Seasonal Strategy Blind Tests
I simply cannot solve every possible strategy. There are between 135,000 - 315,000 different ways to trade a single month based on the TSPcalc 4.0 model. The computer can handle that many. But for a full year, there are somewhere around 10^52 possible strategies. That's too many.

So, I created the Seasonal Builder tool. Because if I can't solve every possible strategy for a year, then at least I could solve every possible month, and give the user an easy way to put them together. The Seasonal Builder also has a "best fit" tool, which attempts to put 12 months together based on the user's sort and filter criteria.

Having "best fit" allowed me to automate some blind testing. The tables below are the result of those blind tests. One "Case" is a set of Sort & Filter criteria plugged into the Seasonal Builder and best fit. I ran each case on all possible years, and all possible data set sizes (1-year data set, 2-year data set, 3-year data set, etc).

At the bottom of each column, you can compare the average return of the best-fit strategy to that of the C, S, and I funds over the same time period. At the right of each row, you can compare a year's return of the strategy to that year's C, S, or I return.

EXAMPLE:
Case 1, 1 Year of Data, 2005: 8.80%. This is the highest Mean from 2004 best-fit into a strategy, and it returned 8.80% in 2005.
Case 1, 1 Year of Data, 2006: 6.00%. This is the highest Mean from 2005 best-fit into a strategy, and it returned 6.00% in 2006.
Case 1, 2 Years of Data, 2006: 13.36%. This is the highest Mean from 2004-2005 best-fit into a strategy, and it returned 13.36% in 2006.
Case 2, 5 Years of Data, 2009: -3.26%. This is the highest (Mean - SD) from 2004-2008 best-fit into a strategy, and it returned -3.26% in 2009.

Case 1: Highest Mean, All Funds

Years of Data
Year12345678910111213141516SCI
20058.8010.454.9613.63
20066.0013.3615.3015.7926.32
20072.56-5.290.235.495.5511.43
2008-12.11-26.40-2.00-39.40-38.32-36.99-42.43
2009-6.521.2020.0010.7414.0034.8526.6730.04
20106.34-0.675.87-4.54-5.885.2929.0615.067.94
201120.25-2.56-28.14-27.701.85-7.76-0.06-3.382.11-11.81
201211.907.2422.924.216.833.950.7811.2718.5716.0718.62
201313.4725.8016.3213.9716.4613.7412.3213.9711.8538.3532.4522.13
20149.507.1814.657.865.89-0.06-4.62-2.494.837.957.8013.78-5.27
20156.124.297.988.4122.984.50-5.92-1.90-4.310.00-0.41-2.921.46-0.51
20161.361.8512.452.70-5.11-7.45-2.335.547.2610.244.398.7116.3512.012.10
201712.7015.1216.7721.8526.4227.5226.3919.9721.8624.3121.1122.8724.9118.2221.8225.42
2018-5.79-1.14-10.87-7.856.96-0.08-12.90-1.15-16.09-19.72-14.65-7.70-6.66-3.63-9.26-4.41-13.43
201913.8914.4615.5114.3817.4123.0128.5123.5125.7017.3923.6024.8520.9619.7022.8527.9731.4522.47
Averages:5.903.897.050.399.806.274.698.597.306.696.8112.1813.078.0422.85
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 2: Highest Mean-SD, All Funds

Years of Data
Year12345678910111213141516SCI
20058.8010.454.9613.63
20066.0016.6915.3015.7926.32
20072.56-8.22-1.335.495.5511.43
2008-12.11-15.239.6415.17-38.32-36.99-42.43
2009-6.5217.4018.50-7.90-3.2634.8526.6730.04
20106.34-11.47-4.35-4.363.481.3529.0615.067.94
201120.255.88-10.0227.5644.3617.9018.76-3.382.11-11.81
201211.903.137.83-4.37-6.21-5.68-5.96-0.4318.5716.0718.62
201313.4716.7320.1722.4612.038.2916.8511.4113.4338.3532.4522.13
20149.505.898.6310.921.68-8.39-1.48-5.644.545.687.8013.78-5.27
20156.120.851.23-7.59-1.323.432.5014.3812.917.595.67-2.921.46-0.51
20161.36-8.538.804.28-1.541.3915.801.70-1.774.411.03-8.9016.3512.012.10
201712.7018.5216.4218.7316.0515.9721.4620.0418.9817.2816.2811.5711.6418.2221.8225.42
2018-5.79-0.548.365.29-0.76-2.48-9.82-8.042.46-1.282.05-3.569.468.17-9.26-4.41-13.43
201914.2227.7615.2517.3815.6215.0716.1211.2410.559.846.658.0210.3513.3011.4627.9731.4522.47
Averages:5.924.927.628.137.284.688.255.588.737.256.331.7810.4910.7411.46
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 3: Highest Mean/SD, All Funds

Years of Data
Year12345678910111213141516SCI
200510.5110.454.9613.63
200622.851.7715.3015.7926.32
20076.21-1.92-2.295.495.5511.43
2008-42.05-12.48-19.63-6.43-38.32-36.99-42.43
200947.974.8334.610.631.0734.8526.6730.04
20109.128.7716.5117.586.969.6629.0615.067.94
2011-11.52-6.42-13.5417.3911.076.763.95-3.382.11-11.81
201211.559.701.67-1.284.51-1.00-1.86-3.4318.5716.0718.62
201318.1427.736.474.499.606.606.148.534.3638.3532.4522.13
20140.682.6710.936.471.574.519.35-2.74-0.806.307.8013.78-5.27
20151.2010.102.688.3112.477.694.125.832.78-1.531.80-2.921.46-0.51
20162.41-7.535.42-2.030.23-2.431.283.885.396.554.743.6516.3512.012.10
201721.0716.7910.247.059.757.694.484.135.768.636.493.352.9618.2221.8225.42
2018-16.681.073.641.3210.283.00-0.697.022.331.87-4.280.31-1.18-2.33-9.26-4.41-13.43
201919.1513.4112.8911.347.104.779.494.343.180.002.243.003.003.242.0127.9731.4522.47
Averages:6.714.895.365.406.784.724.033.443.293.642.202.581.590.462.01
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 4: Highest Mean, CS Only

