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 109738 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->
10128235.8130.8112,828.542713237342263
10128035.7731.7112,558.182714237342263
10162335.7730.9012,729.522713237342263
11168135.7530.9512,696.882713234372263
11749635.7131.0512,598.872713234372263
11681935.6230.5712,539.992713237342264
10432735.6230.6212,569.97277307342263
10165235.5929.4412,744.422713239332264
11168535.5927.2113,475.732717237302260
9223035.5830.3612,466.102713237342264
10182335.5331.2912,233.282713237342363
9427935.5129.7412,507.132713237342364
11382735.5020.0714,612.162613267322161
10128135.5030.1612,387.672713237342264
11772435.4817.1315,306.722614297292157
11772635.4817.5715,231.842617257292258
11815835.4717.0215,304.392617267292157
11769135.4516.6315,335.892614297292158
11383235.4520.4714,462.312613264362161
11783335.4530.5312,319.292610277342263
11471935.4416.5315,333.572617267292158
11772835.4217.4415,149.802614294322157
10654335.4227.3713,107.882717237302360
10076435.4226.4213,316.122717237302259
9280135.4129.7812,339.022718197342264
11280935.4131.8811,939.562713247342263
8783135.4030.5412,220.192713237342263
10827235.4016.6915,246.812617257292258
11583635.4020.7614,213.522613267322261
8786235.4030.1612,230.312713237342263
11815735.3916.1815,319.392617267282157
11385935.3916.2315,321.742614297282157
9243435.3830.1612,214.79277307342264
10568735.3829.0812,518.302614237332262
11772535.3716.2315,256.142620237292158
11815435.3715.7415,350.972614297292157
9349935.3729.4912,312.0127132311341964
11772735.3716.7615,176.362617264322158
11109935.3615.6915,348.612617267292157
10863935.3617.3615,053.872614287292258
11386035.3516.8415,125.602615297282157
8782735.3530.6312,125.842713237342263
9489635.3530.0012,188.622713237342364
8783235.3531.4411,962.552714237332263
11385635.3316.5715,164.652614294322157
11761235.3330.5512,132.082713237352264
11383335.3319.9914,361.382614264352160
11828135.3316.9215,090.452617254322158
8967235.3230.2812,070.412714227342263
11382635.3116.2215,152.132617267292157
11383135.3015.9215,191.272617264322157
11336035.3016.5515,086.672617257292258
9513235.3029.7012,201.092713238332364
11385535.3017.2714,970.532615294322157
11682935.2915.3615,271.122620237292157
11334435.2916.6715,040.022610327292258
8941935.2830.4611,896.202713237332363
11103535.2816.7814,998.972617257282358
11772935.2716.4515,024.932610327292158
11769335.2716.0715,100.432617267292157
11356235.2615.7015,140.472610327292157
11012235.2624.5613,411.152717247302259
11783435.2630.3612,070.94264337342263
11383735.2619.7214,199.362614254362161
11309335.2516.6614,958.832617267292258
11335235.2516.1515,058.6026172511291858
9514135.2527.6112,549.552713247342263
11103635.2416.6014,950.812617257292158
11103435.2416.8914,892.772617257282258
11382435.2216.2014,959.902617267282157
11769235.2216.2014,992.022614297292157
11468935.2216.0415,009.172610327302158
11196235.2115.2815,125.372622217292157
8810735.2129.9211,955.102713237342264
9015235.2129.9911,983.72277307342263
11405235.2015.7315,066.222617249321959
11815635.2015.2615,115.242617267292157
9009535.2026.7012,847.542717237302260
10165135.2030.5311,913.612713237342364
11383635.2016.1714,915.182617254322157
11155235.2016.4414,907.922617257292258
11469035.2015.9515,003.742616267302158
8967335.1930.5711,740.672714227332363
11377935.1916.4914,882.092610327292258
11383035.1915.3715,085.302618264312157
10073535.1926.0512,940.012717237302260
8783335.1829.1912,140.022713239322263
11103335.1816.9614,756.822617257292258
8787435.1830.1111,887.372713237342263
8133335.1730.1111,874.792713237342263
11418435.1715.4415,007.492617267292257
8124435.1623.9913,417.1528222112261957
11385335.1615.7414,974.992615279321858
11011635.1623.5913,424.342717247302259
11405635.1616.4014,873.322617249321959
10646335.1630.4711,773.742713237362163
9043935.1626.4012,845.562719217302260
11384035.1520.3613,811.962614254352161
11383435.1519.2014,100.282615254352160
11815535.1515.3515,006.752614297292157

Results
#90152
Start Year:
End Year:
All values are percentages.
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Strategy 90152
YearJanFebMarAprMayJunJulAugSepOctNovDec90152
20040.454.280.77-1.475.572.03-3.021.905.432.574.773.4929.81
20050.334.86-3.53-1.122.112.725.362.670.562.982.15-0.3920.00
20065.220.083.683.492.323.672.002.421.550.711.551.2631.67
20072.68-1.654.193.632.821.66-3.841.674.23-0.19-1.263.2818.21
20085.972.274.335.352.84-5.070.821.980.219.6817.7516.2779.90
20095.33-3.5821.5816.828.127.7416.972.267.02-2.675.316.87135.64
2010-2.203.742.522.001.27-2.583.155.189.502.093.016.1738.83
20110.357.280.446.861.921.53-0.496.88-5.943.664.542.0632.28
20124.026.622.20-1.871.830.333.170.295.28-1.150.572.4726.11
20133.492.91-0.045.19-3.87-1.274.00-1.668.213.543.785.0132.74
2014-2.853.681.493.853.891.22-0.600.56-1.148.081.781.3823.02
20151.496.122.424.18-1.40-2.287.124.810.343.822.28-4.7026.23
20162.79-0.652.18-0.734.015.067.67-1.381.380.40-0.614.0926.57
20170.843.341.993.172.702.223.773.552.141.402.831.8534.16
20180.05-1.91-0.491.92-0.530.661.842.251.18-1.909.37-11.67-0.48
20192.124.572.631.47-2.996.26-1.173.894.574.244.483.9139.27
2020-2.48-2.35-5.447.270.995.790.740.664.66
Mean:1.632.332.413.531.861.752.792.232.782.333.892.5835.21
Std Dev:2.623.275.404.282.853.284.722.163.763.214.345.5929.99
# of IFTs: 27CAGR:CAGR:32.58
Time in (%):GFCSITotal Compound Return:Total Compound Return:11,983.77
73073422Time In Stocks (C,S,I):Time In Stocks (C,S,I):63.47

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Share prices last updated: 2020-08-12

 

Seasonal Calculator v4.5

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