| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $637,306.75 |
| CAGR % | 7.84% |
| Max % Drawdown | (14.95%) |
| Standard Deviation | 2.50% |
| Annualized Sharpe | 0.57 |
| Win Rate % | 63.2% |
| Longest Drawdown | 36.4 months |
| Avg Trades Per Year | 0.77 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 2000-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $108,204.18 |
| CAGR % | 0.32% |
| Max % Drawdown | (64.49%) |
| Standard Deviation | 3.60% |
| Annualized Sharpe | (0.15) |
| Win Rate % | 75.0% |
| Longest Drawdown | 277.4 months |
| Avg Trades Per Year | 0.81 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1980-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,951,856.33 |
| CAGR % | 10.88% |
| Max % Drawdown | (17.41%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 75.0% |
| Longest Drawdown | 61.4 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1980-01-01 — 2024-07-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $290,779.87 |
| CAGR % | 2.43% |
| Max % Drawdown | (64.70%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 81.2% |
| Longest Drawdown | 277.2 months |
| Avg Trades Per Year | 0.72 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,694,615.23 |
| CAGR % | 9.89% |
| Max % Drawdown | (13.91%) |
| Standard Deviation | 2.46% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 66.7% |
| Longest Drawdown | 35.6 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 days, 2 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $237,606.61 |
| CAGR % | 2.93% |
| Max % Drawdown | (44.88%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 0.04 |
| Win Rate % | 81.0% |
| Longest Drawdown | 82.4 months |
| Avg Trades Per Year | 0.70 |
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