Seasonal Calculator
Trading Days do not include weekends and holidays.
1MLK = 1 day before MLK. MLK1 = 1 day after MLK.
1EOM = 1 day before End of Month. 3EOM = 3 days before EM.
Month
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2nd IFT
3rd IFT
(G Only)
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FebruaryFeb: on on G on
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AprilApr: on on G on
MayMay: on on G on
JuneJun: on on G on
JulyJul: on on G on
AugustAug: on on G on
SeptemberSep: on on G on
OctoberOct: on on G on
NovemberNov: on on G on
DecemberDec: on on G on
Display benchmarks:
G Fund F Fund C Fund S Fund I Fund
mjedlin66 Jahbulon's basic TSPCenter tmj100
2020 Beer Bet ("There can only be one!"):
Matt Jerin Travis Larry Deena
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Seasonal Strategies
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There are 105178 strategies in the database.

Strat. ID#2004 - 2020 stats (%)2004 - 2020 stats (%)# of
IFTs
Time in Fund (%)Time in (%)
MeanStdDevTotalGFCSICSI
 Filters->
10128235.3831.2311,958.252713237342263
10128035.3332.1111,706.092714237342263
10162335.3331.3111,865.902713237342263
11168135.3231.3711,835.452713234372263
9223035.1630.8211,620.212713237342264
10432735.1631.0611,670.69277307342263
10165235.1529.8511,879.802713239332264
11168535.1527.6812,561.882717237302260
10182335.1031.7111,403.062713237342363
9427935.0930.2011,658.482713237342364
10076435.0826.8012,614.492717237302259
10128135.0830.6311,547.062713237342264
9280135.0030.2511,501.682718197342264
10654334.9927.8412,218.792717237302360
8786234.9930.6311,400.302713237342263
11280934.9832.2811,129.112713247342263
10827234.9716.6914,444.192617257292258
8783134.9730.9711,390.862713237342263
9349934.9529.9511,476.5027132311341964
9489634.9430.4611,361.412713237342364
9243434.9430.6511,340.71277307342264
11109934.9315.6514,540.682617267292157
10863934.9317.3614,261.342614287292258
10568734.9329.4611,668.902614237332262
8782734.9231.0511,302.862713237342263
8783234.9231.8411,150.562714237332263
8967234.9130.7611,251.162714227342263
10073534.8826.4612,258.032717237302260
9513234.8830.1511,373.042713238332364
11336034.8716.5114,292.422617257292258
8941934.8730.9211,088.682713237332363
11103534.8616.7814,209.322617257282358
11011634.8324.0112,717.042717247302259
11334434.8316.6714,187.052610327292258
11012234.8325.0812,501.652717247302259
11309334.8316.6914,171.272617267292258
9514134.8228.0811,698.042713247342263
11335234.8216.1314,265.8326172511291858
11103434.8216.8914,108.672617257282258
11012834.8123.7612,715.102720217302259
11103634.8116.6014,163.672617257292158
8810734.8030.3911,143.622713237342264
10231534.8026.3112,180.912717237302260
9009534.7927.2311,975.982717237302260
11356234.7915.6414,281.852610327292157
10165134.7830.9611,104.922713237342364
11196234.7815.2414,329.102622217292157
8967334.7831.0310,943.612714227332363
8787434.7730.5811,080.442713237342263
10796034.7720.8613,290.972617237292460
9015234.7730.4811,126.04277307342263
10143534.7724.3212,554.042717247292259
11155234.7716.4414,123.022617257292258
8133334.7630.5811,068.712713237342263
11103334.7616.9613,979.822617257292258
10646334.7530.9410,974.462713237362163
9043934.7526.9211,974.132719217302260
10142034.7423.9512,578.012717247302259
11011934.7424.4412,494.672717247292259
8124434.7424.4412,568.5928222112261957
8783334.7429.6111,316.092713239322263
8122934.7330.3211,067.042716217342263
9045634.7226.3512,026.152717237302259
10143734.7224.3112,469.742717247292359
11377934.7216.4314,038.022610327292258
8789034.7130.5810,994.292713237342363
10796134.7121.2113,120.672617237292460
6494134.7124.2012,559.6228241912261957
8787234.7030.4711,010.122713237342263
8785334.6929.8511,115.122713237342263
10918434.6916.9113,896.352617257302058
11011734.6924.9512,259.182716247302260
11012334.6925.8712,115.322717247302260
9320834.6926.0812,024.322720217302259
8123534.6930.0611,059.122718197342263
10142134.6828.4811,433.30277307332263
8787534.6830.4710,979.782714237342263
8784034.6829.9411,105.172713237342363
9968834.6826.4611,958.352710307302259
11310234.6816.2713,980.842617247302159
8782934.6830.4010,999.042713237342264
8967434.6730.2610,991.282714227342264
8782134.6730.7010,923.892714227342263
8123034.6729.6211,113.442716217342263
8622234.6723.7612,583.5928231912271958
8785934.6630.2910,960.682713247342263
9514434.6628.3711,382.832715227342263
7743534.6524.2912,430.662824199301957
8787634.6530.4710,941.312714237342263
11061734.6316.1813,916.6426172510272258
10143434.6325.2412,101.992717247302260
8785234.6331.3710,726.322713237342264
8784534.6330.3010,952.222713237342364
8278834.6130.6110,764.442716217332363
10143834.6124.5812,211.152717247292359
8673134.6030.0110,955.772718197342263
10918334.5916.2213,839.212617257302158
10162034.5930.4010,850.342713237352264
9268534.5929.5611,005.7727132311341964
8787334.5930.3810,882.622713247342263

Share prices last updated: 2020-05-28

 

Seasonal Calculator v4.5

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Recommended reading: "Seasonal Musings" at TSPCenter.com