I looked up historical 3 month T-Bill yields, one could use 6
month T-Bill or 1-month etc, it's a guide - my assumption here is
that during the 6 months you are in cash you would place that
cash in T-bills earning some interest
the result is that $10K from 1950 turned into 9 million!
It turned into 2.8M without the Tbills compounded interest
over the years
of course buy and hold in the other or bad 6 month lost money
over 75 years 10K turned into $7K
again I'm ignoring things like dividends and stuff like
that'
I'll make this spreadsheet open to the public and provide a
link
no real point, it's gonna be virtually the same thing
on TS SPX only goes back to 1961 so I just the Dow, again it's
all going to move together basically with very slight differences
on entries and exits. One can simply use the Dow version as a proxy
for the SPX
if you look how much data is there on that spreadsheet, that's
hours and hours of tedious work getting that data, something I
don't see worth spending the time on doing
sell in May and Go Away spreadsheet showing the effect of compounded interest gaine din those other 6 months
Posted by matt on 7th of May 2024 at 11:18 am
I looked up historical 3 month T-Bill yields, one could use 6 month T-Bill or 1-month etc, it's a guide - my assumption here is that during the 6 months you are in cash you would place that cash in T-bills earning some interest
the result is that $10K from 1950 turned into 9 million! It turned into 2.8M without the Tbills compounded interest over the years
of course buy and hold in the other or bad 6 month lost money over 75 years 10K turned into $7K
again I'm ignoring things like dividends and stuff like that'
I'll make this spreadsheet open to the public and provide a link
here's a link to the
Posted by matt on 7th of May 2024 at 11:22 am
here's a link to the Sell in May and Go Away Spreadsheet
https://docs.google.com/spreadsheets/d/1B6Leh1JHceZncXgtBquQNqx4BPDAuwjKTdrxVcFksn4/edit?usp=sharing
took me a while to compile and format all that data
docs.google.com
Sell in May and Go Away strategy with MACD filter and Tbills - Google Sheets
In the other 6 months,
Posted by steveo on 7th of May 2024 at 06:46 pm
In the other 6 months, it looks like they are doing a bit better lately
Yes I noticed that as
Posted by matt on 7th of May 2024 at 07:43 pm
Yes I noticed that as well
Do we have a similar
Posted by vsunil on 7th of May 2024 at 12:28 pm
Do we have a similar one for SPX?
no real point, it's gonna
Posted by matt on 7th of May 2024 at 03:27 pm
no real point, it's gonna be virtually the same thing
on TS SPX only goes back to 1961 so I just the Dow, again it's all going to move together basically with very slight differences on entries and exits. One can simply use the Dow version as a proxy for the SPX
if you look how much data is there on that spreadsheet, that's hours and hours of tedious work getting that data, something I don't see worth spending the time on doing
We appreciate you doing it.
Posted by steveo on 8th of May 2024 at 03:39 am
We appreciate you doing it.