| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 2000-01-01 — 2025-08-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $295,191.51 |
| CAGR % | 4.32% |
| Max % Drawdown | (11.02%) |
| Standard Deviation | 1.37% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 69.6% |
| Longest Drawdown | 35.0 months |
| Avg Trades Per Year | 0.90 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 2000-01-01 — 2025-08-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $540,604.76 |
| CAGR % | 6.82% |
| Max % Drawdown | (20.04%) |
| Standard Deviation | 2.40% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 75.0% |
| Longest Drawdown | 30.9 months |
| Avg Trades Per Year | 0.47 |
| Updated | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Hendrickson Timing Model |
| Period | 1980-01-01 — 2025-08-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,210,807.37 |
| 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 | 2 days, 14 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Hendrickson Timing Model |
| Period | 1980-01-01 — 2025-08-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,086,538.16 |
| CAGR % | 10.12% |
| Max % Drawdown | (20.23%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.76 |
| Win Rate % | 73.9% |
| Longest Drawdown | 31.0 months |
| Avg Trades Per Year | 0.50 |
| 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 |
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