Years of Data
Year12345678910111213141516SCI
200512.6410.454.9613.63
200618.5021.5715.3015.7926.32
20077.637.837.285.495.5511.43
2008-37.48-40.12-38.33-38.03-38.32-36.99-42.43
200940.4833.0935.3434.6433.0934.8526.6730.04
201021.4119.5622.1418.6716.5616.3929.0615.067.94
2011-3.87-5.85-3.15-3.842.413.700.00-3.382.11-11.81
201225.7918.3717.3222.1923.2121.6721.8621.3118.5716.0718.62
201334.9633.1732.8432.9731.1932.5032.8635.2333.9938.3532.4522.13
20147.9310.8016.0010.729.6511.1413.5511.9411.9413.767.8013.78-5.27
2015-1.331.18-0.502.622.970.122.943.995.305.180.00-2.921.46-0.51
201617.7915.2412.6112.944.5812.188.148.847.9110.318.3813.2716.3512.012.10
201720.0721.3420.4821.7323.0819.6820.5126.3822.9024.5424.6824.6823.1918.2221.8225.42
2018-4.88-5.53-0.381.61-0.82-2.96-2.48-2.75-3.35-5.14-4.27-3.88-3.38-3.80-9.26-4.41-13.43
201924.7424.4524.3625.3325.5426.3128.7429.7031.3032.9632.9133.0131.7631.7630.1127.9731.4522.47
Averages:12.2911.0811.2311.7915.5914.0714.0116.8315.7113.6012.3416.7717.1913.9830.11
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 5: Highest Mean-SD, CS Only

Years of Data
Year12345678910111213141516SCI
200512.6410.454.9613.63
200618.5020.6415.3015.7926.32
20077.637.696.925.495.5511.43
2008-37.48-37.41-39.13-42.32-38.32-36.99-42.43
200940.4830.2232.8029.3731.1734.8526.6730.04
201021.4122.1117.2918.6016.5515.1729.0615.067.94
2011-3.87-1.77-5.71-2.120.460.450.18-3.382.11-11.81
201225.7926.2521.6722.1322.0723.5921.6222.5518.5716.0718.62
201334.9632.3531.4437.6231.9732.8631.4830.6030.4238.3532.4522.13
20147.9312.5010.9210.4810.6316.4418.5818.5116.0418.907.8013.78-5.27
2015-1.331.931.512.231.883.175.935.865.855.857.03-2.921.46-0.51
201617.7919.6012.6914.317.994.0710.299.6710.4610.329.409.5316.3512.012.10
201720.0722.3819.0821.3323.6422.8722.8022.2924.0623.4721.5321.5321.5318.2221.8225.42
2018-4.88-5.22-0.55-0.79-1.91-0.89-0.83-0.72-1.26-0.14-2.27-1.65-2.61-2.55-9.26-4.41-13.43
201924.7428.4323.1926.2527.4525.6327.4324.5526.8128.6329.9529.9530.5430.5429.9527.9731.4522.47
Averages:12.2912.8410.1611.4215.6314.3315.2716.6616.0514.5113.1314.8416.4913.9929.95
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 6: Highest Mean/SD, CS Only

Years of Data
Year12345678910111213141516SCI
200511.9610.454.9613.63
200614.9912.6615.3015.7926.32
20075.137.299.955.495.5511.43
2008-40.08-36.98-39.75-42.21-38.32-36.99-42.43
200934.7429.0232.1830.7033.5434.8526.6730.04
201028.9419.3820.1616.9816.0813.6029.0615.067.94
2011-3.66-6.24-2.891.192.903.590.55-3.382.11-11.81
201215.2419.8521.8922.2221.4721.6422.7124.0418.5716.0718.62
201337.7333.5331.7234.3731.2631.7834.6134.1734.1338.3532.4522.13
20146.8014.5012.8115.2213.7212.2417.6116.2916.7316.737.8013.78-5.27
2015-2.773.36-1.013.132.451.865.506.106.806.806.80-2.921.46-0.51
201620.9114.5010.8812.355.724.1313.448.409.908.978.849.4916.3512.012.10
201717.8816.6817.2819.6119.0022.8022.3721.1022.2223.1624.0023.6923.9918.2221.8225.42
2018-5.59-3.90-1.27-1.14-3.31-3.42-2.56-2.65-5.47-3.97-2.01-2.96-2.93-2.93-9.26-4.41-13.43
201924.5734.8827.2023.5824.0023.7631.0228.6929.6728.5328.6927.3528.9928.9928.9927.9731.4522.47
Averages:11.1211.3210.7011.3315.1713.2016.1417.0216.2813.3713.2614.3916.6913.0328.99
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 7: Highest Mean, CSI Only

Years of Data
Year12345678910111213141516SCI
200519.5910.454.9613.63
200619.0230.6715.3015.7926.32
20077.848.767.095.495.5511.43
2008-37.31-42.82-40.01-43.97-38.32-36.99-42.43
200937.5028.0427.2927.8724.8234.8526.6730.04
201026.6520.9521.999.8610.3420.3229.0615.067.94
2011-0.59-18.31-6.96-19.61-0.900.18-1.95-3.382.11-11.81
201220.8826.2123.4313.9517.3418.7219.5521.8618.5716.0718.62
201325.6333.2629.8830.5828.0629.6731.6536.0032.7838.3532.4522.13
20145.401.956.45-0.92-3.586.686.281.131.096.327.8013.78-5.27
20155.730.055.6712.848.921.458.915.288.8511.749.57-2.921.46-0.51
201613.7216.4814.5119.865.6812.249.618.0910.8411.8413.0512.4216.3512.012.10
201724.7629.6527.7729.3423.2220.5425.1425.7326.4626.5227.5025.4123.6818.2221.8225.42
2018-10.52-8.47-10.01-3.08-8.44-1.98-5.78-4.02-16.38-13.69-14.10-10.17-12.50-12.16-9.26-4.41-13.43
201919.0222.2221.8417.8017.5418.0618.3821.5225.9926.2922.5424.5232.3631.8429.2427.9731.4522.47
Averages:11.8210.629.927.8811.1812.5912.4214.4512.8011.5011.7113.0514.529.8429.24
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 8: Highest Mean-SD, CSI Only

