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Thread: 10 Month Modified SMA Method (M-SMA)

  1. Default Re: 10 Month Modified SMA Method (M-SMA)

    David,

    In your spreadsheet version 3, column V (the one named Overall % Return) is calculating incorrectly. The correct calculation is (Period % Return + Overall % Return) for all time periods except for the colum you have labeled Mid Jan.

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  3. #26

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    Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by TSPNerd View Post
    David,

    In your spreadsheet version 3, column V (the one named Overall % Return) is calculating incorrectly. The correct calculation is (Period % Return + Overall % Return) for all time periods except for the colum you have labeled Mid Jan.
    I think I know what you are saying. Column V is not in use so I assume you are talking about columns O and P.

    If so, you can just add the percentages the way you would normally think.

    This spreadsheet, like TSPTalk.com and TSP.gov calculates annualized returns.

    Annualized Return = (100*(1+P26)*(1+O27)-100)/100

    To prove that it works, go to E28 and plugin COB Fridays S Fund share price. (Which was 21.9685) The sheet will tell you that your YTD total is 3.41% which is exactly what is listed on the TSPTalk main page for the S Fund - 3.41%.

    Maybe someone else can explain it better but calculating annualized returns is different than just adding the percentages together.

    If I misunderstood what you were saying, please let me know.

    D

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  5. #27

    Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by akpackfan View Post
    OK, so how do you all think the best way to implement this strategy would be in a brokerage account and/or an IRA?
    Resurrecting an earlier post of mine. Any strategies to suggest from anyone? Using ETF's, perhaps? I'd like to make this work outside of TSP.


  6.  
  7. #28

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    Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by akpackfan View Post
    Resurrecting an earlier post of mine. Any strategies to suggest from anyone? Using ETF's, perhaps? I'd like to make this work outside of TSP.
    I'm looking at that also but I'm too green when it comes to ETF's and Mutual Funds. Maybe someone else has an idea.

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  9. #29

    Default Re: 10 Month Modified SMA Method (M-SMA)

    David,
    I'll gladly pay it if this in fact works out. lol.
    I'm optimistic about your system even though I'm not all that smart with this kind of stuff.
    quick question on the V3 spreadsheet...
    Do you use the first trading day after the 15th of the month (mid month row) for the spreadsheet and the last trading day of the month for the other?

    Thanks!
    Bryan

    Quote Originally Posted by david.alan.williams View Post
    <ExtremeWX-- Started following the 10 Mo SMA>

    Hey Bryan! Where's my $19.95??



    D

  10.  
  11. #30

    Join Date
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    Default Re: 10 Month Modified SMA Method (M-SMA)

    I try to use the 15th Close of Business COB in 30 and 31 day months, 14th COB for Feb. If the 15th isn't a trading day, I try to use what appears to be the most logical choice as close to the middle as possible.

    The end of the month is COB on the last trading day of the month.

  12.  
  13. Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by david.alan.williams View Post
    I think I know what you are saying. Column V is not in use so I assume you are talking about columns O and P.

    If so, you can just add the percentages the way you would normally think.

    This spreadsheet, like TSPTalk.com and TSP.gov calculates annualized returns.

    Annualized Return = (100*(1+P26)*(1+O27)-100)/100

    To prove that it works, go to E28 and plugin COB Fridays S Fund share price. (Which was 21.9685) The sheet will tell you that your YTD total is 3.41% which is exactly what is listed on the TSPTalk main page for the S Fund - 3.41%.

    Maybe someone else can explain it better but calculating annualized returns is different than just adding the percentages together.

    If I misunderstood what you were saying, please let me know.

    D
    EDIT: Had the wrong forumula in there. Never mind.
    Last edited by TSPNerd; 02-08-2011 at 12:35 PM.

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  15. #32

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    Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by TSPNerd View Post
    EDIT: Had the wrong forumula in there. Never mind.
    Oh OK, I just tried what you said and it worked perfectly. Good to go.

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  17. Default Re: 10 Month Modified SMA Method (M-SMA)

    I was noticing in the back tested data that 2003 may be skewed as the actual percentage gained using the system. I might be wrong but in Mid may it looks like there was a readjustment of the prices to 10.00.

    Im wondering if you should be including 2003 in the system average performance because of that.

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  19. #34

    Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by halibutk View Post
    I was noticing in the back tested data that 2003 may be skewed as the actual percentage gained using the system. I might be wrong but in Mid may it looks like there was a readjustment of the prices to 10.00.

    Im wondering if you should be including 2003 in the system average performance because of that.
    Welcome halibutk! There actually weren't any share prices before mid 2003. They started them at 10.00.

    I'm guessing that d.a.w. used $10 as a starting point and them used assumed prices before June '03 based on the fund's percentage gains and losses.
    Tom
    Market Commentary | My Blog | TSP Talk Plus | |

    I am not a Registered Investment Advisor. Do your own due diligence.

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  21. Default Re: 10 Month Modified SMA Method (M-SMA)

    From my calculations, checking stock prices 20x a year works much better than a weekly check. I tried doing an EOW check in the 10 month SMA spreadsheet and while I never lost any money from 2006 - 2010, the returns in 07 - 09 were lower than only checking 2x a month. 2007 was almost 15% lower, 2008 was 4.35% lower & 2009 was 3.71% lower.

    However, 2010 was 5.17% higher with the weekly check. Overall though, 2x a month seems to work the best for consistency.

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  23. #36

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    Default Re: 10 Month Modified SMA Method (M-SMA)

    Quote Originally Posted by halibutk View Post
    I was noticing in the back tested data that 2003 may be skewed as the actual percentage gained using the system. I might be wrong but in Mid may it looks like there was a readjustment of the prices to 10.00.

    Im wondering if you should be including 2003 in the system average performance because of that.
    I can't explain the May 2003 share prices all being at 10.0000. Very strange. Maybe there was some type of adjustment, but I don't have a clue. The TSP website does confirm the 2003 End of Year earnings listed on the sheet. Very good question.


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