Strategy Builder - All

Start Year: End Year:

Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

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Strategy Builder - Months
January
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2020
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February
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2020
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March
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
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April
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
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May
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
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June
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
You must log in and have an active subscription to use this tool.

July
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
You must log in and have an active subscription to use this tool.

August
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
You must log in and have an active subscription to use this tool.

September
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
You must log in and have an active subscription to use this tool.

October
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
You must log in and have an active subscription to use this tool.

November
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
You must log in and have an active subscription to use this tool.

December
Sort By:

Stats Filters:

Mean
Std. Dev.
PNR
Mean/SD
Mean-SD
Minimum
Maximum
# IFTs
Delta Core Fund (Strategy Return - Core Fund Return):
ΔG
ΔF
ΔC
ΔS
ΔI
Beats Core Fund (Rate, %):
Beats G
Beats F
Beats C
Beats S
Beats I
Turn off funds (zero time):
0 G
0 F
0 C
0 S
0 I

2004 - 2019
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Submit To Calc
Instructions

This tool is in beta testing.
Report bugs to admin@tspcalc.com.

This tool will allow you to build a seasonal strategy month-by-month. Depending on the number of trading days in each month, there can be up to 33,512 different ways to trade a single month. This tool allows you to search statistics tables that contain ALL of those different ways to trade each month.

This tool is completely independent of the Seasonal Calculator. They have separate databases, separate scripts, and separate numbering schemes. So there is limited cross-platform functionality. At this time, you can build a strategy here and send it to the Seasonal Calculator, but you cannot go the other way around.

Instructions:
1. Fill out the "Master" table with your criteria, and click "Sort & Filter". The website will fetch a matching data table for all 12 months.
2. Month by month, select a row of the table. One table row represents a specific way to trade that month. The trades will be shown.
3. The "end fund" of one month must match the "start fund" of the next month.
4. The "end fund" of December must match the "start fund" of January.
5. When finished, click "Submit" to build the strategy and send it to the Seasonal Calculator page.

Using "Best Fit" (Optional):
1. Fill out the "Master" table with your criteria, and click "Sort & Filter". The website will fetch a matching data table for all 12 months.
2. Wait for the circle to stop spinning below "Best Fit", and then click "Apply."
Note: "Best Fit" attempts to find the optimal selections based on your SORT BY criteria. So if your master SORT BY is "Mean", then "Best Fit" will attempt to optimize "mean."

More Tips:
- Rotating mobile devices to landscape to show more data columns.
- Turn on "Monthly filtering" in order to establish unique sort & filter criteria for each month.
- Each month will display 5 rows for each combination of "Start fund" and "End Fund" (Ex: G/G, G/F, C/S, G/S, etc.). So there is a maximum of ((5 start funds * 5 end funds) * 5 rows)= 125 rows.
- Your Sort By criteria will determine which data rows are fetched. If you select "Mean Descending", then you will get the top 5 for each "start fund/end fund" combination from the top of the database sorted by mean.
- You can click on a table header ("Start Fund", "End Fund", "Mean", etc.) to sort the existing 125 rows by that header. But this does not fetch new data rows from the database.
- There is no current-year data in this tool. I will probably add it eventually, but it has to update daily so it is a massive undertaking. I'll get to it eventually - please don't ask.
- Keep in mind that spending "0 days" in a fund will still allow strategies that trade to that fund on the last day. Example: Checking the "0 F" box will still return strategies for a given month that trade to F on the last day, as long as they do not spend any days in F that month.

Glossary:
Mean: This is another word for average. It is the sum of all data points divided by the number of data points.
SD: Aka "Std. Dev.". This is the Standard Deviation, which is a measure of how closely packed the data is to the mean. A lower SD indicates a more consistent return.
PNR: Positive Net Ratio. This is how often the data row returned a positive return ( < 0.00% )over the selected time frame. Expressed as a percentage.
Mean/SD: Simply the Mean divided by the SD. This ratio provides a convenient way to look for data rows that have a high Mean and a low SD.
Mean-SD: Simply the Mean minus the SD. In a normal distribution, 84% of the data points will be above this Mean-SD value. Our data is not normally distributed, but it is safe to say that "most" of the data points will fall above Mean-SD.
Minimum: This is the lowest data point in the selected range of years. For example, if the returns in the range of selected years were (-5,-10,0,5,10), then "Minimum" would indicate -10%.
Maximum: This is the highest data point in the selected range of years. For example, if the returns in the range of selected years were (-5,-10,0,5,10), then "Maximum" would indicate +10%.