| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $292,048.39 |
| CAGR % | 4.31% |
| Max % Drawdown | (11.02%) |
| Standard Deviation | 1.38% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 69.6% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.91 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 2000-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $511,428.26 |
| CAGR % | 6.64% |
| Max % Drawdown | (20.04%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 0.46 |
| Win Rate % | 75.0% |
| Longest Drawdown | 30.9 months |
| Avg Trades Per Year | 0.47 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 1980-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,176,618.61 |
| CAGR % | 7.91% |
| Max % Drawdown | (11.02%) |
| Standard Deviation | 1.49% |
| Annualized Sharpe | 0.93 |
| Win Rate % | 73.3% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.66 |
| Updated | 3 days, 5 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 1980-01-01 — 2025-05-30 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,648,375.73 |
| CAGR % | 10.02% |
| Max % Drawdown | (20.23%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 73.9% |
| Longest Drawdown | 31.0 months |
| Avg Trades Per Year | 0.51 |
| Updated | 3 days, 5 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 | 3 days, 5 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 - 2025
Extrategic Investing, LLC.
All rights reserved.
