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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AprilApr: on on G on
MayMay: on on G on
JuneJun: on on G on
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AugustAug: on on G on
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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->
10128235.8230.8112,839.972713237342263
10128035.7831.7112,569.372714237342263
10162335.7730.8912,740.862713237342263
11168135.7630.9512,708.192713234372263
11749635.7231.0412,610.102713234372263
11681935.6230.5612,551.162713237342264
10432735.6230.6112,581.18277307342263
11168535.5927.2113,487.742717237302260
10165235.5929.4412,755.782713239332264
9223035.5830.3612,477.212713237342264
10182335.5431.2812,244.182713237342363
9427935.5229.7412,518.272713237342364
11382735.5120.0714,625.172613267322161
10128135.5030.1612,398.722713237342264
11815835.4817.0315,318.002617267292157
11772435.4817.1315,320.332614297292157
11772635.4817.5715,245.392617257292258
11769135.4516.6315,349.532614297292158
11383235.4520.4714,475.192613264362161
11783335.4530.5212,330.272610277342263
11471935.4516.5315,347.212617267292158
11772835.4317.4515,163.272614294322157
10654335.4327.3713,119.562717237302360
10076435.4226.4213,327.992717237302259
9280135.4229.7812,350.012718197342264
11280935.4231.8811,950.202713247342263
8786235.4130.1612,241.222713237342263
11385935.4016.2415,335.382614297282157
10827235.4016.6915,260.382617257292258
8783135.4030.5412,231.092713237342263
11583635.4020.7614,226.172613267322261
11815735.4016.1815,333.032617267282157
9243435.3930.1612,225.68277307342264
10568735.3929.0812,529.472614237332262
11772735.3816.7615,189.862617264322158
9349935.3829.4812,322.9927132311341964
11772535.3716.2315,269.722620237292158
11109935.3715.6915,362.282617267292157
10863935.3717.3615,067.272614287292258
11815435.3715.7415,364.632614297292157
8782735.3630.6212,136.652713237342263
9489635.3629.9912,199.492713237342364
8783235.3631.4411,973.222714237332263
11386035.3516.8415,139.072615297282157
11828135.3416.9215,103.882617254322158
11385635.3416.5715,178.152614294322157
11761235.3430.5512,142.902713237352264
11383335.3419.9914,374.172614264352160
11382635.3216.2215,165.622617267292157
8967235.3230.2812,081.172714227342263
9513235.3129.7012,211.962713238332364
11385535.3117.2814,983.862615294322157
11336035.3116.5515,100.102617257292258
11334435.3016.6815,053.402610327292258
11383135.3015.9315,204.792617264322157
11682935.3015.3715,284.712620237292157
8941935.2930.4511,906.812713237332363
11103535.2916.7815,012.332617257282358
11769335.2816.0715,113.862617267292157
11772935.2816.4515,038.312610327292158
11356235.2715.7015,153.952610327292157
11383735.2719.7214,212.012614254362161
11783435.2630.3612,081.71264337342263
11012235.2624.5613,423.102717247302259
11335235.2616.1515,072.0026172511291858
11309335.2616.6614,972.152617267292258
9514135.2627.6012,560.722713247342263
11103435.2516.8914,906.032617257282258
11103635.2516.6014,964.122617257292158
11769235.2316.2115,005.362614297292157
11468935.2216.0515,022.532610327302158
11382435.2216.2114,973.222617267282157
9015235.2229.9811,994.40277307342263
11196235.2215.2815,138.832622217292157
11405235.2115.7315,079.622617249321959
11155235.2116.4414,921.192617257292258
9009535.2126.7012,858.992717237302260
11815635.2115.2715,128.702617267292157
8810735.2129.9111,965.762713237342264
11383635.2116.1714,928.452617254322157
10165135.2130.5311,924.242713237342364
11469035.2115.9615,017.092616267302158
8967335.2030.5611,751.142714227332363
11383035.2015.3815,098.722618264312157
10073535.2026.0412,951.542717237302260
8783335.1929.1912,150.852713239322263
11377935.1916.4914,895.342610327292258
11103335.1916.9614,769.962617257292258
8787435.1830.1111,897.972713237342263
8133335.1830.1111,885.382713237342263
9043935.1726.3912,857.012719217302260
11011635.1723.5813,436.302717247302259
11418435.1715.4415,020.852617267292257
8124435.1723.9913,429.1028222112261957
11405635.1716.4114,886.562617249321959
10646335.1630.4711,784.232713237362163
11384035.1620.3613,824.262614254352161
11385335.1615.7414,988.322615279321858
8122935.1529.8411,883.582716217342263
11310235.1516.5914,771.012617247302159

Results
#94279
Start Year:
End Year:
All values are percentages.
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Strategy 94279
YearJanFebMarAprMayJunJulAugSepOctNovDec94279
20040.454.280.77-1.695.571.70-3.021.905.432.574.773.4929.11
2005-0.524.86-3.53-0.792.112.725.362.670.562.982.15-0.3919.38
20066.420.083.684.522.325.222.002.421.550.711.551.2636.50
20072.34-1.654.193.332.822.54-3.841.674.23-0.19-1.263.2818.50
20087.532.274.335.602.84-3.730.821.980.219.6817.7516.2785.56
20095.33-3.5821.5815.348.127.6516.972.267.02-2.675.316.87132.45
2010-3.153.742.522.331.27-3.463.155.189.502.093.016.1736.67
2011-1.917.280.446.301.921.12-0.496.88-5.943.664.542.0628.12
20126.746.622.20-2.001.830.383.170.295.28-1.150.572.4729.29
20132.672.91-0.045.05-3.870.784.00-1.668.213.543.785.0134.24
2014-3.253.681.493.343.890.93-0.600.56-1.148.081.781.3821.56
20151.496.122.423.89-1.40-1.737.124.810.343.822.28-4.7026.57
20162.51-0.652.180.464.013.987.67-1.381.380.40-0.614.0926.42
20171.343.341.992.512.701.983.773.552.141.402.831.8533.66
20180.81-1.91-0.492.66-0.530.631.842.251.18-1.909.37-11.670.97
20192.774.572.631.26-2.995.54-1.173.894.574.244.483.9138.93
2020-1.75-2.35-5.448.040.995.380.740.665.77
Mean:1.762.332.413.541.861.862.792.232.782.333.892.5835.51
Std Dev:3.243.275.403.982.853.024.722.163.763.214.345.5929.74
# of IFTs: 27CAGR:CAGR:32.91
Time in (%):GFCSITotal Compound Return:Total Compound Return:12,507.11
132373423Time In Stocks (C,S,I):Time In Stocks (C,S,I):63.64

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Share prices last updated: 2020-08-11

 

Seasonal Calculator v4.5

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