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)
JanuaryJan: on on G on
FebruaryFeb: on on G on
MarchMar: on on G on
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 113918 strategies in the database.
Only the top 100 according to your sort criteria are displayed.

Strat. ID#2004 - 2020 stats (%)2004 - 2020 stats (%)# of
IFTs
Time in Fund (%)Time in (%)
MeanStdDevTotalGFCSICSI
 Filters->
10128235.5031.1012,199.272713237342263
10162335.4531.1912,105.072713237342263
10128035.4531.9911,942.072714237342263
11931435.4330.4712,239.422713237342363
11007735.410.0035.41308848092
11168135.4031.2911,990.402713234372263
11848035.3830.0812,211.302714237342263
11749635.3631.3811,897.812713234372263
11848135.3430.1612,117.012714237342263
11848235.3330.9211,953.822714237332263
11848535.3029.2512,280.902713247342263
11681935.3030.8611,924.772713237342264
10432735.3030.9111,953.30277307342263
11857735.2931.9111,942.142717247302259
9223035.2830.6911,854.482713237342264
11848335.2830.2812,002.172714234372263
11168535.2727.5412,814.962717237302260
10165235.2729.7312,119.262713239332264
11848635.2629.3312,186.062713247342263
11848735.2530.0812,022.002714247342263
11848435.2430.3711,909.482714234372263
11847635.2327.6212,716.052717237302260
10182335.2231.5811,632.992713237342363
11847735.2228.4312,544.892717237302259
12119335.2116.3214,913.392617256322057
9427935.2130.0711,893.512713237342364
11848835.2029.4512,070.612713244372163
10128135.1930.4911,779.872713237342264
12119935.1716.0314,891.312617255322057
12234735.1631.2111,664.742713235342463
11847835.1627.6112,595.622717234342260
11848935.1629.5411,977.402713244372163
11934035.1431.1111,618.002616214372263
11783335.1330.8311,702.502610277342263
12142635.1316.0314,811.742617256322057
12200635.1316.5414,689.152617256322058
11847935.1227.6912,498.392717234342260
9280135.1130.1111,733.582718197342264
10076435.1126.7812,663.142717237302259
10654335.1127.7012,465.022717237302360
8786235.1130.5011,630.182713237342263
11382735.1020.0413,896.092613267322161
11280935.1032.1611,353.572713247342263
8783135.0930.8411,620.552713237342263
11761235.0930.7711,674.352713237352264
9243435.0830.4911,615.40277307342264
11772635.0717.5214,485.602617257292258
11772435.0717.0414,556.842614297292157
9349935.0729.8211,707.9027132311341964
12120035.0615.6514,741.522617254332057
11815835.0616.9414,554.632617267292157
10568735.0529.3411,904.152614237332262
11383735.0519.6913,827.992614254362161
11769135.0416.5414,584.592614297292158
8782735.0430.9211,530.792713237342263
8783235.0431.7211,375.442714237332263
11471935.0316.4414,582.392617267292158
8967235.0230.6211,478.052714227342263
12004235.0116.8214,502.022614287292258
11583635.0020.7313,516.852613267322261
10827235.0016.6914,499.842617257292258
9513234.9930.0211,602.372713238332364
11385934.9916.1914,571.142614297282157
11383234.9920.4413,658.372613264362161
11815734.9916.1414,568.902617267282157
11383634.9916.1214,525.222617254322157
8941934.9830.7811,312.332713237332363
11109934.9615.6514,596.702617267292157
11815434.9615.7014,598.942614297292157
11772834.9617.3614,307.892614294322157
10863934.9617.3514,316.302614287292258
11386034.9516.8014,384.542615297282157
11012234.9524.9312,753.542717247302259
11974734.9517.2514,305.722617264322157
11772534.9516.0914,508.722620237292158
9489634.9430.4511,376.372713237342364
9514134.9427.9411,933.872713247342263
11384034.9420.3213,450.652614254352161
11783434.9430.6611,466.48264337342263
11383434.9319.1613,731.492615254352160
11772734.9116.6614,332.992617264322158
11382634.9116.1814,409.782617267292157
8810734.9130.2511,368.362713237342264
12054734.9115.6314,498.792617267282257
12176634.9130.5611,438.322613238342263
9015234.9130.3111,395.58277307342263
10073534.9026.4312,305.332717237302260
9009534.9027.0712,217.372717237302260
11336034.9016.5114,347.502617257292258
11334434.8916.6614,303.122610327292258
10165134.8930.8311,328.882713237342364
11682934.8915.2814,522.982620237292157
8967334.8930.9011,164.362714227332363
11103534.8916.7714,264.072617257282358
11383534.8815.5414,423.842618254312156
8787434.8830.4411,303.932713237342263
11828134.8816.9214,251.822617254322158
12127034.8816.7214,290.2526172213301861
11383334.8819.9613,563.012614264352160
11385634.8816.5414,321.942614294322157

Results
#104327
Start Year:
End Year:
All values are percentages.
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Strategy 104327
YearJanFebMarAprMayJunJulAugSepOctNovDec104327
20040.453.480.77-1.475.572.03-3.021.905.432.574.773.4928.81
2005-0.523.64-3.53-1.122.112.725.362.670.562.982.15-0.3917.60
20066.42-0.233.683.492.323.672.002.421.550.711.551.2632.74
20072.341.674.193.632.821.66-3.841.674.23-0.19-1.263.2821.80
20087.532.274.335.352.84-5.070.821.980.219.6817.7516.2782.56
20095.33-1.9921.5816.828.127.7416.972.267.02-2.675.316.87139.54
2010-3.153.602.522.001.27-2.583.155.189.502.093.016.1737.30
2011-1.915.050.446.861.921.53-0.496.88-5.943.664.542.0626.62
20126.746.622.20-1.871.830.333.170.295.28-1.150.572.4729.40
20132.671.59-0.045.19-3.87-1.274.00-1.668.213.543.785.0130.00
2014-3.253.131.493.853.891.22-0.600.56-1.148.081.781.3821.86
20151.496.172.424.18-1.40-2.287.124.810.343.822.28-4.7026.29
20162.51-0.652.18-0.734.015.067.67-1.381.380.40-0.614.0926.22
20171.342.581.993.172.702.223.773.552.141.402.831.8533.84
20180.81-0.54-0.491.92-0.530.661.842.251.18-1.909.37-11.671.67
20192.774.112.631.47-2.996.26-1.173.894.574.244.483.9139.55
2020-1.751.56-5.447.270.995.790.742.18-5.73-0.594.32
Mean:1.762.472.413.531.861.752.792.322.282.163.892.5835.30
Std Dev:3.242.335.404.282.853.284.722.124.163.194.345.5930.91
# of IFTs: 27CAGR:CAGR:32.56
Time in (%):GFCSITotal Compound Return:Total Compound Return:11,953.36
73073422Time In Stocks (C,S,I):Time In Stocks (C,S,I):63.31

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Share prices last updated: 2020-10-23

 

Seasonal Calculator v4.5

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