TSP

This page contains information on my 401k strategy.  I work as a federal employee so much of my retirement savings is invested in the Thrift Savings Plan (TSP).  Options are limited so I try to make the best of them using a timing system.

Core

A decent portion of my IRA and taxable account funds will be invested in the Core strategy.  It’s a passive and conservative strategy meant to preserve capital and provide moderate growth.

Alpha 2

This is a proprietary model for trading the volatility ETN’s XIV and VXX.  The model holds promise to deliver long term returns similar to the original Alpha strategy but with much smaller average drawdown.  Risk is still crazy high and I plan to keep trade sizes from getting too big relative to my overall portfolio.

 

Retired Strategies

Alpha

This strategy utilizes a timing system for trading the volatility ETN’s XIV and VXX. The model is based on the VIX futures term structure and realized volatility of the VIX.  Potential performance is crazy high (as are the risks of losing a lot in a short amount of time). I replaced this with Alpha 2.

 

Stock Bond Timing Model

This strategy is a combination of three stock bond timing strategies wrapped into one.  It dynamically allocates a percentage of a portfolio to stocks and government bonds.  Returns over the test period were steady and smooth.  I never actually traded this one but felt it may be useful for reference.

 

Leveraged Timing

This is a leveraged version of the TSP strategy.  It’s aggressive, risky, and would have provided great theoretical returns over the past 50 years.  I replaced this model with the Core and Alpha strategies.