Years of Data
Year12345678910111213141516SCI
200519.5910.454.9613.63
200619.0226.7415.3015.7926.32
20077.840.635.725.495.5511.43
2008-37.31-38.56-42.81-33.35-38.32-36.99-42.43
200937.5037.3642.1035.8242.4834.8526.6730.04
201026.6516.2218.5910.368.6318.2629.0615.067.94
2011-0.59-1.62-11.58-12.84-8.96-17.43-12.50-3.382.11-11.81
201220.8821.7325.7115.1216.6816.6917.8017.5718.5716.0718.62
201325.6331.2932.9834.6730.1228.5131.0535.2235.2238.3532.4522.13
20145.407.042.94-0.861.106.298.269.395.437.967.8013.78-5.27
20155.731.370.436.763.39-1.205.765.695.656.928.17-2.921.46-0.51
201613.7218.9514.7912.4010.410.578.002.472.923.4515.4910.6716.3512.012.10
201724.7627.2922.0325.4225.6625.7725.7323.9225.1626.3023.4724.6424.7518.2221.8225.42
2018-10.52-9.60-6.90-2.78-3.33-1.30-1.832.13-0.32-3.64-3.21-3.260.100.04-9.26-4.41-13.43
201919.0217.2921.9917.3315.7619.5820.6318.4023.4926.4627.1626.2423.8826.8130.3427.9731.4522.47
Averages:11.8211.159.699.0012.909.5711.4314.3513.9411.2414.2214.5716.2513.4330.34
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 9: Highest Mean/SD, CSI Only

Years of Data
Year12345678910111213141516SCI
200514.2010.454.9613.63
200626.9414.5515.3015.7926.32
200712.0916.4412.625.495.5511.43
2008-45.47-36.55-40.60-40.30-38.32-36.99-42.43
200937.1628.7025.5031.2442.8634.8526.6730.04
20108.1412.8424.2111.3715.5420.1929.0615.067.94
2011-11.67-15.49-11.25-13.01-3.10-14.06-8.05-3.382.11-11.81
201218.4420.2014.7019.8820.1921.4024.3123.2118.5716.0718.62
201324.2533.4930.7334.9233.6233.0336.6528.9132.1938.3532.4522.13
2014-2.0712.895.561.550.929.508.918.204.449.067.8013.78-5.27
2015-4.50-3.510.141.413.574.327.045.948.338.668.58-2.921.46-0.51
20161.8814.352.893.752.664.4213.617.818.769.3213.4210.7116.3512.012.10
201724.8320.9915.2722.1020.2226.2025.7725.8220.1223.0122.9923.4822.9018.2221.8225.42
2018-12.88-8.19-6.80-7.60-5.89-4.25-5.61-3.30-3.84-4.62-6.61-7.51-7.07-7.48-9.26-4.41-13.43
201920.8428.2922.3220.5523.0221.1219.8218.7622.2522.6523.0327.1531.1729.2930.5727.9731.4522.47
Averages:7.489.937.337.1513.9712.1913.6114.4213.1811.3512.2813.4615.6710.9030.57
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 10: Highest Mean, GCSI Only

Years of Data
Year12345678910111213141516SCI
20058.7410.454.9613.63
200610.5413.5915.3015.7926.32
20072.913.330.285.495.5511.43
2008-10.72-23.5610.35-30.27-38.32-36.99-42.43
2009-9.641.8518.6815.669.8134.8526.6730.04
20100.25-4.24-7.55-4.88-10.451.6529.0615.067.94
201111.90-11.31-27.68-26.73-0.32-1.96-1.10-3.382.11-11.81
201216.406.2122.935.109.9910.252.316.3818.5716.0718.62
201311.4321.2818.0620.4017.5419.4613.5317.0712.3738.3532.4522.13
20149.051.7613.362.135.31-2.13-6.51-4.143.4612.067.8013.78-5.27
20158.046.650.079.5214.002.09-3.592.90-1.662.501.21-2.921.46-0.51
20161.651.8812.940.28-2.69-9.83-5.598.547.987.157.6515.4016.3512.012.10
201713.2618.3016.0622.6827.0730.3924.8817.1519.7821.8820.1320.7121.7718.2221.8225.42
2018-7.62-0.29-7.73-3.354.51-4.71-13.070.16-15.96-17.10-13.07-3.82-17.07-12.66-9.26-4.41-13.43
20199.3715.1712.8212.8018.4822.5626.8520.9721.0616.9423.3021.5919.9120.8521.9027.9731.4522.47
Averages:5.043.626.351.948.486.784.198.636.727.247.8513.478.204.1021.90
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 11: Highest Mean-SD, GCSI Only

Years of Data
Year12345678910111213141516SCI
20058.7410.454.9613.63
200610.5414.7815.3015.7926.32
20072.91-3.850.985.495.5511.43
2008-10.72-17.975.002.93-38.32-36.99-42.43
2009-9.6412.0940.308.39-6.0234.8526.6730.04
20100.250.39-1.635.202.912.0429.0615.067.94
201111.905.90-1.4528.9142.0717.79-1.93-3.382.11-11.81
201216.400.724.00-3.65-2.49-3.13-4.17-1.2818.5716.0718.62
201311.4317.8917.0127.2410.886.2113.8911.126.3038.3532.4522.13
20149.053.0814.996.74-5.55-12.790.38-6.645.294.627.8013.78-5.27
20158.046.243.19-2.133.287.073.8818.4112.6212.387.42-2.921.46-0.51
20161.65-5.918.594.54-4.08-11.311.8710.674.550.65-2.82-7.4616.3512.012.10
201713.2618.7215.5616.3914.3614.1318.6218.2618.3917.5416.6812.9410.1918.2221.8225.42
2018-7.62-4.498.31-1.56-5.74-0.88-0.16-9.552.472.255.715.9712.90-1.88-9.26-4.41-13.43
20199.3723.3812.5120.6916.0711.1916.9610.189.7310.626.777.988.4912.9811.3827.9731.4522.47
Averages:5.045.079.809.475.973.035.486.408.488.016.754.8610.535.5511.38
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 12: Highest Mean/SD, GCSI Only

