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Hendrickson Timing Model



Updated 6 days, 9 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $301,145.95
CAGR % 4.52%
Max % Drawdown (11.02%)
Standard Deviation 1.38%
Annualized Sharpe 0.33
Win Rate % 76.2%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.84
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Updated 6 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $616,945.52
CAGR % 7.57%
Max % Drawdown (13.90%)
Standard Deviation 2.28%
Annualized Sharpe 0.59
Win Rate % 81.8%
Longest Drawdown 30.9 months
Avg Trades Per Year 0.44
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Updated 6 days, 9 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $3,275,760.26
CAGR % 8.07%
Max % Drawdown (11.02%)
Standard Deviation 1.49%
Annualized Sharpe 0.96
Win Rate % 78.6%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.62
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Updated 6 days, 9 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $9,246,445.77
CAGR % 10.60%
Max % Drawdown (13.90%)
Standard Deviation 2.66%
Annualized Sharpe 0.82
Win Rate % 77.3%
Longest Drawdown 31.0 months
Avg Trades Per Year 0.49
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Updated 6 days, 9 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 6 days, 9 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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