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)
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
2023 Beer Bet (Matt: 2, Travis: 1, Larry: 1?):
Matt Jerin Travis Larry Deena
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Seasonal Strategies
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There are 170346 strategies in the database.
Only the top 100 according to your sort criteria are displayed.

Strat. ID#2004 - 2023 stats (%)2004 - 2023 stats (%)# of
IFTs
Time in Fund (%)Time in (%)
MeanStdDevTotalGFCSICSI
 Filters->
17066934.8532.4624,204.972713248421363
17063434.8431.8324,533.112713248421363
17064734.8332.3924,181.412713248411363
17112234.8032.2124,190.862713248421363
17125134.7731.6824,279.072713248421363
15362434.7729.8625,740.422782910361763
15237234.7529.3726,059.202753210371763
16944434.7431.6124,196.342713248421363
17217634.7331.6424,290.472713258401362
17114134.7330.6224,855.632713258411362
17066534.6931.3724,182.282713248421363
15531234.6929.7925,560.042892910361662
15237134.6928.9325,937.772782910361763
15979034.6829.0425,803.42278299361763
17063334.6731.6123,929.372713248411463
15978834.6729.0325,731.23279299361763
17217334.6330.8324,305.502713258411362
15836434.6326.8026,803.442783010351761
17127234.6231.2124,014.582713247431363
17065234.6131.0524,091.202713248411363
14842034.6025.3128,150.4226112910331860
15577734.5930.1724,881.972782910361763
17125234.5930.8924,091.962718198421363
15565334.5829.4625,404.292773010371763
17063934.5831.2323,879.112713248421363
16626334.5830.0624,514.352813268391361
17125634.5731.4023,584.812716218421363
16623134.5730.0524,445.722813268391361
17125534.5731.6723,588.042715228421363
17126134.5731.2923,826.8027132414351363
17063634.5731.5423,550.052713238421463
17066434.5631.4923,495.192713248411463
16635234.5629.4024,731.812812268401361
15762434.5527.2626,214.772783010351762
17064434.5530.9123,825.372714248411363
17103134.5430.7223,948.202714248411362
16626434.5429.8224,500.112813268401361
14841934.5425.2527,920.2626112910331860
16635134.5329.2624,707.752813278391361
17065734.5331.2623,703.332713248421463
15054034.5326.6226,505.342783110341861
16975434.5329.5624,735.3828132312411064
15051534.5226.6326,431.142783010341861
14842434.5224.5328,148.7226112910321859
17081634.5227.9725,604.822814269391261
14842134.5225.2827,842.5626112910331860
17064234.5231.4423,678.952714248411363
16623034.5229.8224,431.452813268401361
17113034.5129.1725,283.592717248381360
16622734.5129.3824,529.552813268401361
14841634.5024.5128,070.0226122910321859
15473534.5025.1527,700.8327132810311859
16627034.5028.7224,862.062813268401361
17219234.5029.4124,556.042813278381360
17067134.4931.4223,379.442714238421363
14842234.4925.2227,750.9126103010331860
15210634.4926.3726,489.942783110351761
16622034.4929.3624,460.862813268401361
17067334.4831.9622,979.602714248411363
16626134.4829.2524,505.642813268391361
17081834.4827.7525,589.912814269401261
16617634.4828.7124,792.442813268401361
15210534.4826.3926,415.762783010351761
17024034.4831.1223,514.182713238421463
15589234.4729.8224,723.9627152210361763
16619234.4729.2524,437.072813268391361
17125934.4731.9423,069.412713249421263
15400334.4726.4526,887.0427122910331760
15979134.4726.4926,279.07278319351761
17114234.4626.3826,292.992814279381259
16627934.4628.6124,723.102813268401361
15473434.4625.3527,398.5727122810311959
17113134.4628.8925,268.812717248391360
16626534.4629.1424,515.252813268401361
15979234.4626.4926,205.47279309351761
15479234.4628.9425,085.842782911351763
16965034.4629.7124,345.1028132312411064
17125334.4631.1623,461.382715228421363
15565834.4629.3525,030.2027112510371763
14846334.4524.4327,929.842612299321859
15233234.4526.5426,249.272792910341861
16557434.4528.1125,001.452813268401361
17217734.4530.9223,654.432713258401361
14842534.4524.7727,704.8126112910321860
17218234.4529.1724,541.682813278391360
14840134.4524.9227,675.7026122810321860
16623234.4529.1324,446.632813268401361
15776834.4427.1125,787.462783010361763
17066834.4431.1123,421.472714248421363
17065634.4431.9122,950.912713248421363
17065034.4431.5423,153.362713238421463
16634534.4329.3424,258.842813268391461
17112834.4328.4325,274.662717248381359
17114034.4327.7425,118.372813278391360
14843834.4325.5027,172.8226122910321860
15453534.4326.4926,167.28278309351861
16626234.4329.0124,491.412813268401361
14841534.4324.7527,627.3126122910321860
15527034.4330.8623,943.722782916361063
15385234.4327.1525,844.0726102810341862

Results
#165542
Created: 2022-01-13
Start Year:
End Year:
All values are percentages.
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Strategy 165542
YearJanFebMarAprMayJunJulAugSepOctNovDec165542
20040.453.085.68-1.535.752.74-5.143.373.422.574.774.1732.89
2005-0.521.20-2.77-5.501.612.435.322.460.962.982.15-0.529.76
20066.42-1.812.030.220.991.033.181.762.610.711.550.5320.76
20072.342.763.514.552.10-0.11-2.202.952.87-0.19-1.263.4322.54
20087.532.244.515.872.31-5.09-2.021.95-5.299.6817.7515.6766.93
20095.33-4.808.6321.392.415.976.651.896.76-2.675.316.9782.54
2010-3.155.18-0.285.834.88-9.749.19-0.589.922.093.016.4835.96
2011-1.917.718.372.181.70-3.440.8710.953.283.664.542.1446.99
20126.745.94-0.330.452.354.752.00-1.085.68-1.150.573.4833.18
20132.673.55-1.321.61-2.090.545.69-1.736.763.543.784.4930.64
2014-3.253.942.72-3.413.584.161.731.67-1.948.081.780.9021.19
20151.496.694.78-0.76-0.58-2.221.16-1.581.963.822.28-4.0613.22
20162.51-1.851.772.114.179.626.090.28-0.990.40-0.613.6030.00
20171.343.922.881.132.373.142.473.482.641.402.831.8733.76
20180.81-2.26-2.700.78-0.032.075.573.38-1.26-1.909.37-12.35-0.08
20192.774.560.544.92-3.138.181.361.725.254.244.483.8945.86
2020-1.756.3612.4820.684.7611.905.101.97-0.43-6.1813.1811.30109.71
2021-3.3610.542.127.112.921.643.875.08-1.794.93-5.244.6336.30
2022-4.112.015.47-7.404.56-4.319.42-8.92-4.766.704.24-6.93-6.07
20236.34-0.017.79-2.28-2.535.9215.62
Mean:1.442.953.292.901.911.963.181.531.882.253.922.6234.08
Std Dev:3.593.683.917.072.465.113.693.683.923.724.985.9426.57
# of IFTs: 29CAGR:CAGR:31.71
Time in (%):GFCSITotal Compound Return:Total Compound Return:24,585.95
142413409Time In Stocks (C,S,I):Time In Stocks (C,S,I):61.80

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Last "Seasonal Strategies" table recalculation: 2023-06-07

 

Seasonal Calculator v4.6

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