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
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 109802 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->
10128235.7930.8312,793.722713237342263
10128035.7531.7312,524.082714237342263
10162335.7530.9112,694.962713237342263
11168135.7430.9712,662.412713234372263
11749635.6931.0612,564.662713234372263
11681935.6030.5812,505.942713237342264
10432735.6030.6312,535.85277307342263
10165235.5729.4612,709.822713239332264
11168535.5727.2313,439.162717237302260
9223035.5630.3812,432.252713237342264
10182335.5131.3012,200.062713237342363
9427935.5029.7612,473.172713237342364
10128135.4830.1812,354.032713237342264
11382735.4820.0614,572.532613267322161
11772635.4517.5615,190.542617257292258
11815835.4517.0215,262.892617267292157
11772435.4517.1215,265.222614297292157
11783335.4330.5412,285.842610277342263
11383235.4220.4614,423.092613264362161
11471935.4216.5215,292.002617267292158
11769135.4216.6215,294.302614297292158
10654335.4127.3913,072.302717237302360
10076435.4026.4413,279.992717237302259
9280135.4029.8012,305.522718197342264
11772835.4017.4415,108.722614294322157
11280935.4031.9011,907.132713247342263
8786235.3930.1812,197.112713237342263
8783135.3830.5612,187.012713237342263
9243435.3730.1812,181.62277307342264
11815735.3716.1715,277.862617267282157
10827235.3716.6915,205.472617257292258
11583635.3720.7514,174.962613267322261
11385935.3716.2315,280.202614297282157
9349935.3629.5112,278.5827132311341964
10568735.3629.0912,484.322614237332262
11772735.3516.7515,135.212617264322158
10863935.3417.3515,013.052614287292258
11772535.3416.2215,214.792620237292158
11815435.3415.7315,309.352614297292157
8783235.3431.4611,930.062714237332263
11109935.3415.6815,307.002617267292157
8782735.3330.6412,092.912713237342263
9489635.3330.0212,155.522713237342364
11761235.3230.5712,099.142713237352264
11386035.3216.8315,084.592615297282157
11383335.3119.9914,322.422614264352160
11828135.3116.9115,049.532617254322158
11385635.3116.5615,123.532614294322157
8967235.3030.3012,037.632714227342263
11382635.2916.2115,111.042617267292157
9513235.2829.7212,167.952713238332364
11385535.2817.2714,929.932615294322157
11336035.2816.5515,045.772617257292258
11682935.2715.3615,229.722620237292157
11334435.2716.6714,999.242610327292258
11383135.2715.9215,150.082617264322157
8941935.2630.4811,863.902713237332363
11103535.2616.7714,958.302617257282358
11772935.2516.4414,984.202610327292158
11769335.2516.0615,059.482617267292157
11356235.2415.6915,099.422610327292157
11783435.2430.3812,038.16264337342263
11383735.2419.7114,160.842614254362161
11012235.2424.5813,374.762717247302259
9514135.2327.6212,515.472713247342263
11309335.2316.6614,918.272617267292258
11335235.2316.1415,017.7726172511291858
11103435.2216.8914,852.392617257282258
11103635.2216.6014,910.272617257292158
9015235.2030.0011,951.17277307342263
11769235.2016.1914,951.362614297292157
11468935.1916.0314,968.472610327302158
11382435.1916.1914,919.342617267282157
11196235.1915.2715,084.362622217292157
10165135.1930.5511,881.252713237342364
8810735.1929.9311,922.632713237342264
11383635.1816.1614,874.732617254322157
11155235.1816.4414,867.492617257292258
10073535.1826.0712,904.882717237302260
11469035.1815.9414,963.072616267302158
11405235.1815.7215,025.372617249321959
9009535.1826.7212,812.682717237302260
11815635.1815.2615,074.262617267292157
11383035.1715.3715,044.392618264312157
8967335.1730.5811,708.782714227332363
8787435.1630.1311,855.092713237342263
11377935.1616.4814,841.752610327292258
8783335.1629.2112,107.062713239322263
11103335.1616.9614,716.802617257292258
8133335.1530.1311,842.552713237342263
9043935.1526.4112,810.702719217302260
11405635.1416.4014,833.002617249321959
8124435.1424.0113,380.7428222112261957
11011635.1423.6113,387.912717247302259
10646335.1430.4911,741.762713237362163
11418435.1415.4314,966.802617267292257
11385335.1315.7314,934.392615279321858
11384035.1320.3513,774.482614254352161
11310235.1216.5614,717.862617247302159
11469235.1215.6814,864.082616267302159

Results
#105687
Start Year:
End Year:
All values are percentages.
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Strategy 105687
YearJanFebMarAprMayJunJulAugSepOctNovDec105687
20040.452.440.77-1.475.571.70-3.021.905.432.574.773.4927.12
2005-0.522.28-3.53-1.122.112.725.362.670.562.982.15-0.3916.05
20066.42-0.523.683.492.325.222.002.421.550.711.551.2634.34
20072.342.324.193.632.822.54-3.841.674.23-0.19-1.263.2823.64
20087.53-0.044.335.352.84-3.730.821.980.219.6817.7516.2780.95
20095.33-4.6921.5816.828.127.6516.972.267.02-2.675.316.87132.73
2010-3.154.182.522.001.27-3.463.155.189.502.093.016.1736.82
2011-1.916.290.446.861.921.12-0.496.88-5.943.664.542.0627.61
20126.745.532.20-1.871.830.383.170.295.28-1.150.572.4728.13
20132.673.09-0.045.19-3.870.784.00-1.668.213.543.785.0134.64
2014-3.252.691.493.853.890.93-0.600.56-1.148.081.781.3821.01
20151.495.922.424.18-1.40-1.737.124.810.343.822.28-4.7026.68
20162.51-1.492.18-0.734.013.987.67-1.381.380.40-0.614.0923.86
20171.343.051.993.172.701.983.773.552.141.402.831.8534.15
20180.81-2.32-0.491.92-0.530.631.842.251.18-1.909.37-11.67-0.18
20192.774.662.631.47-2.995.54-1.173.894.574.244.483.9139.34
2020-1.756.55-5.447.270.995.380.740.3914.29
Mean:1.762.352.413.531.861.862.792.222.782.333.892.5835.36
Std Dev:3.243.125.404.282.853.024.722.173.763.214.345.5929.09
# of IFTs: 26CAGR:CAGR:32.90
Time in (%):GFCSITotal Compound Return:Total Compound Return:12,484.35
142373322Time In Stocks (C,S,I):Time In Stocks (C,S,I):62.44

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Share prices last updated: 2020-08-13

 

Seasonal Calculator v4.5

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