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 113653 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->
10128235.4331.1812,061.022713237342263
10162335.3931.2611,967.882713237342263
10128035.3832.0611,806.712714237342263
11931435.3630.5412,100.712713237342363
11168135.3331.3611,854.492713234372263
11848035.3230.1512,072.912714237342263
11749635.2931.4511,762.942713234372263
11848135.2730.2311,979.682714237342263
11848235.2630.9911,818.332714237332263
11681935.2430.9311,789.602713237342264
11848535.2329.3212,141.722713247342263
10432735.2330.9811,817.81277307342263
11848335.2230.3611,866.132714234372263
11857735.2231.9811,806.772717247302259
9223035.2130.7611,720.102713237342264
11168535.2127.6212,669.792717237302260
10165235.2029.8011,981.892713239332264
11848635.1929.4012,047.952713247342263
11848735.1830.1511,885.732714247342263
11848435.1730.4411,774.482714234372263
11847635.1627.7012,571.992717237302260
11847735.1528.5112,402.762717237302259
10182335.1531.6611,501.102713237342363
9427935.1430.1511,758.692713237342364
11848835.1329.5211,933.812713244372163
10128135.1330.5711,646.332713237342264
12119335.1216.2814,744.632617256322057
11847835.1027.6912,452.912717234342260
11848935.0929.6211,841.642713244372163
12119935.0816.0114,722.802617255322057
11934035.0731.1811,486.282616214372263
11783335.0630.9011,569.832610277342263
9280135.0530.1911,600.552718197342264
11847935.0527.7712,356.772717234342260
8786235.0430.5711,498.322713237342263
10654335.0427.7812,323.782717237302360
10076435.0426.8612,519.672717237302259
12142635.0316.0014,644.122617256322057
12200635.0316.4914,522.892617256322058
11280935.0332.2311,224.822713247342263
11761235.0230.8411,542.002713237352264
8783135.0230.9111,488.802713237342263
9243435.0130.5611,483.72277307342264
11382735.0120.0513,738.752613267322161
9349935.0029.8911,575.1627132311341964
11772434.9817.0414,392.082614297292157
11772634.9817.5314,321.642617257292258
10568734.9829.4111,769.212614237332262
12120034.9715.6314,574.702617254332057
8782734.9730.9911,400.042713237342263
11815834.9716.9414,389.892617267292157
8783234.9731.7911,246.442714237332263
11383734.9619.6813,671.432614254362161
8967234.9630.7011,347.912714227342263
11769134.9516.5414,419.522614297292158
11471934.9416.4414,417.342617267292158
9513234.9330.0911,470.822713238332364
8941934.9230.8611,184.042713237332363
12004234.9216.8414,337.872614287292258
11583634.9120.7413,363.782613267322261
10827234.9116.7114,335.722617257292258
11383234.9020.4613,503.712613264362161
11383634.9016.1214,360.822617254322157
11815734.9016.1514,404.002617267282157
11385934.9016.2114,406.212614297282157
11109934.8815.6614,431.492617267292157
9489634.8830.5311,247.362713237342364
11815434.8815.7114,433.702614297292157
11012234.8825.0112,609.052717247302259
11772834.8717.3614,145.942614294322157
10863934.8717.3714,154.242614287292258
9514134.8728.0111,798.592713247342263
11783434.8730.7311,336.47264337342263
11974734.8617.2614,143.792617264322157
11386034.8616.8114,221.712615297282157
11772534.8616.0814,344.512620237292158
9015234.8530.3911,266.36277307342263
11384034.8520.3213,298.332614254352161
9009534.8427.1612,078.912717237302260
8810734.8430.3311,239.432713237342264
12176634.8430.6311,308.622613238342263
11383434.8419.1513,576.012615254352160
8967334.8330.9711,037.742714227332363
10165134.8330.9011,200.412713237342364
10073534.8326.5212,165.872717237302260
11382634.8216.1914,246.672617267292157
12054734.8215.6514,334.682617267282257
11772734.8216.6714,170.752617264322158
11336034.8116.5214,185.092617257292258
8133334.8130.5211,163.912713237342263
8787434.8130.5211,175.742713237342263
11682934.8015.2814,358.592620237292157
10646334.8030.8811,068.842713237362163
11103534.8016.7914,102.602617257282358
9043934.8026.8612,077.052719217302260
11334434.8016.6714,141.222610327292258
11385634.7916.5514,159.822614294322157
11383534.7915.5314,260.582618254312156
8783334.7929.5611,413.392713239322263
11011634.7924.0712,621.452717247302259

Results
#116819
Start Year:
End Year:
All values are percentages.
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Strategy 116819
YearJanFebMarAprMayJunJulAugSepOctNovDec116819
20040.452.360.77-1.475.571.70-3.021.905.432.574.773.4927.01
2005-0.522.89-3.53-1.122.112.725.362.670.562.982.15-0.3916.74
20066.42-0.573.683.492.325.222.002.421.550.711.551.2634.27
20072.342.354.193.632.822.54-3.841.674.23-0.19-1.263.2823.68
20087.533.384.335.352.84-3.730.821.980.219.6817.7516.2787.15
20095.33-3.0521.5816.828.127.6516.972.267.02-2.675.316.87136.74
2010-3.154.412.522.001.27-3.463.155.189.502.093.016.1737.12
2011-1.915.360.446.861.921.12-0.496.88-5.943.664.542.0626.49
20126.746.462.20-1.871.830.383.170.295.28-1.150.572.4729.26
20132.67-0.29-0.045.19-3.870.784.00-1.668.213.543.785.0130.23
2014-3.254.291.493.853.890.93-0.600.56-1.148.081.781.3822.89
20151.496.352.424.18-1.40-1.737.124.810.343.822.28-4.7027.20
20162.51-1.402.18-0.734.013.987.67-1.381.380.40-0.614.0923.98
20171.342.581.993.172.701.983.773.552.141.402.831.8533.54
20180.81-1.15-0.491.92-0.530.631.842.251.18-1.909.37-11.671.02
20192.774.352.631.47-2.995.54-1.173.894.574.244.483.9138.92
2020-1.751.60-5.447.270.995.380.742.18-5.73-1.712.78
Mean:1.762.352.413.531.861.862.792.322.282.093.892.5835.24
Std Dev:3.242.735.404.282.853.024.722.124.163.264.345.5930.93
# of IFTs: 27CAGR:CAGR:32.46
Time in (%):GFCSITotal Compound Return:Total Compound Return:11,789.57
132373422Time In Stocks (C,S,I):Time In Stocks (C,S,I):63.71

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Share prices last updated: 2020-10-19

 

Seasonal Calculator v4.5

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