Years of Data
Year12345678910111213141516SCI
200510.5110.454.9613.63
200622.795.1015.3015.7926.32
20076.211.333.145.495.5511.43
2008-42.66-6.34-3.36-18.70-38.32-36.99-42.43
200949.137.118.89-0.04-4.8334.8526.6730.04
20108.671.6712.794.7515.1921.3429.0615.067.94
2011-10.90-20.70-3.89-3.5637.3313.155.74-3.382.11-11.81
201212.1916.651.62-0.14-1.48-1.20-4.51-3.3018.5716.0718.62
201318.2323.6410.7418.588.4112.4113.737.537.6938.3532.4522.13
20140.681.566.272.31-2.720.857.09-0.532.446.287.8013.78-5.27
20152.333.492.1010.6114.386.384.684.711.960.032.10-2.921.46-0.51
20162.41-9.240.151.963.17-1.14-0.711.437.327.081.57-0.2016.3512.012.10
201721.0720.4411.804.427.928.436.750.002.468.215.692.824.5718.2221.8225.42
2018-16.687.025.363.459.072.39-0.643.250.000.00-0.793.349.940.00-9.26-4.41-13.43
201919.0412.0523.118.236.273.305.367.720.840.000.003.243.243.240.0027.9731.4522.47
Averages:6.874.566.062.668.436.594.172.603.243.601.722.305.911.620.00
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 13: Highest PNR, All Funds

Years of Data
Year12345678910111213141516SCI
200512.5610.454.9613.63
20069.345.9615.3015.7926.32
20078.565.084.845.495.5511.43
2008-21.68-24.428.63-3.44-38.32-36.99-42.43
200939.6734.2743.69-5.661.0934.8526.6730.04
201013.71-6.14-6.370.440.3818.8329.0615.067.94
201116.26-4.102.519.486.34-1.55-3.84-3.382.11-11.81
20123.3910.796.369.837.075.375.513.6618.5716.0718.62
201312.1222.3721.0016.4910.414.196.434.67-0.9438.3532.4522.13
20141.59-2.398.5713.122.845.57-1.96-0.14-1.848.717.8013.78-5.27
201510.9710.956.9920.6016.92-1.001.844.722.492.142.89-2.921.46-0.51
20165.8213.5925.6931.0428.4117.9315.89-1.83-0.468.4813.1411.1116.3512.012.10
201718.2118.2712.0415.5519.9714.7213.3613.843.604.373.850.544.9718.2221.8225.42
2018-6.59-6.27-8.59-7.312.99-11.89-8.91-7.36-5.69-0.95-6.16-6.16-4.20-6.37-9.26-4.41-13.43
20197.1911.6910.549.0510.5510.6517.3716.2812.835.19-9.60-3.22-2.362.02-0.1227.9731.4522.47
Averages:8.746.4010.459.109.726.285.084.231.434.660.820.56-0.53-2.18-0.12
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 14: Highest PNR, CSI Only

Years of Data
Year12345678910111213141516SCI
200514.2010.454.9613.63
200619.7028.7015.3015.7926.32
200714.438.4710.175.495.5511.43
2008-41.79-38.49-42.76-40.04-38.32-36.99-42.43
200944.7345.3037.6932.8833.1234.8526.6730.04
20108.3311.3012.7010.8215.5813.1829.0615.067.94
2011-4.90-9.28-15.83-17.73-19.18-11.14-11.77-3.382.11-11.81
201219.0620.8419.1717.3021.3123.8415.9715.1018.5716.0718.62
201325.5830.2832.6629.0332.9734.9732.8131.2032.7038.3532.4522.13
20143.91-5.66-0.531.58-2.740.74-2.160.340.09-3.997.8013.78-5.27
2015-1.628.19-1.4213.6911.709.244.57-2.05-2.143.194.75-2.921.46-0.51
20164.1611.3820.4924.3017.4316.5116.0216.773.745.245.367.1516.3512.012.10
201723.2724.4816.7918.3019.4021.8221.0921.2021.0427.0922.5124.8523.1318.2221.8225.42
2018-2.34-3.22-1.16-9.44-3.47-2.67-7.06-8.52-6.27-5.03-9.08-2.360.08-3.46-9.26-4.41-13.43
201919.0625.6022.8322.3320.9220.4424.1724.0826.1627.2026.8026.3825.0423.4323.4327.9731.4522.47
Averages:9.7211.288.528.5813.3712.6910.4012.2710.768.9510.0714.0016.089.9823.43
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 15: Highest Mean, All Funds, Max SD 2%

Years of Data
Year12345678910111213141516SCI
20058.8010.454.9613.63
20066.0015.7715.3015.7926.32
20072.56-6.90-7.205.495.5511.43
2008-12.11-8.1513.06-16.35-38.32-36.99-42.43
2009-6.528.6637.044.29-7.5334.8526.6730.04
20106.342.69-2.132.11-13.7913.9629.0615.067.94
201120.256.56-4.2924.4230.3720.81-2.03-3.382.11-11.81
201211.909.214.23-6.38-3.19-1.00-3.92-3.7718.5716.0718.62
201313.4725.8610.4617.6411.4916.6512.9615.636.7738.3532.4522.13
20149.509.7812.158.85-0.238.463.41-2.270.7017.247.8013.78-5.27
20156.123.534.658.0111.195.30-1.2111.741.248.6311.24-2.921.46-0.51
20161.361.5711.281.09-6.03-7.667.36-3.39-5.1311.483.108.1716.3512.012.10
201712.7022.4817.0321.0223.9921.9722.7819.4119.5721.6922.3122.6219.2618.2221.8225.42
2018-5.790.69-6.460.518.28-3.82-9.84-2.19-0.100.01-3.030.09-6.74-6.43-9.26-4.41-13.43
201913.8913.0214.0719.2712.7624.9927.7815.9420.3415.3316.6320.2516.5419.1718.5827.9731.4522.47
Averages:5.907.487.997.046.129.976.376.396.2012.4010.0512.789.696.3718.58
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 16: Highest Mean, All Funds, Max SD 3%

