In C1 enter 1
In C2 enter:
=IF(B20,C1+1,0) and copy down. We see:

Jan-07 1.37% 1
Feb-07 0.99% 2
Mar-07 0.12% 3
Apr-07 -0.45% 0
May-07 -0.18% 0
Jun-07 0.30% 1
Jul-07 -0.21% 0
Aug-07 0.38% 1
Sep-07 0.74% 2
Oct-07 0.37% 3
Nov-07 1.50% 4
Dec-07 1.40% 5
Jan-07 0.39% 6
Feb-07 1.44% 7
Mar-07 -0.09% 0
Apr-07 -0.74% 0
May-07 0.88% 1
Jun-07 1.31% 2
Jul-07 1.53% 3
Aug-07 0.82% 4
Sep-07 1.63% 5
Oct-07 -1.50% 0
Nov-07 1.59% 1
Dec-07 1.93% 2
Jan-07 2.76% 3
Feb-07 0.47% 4
Mar-07 0.93% 5
Apr-07 1.63% 6
May-07 -1.65% 0
Jun-07 -0.68% 0
Jul-07 -0.03% 0
Aug-07 0.84% 1
Sep-07 0.28% 2
Oct-07 1.24% 3
Nov-07 1.52% 4
Dec-07 1.35% 5
Jan-07 1.44% 6
Feb-07 0.83% 7
Mar-07 1.58% 8
Apr-07 1.73% 9
May-07 1.91% 10
Jun-07 0.90% 11
Jul-07 1.01% 12
Aug-07 -1.38% 0
Sep-07 2.05% 1
Oct-07 2.83% 2

Look for the max in column C (12) to find the end of the longest streak,
then look for the next lower value followed by a zero to find the end of the
next longest streak, etc.

--
Gary''s Student - gsnu200761


"trey1982" wrote:

My data set is a series of monthly returns (in percentages) for an
investment. How can I go about finding which time period has the longest
consecutive winning months and what the return over that time period was.
Then find the second and third longest winning streaks which cannot be
contained in the longest one.

thanks in advance... trey

Jan-04 1.37%
Feb-04 0.99%
Mar-04 0.12%
Apr-04 -0.45%
May-04 -0.18%
Jun-04 0.30%
Jul-04 -0.21%
Aug-04 0.38%
Sep-04 0.74%
Oct-04 0.37%
Nov-04 1.50%
Dec-04 1.40%
Jan-05 0.39%
Feb-05 1.44%
Mar-05 -0.09%
Apr-05 -0.74%
May-05 0.88%
Jun-05 1.31%
Jul-05 1.53%
Aug-05 0.82%
Sep-05 1.63%
Oct-05 -1.50%
Nov-05 1.59%
Dec-05 1.93%
Jan-06 2.76%
Feb-06 0.47%
Mar-06 0.93%
Apr-06 1.63%
May-06 -1.65%
Jun-06 -0.68%
Jul-06 -0.03%
Aug-06 0.84%
Sep-06 0.28%
Oct-06 1.24%
Nov-06 1.52%
Dec-06 1.35%
Jan-07 1.44%
Feb-07 0.83%
Mar-07 1.58%
Apr-07 1.73%
May-07 1.91%
Jun-07 0.90%
Jul-07 1.01%
Aug-07 -1.38%
Sep-07 2.05%
Oct-07 2.83%