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Thread: Alternate LMBF methods

  1. #145

    Default Re: Alternate LMBF methods

    Here are the monthly returns as of 7/30/2014.

    Date G FUND F FUND C FUND S FUND I FUND
    30-Jul-2014 0.19% (0.22%) 0.64% (2.37%)
    (1.11%)
    The best fund is C so the following IFTs take place before noon eastern tomorrow, 7/31/2014:

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


    Looks like the S Fund got spent in June so we transitioned from C to S and now back to C.
    Allocations as of COB Dec 28 : 100% S. | Retirement Date:Dec 2022
    Past Returns:
    2020 31.85%,2019 27.97%,2018 -3.36%,2017 13.10%, 2016 -1.79%, 5Yr Avg 12.61%

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  3. #146

    Join Date
    Sep 2007
    Location
    The Woodlands, TX
    Posts
    292

    Default Re: Alternate LMBF methods

    Rough month as I follow the LMBF-1 C>S... I remain in the S Fund... hoping for a bounce back month. Over the years I notice the the S usually follows the C fund, just higher volatility. This past month they went in opposite directions. Doubt this means anything in the long run, just an observation.

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  5. #147

    Default Re: Alternate LMBF methods

    Here are the monthly returns as of 8/28/2014.

    Date G FUND F FUND C FUND S FUND I FUND
    28-Aug-2014 0.18% 1.11% 3.65% 4.38% (0.24%)
    The best fund is S so the following IFTs take place before noon eastern tomorrow, 8/29/2014:

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


    Looks like the ">S" methods were a good choice again this month. Anybody else feel like we are playing ping pong between the C & S Funds.

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  7. #148

    Default Re: Alternate LMBF methods

    With the year 2/3 over here are the standings through August:

    G F C S I LMBF LMBF-1 C>S CI>S SIM G>F
    Jan 0.21% 1.58% (3.45%)
    (1.91%) (4.03%) (1.82%) (1.91%) (1.91%) (1.91%) (1.91%) (1.91%)
    Feb 0.18% 0.62% 4.58% 5.43% 5.58% (2.82%) 0.62% 0.62% 0.62% 0.62% 0.62%
    Mar 0.19% (0.15%) 0.85% (0.69%)
    (0.57%) 1.51% (0.69%)
    (0.69%) (0.69%) (0.69%) (0.69%)
    Apr 0.20% 0.90% 0.75% (2.47%)
    1.51% 0.44% 0.20% 0.20% 0.20% 0.20% 0.90%
    May 0.20% 1.21% 2.35% 1.52% 1.72% 1.35% 1.72% 1.72% 1.52% 1.21% 1.72%
    Jun 0.19% 0.14% 2.07% 4.45% 0.99% 2.19% 2.07% 4.45% 4.45% 0.14% 2.07%
    Jul 0.19%
    (0.19%) (1.37%) (4.38%) (1.95%) (4.58%) (4.38%) (4.38%) (4.38%) (0.19%) (4.38%)
    Aug 0.20% 1.12% 4.01% 4.98% (0.14%)
    (0.04%) 4.01% 4.98% 4.98% 1.12% 4.01%
    YTD 1.57% 5.34% 9.94% 6.62% 2.86% (3.90%) 1.41% 4.75% 4.54% 0.46% 2.12%
    August was good to us -- very good. I'll take it!

    Those are some interesting results. You will notice, once again, that the C and S Funds are beating all our methods. We are still in a bull market, and buy-N-hold reigns supreme. This could end when we get that long awaited correction, but that hasn't happened yet.

    As for our Methods, C>S & CI>S are in the lead easily out-pacing LMBF-1. That frankly surprises me given that the S Fund has been lagging the C Fund all year. It looks like these ">S" methods really do have an advantage. They are beating LMBF-1 even when S lags C.

    Speaking of an advantage, what happened to LMBF? It is really lagging LMBF-1. Does one day make that much difference? I'm afraid it really does here. The lion's chunk of LMBF's loss came from still being in the S Fund on the first trading day in February when it earned a 3.05% loss. Ouch! That could happen to anyone, though. It did me, but the LMBF-1 family was already in the F Fund and avoided that loss.

    LMBF was able to make up a large part of that loss by being in different funds from LMBF-1 in March & April. That didn't work in August, though, as LMBF was stuck in the G Fund while the LMBF-1 family was in equities when the C & S Funds recovered from their July losses. They should both be in the S Fund for September.

    That makes 3 times so far this year that LMBF & LMBF-1 were in different funds. That's not all that uncommon. It's happened 4 times in the last 10 years. Only 3 of those years saw them in the sames funds all year. So you see, one day does make a difference.
    Allocations as of COB Dec 28 : 100% S. | Retirement Date:Dec 2022
    Past Returns:
    2020 31.85%,2019 27.97%,2018 -3.36%,2017 13.10%, 2016 -1.79%, 5Yr Avg 12.61%

  8.  
  9. #149

    Join Date
    Sep 2007
    Location
    The Woodlands, TX
    Posts
    292

    Default

    Makes me dizzy knowing one day does make a difference because it really shouldn't. Somethng odd in the chaos theory realm. In any case, happy with the up month wiping out July's dump. Makes me really happy to see my account continually rising despite withdrawing 2k every month.

