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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3rd IFT
(G Only)
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MayMay: on on G on
JuneJun: on on G on
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AugustAug: on on G on
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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 130987 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->
12908435.0823.7417,223.42275336371962
13222234.9121.3417,491.2227142413321762
13406634.8623.4916,770.58275346371961
12909934.8423.2316,774.662711286361960
13095634.7623.5516,540.33275346371961
13096434.7522.4716,914.79275336371961
13310134.7221.8816,997.94275336381962
12909434.6922.8216,576.302712286361960
13114234.6920.1917,486.42279336331958
13095334.6922.8516,554.03275356361960
13095534.6923.5216,410.48275346361961
13098634.6820.6017,346.64279336341958
12855834.6722.2716,647.132614256362061
12415434.6729.8614,851.192713239322263
13497434.6620.9917,159.34269346351757
13069834.6619.9917,469.83279336341958
12864134.6530.7714,538.532714239322263
13322634.6523.4816,284.19275346371961
12415334.6430.1914,691.702713238332263
12865534.6129.7414,756.102714239322263
10128234.6130.5614,527.192713237342263
13084034.5923.0616,333.92275336372062
12865934.5929.7514,715.512714239322263
12866034.5829.7214,703.192714239322263
10128034.5831.4514,221.302714237342263
10162334.5730.6414,415.162713237342263
12865834.5729.7414,664.572714229322263
13924934.5723.3116,205.97278316371962
13221434.5618.0117,741.4727172413291758
11931434.5529.9714,574.942713237342363
13497234.5420.5617,016.51279346341757
13223234.5325.2215,561.44275346361961
13096234.5323.9215,922.10275336381962
13427734.5223.2516,124.142711276371962
13096934.5119.9317,153.77279336331958
13177834.5117.6117,715.2427182412291758
12910034.5123.0316,073.062711286361961
13448934.4920.3816,809.082714256361961
13485534.4923.6015,950.792753310331962
12865034.4929.3114,633.702713237342263
12842334.4929.4714,581.0627132310312263
11848034.4829.5214,541.492714237342263
13095434.4722.9716,034.24275356361960
13187734.4718.7117,312.862617258292057
13138334.4721.6816,583.52268316342362
11382734.4621.6516,421.032613267322161
11168134.4630.7314,168.062713234372263
11848234.4530.3714,235.292714237332263
11848534.4428.8014,624.252713247342263
11848134.4429.5914,429.352714237342263
12863534.4428.5314,704.922814239322263
13485934.4423.2515,867.28275356361960
13101734.4320.2816,863.50279334351958
13493434.4320.1416,872.38279347341757
10432734.4330.3714,234.66277307342263
11681934.4330.3214,200.722713237342264
13095834.4223.2815,852.35275296411966
13207534.4218.5617,275.792718256321957
13178434.4217.2517,617.7428202312291657
12865234.4229.8614,360.572713239322263
13237334.4230.0513,703.7225533654262
11749634.4130.8214,058.792713234372263
13177734.4117.2617,596.3728192412291657
10165234.4129.2914,432.022713239332264
11848734.4029.6514,316.352714247342263
13101234.4019.1217,119.56279326351959
13178334.3917.2817,540.9528182412291657
13226834.3923.2015,827.21286336371861
13491834.3920.2616,758.95279347321957
11848634.3928.8814,511.472713247342263
13182634.3923.6015,718.89285336371961
13486234.3822.3116,087.79275336381962
12863634.3827.7514,795.932814239322163
12864634.3829.3614,367.182713239322263
13099434.3720.4416,658.67279336341958
11383734.3721.4916,214.092614254362161
13111434.3619.5716,890.932714286341958
13485634.3623.3715,729.49275339341962
9223034.3630.0314,117.132713237342264
13496334.3520.0816,732.47279346321957
13196634.3517.9017,249.5327182412291758
13097434.3519.8616,777.01279346331958
13103034.3420.1816,686.302711316341958
13435134.3416.9717,509.2427172413301759
13178034.3317.4117,345.7828192412291657
11848334.3329.7214,181.972714234372263
11583634.3322.2215,912.042613267322261
13179534.3318.6017,084.912610317302159
10182334.3330.9713,853.722713237342363
12864034.3227.7314,682.602814239322162
13490934.3219.9116,704.80279346321957
12842734.3220.8216,348.732614256352061
13497134.3119.7416,726.74279347331757
13084134.3122.9915,738.58287336371860
13099134.3019.6916,672.47279356321957
9427934.3029.4514,163.542713237342364
13101834.3019.3916,816.19278336341959
13177634.3017.3017,324.8928162712291657
12864934.3028.7714,409.842713235362263
13101634.2920.3216,521.84279336341959

Results
#131777
Start Year:
End Year:
All values are percentages.
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Strategy 131777
YearJanFebMarAprMayJunJulAugSepOctNovDec131777
20040.452.656.38-1.325.431.70-6.222.003.422.574.772.9727.06
2005-0.521.89-3.03-1.881.802.825.442.090.962.982.15-0.6314.68
20066.42-0.512.053.740.816.493.573.322.610.711.550.0435.17
20072.342.960.174.322.102.54-1.711.972.87-0.19-1.264.0521.89
20087.531.046.195.261.56-3.73-1.653.07-5.299.6817.755.1054.73
20095.33-5.341.3615.592.695.197.87-0.156.76-2.675.313.9354.59
2010-3.154.944.722.424.96-4.828.362.259.922.093.013.0143.67
2011-1.916.637.686.541.700.462.267.933.283.664.546.2960.98
20126.745.86-1.89-1.602.400.382.960.415.68-1.150.571.9624.17
20132.673.42-0.744.48-2.501.495.68-2.636.763.543.786.2936.73
2014-3.253.253.593.493.610.930.541.33-1.948.081.782.9426.68
20151.496.281.264.98-0.61-1.531.294.961.963.822.282.0631.82
20162.51-1.345.43-0.194.187.276.28-0.43-0.990.40-0.611.5526.29
20171.343.401.223.282.412.993.112.692.641.402.833.2135.14
20180.81-2.110.831.870.200.635.622.57-1.26-1.909.37-1.3715.69
20192.774.40-0.211.18-2.895.301.143.885.254.244.482.8437.21
2020-1.757.5115.208.455.213.714.791.13-0.43-6.1813.186.6972.10
20210.800.80
Mean:1.702.642.953.571.941.872.902.142.481.834.443.0034.41
Std Dev:3.163.334.264.122.363.203.662.263.673.704.742.2617.26
# of IFTs: 28CAGR:CAGR:33.32
Time in (%):GFCSITotal Compound Return:Total Compound Return:17,596.30
1924122916Time In Stocks (C,S,I):Time In Stocks (C,S,I):57.02

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Share prices last updated: 2021-01-22

 

Seasonal Calculator v4.6

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