Asset Analyzer use case
Best DCA Day: historical monthly contribution timing analysis
Compare historical day-of-month contribution timing for the same asset and sample period instead of guessing whether one recurring date mattered.
Best DCA Day is a contribution-timing use case inside Asset Analyzer. It holds the asset and sample period constant while varying the day of the month you contribute.
The result shows whether contribution timing had a measurable effect for a given asset and period.
What the analysis does
- Holds the asset and sample period constant.
- Varies the contribution day of the month.
- Compares resulting portfolio value across those schedules.
How to interpret it
For most assets and periods, the differences are much smaller than the effect of asset choice, contribution size, and time in market. The value of the view is calibration, not a promise that one calendar day is always superior.
What changes the result
- Asset volatility and trend path.
- The start and end dates used in the sample.
- How long the contribution schedule ran.
Use it with
- DCA vs Lump Sum for a broader entry-path comparison.
- ATH Proximity for drawdown and recovery context.
- Portfolio Backtest when the question expands beyond one asset.
FAQ
Does this identify a universally optimal contribution day?
No. It identifies what happened in the selected historical sample. The result is specific to the asset, date range, and contribution schedule used.