Leaders Workshop

Soft Skills Development & Training

Blog Archive

Powered by Blogger.

Re: [TSPStrategy] S Fund graphs

If you look at the graph, there are 4 lines
1) jagged line that is daily raw data
2) smoother line that usually is in the middle, a 20 day simple moving average of the daily data

3&4) 2 Std Dev bands that surround and expand and contract the daily and moving average
these are computed as 2 Standard deviation bands and were "discovered" by John Bollinger 20-30 years ago, based on the last 20 trading days usually (1 month)

when there is little movement of the daily data up or down, the bands (Standard deviations) tend to contract
In more "volatile" times the bands expand

an interesting note was made, that the daily price likes to "Hug" the Bollinger 2SD band, either to top one (Yay!) or the bottom one (Boo!) but almost all the time (2 Standard deviations) stays inside the envelop of the bands

These give me a cloudy glimpse into whats going on
cheers

On Thursday, February 18, 2021, 11:12:52 PM EST, Scott <rossman26@gmail.com> wrote:


I personally find the analysis and "narration" to be interesting and they are quite knowledgeable.

Despite your contention, It's not always the same and while I don't always fully understand all of what is put out, they're sharing valuable information.

In the same way I watch for their emails and open them, would suggest you could easily watch for them and ignore / delete them.  In fact, you could even go so far as to write a rule to have your email system of choice auto delete them thereby ensuring your are never bothered by this terrible narration again.

Why must you be nasty and try to squash someone who is contributing to the broader discussion? Simply because you don't care for it?  You do understand there is a group of people here, many of whom probably do not share you POV on a large number of topics correct?

On Fri, Feb 19, 2021 at 5:20 AM Ian Heskitt via groups.io <iheskitt=yahoo.com@groups.io> wrote:
Why do you perpetually send out the same email containing the same imagery and the same narration?  Am I missing something compelling or are you just commentating your outlook of the current, obvious trend? 


On Thu, Feb 18, 2021 at 9:01 PM, winfield100 via groups.io
<winfield100=yahoo.com@groups.io> wrote:
last 13.5 months S fund

Inline image


Last 2 months (8 trading weeks)
(I graph this data daily, you can get it from TSP website
(go to TSP.gov. click fund performance, select share price history, it goes all the way back to June 2nd, 2003)
The 2Standard Deviation bands are based on 20 day moving average and can expand and contract. 
the raw price is the jagged line.
One thing folks who study this have noted is the raw price likes to "hug" either the top or bottom SD line, which seems to become a self fulfilling prophecy as others notice it also
Note from mid Feb 2020 when we had that "black swan" that recovered near mid-late march early April
The data points to me, are a distillation to a single number of the consensus of what a lot of people think, so take it with caution.

Inline image
tomorrow, friday, will be interesting


Anda baru saja membaca artikel yang berkategori dengan judul Re: [TSPStrategy] S Fund graphs. Anda bisa bookmark halaman ini dengan URL https://1stleadershipworkshop.blogspot.com/2021/02/re-tspstrategy-s-fund-graphs_74.html. Terima kasih!
Ditulis oleh: Andriansyah -

Belum ada komentar untuk "Re: [TSPStrategy] S Fund graphs"

Post a Comment