Years of Data
Year12345678910111213141516SCI
20058.8010.454.9613.63
20066.0013.3615.3015.7926.32
20072.56-8.33-2.655.495.5511.43
2008-12.11-24.3810.09-20.92-38.32-36.99-42.43
2009-6.522.4126.3822.699.4934.8526.6730.04
20106.34-1.18-3.61-8.33-9.58-13.1429.0615.067.94
201120.2514.42-5.9326.1227.3214.7119.39-3.382.11-11.81
201211.906.968.86-4.202.101.08-4.46-3.8718.5716.0718.62
201313.4724.9412.5018.4711.5412.2811.0710.3710.0438.3532.4522.13
20149.507.1810.2411.612.59-5.19-3.71-1.480.3316.697.8013.78-5.27
20156.122.591.944.828.415.760.791.847.038.104.22-2.921.46-0.51
20161.361.837.292.99-6.63-7.56-3.70-1.533.3211.950.78-0.2916.3512.012.10
201712.7018.8117.9921.3927.9227.7624.9224.7923.8420.3818.1123.5027.4318.2221.8225.42
2018-5.792.99-10.67-1.0512.38-1.39-7.146.74-13.721.704.306.391.292.93-9.26-4.41-13.43
201913.8915.1814.6214.6320.2127.3130.1122.2930.0923.4821.5522.3614.7922.2726.8227.9731.4522.47
Averages:5.905.486.707.359.616.167.487.398.7013.719.7912.9914.5012.6026.82
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 17: Highest Mean, GS Only

Years of Data
Year12345678910111213141516SCI
20059.2510.454.9613.63
20060.0514.8915.3015.7926.32
20073.180.810.565.495.5511.43
2008-25.13-27.68-34.33-29.08-38.32-36.99-42.43
200918.5915.1127.5325.0830.9434.8526.6730.04
2010-0.351.83-2.0322.776.0515.0529.0615.067.94
201117.55-8.31-22.15-23.034.942.121.83-3.382.11-11.81
201211.4713.943.986.784.067.174.936.0918.5716.0718.62
201313.1817.5327.7823.8621.1026.0624.3920.7217.1938.3532.4522.13
2014-7.077.2716.5012.482.978.993.119.480.4914.947.8013.78-5.27
20154.970.472.754.2814.28-3.26-2.15-4.34-7.90-5.47-4.87-2.921.46-0.51
201612.349.935.816.62-6.58-6.15-3.971.033.22-3.61-3.79-6.6516.3512.012.10
201711.0115.2615.9317.9019.0818.3718.7717.5318.1315.8218.5417.6622.1718.2221.8225.42
20180.668.378.6513.0013.944.12-22.35-17.25-17.17-6.94-6.45-10.09-6.14-14.38-9.26-4.41-13.43
201915.0018.985.8016.1215.8322.2126.7726.5332.3923.6918.0317.0915.1718.2617.0127.9731.4522.47
Averages:5.656.314.378.0711.519.475.707.476.626.414.294.5010.401.9417.01
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 18: Highest Mean, CS only, Max 3% SD

Years of Data
Year12345678910111213141516SCI
200512.6410.454.9613.63
200618.5015.3015.7926.32
20077.637.975.495.5511.43
2008-37.48-38.32-36.99-42.43
200940.4834.8526.6730.04
201021.4129.0615.067.94
2011-3.87-3.382.11-11.81
201225.7918.5716.0718.62
201334.9638.3532.4522.13
20147.937.8013.78-5.27
2015-1.33-2.921.46-0.51
201617.7916.3512.012.10
201720.0718.2221.8225.42
2018-4.88-9.26-4.41-13.43
201924.7427.9731.4522.47
Averages:12.290.007.970.000.000.000.000.000.000.000.000.000.000.000.00
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 19: Highest Mean, GCS only, Max 3% SD

Years of Data
Year12345678910111213141516SCI
200514.9410.454.9613.63
20062.3117.0715.3015.7926.32
20070.42-4.03-1.995.495.5511.43
2008-28.96-26.52-10.86-14.71-38.32-36.99-42.43
20099.1110.4230.2811.7634.8934.8526.6730.04
2010-2.874.15-5.604.0113.1518.1029.0615.067.94
201118.4511.15-1.555.8727.3923.3024.97-3.382.11-11.81
201213.3812.148.463.806.527.233.6710.6618.5716.0718.62
201312.5822.2423.3626.9311.2013.419.5013.082.8038.3532.4522.13
20147.5610.108.8218.406.053.041.771.900.2319.117.8013.78-5.27
20157.272.12-2.09-3.339.452.542.331.010.254.914.72-2.921.46-0.51
20168.345.127.540.52-3.67-9.2121.8214.9216.223.5411.485.1916.3512.012.10
201711.4214.7516.4214.5718.8917.1017.8916.8016.0513.6814.6718.7924.3418.2221.8225.42
2018-13.113.638.6112.6814.657.022.95-8.01-12.37-11.57-4.39-6.66-5.65-6.17-9.26-4.41-13.43
201911.2917.0610.9115.9019.7527.0130.3624.7127.8627.6320.0423.3221.5423.8717.7627.9731.4522.47
Averages:4.817.107.108.0314.3910.9512.819.387.299.559.3010.1613.418.8517.76
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 20: Highest Mean, CS only, max 9% SD

