TSP Strategy Database

Browse and analyze backtested seasonality strategies across both scan periods

Database Statistics

343,583
Strategies Saved
38.48%
Best CAGR
25.36%
Avg CAGR
343,178
Passed Filter (≥20%)

ℹ️ Note: All "Final Value" calculations are based on an initial $10,000 investment from June 2004 to present, with no monthly contributions.

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Strategies

Name ↕ CAGR %CAGR ↕ Max DD %DD% ↕ Sharpe ↕ Volatility %Vol% ↕ Final ValueValue ↕ Years ↕ Period Actions
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