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 166244 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->
17066934.3332.7722,122.902713248421363
17064734.3232.7022,101.352713248411363
17063434.3132.1122,422.922713248421363
17112234.2832.5222,109.992713248421363
16626334.2830.2723,234.062813268391361
16623134.2830.2623,227.492813268391361
15836434.2526.9525,222.352783010351761
16626434.2430.0423,220.562813268401361
16623034.2430.0223,213.932813268401361
17081634.2428.2024,329.082814269391261
17125134.2332.0122,103.002713248421363
16635234.2229.6423,300.682812268401361
16944434.2231.9322,115.012713248421363
17217634.2231.9722,201.062713258401362
17114134.2130.9422,717.822713258411362
16622734.2129.6023,248.482813268401361
16622034.2129.5723,241.872813268401361
17219234.2129.6323,332.332813278381360
16635134.1929.5123,278.002813278391361
17081834.1927.9824,314.912814269401261
15762434.1927.4624,668.272783010351762
16617634.1928.9123,557.012813268401361
16627034.1928.9323,563.682813268401361
17066534.1831.6822,102.152713248421363
16619234.1829.4623,219.262813268391361
16626134.1829.4723,225.802813268391361
17114234.1826.6224,983.102814279381259
17218234.1729.3923,318.682813278391360
15362434.1730.1223,327.222782910361763
16557434.1628.3023,755.642813268401361
16626534.1629.3623,234.922813268401361
15054034.1626.8324,878.982783110341861
15051534.1626.8424,871.932783010341861
17063334.1631.9321,870.912713248411463
16623234.1629.3423,228.352813268401361
17114034.1427.9623,866.752813278391360
16627934.1328.8623,292.472813268401361
16626234.1329.2323,212.322813268401361
16634534.1329.5622,991.852813268391461
17004734.1327.4224,320.432814269391260
16622934.1329.2223,205.712813268401361
15210634.1226.5924,864.522783110351761
15210534.1226.5924,857.452783010351761
17217334.1231.1622,214.802713258411362
17127234.1131.5321,948.812713247431363
16931034.1128.8723,221.002813268401361
16542334.1128.8223,240.172813268401361
16146634.1128.8123,233.602813268401361
16975434.1029.8522,919.7128132312411064
17065234.1031.3722,018.882713248411363
15979234.1026.7024,659.51279309351761
16634434.1029.4622,969.452813268391461
17081934.0927.2024,306.302814269401260
15979134.0926.7024,666.54278319351761
15237134.0929.2023,506.142782910361763
15531234.0930.0523,163.682892910361662
15237234.0829.6523,339.992753210371763
17103134.0831.0122,079.952714248411362
16626034.0728.5923,226.672813268401361
15979034.0729.3123,325.47278299361763
15776834.0727.3124,204.982783010361763
16621534.0728.5823,220.082813268401361
17081734.0728.2023,624.022814269391361
15453534.0726.6924,623.57278309351861
17125234.0731.2122,019.562718198421363
15978834.0729.3023,318.89279299361763
15473534.0725.4025,806.4727132810311859
17125534.0631.9921,558.822715228421363
17125634.0631.7221,555.872716218421363
16876434.0628.0023,616.722814249411262
16634734.0528.8323,035.352813268391461
15979334.0527.4224,005.44279299361762
17063634.0531.8621,524.102713238421463
15644534.0425.8225,141.412782914351463
17066434.0431.8021,473.922713248411463
17082134.0429.5422,568.242813268391461
17126134.0331.6121,708.2827132414351363
16178634.0328.7922,977.172813268391461
16626934.0328.8022,983.702813268391461
17065734.0231.5721,664.242713248421463
15233234.0226.7724,456.192792910341861
15210934.0226.1524,972.642892914341462
17064434.0131.2321,698.012714248411363
17113034.0029.5123,109.122717248381360
17064234.0031.7521,643.712714248411363
15577734.0030.4322,548.942782910361763
15473434.0025.6125,353.3727122810311959
16629033.9928.2723,139.222813268391361
16620233.9928.2623,132.672813268391361
16189233.9828.6022,854.002813265431361
16041733.9826.5624,189.54279299361762
17063933.9831.5821,528.132713248421363
16737633.9828.6222,972.292713268411261
15210733.9825.8924,965.202892914351462
15385233.9727.3923,917.2126102810341862
16552633.9728.1123,070.712914268401260
15453633.9726.5724,373.81278308351861
17067133.9731.7421,368.092714238421363
17082033.9727.4323,615.632814269391360
16411333.9627.5623,499.0928132412401063

Results
#170649
Created: 2022-07-31
Start Year:
End Year:
All values are percentages.
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Strategy 170649
YearJanFebMarAprMayJunJulAugSepOctNovDec170649
20040.453.085.68-1.534.332.74-3.413.273.422.574.774.1733.37
2005-0.521.20-2.77-5.504.772.433.793.040.962.982.15-0.5212.17
20066.42-1.812.030.22-4.131.031.760.882.610.711.550.5312.07
20072.342.763.514.552.39-0.11-3.552.652.87-0.19-1.263.4320.84
20087.532.244.515.872.23-5.09-0.020.87-5.299.6817.7515.6768.40
20095.33-4.808.6321.396.515.9715.674.356.76-2.675.316.97110.89
2010-3.155.18-0.285.83-5.79-9.744.142.269.922.093.016.4819.81
2011-1.917.718.372.180.26-3.440.219.873.283.664.542.1442.55
20126.745.94-0.330.45-4.014.752.23-1.195.68-1.150.573.4825.03
20132.673.55-1.321.610.160.544.62-0.756.763.543.784.4933.61
2014-3.253.942.72-3.411.394.16-0.760.90-1.948.081.780.9014.86
20151.496.694.78-0.761.13-2.225.14-1.721.963.822.28-4.0619.51
20162.51-1.851.772.113.459.627.67-0.68-0.990.40-0.613.6029.76
20171.343.922.881.13-0.163.143.414.342.641.402.831.8732.75
20180.81-2.26-2.700.781.102.072.683.06-1.26-1.909.37-12.35-2.03
20192.774.560.544.92-2.588.18-1.521.735.254.244.483.8942.52
2020-1.756.3612.4820.6813.0211.900.853.03-0.43-6.1813.1811.30119.36
2021-3.3610.542.127.115.601.641.255.80-1.794.93-5.244.6337.26
2022-4.112.015.47-7.407.25-4.318.36-8.69-4.766.704.24-6.93-4.36
20236.34-0.013.349.88
Mean:1.442.953.073.171.941.752.761.741.882.253.922.6233.91
Std Dev:3.593.683.787.154.395.164.383.613.923.724.985.9431.54
# of IFTs: 27CAGR:CAGR:30.79
Time in (%):GFCSITotal Compound Return:Total Compound Return:21,349.69
132384214Time In Stocks (C,S,I):Time In Stocks (C,S,I):63.47

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Last "Seasonal Strategies" table recalculation: 2023-03-21

 

Seasonal Calculator v4.6

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