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
1st IFT
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
2021 Beer Bet ("Matt goes for 3-0"):
Matt Jerin Travis Larry Deena Ryan
Anthony
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Seasonal Strategies
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There are 145903 strategies in the database.
Only the top 100 according to your sort criteria are displayed.

Strat. ID#2004 - 2021 stats (%)2004 - 2021 stats (%)# of
IFTs
Time in Fund (%)Time in (%)
MeanStdDevTotalGFCSICSI
 Filters->
15362437.2529.9620,809.942782910361763
15237137.1528.9320,969.642782910361763
15051537.1326.4221,784.842783010341861
15054037.1226.4321,758.892783110341861
15210537.0826.1521,764.282783010351761
15210637.0726.1621,738.362783110351761
15233236.9426.4221,252.142792910341861
15210936.9325.7521,645.242892914341462
15385236.9127.0720,909.3126102810341862
15210736.8725.4921,599.072892914351462
15237236.8629.8019,781.922753210371763
15236336.8326.0921,069.8126102810341861
15400336.7526.4321,107.3227122910331760
14843836.6725.4421,162.3026122910321860
14866936.6425.3321,152.9826122910321860
14879436.6225.1221,142.2326122910331760
14841636.6024.5321,312.4626122910321859
14842436.6024.5721,287.0126112910321859
15054236.5922.4022,048.9827113110311758
15211336.5922.3722,075.3127123010311758
15056736.5825.6320,515.752643013351865
15190036.5825.6320,552.8526152310341861
14846336.5424.4721,165.152612299321859
15415636.5328.6019,439.202782810371764
15211536.5122.0821,906.6127152810311758
15211736.5122.2121,927.4128133010311657
14841536.5024.7220,968.2226122910321860
14842536.4924.7620,943.2226112910321860
14846236.4824.4121,017.232612299331859
14849336.4825.4220,565.6526112910321860
15385336.4727.4219,608.8026102910341861
14835836.4621.9421,762.8826123010311858
14847736.4624.2821,000.982612298341859
14988236.4624.7820,795.9426122911311860
14842936.4524.5020,884.3426122910321859
15105136.4324.5521,017.3827132714321460
15064636.4321.8121,933.8328132914311459
14838636.4321.8621,753.2526123010301858
15054436.4221.8521,907.6828122914311459
14846136.4124.3620,868.542612299331859
15056936.4124.5020,521.842642918351567
14838236.4023.7920,976.7326123010321658
15057036.3924.4720,512.712642918341567
14879536.3924.1920,885.5426122810331860
14835736.3921.7321,655.572612309311858
14843436.3923.8920,943.4926122911311859
15105236.3924.2220,997.4627132714321460
15064936.3921.4521,754.7126123010311758
15400536.3827.7619,311.902810279361763
15065036.3821.4821,728.8326113010311758
15064836.3721.3521,745.1126123010311858
14882536.3721.6521,645.982612309311858
14839536.3622.0921,417.182583410311858
15064736.3621.3821,719.2326113010311858
14845936.3524.3120,719.492612298331859
14845036.3424.9620,391.7626122910321860
14841936.3425.6020,170.1126112910331860
14835636.3421.5121,559.372612309311858
14848236.3424.4120,609.8726122910311859
14842036.3425.7120,130.2926112910331860
14882836.3422.0021,407.622583410301858
14879636.3323.8320,865.8126122810331760
14882636.3221.4321,549.852612309311858
14848736.3224.1920,643.8226122910311859
14840136.3125.1820,253.6226122810321860
14847636.3124.0520,680.432612296361859
14949136.3123.2021,033.7726122810331860
15056836.3024.2020,384.222752918351466
14843036.3024.4620,463.5526122910311859
14883136.3021.8821,311.52258349311858
14846036.3023.5520,796.302612298321959
14840236.2924.8120,302.6926122811321860
14845836.2924.7120,357.5726142710321859
14835536.2821.3021,471.062612309321858
14883236.2721.7821,302.06258349311858
15426036.2724.2820,284.0626152310351862
14848536.2724.6920,361.7526122910321859
14882736.2621.2221,461.582612309311858
14840336.2524.4520,339.3626122811311860
14836836.2521.3321,386.1126123011301858
15426636.2521.7321,271.8827162610311758
14842136.2525.7019,885.7026112910331860
14883036.2421.6621,216.87258349311858
14847236.2324.2720,381.4326112910321860
14842236.2325.6619,846.0926103010331860
14721536.2321.0821,388.632612308321858
14883336.2221.5721,207.42258349311858
14842636.2224.1520,340.7726122910321859
14836136.2222.0521,018.4026123010311858
15195536.2125.6419,522.96251377362063
14837836.2124.4020,223.9126123010341458
14844536.2025.3419,901.1826122916321159
14838736.2021.4821,212.5726123010301858
14842336.1925.8019,675.0926103010331860
14839136.1921.1821,267.8726123011291858
14843936.1925.4619,846.0926122910321859
14715136.1921.3721,181.982712309321858
14847936.1923.6120,492.262612299321859
14843536.1823.2520,575.5126122912301859
14882936.1821.4521,130.00258349321858

Results
#110838
Start Year:
End Year:
All values are percentages.
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Strategy 110838
YearJanFebMarAprMayJunJulAugSepOctNovDec110838
20042.440.640.29-3.554.012.08-4.402.004.361.934.752.1917.59
20050.371.430.370.092.732.823.602.091.603.253.38-0.0923.82
20066.42-0.200.360.521.605.12-0.093.322.481.911.910.1525.91
20072.322.790.42-0.513.390.603.901.975.10-0.18-4.916.1322.60
20082.811.830.321.762.73-2.37-1.433.070.144.97-0.707.9722.75
2009-0.19-7.910.245.076.355.823.44-0.153.78-3.672.074.1619.60
2010-1.664.760.27-2.172.69-3.873.952.259.420.314.623.5726.10
2011-1.492.160.262.49-0.140.560.647.93-5.853.990.935.4117.51
20126.745.200.142.51-0.67-0.711.310.415.13-1.944.800.8726.03
20134.19-0.380.133.070.41-2.365.42-2.636.704.180.805.4227.34
2014-3.415.110.19-1.283.831.490.211.330.329.801.643.8924.94
20152.926.590.16-2.550.05-2.173.174.960.033.494.880.7524.14
20161.32-0.880.15-0.874.718.963.58-0.431.18-0.342.521.0322.54
20171.342.870.20-0.472.192.952.542.691.610.484.752.0425.69
20180.81-1.340.24-1.263.322.443.592.572.360.016.52-1.3419.09
20193.764.910.230.84-5.184.941.403.882.663.654.102.0230.33
2020-1.43-3.170.119.572.844.154.141.13-8.31-6.5814.754.9621.84
2021-2.438.780.110.02-0.191.287.44
Mean:1.381.840.230.741.931.762.062.141.921.493.342.8922.51
Std Dev:2.803.810.093.002.523.242.402.264.093.613.872.484.94
# of IFTs: 24CAGR:CAGR:22.41
Time in (%):GFCSITotal Compound Return:Total Compound Return:3,708.29
312018283Time In Stocks (C,S,I):Time In Stocks (C,S,I):49.02

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Share prices last updated: 2021-06-11

 

Seasonal Calculator v4.6

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