10 Month Modified SMA Method (M-SMA)

[david.alan.williams]

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10mo. Modified SMA
Mid Month Checkpoint - COB 14 Feb 2011

No Signal Change - Current Signal "BUY S 100%"

System YTD Earnings - 6.55%
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[akpackfan]

You cracked the top 10! Lets see where it goes from here.

[david.alan.williams]

I believe BT is right. We can probably see a little withdrawal, then another surge; but we will ride it out.

[Happy_Trails]

That sounds like a good idea, David. You just may be in S fund for the entire year.

[david.alan.williams]

That sounds like a good idea, David. You just may be in S fund for the entire year.

Very True

[Happy_Trails]

I may be joining you soon.

[Beavis]

David,

I looked at several ways to improve your system without much luck (like several others). The one thing I was able to do had to do with the mid-month and end of month dates. I used the idea that all of the military members that contribute to TSP all make their deposits on the 1st and 15th (or the preceeding day if that one is weekend/holiday). In that case, I wanted to be in the market (if the system calls for being in the S or I fund) by the day prior to the military deposit date (in by 14th if 15th is a market day) to take advantage of the increased cash flow. I plugged that information into your backtested data. Some years were better and some were worse than your system, but the yearly average was 21.52% compared to 21.35% for your system. 0.17% isn't much, but it might be worth looking at. I've attached the spreadsheet. Hope it helps.

Beavis

[david.alan.williams]

David,

I looked at several ways to improve your system without much luck (like several others). The one thing I was able to do had to do with the mid-month and end of month dates. I used the idea that all of the military members that contribute to TSP all make their deposits on the 1st and 15th (or the preceeding day if that one is weekend/holiday). In that case, I wanted to be in the market (if the system calls for being in the S or I fund) by the day prior to the military deposit date (in by 14th if 15th is a market day) to take advantage of the increased cash flow. I plugged that information into your backtested data. Some years were better and some were worse than your system, but the yearly average was 21.52% compared to 21.35% for your system. 0.17% isn't much, but it might be worth looking at. I've attached the spreadsheet. Hope it helps.

Beavis

That's thinking out of the box!

Thanks B!

[david.alan.williams]

That sounds like a good idea, David. You just may be in S fund for the entire year.

Yeah, if you look at the backtested data, we are suppose to sit in the S Fund (or I FUND) most all year. The good part is the system's ability to tell us when to pull out without big loses, and then, when to go back in to catch the ride UP.... Hopefully

[Happy_Trails]

Yeah, if you look at the backtested data, we are suppose to sit in the S Fund (or I FUND) most all year. The good part is the system's ability to tell us when to pull out without big loses, and then, when to go back in to catch the ride UP.... Hopefully

Those big losses are my biggest fear but sitting out leads to big lost opportunities. I think I need to just go with it and take my lumps once in a while. The market could keep going up or it could selloff tomorrow. We really don't have a cyrstal ball but we do have the trend and the trend is bullish until proven otherwise.

[david.alan.williams]

I'm posting v3a of the 10mo. M-SMA. No changes were made to the formulas but just added a "Cover Page" tab and a "About the System" tab. I added these tabs because the system information is deep at the beginning of this thread and wasn't readily available for easy viewing.

D

[Happy_Trails]

Nice job, David. I like it!