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Hendrickson Timing Model



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
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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
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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
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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
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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
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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
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