  10.  
  11. #150

    Join Date
    Sep 2007
    Location
    The Woodlands, TX
    Posts
    292

    Default

    Numbers are ugly for equities this past month... looks like were all bailing out for Oct.

  12.  
  13. #151

    Default Re: Alternate LMBF methods

    Yep! Unless the C Fund can do better than +1% tomorrow, LMBF-1 will be heading into the G Fund on Tuesday. Is anyone still following these methods? September is really trying our patience with them. Of course it did last year too if I remember correctly. I will have to go back in this thread and check up on that.
    Allocations as of COB Dec 28 : 100% S. | Retirement Date:Dec 2022
    Past Returns:
    2020 31.85%,2019 27.97%,2018 -3.36%,2017 13.10%, 2016 -1.79%, 5Yr Avg 12.61%

  14.  
  15. #152

    Default Re: Alternate LMBF methods

    Interesting, check out post 83 of this thread. That is were I posted the 2013 results through September. I was bummed out by the results back then as well, but they did come back by the end of the year. Looking at that analysis it seams September is often a disappointing time of the year for these methods. So what does that mean? Skip this method for September? It's nothing that easy. Last year it was 4 months of whipsaws that got us there. This year it's a bad September. So you either follow the method or you don't. That's what it always comes down to or you are only following emotions.
    Allocations as of COB Dec 28 : 100% S. | Retirement Date:Dec 2022
    Past Returns:
    2020 31.85%,2019 27.97%,2018 -3.36%,2017 13.10%, 2016 -1.79%, 5Yr Avg 12.61%

  16.  
  17. #153

    Join Date
    Mar 2011
    Location
    Utah, Wasatch Front
    Posts
    918

    Default Re: Alternate LMBF methods

    LMBF is basically a method of following a MA...whichever 30 day MA is on top gets the nod. However, the predefined trading day (1st, or 2nd, day of each month) adds a slightly confounding element. You'd expect better results during a clear trend, but I guess this is just another way we can verify volatility has been on rise.

    It would be interesting, though time consuming, to look at 30 day MA crossovers among the TSP funds. Place your bets on whichever fund's 30 day MA has just "taken the lead".
    2011: 12.73%; 2012: 16.44 %, 2013: 17.46%, 2014: 5.35 ; Past 12 months 6.81% as of 01/31/2015



  18.  
  19. #154

    Default Re: Alternate LMBF methods

    Quote Originally Posted by Cactus View Post
    Interesting, check out post 83 of this thread. That is were I posted the 2013 results through September. I was bummed out by the results back then as well, but they did come back by the end of the year. Looking at that analysis it seams September is often a disappointing time of the year for these methods. So what does that mean? Skip this method for September? It's nothing that easy. Last year it was 4 months of whipsaws that got us there. This year it's a bad September. So you either follow the method or you don't. That's what it always comes down to or you are only following emotions.
    Well, now would it be twisting these methods into a pretzel if say you take LMBF-1 C>S, but you make sure you're in the stock fund for October even if September was a dog? Sort of like hoping for a whipsaw, but only for October since October tends to be a relatively strong month? Could you - would you be willing to have a go at this if you think it's possible?

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  21. #155

    Default Re: Alternate LMBF methods

    Well looking at LMBF-1 C>S, the only years October was not in equities are 2008 & 2011. I guess you want to hard code those to the S Fund. 2011 would give you a nice return of 14% instead of the 0.11% you actually got from the F Fund. 2008 on the other hand gives you a loss of 21% instead of the 0.31% gain from the G Fund. I don't think you want to go there.

    Sounds to me like you are expecting a rebound in October this time. I'm expecting that as well and plan to go into October invested. But you must realize that doing this is abandoning the method for the period of time that you do this. Before anyone considers following me, check out my returns. I'm still at the bottom of the AT so you may be better off doing the opposite of what I do.
    Allocations as of COB Dec 28 : 100% S. | Retirement Date:Dec 2022
    Past Returns:
    2020 31.85%,2019 27.97%,2018 -3.36%,2017 13.10%, 2016 -1.79%, 5Yr Avg 12.61%

  22.  
  23. #156

    Default Re: Alternate LMBF methods

    Quote Originally Posted by Cactus View Post
    Well looking at LMBF-1 C>S, the only years October was not in equities are 2008 & 2011. I guess you want to hard code those to the S Fund. 2011 would give you a nice return of 14% instead of the 0.11% you actually got from the F Fund. 2008 on the other hand gives you a loss of 21% instead of the 0.31% gain from the G Fund. I don't think you want to go there.

    Sounds to me like you are expecting a rebound in October this time. I'm expecting that as well and plan to go into October invested. But you must realize that doing this is abandoning the method for the period of time that you do this. Before anyone considers following me, check out my returns. I'm still at the bottom of the AT so you may be better off doing the opposite of what I do.
    Yes, you're correct - just lookin' for a justification to stay in while not abandoning the system even though I'd be abandoning the system....

    I swore I'd follow the system, but I do want to be invested to start October, and I have a hard time swallowing September's loss.

    Thanks for pointing out the years and what would have happened, much appreciated.

    Onward into the October storm......

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