| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $236,643.85 |
| CAGR % | 3.60% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.14% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 60.3% |
| Longest Drawdown | 37.6 months |
| Avg Trades Per Year | 3.20 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Heine Bond Timing Model |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $162,112.89 |
| CAGR % | 2.00% |
| Max % Drawdown | (8.04%) |
| Standard Deviation | 1.14% |
| Annualized Sharpe | (0.23) |
| Win Rate % | 43.6% |
| Longest Drawdown | 51.9 months |
| Avg Trades Per Year | 3.20 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 2000-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $266,621.43 |
| CAGR % | 4.11% |
| Max % Drawdown | (14.86%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.24 |
| Win Rate % | 57.4% |
| Longest Drawdown | 20.0 months |
| Avg Trades Per Year | 5.79 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1980-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,709,917.69 |
| CAGR % | 8.49% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.37% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 72.0% |
| Longest Drawdown | 37.6 months |
| Avg Trades Per Year | 2.98 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Heine Bond Timing Model |
| Period | 1980-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,642,985.28 |
| CAGR % | 6.51% |
| Max % Drawdown | (9.02%) |
| Standard Deviation | 1.71% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 50.8% |
| Longest Drawdown | 51.9 months |
| Avg Trades Per Year | 2.98 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1980-01-01 — 2024-05-10 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,995,296.24 |
| CAGR % | 9.22% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 1.12 |
| Win Rate % | 63.3% |
| Longest Drawdown | 20.0 months |
| Avg Trades Per Year | 5.16 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $691,960.95 |
| CAGR % | 6.66% |
| Max % Drawdown | (1.86%) |
| Standard Deviation | 0.76% |
| Annualized Sharpe | 1.35 |
| Win Rate % | 82.4% |
| Longest Drawdown | 12.4 months |
| Avg Trades Per Year | 2.27 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Heine Bond Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $386,849.18 |
| CAGR % | 4.61% |
| Max % Drawdown | (5.01%) |
| Standard Deviation | 0.84% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 63.2% |
| Longest Drawdown | 17.1 months |
| Avg Trades Per Year | 2.27 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $728,687.01 |
| CAGR % | 6.85% |
| Max % Drawdown | (2.86%) |
| Standard Deviation | 0.83% |
| Annualized Sharpe | 1.30 |
| Win Rate % | 71.3% |
| Longest Drawdown | 11.8 months |
| Avg Trades Per Year | 4.30 |
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