| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $307,620.31 |
| CAGR % | 4.64% |
| Max % Drawdown | (11.02%) |
| Standard Deviation | 1.37% |
| Annualized Sharpe | 0.35 |
| Win Rate % | 75.0% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.81 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $591,739.81 |
| CAGR % | 7.44% |
| Max % Drawdown | (13.90%) |
| Standard Deviation | 2.26% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 81.8% |
| Longest Drawdown | 30.9 months |
| Avg Trades Per Year | 0.44 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,346,234.01 |
| CAGR % | 8.16% |
| Max % Drawdown | (11.02%) |
| Standard Deviation | 1.49% |
| Annualized Sharpe | 0.98 |
| Win Rate % | 77.8% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.60 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,865,665.83 |
| CAGR % | 10.53% |
| Max % Drawdown | (13.90%) |
| Standard Deviation | 2.65% |
| Annualized Sharpe | 0.82 |
| Win Rate % | 77.3% |
| Longest Drawdown | 31.0 months |
| Avg Trades Per Year | 0.49 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $565,146.88 |
| CAGR % | 5.94% |
| Max % Drawdown | (3.43%) |
| Standard Deviation | 0.87% |
| Annualized Sharpe | 0.95 |
| Win Rate % | 90.0% |
| Longest Drawdown | 13.7 months |
| Avg Trades Per Year | 0.33 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,307,093.04 |
| CAGR % | 8.95% |
| Max % Drawdown | (11.23%) |
| Standard Deviation | 2.17% |
| Annualized Sharpe | 0.79 |
| Win Rate % | 76.5% |
| Longest Drawdown | 29.7 months |
| Avg Trades Per Year | 0.57 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
