A substantial revision of the Census Bureau’s X-11 seasonal adjustment program is underway. The partially completed version of the new program presently being evaluated contains important new diagnostics and the capability of fitting ARIMA models or regressions with ARIMA errors by “nearly” exact maximum likelihood estimation. The “sliding spans” diagnostics represent a particularly valuable addition to the program’s diagnostics. This paper illustrates the application of these to questions of seasonal and trading day adjustability, seasonal filter length choice, direct versus indirect adjustment, and seasonal adjustments versus trends. Some of the inadequacies in X-11’s F-statistics revealed by these analyses are confirmed by using the minimum AIC procedure to compare regression-with-ARIMA-errors models. Such comparisons, which the program facilitates, also reveal the importance of outlier models. The use of outlier models reveals that the S-11 procedure is less outlier resistant than might have been expected.