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

Strange...it opens for me. Hmmm

Originally Posted by Happy Trails

Thanks, David. For some reason when I click on your link to the spreadsheet, it doesn't open. Thanks for keeping it up to date!

Worked for me too. Try a right-click and save target as to see if that works.

Originally Posted by RealMoneyIssues

Worked for me too. Try a right-click and save target as to see if that works.

What is this spreadsheet? Is it just a tracking mechanism?

Ok, it opened right up this morning. Jken, yes, it is a tracking spreadsheet of the 10 month simple moving averages of the TSP funds. Buy and sell signals are generated periodically when the price breaks above or below the 10 month averages of the stock funds. Right now, the system is in the F fund based on prices of the stock funds being below the 10 month simple moving averages.

Originally Posted by david.alan.williams

14 October Mid-Month checkpoint has the system 100% F Fund. We would need to see about another 6% gain in the C Fund and about another 10% gain in the S and I funds before the system will move us out of the F Fund.

I have a different number for the mid July entries than you have in your spread sheet. What day did you use?

Originally Posted by RealMoneyIssues

I have a different number for the mid July entries than you have in your spread sheet. What day did you use?

I used 15 July but thanks for pointing that out. I fat-fingered the G fund price. My entry was 13.6938 but should be 13.6958. The change doesnt really affect anything.

Thanks!

OK, as of COB Nov. 30 I have the system return at -4.58% and still staying in the F fund even with the big runup the last two days. Sound right?

That's correct. C to ~5%, S to ~3 1/2%, and I to ~0% would change us to the S Fund.

Hello everyone. Well it's been one heck of a rough ride this year and I can't wait until everything settles down a bit. Here is the spreadsheet as of COB 15 Dec 2011.

Have a great weekend!

Modified 10mo. Simple Moving Average with 2011 Worksheet and backtested data v3b as of 15DEC2011.xls

So it looks like this will be the first negative year for the system, unless we get a massive rally in the F fund before Dec. 31. Any input as to why this would be a worse year than 2008 when the market was down a lot? Could all the volatility this year come into play with how the system calculates where to be? Any insight would be appreciated.

David,

I noticed, looking at the "decision matrix" in the excel file, that the system won't go into stock funds unless the C, S, and I are ALL above their 10 month moving average. The I fund has a ways to go even after the last few days rally but the C fund is really close. Have you ever backtested to see if it would be more advantageous to go into or out of stocks if ANY of the three funds get above or below their respective 10 month moving average? Maybe it would catch an upturn or downturn quicker. The end of this month could very well signal a buy into stocks based on the C fund price but S and I would not meet the requirement and keep the system too long in F and miss some good gains. Thoughts? Sorry if you've answered this before.