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 165495 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->
17066934.0732.9921,058.602713248421363
17064734.0532.9121,038.082713248411363
17112234.0232.7421,046.312713248421363
16626334.0230.5122,116.542813268391361
16623134.0230.4922,110.282813268391361
16626433.9730.2722,103.692813268401361
17125133.9732.2321,039.652713248421363
16623033.9730.2622,097.372813268401361
16944433.9632.1521,051.082713248421363
16635233.9629.8722,179.972812268401361
17081633.9628.4723,092.052814269391261
17217633.9632.2021,133.002713258401362
17114133.9531.1721,625.022713258411362
17219233.9529.8722,210.082813278381360
16622733.9429.8322,130.272813268401361
16622033.9429.8122,123.982813268401361
17063433.9432.4120,918.032713248421363
16635133.9329.7422,158.382813278391361
16626133.9229.7122,108.682813268391361
16619233.9229.7022,102.452813268391361
17063333.9232.1320,899.002713248411463
17081833.9228.2523,078.602814269401261
17066533.9131.9021,038.842713248421363
17218233.9129.6422,197.092813278391360
17114233.9026.9123,712.952814279381259
16626533.9029.6022,117.362813268401361
16623233.9029.5822,111.112813268401361
16557433.8928.5222,613.122813268401361
16634533.8829.7821,970.352813268391461
17114033.8828.2122,718.932813278391360
16626233.8729.4722,095.842813268401361
16622933.8729.4622,089.552813268401361
17217333.8631.4021,146.072713258411362
17004733.8627.7023,083.842814269391260
16634433.8629.6821,948.942813268391461
16627933.8629.1022,172.152813268401361
16146633.8529.0522,116.112813268401361
16931033.8529.1122,104.112813268401361
17127233.8531.7520,892.852713247431363
16542333.8529.0722,122.362813268401361
16975433.8430.0821,817.2528132312411064
17065233.8331.6020,959.552713248411363
17081933.8227.4823,070.432814269401260
17103133.8231.2421,017.702714248411362
17125233.8131.4320,960.212718198421363
16627033.8129.2621,982.572813268401361
16617633.8129.2421,976.352813268401361
16634733.8029.0522,011.922813268391461
17063633.8032.0720,516.752713238421463
17125533.8032.2020,521.532715228421363
16621533.8028.8222,103.232813268401361
17081733.8028.4722,422.702814269391361
16626033.8028.8422,109.512813268401361
17125633.7931.9420,518.722716218421363
16626933.7929.0221,962.562813268391461
16178633.7929.0121,956.312813268391461
17082133.7829.7821,482.612813268391461
16876433.7828.2622,415.802814249411262
17066433.7832.0220,440.702713248411463
17126133.7731.8320,663.8327132414351363
17064433.7531.4620,654.052714248411363
17065733.7531.8020,621.902713248421463
17064233.7431.9720,602.362714248411363
16620233.7328.5122,020.002813268391361
16629033.7328.5222,026.242813268391361
17113033.7329.7421,997.582717248381360
17063933.7231.8020,492.312713248421363
16189233.7228.8421,754.682813265431361
17067133.7131.9520,351.662714238421363
17125933.7132.4520,150.312713249421263
16411333.7027.8122,368.8728132412401063
17082033.7027.7122,414.732814269391360
17067333.7032.4819,991.852714248411363
16552233.7027.7922,362.5328132412401063
16552633.7028.3621,961.022914268401260
16807233.7029.4021,499.962813258401462
17113133.6929.4721,984.722717248391360
17024033.6931.6420,457.222713238421463
16627233.6929.0421,560.942813268401461
15836433.6927.3722,848.112783010351761
16617833.6929.0221,554.792813258401461
16621433.6829.0321,474.942813268391461
17217733.6831.4920,579.302713258401361
16630333.6829.0421,481.032813268391461
17125333.6831.6920,411.272715228421363
16965033.6730.2821,152.2528132312411064
17065633.6632.4419,966.882713248421363
17065033.6632.0720,143.122713238421463
16623633.6628.8621,552.022814258401361
16737633.6628.9021,650.722713268411261
16619633.6629.1421,523.412813268391360
17112833.6629.0121,989.812717248381359
17066833.6631.6520,376.522714248421363
16630933.6628.8821,558.102814258401361
16628433.6629.1521,529.522813278391360
16552833.6528.5021,694.832914268401361
17064933.6531.7620,322.392713238421463
16629533.6528.7221,671.462813268401461
16620733.6528.6821,665.342813268401461
17064533.6531.7120,282.232713248411363

Results
#166347
Created: 2022-01-20
Start Year:
End Year:
All values are percentages.
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Strategy 166347
YearJanFebMarAprMayJunJulAugSepOctNovDec166347
20040.453.715.68-1.535.432.74-3.023.273.422.574.774.1736.15
2005-0.522.12-2.77-5.501.802.435.363.040.962.982.15-0.5211.65
20066.42-1.822.030.220.811.032.000.882.610.711.550.5318.11
20072.343.823.514.552.10-0.11-3.842.652.87-0.19-1.263.4321.37
20087.533.754.515.871.56-5.090.820.87-5.299.6817.7515.6771.19
20095.33-5.038.6321.392.695.9716.974.356.76-2.675.316.97105.11
2010-3.153.45-0.285.834.96-9.743.152.269.922.093.016.4830.04
2011-1.917.398.372.181.70-3.44-0.499.873.283.664.542.1443.16
20126.745.36-0.330.452.404.753.17-1.195.68-1.150.573.4833.85
20132.672.86-1.321.61-2.500.544.00-0.756.763.543.784.4928.44
2014-3.254.122.72-3.413.614.16-0.600.90-1.948.081.780.9017.75
20151.496.974.78-0.76-0.61-2.227.12-1.721.963.822.28-4.0619.97
20162.51-2.341.772.114.189.627.67-0.68-0.990.40-0.613.6030.03
20171.343.532.881.132.413.143.774.342.641.402.831.8736.12
20180.81-2.07-2.700.780.202.071.843.06-1.26-1.909.37-12.35-3.51
20192.774.290.544.92-2.898.18-1.171.735.254.244.483.8942.20
2020-1.756.0212.4820.685.2111.900.743.03-0.43-6.1813.1811.30103.35
2021-3.3610.302.127.112.721.642.255.80-1.794.93-5.244.6334.53
2022-4.111.765.47-7.405.16-4.316.51-8.69-4.766.704.24-6.93-8.05
20234.624.62
Mean:1.353.063.063.172.151.752.961.741.882.253.922.6233.80
Std Dev:3.493.643.877.152.355.164.543.613.923.724.985.9429.05
# of IFTs: 28CAGR:CAGR:30.99
Time in (%):GFCSITotal Compound Return:Total Compound Return:22,011.97
132683914Time In Stocks (C,S,I):Time In Stocks (C,S,I):61.07

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Last "Seasonal Strategies" table recalculation: 2023-01-26

 

Seasonal Calculator v4.6

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