Years of Data
Year12345678910111213141516SCI
200512.6410.454.9613.63
200618.5021.5715.3015.7926.32
20077.637.837.285.495.5511.43
2008-37.48-40.12-38.33-38.03-38.32-36.99-42.43
200940.4834.6433.0934.8526.6730.04
201021.4119.5622.1418.6716.5616.3929.0615.067.94
2011-3.87-5.85-4.55-3.842.413.700.00-3.382.11-11.81
201225.7918.8421.0723.2121.6721.8621.3118.5716.0718.62
201334.9633.1732.8432.9732.5032.8635.2333.9938.3532.4522.13
20147.9310.8016.0010.729.6511.1413.5511.9411.9413.767.8013.78-5.27
2015-1.331.18-0.502.622.970.122.943.995.305.180.00-2.921.46-0.51
201617.7915.2412.6112.944.5812.188.148.847.9110.318.3813.2716.3512.012.10
201720.0721.3420.4821.7323.0819.6820.5126.3822.9024.5424.6824.6823.1918.2221.8225.42
2018-4.88-5.53-0.381.61-0.82-2.96-2.48-2.75-3.35-5.14-4.27-3.88-3.38-3.80-9.26-4.41-13.43
201924.7424.4524.3625.3325.5426.3128.7429.7031.3032.9632.9133.0131.7631.7630.1127.9731.4522.47
Averages:12.299.429.4210.8514.0314.0714.0116.8315.7113.6012.3416.7717.1913.9830.11
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 21: Lowest Standard Deviation, CS only

Years of Data
Year12345678910111213141516SCI
200511.9610.454.9613.63
200614.9912.5915.3015.7926.32
20075.137.498.495.495.5511.43
2008-40.08-35.97-35.56-40.51-38.32-36.99-42.43
200934.7427.6332.4226.6825.5934.8526.6730.04
201028.9416.7415.8415.9317.6417.5829.0615.067.94
2011-3.66-1.19-1.660.791.320.741.52-3.382.11-11.81
201215.2411.5120.1322.2223.0318.8018.4219.0118.5716.0718.62
201337.7338.9832.0635.1034.2134.1534.1530.9931.0038.3532.4522.13
20146.8019.7012.5712.9311.4913.2312.5112.3912.7312.517.8013.78-5.27
2015-2.773.170.940.113.842.874.223.903.753.903.75-2.921.46-0.51
201620.9119.1214.4720.2421.1821.1014.6715.5814.2113.5914.2113.2916.3512.012.10
201717.8815.4115.5817.2021.5721.7818.7620.0921.3323.0120.1023.1222.7818.2221.8225.42
2018-5.59-2.00-3.75-0.97-4.10-0.88-2.20-0.960.94-0.67-0.76-0.97-0.73-1.53-9.26-4.41-13.43
201924.5729.8328.5428.6629.7930.5026.3028.5127.4529.3630.5229.2731.9029.4931.2427.9731.4522.47
Averages:11.1211.6410.7711.5316.8715.9914.2616.1915.9213.6213.5616.1817.9813.9831.24
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 22: Lowest Standard Deviation, CSI only

Years of Data
Year12345678910111213141516SCI
200514.2010.454.9613.63
200626.9419.8715.3015.7926.32
200712.097.035.565.495.5511.43
2008-45.47-35.30-31.73-37.07-38.32-36.99-42.43
200937.1632.7039.3535.4838.2534.8526.6730.04
20108.1417.9210.747.1215.7315.6629.0615.067.94
2011-11.67-7.67-0.71-7.52-9.23-8.33-0.08-3.382.11-11.81
201218.4415.6028.8417.3715.9412.4515.5513.5218.5716.0718.62
201324.2532.9230.3831.6130.0727.5227.5226.3927.5238.3532.4522.13
2014-2.076.1910.87-0.710.825.795.756.534.877.227.8013.78-5.27
2015-4.50-2.320.004.92-1.57-5.393.694.242.112.113.88-2.921.46-0.51
20161.886.458.5613.589.909.9813.3213.129.419.417.848.0916.3512.012.10
201724.8319.2920.6821.9421.3122.6318.4423.4826.6326.3326.3325.6225.9418.2221.8225.42
2018-12.88-6.650.45-8.34-5.86-2.36-2.380.72-4.49-4.11-4.82-5.94-4.16-5.96-9.26-4.41-13.43
201920.8426.4021.6921.9524.9724.4026.3425.9233.1533.3932.1928.1127.8730.5030.7327.9731.4522.47
Averages:7.489.4611.138.3612.7610.2312.0214.2414.1712.3913.0813.9716.5512.2730.73
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 23: Highest Beats S Rate, CS only

Years of Data
Year12345678910111213141516SCI
20058.0810.454.9613.63
20068.2219.2015.3015.7926.32
20078.088.206.155.495.5511.43
2008-38.03-40.13-45.27-41.72-38.32-36.99-42.43
200936.9129.8335.8734.7033.7634.8526.6730.04
201023.2719.9417.8120.1719.1318.2929.0615.067.94
2011-1.50-3.39-3.110.280.18-0.351.67-3.382.11-11.81
201215.2612.7314.7615.4615.2813.8113.1511.4718.5716.0718.62
201334.9632.8128.3934.1930.7335.4428.7931.5129.9438.3532.4522.13
20148.9814.1914.2322.9822.1421.7413.9316.2916.4116.487.8013.78-5.27
2015-1.332.211.643.50-1.751.450.413.134.104.305.05-2.921.46-0.51
201613.2110.275.894.437.354.528.349.439.378.6911.278.6416.3512.012.10
201720.4722.2721.8922.6921.3817.1216.8118.3516.1817.2116.9420.9917.1118.2221.8225.42
2018-6.20-10.46-3.93-5.40-5.53-3.79-4.46-5.79-6.77-3.88-2.58-5.05-4.84-3.16-9.26-4.41-13.43
201921.8927.1425.5526.7432.3032.9730.1130.9031.9335.6429.4728.0731.6231.3532.1527.9731.4522.47
Averages:10.1510.349.2211.5015.9114.1212.0914.4114.4513.0712.0313.1614.6314.0932.15
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 24: Highest Delta S, CS only

