Set up a new calendar with the following keywords:
Set the weekly up as follows:
Every 1 week(s), starting with week 1 and ending with week 54. Select Saturday, press OK.
Every 1 month(s), starting with month 1 and ending with month 12. Select the dates 22nd-31st, count from the beginning. Press OK.
Every 1 year(s), starting with year 2013 on defined calendar days. Select the 22nd, 23rd, and 24th for every month *except* February - leave Feb blank. Press OK.
For the first section, select the Calendar you're working in and select the Keyword "Weekly." For the second, select your Calendar again and use "Monthly." For the third, select your Calendar and use "Yearly." Press OK.
Save your Calendar. Select the Group keyword - the last Saturday of each month will be selected. This Calendar should work completely until 2020, where February will be missed since it starts on a Saturday and has 29 days.