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)
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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
2020 Beer Bet ("There can only be one!"):
Matt Jerin Travis Larry Deena
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Seasonal Strategies
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There are 105180 strategies in the database.
Only the top 100 according to your sort criteria are displayed.

Strat. ID#2004 - 2020 stats (%)2004 - 2020 stats (%)# of
IFTs
Time in Fund (%)Time in (%)
MeanStdDevTotalGFCSICSI
 Filters->
10128235.4031.2111,998.752713237342263
10128035.3532.0911,745.732714237342263
10162335.3531.2911,906.082713237342263
11168135.3431.3511,875.542713234372263
9223035.1830.8011,659.572713237342264
10432735.1831.0411,710.22277307342263
10165235.1729.8311,920.032713239332264
11168535.1727.6612,604.402717237302260
10182335.1231.6911,441.692713237342363
9427935.1130.1811,697.972713237342364
10076435.1026.7812,657.182717237302259
10128135.1030.6011,586.182713237342264
9280135.0230.2311,540.642718197342264
10654335.0127.8112,260.162717237302360
8786235.0130.6111,438.922713237342263
10827235.0016.6914,493.032617257292258
11280935.0032.2611,166.832713247342263
8783134.9930.9511,429.452713237342263
9349934.9729.9311,515.3727132311341964
11109934.9615.6514,589.842617267292157
10863934.9617.3614,309.572614287292258
9243434.9630.6211,379.14277307342264
10568734.9529.4411,708.432614237332262
9489634.9530.4411,399.912713237342364
8782734.9431.0311,341.152713237342263
8783234.9431.8211,188.342714237332263
8967234.9330.7311,289.282714227342263
9513234.9030.1311,411.572713238332364
11336034.8916.5114,340.752617257292258
10073534.8926.4412,299.542717237302260
8941934.8930.9011,126.252713237332363
11103534.8816.7714,257.372617257282358
11011634.8523.9812,760.082717247302259
11334434.8516.6614,235.032610327292258
11012234.8525.0512,543.972717247302259
11309334.8516.6814,219.202617267292258
11335234.8516.1214,314.0726172511291858
9514134.8428.0511,737.672713247342263
11103634.8416.6014,211.572617257292158
11103434.8416.8914,156.392617257282258
11012834.8323.7412,758.142720217302259
10231534.8226.2812,222.162717237302260
11356234.8215.6414,330.142610327292157
8810734.8130.3611,181.372713237342264
11196234.8115.2414,377.552622217292157
9009534.8127.2012,016.532717237302260
10165134.8030.9411,142.542713237342364
8967334.8031.0110,980.712714227332363
11155234.8016.4414,170.792617257292258
8787434.7930.5611,117.992713237342263
10796034.7920.8413,335.942617237292460
9015234.7930.4511,163.74277307342263
10143534.7924.2912,596.532717247292259
11103334.7816.9614,027.112617257292258
8133334.7830.5611,106.222713237342263
10646334.7730.9111,011.642713237362163
9043934.7726.9012,014.682719217302260
8124434.7724.4212,611.1428222112261957
10142034.7623.9212,620.582717247302259
11011934.7624.4112,536.962717247292259
8783334.7629.5911,354.432713239322263
8122934.7530.3011,104.532716217342263
11377934.7516.4314,085.502610327292258
9045634.7426.3212,066.872717237302259
10143734.7424.2812,511.952717247292359
6494134.7324.1712,602.1428241912261957
10796134.7321.1913,165.062617237292460
8789034.7330.5611,031.542713237342363
10918434.7216.9113,943.352617257302058
8787234.7230.4411,047.432713237342263
8123534.7130.0411,096.592718197342263
8785334.7129.8211,152.782713237342263
11011734.7124.9312,300.692716247302260
11012334.7125.8412,156.342717247302260
11310234.7116.2814,028.122617247302159
10142134.7028.4511,472.02277307332263
8787534.7030.4511,016.992714237342263
8784034.7029.9111,142.792713237342363
9968834.7026.4311,998.842710307302259
8782934.7030.3811,036.312713237342264
9320834.7026.0512,065.042720217302259
8967434.6930.2411,028.522714227342264
8782134.6930.6810,960.922714227342263
8622234.6923.7412,626.1828231912271958
8123034.6929.6011,151.102716217342263
8785934.6830.2710,997.822713247342263
9514434.6828.3411,421.392715227342263
7743534.6724.2612,472.752824199301957
8787634.6730.4410,978.382714237342263
11061734.6616.1713,963.7126172510272258
10143434.6525.2112,142.972717247302260
8785234.6531.3510,762.682713237342264
8784534.6530.2810,989.342713237342364
10143834.6324.5612,252.492717247292359
8278834.6230.5910,800.932716217332363
8673134.6229.9910,992.902718197342263
10918334.6116.2213,886.022617257302158
10162034.6130.3810,887.112713237352264
9268534.6129.5311,043.0627132311341964
8787334.6130.3510,919.502713247342263

Results
#87862
Start Year: End Year:
All values are percentages.
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Strategy 87862
YearJanFebMarAprMayJunJulAugSepOctNovDec87862
20040.454.280.77-1.475.571.70-3.021.905.432.574.773.4929.39
20050.334.86-3.53-1.122.112.725.362.670.562.982.15-0.3919.99
20065.220.083.683.492.325.222.002.421.550.711.551.2633.64
20072.68-1.654.193.632.822.54-3.841.674.23-0.19-1.263.2819.24
20085.972.274.335.352.84-3.730.821.980.219.6817.7516.2782.44
20095.33-3.5821.5816.828.127.6516.972.267.02-2.675.316.87135.44
2010-2.203.742.522.001.27-3.463.155.189.502.093.016.1737.57
20110.357.280.446.861.921.12-0.496.88-5.943.664.542.0631.75
20124.026.622.20-1.871.830.383.170.295.28-1.150.572.4726.16
20133.492.91-0.045.19-3.870.784.00-1.668.213.543.785.0135.48
2014-2.853.681.493.853.890.93-0.600.56-1.148.081.781.3822.68
20151.496.122.424.18-1.40-1.737.124.810.343.822.28-4.7026.93
20162.79-0.652.18-0.734.013.987.67-1.381.380.40-0.614.0925.26
20170.843.341.993.172.701.983.773.552.141.402.831.8533.85
20180.05-1.91-0.491.92-0.530.631.842.251.18-1.909.37-11.67-0.51
20192.124.572.631.47-2.995.54-1.173.894.574.244.483.9138.33
2020-2.48-2.35-5.447.270.99-2.44
Mean:1.632.332.413.531.861.642.922.332.782.333.892.5835.01
Std Dev:2.623.275.404.282.852.984.832.193.763.214.345.5930.61
# of IFTs: 27CAGR:CAGR:32.22
Time in (%):GFCSITotal Compound Return:Total Compound Return:11,438.93
132373422Time In Stocks (C,S,I):Time In Stocks (C,S,I):63.47

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Share prices last updated: 2020-05-29

 

Seasonal Calculator v4.5

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