Years of Data
Year12345678910111213141516SCI
200512.6410.454.9613.63
200618.5021.5715.3015.7926.32
20077.639.507.285.495.5511.43
2008-37.48-40.12-38.33-38.03-38.32-36.99-42.43
200940.4833.0933.1234.6435.2734.8526.6730.04
201021.4119.5622.1418.6716.5616.3929.0615.067.94
2011-3.87-5.85-3.15-3.842.413.700.00-3.382.11-11.81
201225.7918.3717.3222.1923.2121.6721.8620.6618.5716.0718.62
201334.9633.1732.8432.9731.1932.5032.8635.2333.9938.3532.4522.13
20147.9310.8316.0010.339.6511.1413.5511.9411.940.007.8013.78-5.27
2015-1.331.18-0.502.622.970.122.943.995.305.180.00-2.921.46-0.51
201617.7915.2412.6112.945.6312.188.148.847.9110.318.3813.2716.3512.012.10
201720.8821.3420.4821.7323.0819.6820.5126.3823.8324.5424.3624.8923.1918.2221.8225.42
2018-4.88-5.53-0.381.61-0.82-2.96-2.48-2.75-3.35-5.14-4.27-3.88-3.38-3.80-9.26-4.41-13.43
201924.7424.4524.3625.3325.4126.3128.3929.7031.3032.9632.9133.0131.7631.7630.1127.9731.4522.47
Averages:12.3511.2011.0611.7615.8714.0713.9716.7515.8511.3112.2816.8217.1913.9830.11
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 25: Highest PNR, CS only

Years of Data
Year12345678910111213141516SCI
200511.9610.454.9613.63
200616.6119.7415.3015.7926.32
20073.885.143.815.495.5511.43
2008-39.80-41.75-40.89-43.14-38.32-36.99-42.43
200935.0831.1436.6236.9832.6834.8526.6730.04
201028.9424.8427.8026.8025.5225.5529.0615.067.94
2011-3.66-3.32-4.47-4.51-4.26-4.74-3.44-3.382.11-11.81
201214.4914.1816.0916.6714.8017.2516.4518.5618.5716.0718.62
201335.9637.4937.1339.1938.1034.7036.0437.3837.2438.3532.4522.13
20146.8013.1710.7210.638.142.705.916.2610.9111.377.8013.78-5.27
2015-3.67-2.040.66-1.36-0.991.310.262.642.202.282.76-2.921.46-0.51
201618.5112.1411.6811.688.509.0710.516.467.257.737.417.5416.3512.012.10
201719.3717.8318.1317.7817.5020.7919.0219.8920.3321.5122.5123.4924.6918.2221.8225.42
2018-8.92-13.16-8.63-9.26-9.98-9.83-10.06-10.63-9.58-8.94-8.31-8.70-7.81-9.50-9.26-4.41-13.43
201925.8025.9928.2529.1728.4128.6929.5729.2430.5330.7332.7931.7235.8631.5535.0227.9731.4522.47
Averages:10.7610.1010.5310.8814.4012.5511.5813.7314.1310.7811.4313.5117.5811.0235.02
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 26: Highest Beats S Rate, All Funds

Years of Data
Year12345678910111213141516SCI
200514.9110.454.9613.63
200615.9221.1515.3015.7926.32
20078.384.908.075.495.5511.43
2008-33.78-42.41-31.05-31.85-38.32-36.99-42.43
200942.4535.8144.1328.3525.6634.8526.6730.04
201024.4316.4212.817.20-10.032.9129.0615.067.94
2011-11.21-1.11-1.254.60-2.5516.190.04-3.382.11-11.81
201212.3620.0722.9010.2219.233.7315.8517.9118.5716.0718.62
201315.8521.8621.3019.8720.2223.2022.8034.5423.4438.3532.4522.13
2014-3.012.158.33-0.55-6.472.790.966.973.17-0.427.8013.78-5.27
20158.205.784.901.26-0.10-2.29-0.56-1.46-9.97-1.10-1.53-2.921.46-0.51
201612.7416.5620.583.940.920.044.227.4812.486.4512.589.6116.3512.012.10
201714.6829.0417.418.8016.9818.5729.8723.4824.7423.9014.3720.1524.9818.2221.8225.42
2018-10.58-6.31-8.72-1.92-1.09-14.69-20.24-2.12-15.48-14.99-7.42-5.26-16.02-12.89-9.26-4.41-13.43
201918.5611.9224.2731.3424.5220.0518.8215.1616.0214.3914.2520.9933.8828.8430.2127.9731.4522.47
Averages:8.669.7011.056.777.947.057.9712.747.774.716.4511.3714.287.9730.21
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 27: Highest Beats S Rate, CSI only

Years of Data
Year12345678910111213141516SCI
200514.9110.454.9613.63
200615.9221.1515.3015.7926.32
20078.384.908.075.495.5511.43
2008-33.78-42.41-31.05-31.85-38.32-36.99-42.43
200942.4535.8144.1328.3525.6634.8526.6730.04
201024.4316.4212.817.20-10.032.9129.0615.067.94
2011-11.21-1.11-1.254.60-2.5516.190.04-3.382.11-11.81
201212.3620.0722.9010.2219.233.7315.8517.9118.5716.0718.62
201315.8521.8621.3019.8720.2223.2022.8034.5423.4438.3532.4522.13
2014-3.012.158.33-0.55-6.472.790.966.973.17-0.427.8013.78-5.27
20158.205.784.901.26-0.10-2.29-0.56-1.46-9.97-1.10-1.53-2.921.46-0.51
201612.7416.5620.583.940.920.044.227.4812.486.4512.589.6116.3512.012.10
201714.6829.0417.418.8016.9818.5729.8723.4824.7423.9014.3720.1524.9818.2221.8225.42
2018-10.58-6.31-8.72-1.92-1.09-14.69-20.24-2.12-15.48-14.99-7.42-5.26-16.02-12.89-9.26-4.41-13.43
201918.5611.9224.2731.3424.5220.0518.8215.1616.0214.3914.2520.9933.8828.8430.2127.9731.4522.47
Averages:8.669.7011.056.777.947.057.9712.747.774.716.4511.3714.287.9730.21
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 28: Highest "Beats C", CS only

