Seasonal Trading Strategy for Stock Funds and US Federal Employee TSP 401k Retirement Accounts

"Sell in May and Stay Away" Words to live and3.616667% annual increase based on only two
invest by? I don't know who coined the phrasetrades per year.
but I did a bit of research and yes this strategyFrom 2001 through 2005 the C Fund (based on
would have worked out for you is you hadthe S&P 500) annual average was only 2.22%. Its
implemented it over the life of the TSPaverage gain October through May was 9.24%
retirement account. Of course we know pastwhile it's June through September average was an
performance does not guarantee future resultsappalling 7.02% loss. Utilizing the same strategy as
but there is something here that makes thisabove, our average rate of return would have
investor think that just maybe there is somethingjumped from an anemic 2.22% to a healthy
more to the story this time.11.38%. That is an amazing increase of over 9%
There are five funds available in the Thriftbased on just two trades per year.
Savings Plan.Since its inception in 2001 the S Fund (based on
The C Fund is based on the S&P 500the Wilshire 4500 index) has averaged 9.314%
The F Fund is designed to match the bonds in theand the I Fund (based on the EAFE index)
Lehman Brothers U.S. Aggregate (LBA) index.averaged 6.56%. They show the same pattern of
The G Fund invests in short-term U.S. treasuriesgains October through May, with gains of 14.05%
The S Fund follows the Wilshire 4500 indexfor the S Fund and 10.368% for the I Fund
The I Fund follows the EAFE indexannually during those eight months. They also
From its inception in 1988 through the end ofcontinue the S Fund pattern of losses Jun through
2005 the C Fund (based on the S&P 500) hasSeptember, a 4.736% loss for the S Fund and
averaged 12.61556% per year. In the months3.808% loss for the I Fund. Using the same
October through May it averaged12.87611%. Fromstrategy of eight months in the S and I funds and
June through September it averaged -0.26056%.four months in the F Funds, you would have
For the same 18 year period, the F Fundrealized additional gains of 6.336% for the S Fund
averaged 3.356111% for the four months Juneand 5.378% for the I fund brining your rate of
through September. Had you sold all of yourreturn to 15.65% for an S+F strategy and
stock C Fund on May 31 and moved all your11.938% for an I+F strategy.
money into the F Fund and then moved all ofWhat do you think about this? Join the TSPcenter
your money from the F Fund back to the C Fundforum and let me know. My gut tells me we are
on September 30th, you would have realized ain for a bad summer. Of course that could be a
3.616667% per year increase in your rate ofresult of the pepperoni pizza I just ate.
return over 18 years. Let me repeat this, a