Proprietary algorithmic scripts, each with unique settings and parameters developed through years of research and refinement, determine when market conditions are favorable for each TSP fund.
A defined set of criteria establishes percentage allocations among the G, F, C, S, and I Funds, removing emotion and guesswork from every allocation decision. Our objective is to provide superior risk-adjusted returns while seeking to outperform a traditional buy-and-hold approach over the long term.
The weekly commentary incorporates a wide range of analytical tools and techniques, integrated with our proprietary indicators to provide a comprehensive view of market conditions. Our methodology is designed to identify favorable risk-to-reward opportunities among the various TSP funds over short- and intermediate-term time horizons.
We use the following ticker symbols for tracking purposes:
| Fund | G | F | C | S | I |
|---|---|---|---|---|---|
| Ticker Symbol | — | AGG / BND | $SPX | VXF / $DWCPF | EFA |
Subscribers have access to the latest updates for the F, C, S, and I Funds on our subscriber-only page. Charts are fully annotated with technical commentary, allowing subscribers to understand our analysis without requiring an extensive background in technical analysis. Our rationale for each allocation decision is clearly explained in the report.
We are sometimes wrong, and any allocation service that will not say that sentence should worry you. A wrong call for us means the market moved against a position before the methodology signaled a change. It has happened in 6 of our 21 years, it will happen again, and our record is what it is with every one of those years included.
What matters is what a wrong call can and cannot cost you here. It cannot compound into catastrophe, for structural reasons. We use no leverage and no instruments beyond the five TSP funds, so a bad month is a bad month, never a margin call. The G Fund is always reachable, in any month, no matter how many IFTs are spent, so there is always an exit toward safety. And the two-IFT limit forbids the classic timing failure, which is overtrading a losing streak; the rules force patience whether we feel patient or not. Our worst year in 21 was -13.28%. Painful, survivable, and printed on our returns page next to all the others.
What we owe you in a wrong year is candor. The weekly newsletter says what we expected, what happened instead, and what the methodology says to do next, in that order. What we will never do is quietly rewrite history, and that is why the record sits with TimerTrac, where we cannot edit it.