Years of Data
Year12345678910111213141516SCI
200513.0910.454.9613.63
200618.5021.9915.3015.7926.32
20077.988.928.085.495.5511.43
2008-37.48-36.87-39.56-38.13-38.32-36.99-42.43
200940.8130.0438.0538.1033.3434.8526.6730.04
201019.7120.4518.7215.3417.9416.5529.0615.067.94
20110.87-3.88-2.27-2.851.812.893.03-3.382.11-11.81
201220.5718.7220.6720.6614.7722.5917.1926.4918.5716.0718.62
201335.3034.2032.8935.4133.5833.5533.6433.4833.7338.3532.4522.13
201410.0513.8213.8312.4511.078.9017.8310.9817.9317.647.8013.78-5.27
20152.470.116.056.712.868.686.897.166.977.376.90-2.921.46-0.51
201617.4110.509.6010.269.749.468.997.3410.5110.679.709.3516.3512.012.10
201719.4916.3319.8124.3222.8125.1825.5320.4721.1025.0023.5322.9222.9218.2221.8225.42
2018-6.28-9.67-4.55-3.15-3.68-5.72-5.29-5.93-4.90-5.60-4.20-5.47-5.34-5.34-9.26-4.41-13.43
201925.4329.6529.9427.3130.6031.0031.3030.1831.5632.5135.9934.5633.5631.480.0027.9731.4522.47
Averages:12.5311.0211.6412.2015.8915.3115.4616.2716.7014.6014.3915.3417.0513.070.00
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 29: Highest "Beats S", CS only

Years of Data
Year12345678910111213141516SCI
20058.0810.454.9613.63
20068.2219.2015.3015.7926.32
20078.088.206.155.495.5511.43
2008-38.03-40.13-45.27-41.72-38.32-36.99-42.43
200936.9129.8335.8734.7033.7634.8526.6730.04
201023.2719.9417.8120.1719.1318.2929.0615.067.94
2011-1.50-3.39-3.110.280.18-0.351.67-3.382.11-11.81
201215.2612.7314.7615.4615.2813.8113.1511.4718.5716.0718.62
201334.9632.8128.3934.1930.7335.4428.7931.5129.9438.3532.4522.13
20148.9814.1914.2322.9822.1421.7413.9316.2916.4116.487.8013.78-5.27
2015-1.332.211.643.50-1.751.450.413.134.104.305.05-2.921.46-0.51
201613.2110.275.894.437.354.528.349.439.378.6911.278.6416.3512.012.10
201720.4722.2721.8922.6921.3817.1216.8118.3516.1817.2116.9420.9917.1118.2221.8225.42
2018-6.20-10.46-3.93-5.40-5.53-3.79-4.46-5.79-6.77-3.88-2.58-5.05-4.84-3.16-9.26-4.41-13.43
201921.8927.1425.5526.7432.3032.9730.1130.9031.9335.6429.4728.0731.6231.3532.1527.9731.4522.47
Averages:10.1510.349.2211.5015.9114.1212.0914.4114.4513.0712.0313.1614.6314.0932.15
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 30: Highest Mean, 10% Max SD, No I fund

Years of Data
Year12345678910111213141516SCI
20057.9310.454.9613.63
20061.3014.4215.3015.7926.32
20070.74-7.24-3.415.495.5511.43
2008-30.19-20.65-26.10-26.18-38.32-36.99-42.43
200913.1513.4720.1319.2837.0634.8526.6730.04
20104.112.339.5918.471.8810.3029.0615.067.94
201116.83-13.54-26.94-22.46-1.305.625.81-3.382.11-11.81
201214.3011.119.194.088.8711.8210.6711.9118.5716.0718.62
201314.0121.7827.3218.2816.1014.5512.968.7710.4438.3532.4522.13
201410.517.2116.8112.511.052.283.218.9618.407.8013.78-5.27
20155.172.34-1.575.7617.718.59-5.161.82-5.60-1.420.00-2.921.46-0.51
20164.675.897.729.750.22-13.434.388.5312.546.04-0.286.9816.3512.012.10
201710.7916.8216.3717.0917.6720.3224.6119.9321.3021.2922.0224.3727.8818.2221.8225.42
2018-9.768.351.3211.337.576.21-19.46-6.44-13.39-6.54-5.35-4.90-5.13-4.03-9.26-4.41-13.43
201916.0111.767.1612.8115.8925.8230.6723.7331.5224.6028.3330.5427.3627.6628.3627.9731.4522.47
Averages:5.305.294.436.7312.179.087.428.939.4010.408.9414.2516.7011.8128.36
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31

Case 31: Highest "Beats C", No I Fund

Years of Data
Year12345678910111213141516SCI
200520.8410.454.9613.63
20067.4611.3815.3015.7926.32
20078.49-2.84-0.905.495.5511.43
2008-35.27-41.90-47.35-41.81-38.32-36.99-42.43
200955.9029.6038.8630.480.0034.8526.6730.04
201015.4013.6318.867.65-1.245.9029.0615.067.94
20112.7611.122.3919.4320.2927.2422.02-3.382.11-11.81
20127.5516.119.2513.8412.8911.6814.5617.8718.5716.0718.62
201322.7326.9629.6432.5617.0830.9228.4814.0433.0138.3532.4522.13
20143.9914.815.633.963.139.841.90-7.370.9517.757.8013.78-5.27
20158.923.49-4.631.165.80-3.80-4.44-1.70-0.938.124.39-2.921.46-0.51
201625.9322.043.875.375.526.058.31-2.377.537.9518.2519.8016.3512.012.10
201719.5318.2118.4617.2122.7019.3621.4117.8820.9920.6319.6816.8014.3018.2221.8225.42
2018-3.20-10.02-3.13-8.54-2.912.23-3.22-7.572.61-15.41-15.73-15.60-20.380.00-9.26-4.41-13.43
201916.2818.9217.0321.3531.7635.2729.1433.3032.3326.5633.0625.5434.5835.910.0027.9731.4522.47
Averages:11.829.396.778.5610.4614.4713.138.0113.7810.9311.9311.639.5017.960.00
Averages C:10.5210.9210.5410.9615.3214.1814.0815.5815.5112.6912.4715.2216.2913.5231.45
Averages S:11.2411.2910.9811.4415.9614.0712.4114.3813.799.6910.0713.3212.319.3527.97
Averages I:7.116.655.134.618.886.776.648.947.565.137.219.1411.494.5222.47
20203.785.59-4.31