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.
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2nd IFT
3rd IFT
(G Only)
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AprilApr: on on G on
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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 116314 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->
12415435.8429.9113,132.872713239322263
12415335.8330.3512,991.722713238332263
10128235.8230.8012,846.102713237342263
10128035.7831.7112,575.382714237342263
10162335.7830.8912,746.952713237342263
11931435.7530.1712,888.372713237342363
11848035.7029.7612,858.762714237342263
11168135.6731.0312,528.272713234372263
11848235.6530.6212,587.752714237332263
11848135.6529.8312,759.512714237342263
11749635.6331.1212,431.552713234372263
11681935.6330.5612,557.162713237342264
11848535.6328.9412,932.022713247342263
11857735.6231.6312,575.442717247302259
10432735.6230.6112,587.20277307342263
10165235.6029.4312,761.882713239332264
11168535.6027.2113,494.172717237302260
9223035.5930.3512,483.182713237342264
11848635.5829.0212,832.202713247342263
11848735.5829.7912,659.512714247342263
11847635.5527.2813,390.062717237302260
11848335.5530.0012,540.582714234372263
10182335.5431.2812,250.042713237342363
11847735.5428.1213,209.902717237302259
9427935.5229.7312,524.252713237342364
12119335.5216.4915,464.372617256322057
10128135.5030.1512,404.652713237342264
11848435.5030.0912,443.762714234372263
11772435.4917.1315,327.662614297292157
12119935.4816.1715,441.472617255322057
11848835.4829.1812,612.052713244372163
12234735.4830.9212,283.472713235342463
11769135.4616.6415,356.862614297292158
11382735.4520.0614,522.302613267322161
11783335.4530.5212,323.202610277342263
12200635.4416.7415,231.902617256322058
11848935.4329.2812,514.692713244372163
11847835.4327.3113,160.412717234342260
11772635.4317.5515,138.192617257292258
10654335.4327.3713,125.822717237302360
9280135.4229.7712,355.932718197342264
11761235.4230.4812,293.582713237352264
10076435.4226.4213,334.362717237302259
12004235.4216.8315,269.952614287292258
11815835.4217.0115,210.302617267292157
11280935.4231.8711,955.922713247342263
8783135.4130.5412,236.942713237342263
8786235.4130.1612,247.072713237342263
11934035.4130.8512,139.312616214372263
11385935.4016.2415,342.712614297282157
11471935.3916.5115,239.302617267292158
10568735.3929.0712,535.462614237332262
11847935.3927.4013,058.862717234342260
9243435.3930.1512,231.53277307342264
9349935.3829.4812,328.8827132311341964
11815435.3815.7415,371.972614297292157
10863935.3717.3615,074.472614287292258
12142635.3716.1715,251.452617256322057
11386035.3616.8415,146.302615297282157
12120035.3615.7915,286.202617254332057
8782735.3630.6212,142.462713237342263
8783235.3631.4411,978.942714237332263
11583635.3520.7514,126.092613267322261
10827235.3516.6815,153.082617257292258
11815735.3416.1615,225.212617267282157
11383735.3419.7414,339.142614254362161
8967235.3230.2712,086.962714227342263
11772535.3216.2015,162.362620237292158
11772835.3117.4114,948.872614294322157
9513235.3129.6912,217.802713238332364
11109935.3115.6715,254.262617267292157
8941935.2930.4511,912.512713237332363
11383635.2816.1915,061.952617254322157
11383235.2820.4414,163.292613264362161
11012235.2724.5513,429.512717247302259
9514135.2627.6012,566.742713247342263
11382635.2616.2115,058.972617267292157
12054735.2615.6615,151.972617267282257
11783435.2630.3612,074.78264337342263
12127035.2616.9614,934.1026172213301861
9489635.2530.1111,979.932713237342364
11336035.2516.5414,993.912617257292258
11682935.2415.3415,177.242620237292157
11974735.2417.2814,834.392617264322157
11334435.2416.6614,947.552610327292258
11384035.2320.3813,947.952614254352161
11103535.2316.7714,906.762617257282358
11385635.2316.5414,963.532614294322157
12176635.2330.2512,045.142613238342263
9015235.2229.9812,000.14277307342263
8810735.2229.9111,971.492713237342264
12385935.2215.4515,075.712618254332057
11772935.2216.4214,932.562610327292158
12128635.2216.7314,888.812617257302159
9009535.2126.6912,865.142717237302260
11356235.2115.6815,047.392610327292157
10165135.2130.5211,929.942713237342364
11309335.2016.6514,866.862617267292258
8967335.2030.5611,756.772714227332363
11772735.2016.7014,862.672617264322158

Results
#118476
Start Year:
End Year:
All values are percentages.
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Strategy 118476
YearJanFebMarAprMayJunJulAugSepOctNovDec118476
20040.453.480.77-1.475.571.70-3.021.905.432.574.772.9727.75
2005-0.523.64-3.53-1.122.112.725.362.670.562.982.15-0.6317.31
20066.42-0.233.683.492.325.222.002.421.550.711.550.0433.11
20072.341.674.193.632.822.54-3.841.674.23-0.19-1.264.0523.77
20087.532.594.335.352.84-3.730.821.980.219.6817.755.1067.88
20095.33-1.9921.5816.828.127.6516.972.267.02-2.675.313.93132.75
2010-3.153.602.522.001.27-3.463.155.189.502.093.013.0132.01
2011-1.915.050.446.861.921.12-0.496.88-5.943.664.546.2931.35
20126.746.642.20-1.871.830.383.170.295.28-1.150.571.9628.83
20132.671.59-0.045.19-3.870.784.00-1.668.213.543.786.2934.31
2014-3.253.131.493.853.890.93-0.600.56-1.148.081.782.9423.40
20151.496.172.424.18-1.40-1.737.124.810.343.822.282.0636.00
20162.51-1.742.18-0.734.013.987.67-1.381.380.40-0.611.5520.53
20171.342.581.993.172.701.983.773.552.141.402.833.2135.32
20180.81-0.54-0.491.92-0.530.631.842.251.18-1.909.37-1.3713.49
20192.774.112.631.47-2.995.54-1.173.894.574.244.482.8437.17
2020-1.751.56-5.447.270.995.380.742.18-5.73-6.1811.539.37
Mean:1.762.432.413.531.861.862.792.322.281.834.342.7735.55
Std Dev:3.242.435.404.282.853.024.722.124.163.704.572.1327.28
# of IFTs: 27CAGR:CAGR:33.44
Time in (%):GFCSITotal Compound Return:Total Compound Return:13,390.10
172373022Time In Stocks (C,S,I):Time In Stocks (C,S,I):59.65

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Share prices last updated: 2020-11-23

 

Seasonal Calculator v4.6

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