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
2024 Beer Bet (Matt: 2, Travis: 2, Larry: 1):
Matt Jerin Travis Larry Deena
2023 Beer Bet (Matt: 2, Travis: 1, Larry: 1):
Matt Jerin Travis Larry Deena
Submit
Benchmark by ID :
Go to strategy:
Seasonal Strategies
Start Year: End Year: Sort By:

There are 215497 strategies in the database.
Only the top 100 according to your sort criteria are displayed.

Strat. ID#2017 - 2017 stats (%)2017 - 2017 stats (%)# of
IFTs
Time in Fund (%)Time in (%)
MeanStdDevTotalGFCSICSI
 Filters->
4477281.130.0081.132812817283580
13513881.130.0081.132812817293480
13723481.130.0081.132812817283580
4558179.090.0079.092820015303580
13650779.090.0079.092821015303479
5115779.000.0079.002820117283580
4236477.660.0077.663118712303375
4853177.510.0077.512712417283984
4557776.190.0076.19292400383876
4851274.980.0074.983218712303374
13529071.350.0071.353024615253070
6824971.350.0071.353024615252970
6924871.020.0071.023433018183167
13666371.020.0071.023432018193168
4751570.690.0070.693630418163366
4844969.680.0069.682818618223676
4624067.960.0067.962400293140100
13604267.960.0067.962400293240100
13885467.510.0067.512814251743060
3101667.010.0067.012481213353279
3352067.000.0067.002481613313276
3101966.680.0066.682481213353280
3351966.540.0066.542481813293273
4574766.480.0066.482913621342681
3101866.320.0066.322381215333280
4663165.910.0065.913020022312680
3101765.480.0065.482491115333280
3101565.280.0065.282481213382979
3101365.260.0065.262481613342976
3101265.160.0065.162461813342976
3101464.810.0064.812481813322973
3308664.630.0064.632351213353582
2139364.270.0064.2724141411322972
2139564.020.0064.0224141414292972
3101163.500.0063.502361811362976
2139463.400.0063.4024141413293072
7885862.950.0062.952927151543058
2318362.470.0062.4724141015322976
3156562.460.0062.4624151410322971
4682262.370.0062.37251016206399
13769762.340.0062.34304102138059
4557262.340.0062.34304102138059
21815562.340.0062.34304002238060
2318762.340.0062.3423131411323073
2635162.310.0062.3123151018272974
2318062.270.0062.2724141011323376
3149362.210.0062.2124181011322972
2317462.060.0062.0624181011332872
3006462.030.0062.0324141411322971
2318162.020.0062.0222141017302976
2318662.010.0062.0123121413322974
3110061.810.0061.8124181014292972
4634161.760.0061.762300333037100
3152261.760.0061.7624171014292973
2634561.710.0061.7124141311342973
2634961.680.0061.6824171014292972
4722261.550.0061.552400142462100
2922561.530.0061.53219823273382
2700261.470.0061.4722141021233276
2699161.440.0061.4424171414292669
2277361.430.0061.4324171411292969
2634661.280.0061.2824141316292973
2317961.220.0061.2222141011362976
2317161.210.0061.2124181013302972
2701861.190.0061.19198823273383
2700361.180.0061.1822141021233175
2701661.110.0061.112016823213276
2635261.090.0061.0921141020272976
2701361.020.0061.0220141023213276
2922361.010.0061.01219823273382
2649060.920.0060.9224141411303172
2558460.920.0060.9222141014263676
2379460.890.0060.8925161014293173
2317360.770.0060.7723181013263372
2139260.750.0060.7525211413302265
2666560.720.0060.72227811373785
2699960.660.0060.6622131021233377
3155360.640.0060.6324151411332771
2318260.590.0060.5923141011362976
2700460.580.0060.5822151021233175
2634860.530.0060.5324181014292971
2700160.480.0060.4822131021233276
3155060.470.0060.4723111416322775
2922660.440.0060.442110822273382
2699360.430.0060.4322171021232973
2634760.390.0060.3924161016292973
2701760.370.0060.37198823283283
3155160.320.0060.3224151412322771
2101060.250.0060.2525171413332269
3664360.250.0060.2523101416322876
2700060.120.0060.1222131021233377
2922460.070.0060.072110822273382
2702259.960.0059.96187823273485
2364059.950.0059.952328011322972
2558759.880.0059.8823181014263271
2922759.870.0059.872110821273381
2702459.850.0059.85198823273484
2700559.840.0059.8422151021233175
2317259.800.0059.8024181018262972
2319359.740.0059.7425181211332670

Results
#137930
Created: 2021-01-17
Start Year:
End Year:
All values are percentages.
Please log-in to:
1) Add this strategy to your watch list.
2) Set-up email or SMS trade alerts.
Strategy 137930
YearJanFebMarAprMayJunJulAugSepOctNovDec137930
20042.831.48-2.41-1.731.082.04-3.370.972.012.585.764.6116.58
2005-2.301.96-1.50-2.014.420.564.27-0.301.03-0.743.50-0.798.07
20063.220.861.330.96-4.340.33-0.031.622.161.971.96-0.1410.13
20071.91-0.821.524.043.50-1.76-2.891.492.262.03-3.93-0.706.48
2008-5.64-3.59-2.205.143.49-8.99-2.080.90-10.15-15.91-4.064.18-34.26
2009-9.57-11.068.9810.754.56-1.176.143.705.62-2.694.945.0325.06
2010-3.374.416.481.51-8.04-6.625.26-4.898.793.562.017.3715.69
20111.222.830.763.02-0.84-0.91-1.49-5.07-5.9213.12-0.920.765.46
20124.592.263.42-0.31-6.193.882.392.492.49-1.791.601.8417.42
20135.410.464.532.362.59-1.585.11-2.653.824.774.243.6637.58
2014-3.425.901.030.161.942.03-1.363.97-1.422.623.11-0.2314.91
2015-3.426.31-0.190.231.94-1.311.98-4.31-2.106.261.98-1.705.15
2016-4.062.974.630.241.930.873.060.86-0.69-1.723.760.3612.55
20171.592.810.341.080.371.111.090.452.061.833.251.4818.88
20185.44-4.59-2.750.503.480.634.414.07-0.11-7.842.51-10.62-6.19
20198.113.461.564.20-7.105.341.52-1.662.982.494.362.7230.84
2020-0.63-8.25-22.0513.798.311.935.496.08-4.63-2.9914.159.7115.75
2021-1.610.516.805.68-0.383.650.925.37-5.666.70-4.013.6222.70
2022-5.44-2.064.64-9.21-1.72-7.098.97-4.72-7.695.435.37-5.66-19.30
20235.80-2.57-1.311.300.326.081.80-2.08-5.65-3.4510.217.8618.39
20241.464.310.916.80
Mean:1.592.810.341.080.371.111.090.452.061.833.251.4818.88
Std Dev:0.000.000.000.000.000.000.000.000.000.000.000.000.00
# of IFTs: 24CAGR:CAGR:18.88
Time in (%):GFCSITotal Compound Return:Total Compound Return:18.88
0072280Time In Stocks (C,S,I):Time In Stocks (C,S,I):100.00

Graph
Trading Calendar
You must log in and have an active subscription to use this tool.
Last "Seasonal Strategies" table recalculation: 2024-03-27

 

Seasonal Calculator v4.6

This website was made possible by craft beer and my sunny balcony.
If you like this site, please consider subscribing to help keep the lights on and the beer flowing.

Recommended reading: "Seasonal Musings" at TSPCenter.com