| Updated | 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $535,837.30 |
| CAGR % | 8.15% |
| Max % Drawdown | (14.95%) |
| Standard Deviation | 2.49% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 71.4% |
| Longest Drawdown | 36.4 months |
| Avg Trades Per Year | 0.65 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 2000-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $90,794.76 |
| CAGR % | (0.45%) |
| Max % Drawdown | (64.49%) |
| Standard Deviation | 3.50% |
| Annualized Sharpe | (0.22) |
| Win Rate % | 73.3% |
| Longest Drawdown | 247.1 months |
| Avg Trades Per Year | 0.70 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1980-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,368,457.70 |
| CAGR % | 11.27% |
| Max % Drawdown | (17.41%) |
| Standard Deviation | 2.90% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 81.5% |
| Longest Drawdown | 61.4 months |
| Avg Trades Per Year | 0.65 |
| Updated | 6 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Fabian |
| Period | 1980-01-01 — 2021-06-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $242,923.82 |
| CAGR % | 2.16% |
| Max % Drawdown | (64.70%) |
| Standard Deviation | 3.12% |
| Annualized Sharpe | (0.02) |
| Win Rate % | 81.5% |
| Longest Drawdown | 247.1 months |
| Avg Trades Per Year | 0.65 |
| Updated | 6 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 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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