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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 — 2025-05-09
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $291,421.31
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
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Updated 2 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2025-05-09
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $510,025.53
CAGR % 6.64%
Max % Drawdown (19.02%)
Standard Deviation 2.40%
Annualized Sharpe 0.46
Win Rate % 75.0%
Longest Drawdown 30.9 months
Avg Trades Per Year 0.47
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Updated 2 days, 14 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2025-05-09
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $3,169,797.86
CAGR % 7.92%
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
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Updated 2 days, 14 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2025-05-09
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $7,627,376.44
CAGR % 10.03%
Max % Drawdown (19.20%)
Standard Deviation 2.72%
Annualized Sharpe 0.75
Win Rate % 73.9%
Longest Drawdown 31.0 months
Avg Trades Per Year 0.51
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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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