker reflects what you got if you depended on me to make the IFT announcement. The Actuals reflects what you got if followed the system yourself and made your IFTs on time.

As a point of protocol, anyone can post the end of month IFTs here. It doesn't have to be me. I've been pretty consistent so far but there are times when I won't be around to record the IFT. I'll try to let you know by posting here when it's something I can anticipate. Last November it was because I got real busy with work and totally spaced it out.

P.S. James' actual LMBF Method returned -10.16% last year but it was abandoned in the S Fund in March and no further IFTs were posted for the year.