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 148295 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->
15362437.4129.8421,358.042782910361763
15531237.3429.7521,261.862892910361662
15237137.2828.8421,388.092782910361763
15051537.2626.3122,219.512783010341861
15054037.2526.3322,193.042783110341861
15210537.2126.0522,198.542783010351761
15210637.2026.0622,172.112783110351761
15577737.1430.3120,357.412782910361763
15453537.1426.2121,911.76278309351861
15385237.0826.9521,460.0326102810341862
15233237.0726.3221,676.222792910341861
15527037.0530.9719,914.102782916361063
15589537.0429.1820,571.592892910361763
15479237.0328.8820,692.502782911351763
15644537.0325.3422,049.062782914351463
15210937.0325.6721,996.672892914341462
15453637.0226.1221,601.45278308351861
15237236.9929.7220,176.812753210371763
15210736.9825.4021,949.762892914351462
15473536.9724.9922,251.1427132810311859
15236336.9625.9921,490.2626102810341861
15623636.9530.4119,772.272782910361662
15453036.9525.3821,821.952793010341861
15634636.9429.2620,256.192782810361864
15400336.9226.3021,663.2127122910331760
15452636.9225.4621,592.932783011331861
15589236.8930.0619,815.8527152210361763
15473436.8825.2621,828.7227122810311959
14843836.8425.3221,719.6526122910321860
15526936.8132.9618,310.452782910431063
14866936.8125.2021,710.1026122910321860
14879436.7924.9921,699.0526122910331760
14841636.7324.4321,737.7426122910321859
15190036.7325.5121,035.6226152310341861
14842436.7224.4721,711.7826112910321859
15211336.7222.2522,515.7527123010311758
15056736.7125.5120,925.192643013351865
15439836.7122.3922,444.4827113110311758
15054236.7122.2822,488.9027113110311758
15415636.7028.4819,951.372782810371764
15565336.6929.9619,272.542773010371763
14846336.6724.3721,587.502612299321859
15211736.6522.0822,414.4028133010311657
15476736.6424.8921,336.7027132810311859
15211536.6421.9622,343.6927152810311758
14841536.6324.6221,386.6526122910321860
15385336.6327.3020,093.1226102910341861
15479136.6327.8519,998.732782913331763
14988236.6324.6521,343.6726122911311860
14842536.6224.6621,361.1526112910321860
15476836.6224.8421,251.7527132810311959
15439936.6222.3822,171.9027113210311758
14846236.6124.3121,436.652612299331859
14849336.6125.3220,976.1026112910321860
15440036.6022.3422,127.8427103210311758
14842936.6024.3821,353.2426122910321859
14847736.5924.1821,420.082612298341859
15476136.5922.1322,171.9627132910311758
14835836.5821.8322,197.1026123010311858
15105136.5824.4421,492.3227132714321460
15452736.5724.5620,933.882783013311861
14838636.5621.7422,187.2826123010301858
14879536.5624.0621,435.6326122810331860
15400536.5527.6519,820.752810279361763
14846136.5424.2621,285.012612299331859
15476936.5424.7021,034.8827132810301959
15054436.5321.7522,263.3628122914311459
15064636.5321.7222,289.9228132914311459
15105236.5324.1121,471.9527132714321460
15476036.5322.2821,965.2127132910311758
14838236.5323.6921,395.3226123010321658
14843436.5223.7821,361.4326122911311859
14835736.5221.6122,087.662612309311858
15064936.5221.3322,188.7726123010311758
15473736.5122.8621,693.4027132810311858
15566836.5122.0721,965.4127123110301757
15065036.5121.3622,162.3726113010311758
14879636.5023.7021,415.3726122810331760
15064836.5021.2322,178.9726123010311858
14882536.5021.5322,077.872612309311858
15064736.4921.2622,152.5726113010311858
14839536.4921.9821,844.542583410311858
15475936.4922.1321,892.3827133010311758
15056936.4924.4220,809.042642918351567
15471436.4822.3321,745.6227123010311758
15057036.4824.3820,799.792642918341567
14845936.4824.2121,133.002612298331859
15643636.4829.1919,102.872811278381763
15565836.4729.9318,719.5127112510371763
14848236.4724.3121,021.2026122910311859
14845036.4724.8620,798.7626122910321860
14842036.4725.6320,532.0826112910331860
14841936.4725.5220,572.7026112910331860
15453736.4625.1820,383.912783010341862
14835636.4621.3921,989.562612309311858
14843036.4624.3420,981.6126122910311859
14882836.4621.8821,834.782583410301858
14840136.4525.1020,657.8626122810321860
14848736.4524.0921,055.8326122910311859
15453136.4525.0320,564.052793010331861

Results
#131229
Created: 2020-12-19
Start Year:
End Year:
All values are percentages.
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Strategy 131229
YearJanFebMarAprMayJunJulAugSepOctNovDec
Matt
131229
20041.271.43-0.29-2.841.392.32-4.73-0.111.502.206.543.4812.37
2005-1.841.93-1.90-2.873.822.065.33-0.634.44-0.944.155.1919.83
20064.65-0.963.070.48-2.470.65-1.761.79-0.174.403.782.6016.96
20073.31-0.061.363.493.86-1.49-4.131.574.471.67-5.66-2.865.02
2008-4.98-2.23-0.535.232.27-8.03-0.803.03-10.35-18.09-12.289.06-34.33
2009-7.87-11.228.0313.495.710.768.454.612.90-5.424.000.4923.25
2010-3.764.996.384.85-7.56-6.267.11-5.2710.214.152.967.6526.07
20112.864.801.462.87-0.67-2.04-2.76-6.30-9.8813.40-1.13-3.15-2.40
20125.964.372.73-0.65-6.043.87-0.253.644.23-0.991.535.1025.39
20135.370.873.990.252.82-0.966.60-2.427.923.433.161.8037.60
2014-3.755.820.94-2.852.563.46-3.594.48-4.163.521.75-4.283.15
2015-1.516.18-0.20-0.731.33-1.350.63-5.84-5.316.081.88-1.65-1.22
2016-4.980.158.322.012.070.265.030.921.74-3.298.092.4324.27
20172.423.130.731.961.011.611.30-0.812.331.612.670.7120.29
20185.08-3.78-1.850.562.990.542.223.461.60-8.130.64-4.42-1.88
20198.475.071.403.85-6.457.361.85-3.603.722.404.713.5136.25
2020-0.27-7.74-15.1716.155.663.205.387.02-1.20-2.0418.096.0035.08
2021-1.034.623.025.941.052.73-0.540.1416.83
Mean:0.520.961.192.840.740.481.410.320.820.232.641.8614.59
Std Dev:4.424.664.925.013.843.503.993.745.426.565.973.9917.22
# of IFTs: 12CAGR:CAGR:13.08
Time in (%):GFCSITotal Compound Return:Total Compound Return:813.31
00295517Time In Stocks (C,S,I):Time In Stocks (C,S,I):100.00

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Share prices last updated: 2021-08-03

 

Seasonal Calculator v4.6

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Recommended reading: "Seasonal Musings" at TSPCenter.com