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 175014 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->
18164635.1025.8930,199.502818238351759
18028235.0825.1730,508.012714258371761
18003835.0625.3530,344.9627142610321860
18231035.0125.2130,171.462716238371761
17066935.0032.4024,823.232713248421363
18126435.0025.0130,334.382714257381761
18003734.9926.1129,629.4127142610321859
17931134.9826.0129,491.1627113010321859
17916534.9729.0627,084.792782910361763
17063434.9631.7925,011.122713248421363
18172834.9624.8130,241.192714268351760
17112234.9532.1524,808.652713248421363
18363834.9425.3929,716.782818238341759
17064734.9432.3424,606.442713248411363
17961134.9331.1425,222.002713248421363
18305834.9224.9929,972.652714268361761
17831534.9232.4424,549.152715228421363
18003934.9224.5830,357.7527142415321561
18141634.9226.1329,302.5227162410321859
17993634.9131.1425,359.562713258411362
15362434.9029.8326,268.102782910361763
18078334.9031.4125,152.912713258401361
17125134.8931.6324,752.262713248421363
17562934.8932.3724,566.002718198411363
17563634.8831.7624,880.872718198421363
15237234.8829.3526,593.502753210371763
15531234.8829.7526,347.392892910361662
16944434.8631.5724,667.952713248421363
18349634.8625.4729,348.712818228351760
17492334.8532.0424,497.812713248421363
17559434.8531.6524,745.632718198421363
18078034.8425.2629,246.4227113010321759
17831934.8433.3923,625.762815257401360
17929634.8325.0129,317.3526112910331860
17217634.8331.5924,717.352713258401362
18303734.8324.7329,648.522714248371762
17931534.8325.2629,503.4827112814321561
15237134.8228.9126,469.572782910361763
17114134.8230.5825,215.722713258411362
18306334.8225.0429,655.932714288341759
17927734.8128.4027,177.842892714361464
17484834.8131.6824,442.662713248411363
15565334.8129.4326,299.992773010371763
17066534.8131.3224,653.492713248421363
17434334.8027.2027,346.562813269391260
17127234.8031.1424,739.892713247431363
17931934.8025.2629,145.1027113011311859
18114434.8025.0429,346.102717218371761
17484234.8031.4924,568.592714248411363
17927634.7928.2327,096.102782714361464
17063334.7931.5624,395.702713248411463
17899234.7931.5624,379.072716218421363
18349434.7825.4029,197.302818238341759
17125534.7831.5924,395.612715228421363
15979034.7729.0226,177.03278299361763
17977234.7629.9325,577.512782810371764
15978834.7629.0126,103.83279299361763
18361734.7625.7328,800.972818238351759
18033834.7625.1528,926.2227122910321759
15836434.7626.7627,352.912783010351761
18305734.7524.5829,495.582714258361761
17955334.7429.0726,145.482782910361763
17217334.7430.7724,779.132713258411362
18360834.7425.4128,829.082818228351860
17955434.7429.3426,011.282782910361762
18313834.7425.1628,966.672714258361761
17953034.7429.0526,224.372892910361662
17953134.7429.4026,089.712892910361662
18127634.7325.6128,515.0827113010331759
14842034.7225.3028,673.5626112910331860
17947534.7229.7125,936.412782818361064
16626334.7229.9825,093.302813268391361
18306134.7225.5528,932.742714278351759
18303834.7124.7029,123.742714248371862
16623134.7129.9725,023.132813268391361
17125234.7130.8324,590.832718198421363
17063934.7031.1924,344.552713248421363
16635234.7029.3125,363.442812268401361
17126134.6931.2424,291.2827132414351363
17125634.6931.3524,044.512716218421363
17065234.6931.0224,402.732713248411363
15762434.6827.2126,752.222783010351762
18239934.6825.0528,855.982714258361761
17066434.6831.4423,953.022713248411463
15577734.6830.1525,226.812782910361763
17063634.6831.4924,008.982713238421463
17444934.6832.4723,509.49269288421363
16626434.6729.7425,078.632813268401361
17064434.6730.8624,289.752714248411363
17113034.6629.1025,929.262717248381360
17103134.6630.6624,414.942714248411362
17081634.6627.8926,209.372814269391261
15054034.6626.5727,048.812783110341861
15589234.6629.7825,491.9027152210361763
14841934.6625.2328,439.2426112910331860
16623034.6629.7325,008.392813268401361
18172934.6524.9828,752.3126142611321760
15051534.6526.5826,973.142783010341861
17065734.6531.2124,165.372713248421463
16622734.6529.2925,155.992813268401361

Results
#166263
Created: 2022-01-20
Start Year:
End Year:
All values are percentages.
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Strategy 166263
YearJanFebMarAprMayJunJulAugSepOctNovDec166263
20040.453.085.68-1.535.432.79-3.023.274.042.574.774.1736.21
2005-0.521.20-2.77-5.501.800.785.363.040.952.982.15-0.528.85
20066.42-1.812.030.220.900.632.000.882.820.711.550.5318.00
20072.342.763.514.552.01-1.15-3.842.652.57-0.19-1.263.4318.44
20087.532.244.515.871.72-2.400.820.87-4.979.6817.7515.6774.35
20095.33-4.808.6321.392.625.3216.974.358.65-2.675.316.97107.81
2010-3.155.18-0.285.834.98-9.073.152.2610.462.093.016.4833.89
2011-1.917.718.372.181.53-5.30-0.499.871.173.664.542.1437.71
20126.745.94-0.330.452.463.663.17-1.195.20-1.150.573.4832.67
20132.673.55-1.321.61-2.160.094.00-0.756.323.543.784.4928.64
2014-3.253.942.72-3.413.754.44-0.600.90-1.088.081.780.9019.06
20151.496.694.78-0.76-0.66-2.477.12-1.72-0.643.822.28-4.0616.26
20162.51-1.851.772.114.067.527.67-0.68-0.450.40-0.613.6028.73
20171.343.922.881.132.421.713.774.342.781.402.831.8734.93
20180.81-2.26-2.700.780.023.881.843.06-1.28-1.909.37-12.35-2.18
20192.774.560.544.92-2.928.14-1.171.734.704.244.483.8941.73
2020-1.756.3612.4820.684.9414.740.743.031.16-6.1813.1811.30111.99
2021-3.3610.542.127.113.052.112.255.80-3.794.93-5.244.6333.12
2022-4.112.015.47-7.404.72-2.306.51-8.69-2.896.704.24-6.93-4.44
20236.34-0.017.79-2.28-2.297.764.470.98-4.6318.64
Mean:1.442.953.292.901.922.043.041.701.552.253.922.6234.72
Std Dev:3.593.683.917.072.435.194.443.534.123.724.985.9429.98
# of IFTs: 28CAGR:CAGR:31.85
Time in (%):GFCSITotal Compound Return:Total Compound Return:25,093.32
132683913Time In Stocks (C,S,I):Time In Stocks (C,S,I):61.07

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Last "Seasonal Strategies" table recalculation: 2023-09-28

 

Seasonal Calculator v4.6

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