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 109427 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->
10128235.8530.7812,900.332713237342263
10128035.8131.6912,628.462714237342263
10162335.8030.8712,800.762713237342263
11168135.7930.9212,767.932713234372263
11749635.7531.0212,669.382713234372263
10432735.6530.5912,640.33277307342263
11681935.6530.5412,610.172713237342264
10165235.6329.4112,815.742713239332264
11168535.6227.1813,551.112717237302260
9223035.6130.3312,535.882713237342264
10182335.5631.2612,301.752713237342363
11382735.5520.0814,693.852613267322161
9427935.5529.7112,577.132713237342364
10128135.5330.1312,457.012713237342264
11772435.5217.1515,392.262614297292157
11772635.5217.5815,316.972617257292258
11769135.4916.6515,421.592614297292158
11383235.4920.4814,543.172613264362161
11471935.4916.5515,419.262617267292158
11783335.4830.5012,388.252610277342263
11772835.4617.4615,234.462614294322157
10654335.4627.3413,181.222717237302360
10076435.4526.3913,390.622717237302259
9280135.4529.7512,408.082718197342264
11280935.4531.8512,006.412713247342263
11385935.4416.2515,407.372614297282157
8786235.4430.1312,298.782713237342263
10827235.4416.7015,332.022617257292258
11583635.4420.7714,292.992613267322261
8783135.4330.5112,288.602713237342263
9243435.4230.1312,283.18277307342264
10568735.4229.0612,588.362614237332262
11772735.4216.7815,261.182617264322158
9349935.4129.4512,380.9327132311341964
11109935.4115.7015,434.392617267292157
11772535.4116.2515,341.412620237292158
10863935.4017.3715,138.012614287292258
9489635.3929.9612,256.862713237342364
11386035.3916.8515,210.142615297282157
8783235.3931.4112,029.522714237332263
8782735.3930.5912,193.722713237342263
11385635.3816.5915,249.412614294322157
11383335.3820.0014,441.672614264352160
11761235.3730.5212,200.012713237352264
11382635.3616.2415,236.812617267292157
11336035.3516.5715,170.992617257292258
8967235.3530.2512,137.992714227342263
11385535.3517.2915,054.212615294322157
11383135.3415.9415,276.172617264322157
11682935.3415.3915,356.462620237292157
11334435.3316.6915,124.092610327292258
11103535.3316.7915,082.812617257282358
9513235.3329.6712,269.392713238332364
11772935.3216.4715,108.912610327292158
11769335.3216.0915,184.822617267292157
11356235.3115.7115,225.102610327292157
8941935.3130.4211,962.822713237332363
11383735.3119.7314,278.752614254362161
11309335.3016.6715,042.442617267292258
9514135.2927.5712,619.782713247342263
11335235.2916.1615,142.7826172511291858
11103435.2916.9014,976.022617257282258
11012235.2924.5313,486.182717247302259
11783435.2930.3312,138.52264337342263
11103635.2816.6115,034.382617257292158
11769235.2716.2315,075.812614297292157
11382435.2616.2315,043.522617267282157
11196235.2615.2915,209.902622217292157
11468935.2616.0715,093.062610327302158
11405235.2515.7415,150.432617249321959
11383635.2516.1814,998.542617254322157
9015235.2529.9512,050.82277307342263
11469035.2515.9815,087.612616267302158
11155235.2416.4514,991.252617257292258
8810735.2429.8812,022.042713237342264
10165135.2430.5011,980.312713237342364
11103335.2316.9714,839.312617257292258
10073535.2326.0113,012.412717237302260
9009535.2326.6612,919.442717237302260
11377935.2316.5014,965.292610327292258
11383035.2315.3915,169.612618264312157
8783335.2229.1612,207.992713239322263
8967335.2230.5311,806.422714227332363
11418435.2115.4615,091.372617267292257
11405635.2116.4214,956.462617249321959
8787435.2130.0811,953.942713237342263
11011635.2023.5513,499.432717247302259
11385335.2015.7615,058.702615279321858
9043935.2026.3612,917.452719217302260
11384035.2020.3713,889.202614254352161
8124435.2023.9613,492.2028222112261957
8133335.2030.0811,941.292713237342263
11385235.1915.6715,047.892617259321858
11310235.1916.6314,840.372617247302159
11469235.1915.7414,987.802616267302159
11385135.1915.6715,045.602619229321858
10918435.1917.1314,750.732617257302058
11383435.1919.2114,179.132615254352160
10646335.1930.4411,839.662713237362163
11403335.1823.6513,527.102822219301958

Results
#117693
Start Year:
End Year:
All values are percentages.
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Strategy 117693
YearJanFebMarAprMayJunJulAugSepOctNovDec117693
20040.452.656.38-1.474.201.70-3.021.905.432.574.632.9731.87
2005-0.521.89-3.03-1.121.482.725.362.670.562.982.16-0.6315.22
20066.42-0.512.053.491.465.222.002.421.550.711.070.0428.94
20072.342.960.173.632.232.54-3.841.674.23-0.19-1.634.0519.37
20087.531.046.195.352.07-3.730.821.980.219.6819.235.1069.14
20095.33-5.341.3616.824.137.6516.972.267.02-2.672.383.9375.46
2010-3.154.944.722.005.23-3.463.155.189.502.094.403.0143.83
2011-1.916.637.686.862.761.12-0.496.88-5.943.663.406.2942.53
20126.745.86-1.89-1.872.530.383.170.295.28-1.152.101.9625.49
20132.673.42-0.745.19-3.200.784.00-1.668.213.542.286.2934.73
2014-3.253.253.593.854.010.93-0.600.56-1.148.081.382.9425.75
20151.496.281.264.18-1.56-1.737.124.810.343.822.852.0635.13
20162.51-1.345.43-0.735.423.987.67-1.381.380.401.251.5528.94
20171.343.401.223.172.411.983.773.552.141.403.043.2135.29
20180.81-2.110.831.92-0.650.631.842.251.18-1.909.00-1.3712.66
20192.774.40-0.211.47-2.565.54-1.173.894.574.243.262.8432.80
2020-1.757.5115.207.272.155.380.741.2243.26
Mean:1.762.642.953.531.891.862.792.262.782.333.802.7735.32
Std Dev:3.243.334.264.282.483.024.722.143.763.214.522.1316.09
# of IFTs: 26CAGR:CAGR:34.43
Time in (%):GFCSITotal Compound Return:Total Compound Return:15,184.90
172672921Time In Stocks (C,S,I):Time In Stocks (C,S,I):57.25

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Share prices last updated: 2020-08-05

 

Seasonal Calculator v4.5

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