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Hendrickson Timing Model



Updated 1 day, 19 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $296,152.28
CAGR % 4.40%
Max % Drawdown (11.02%)
Standard Deviation 1.38%
Annualized Sharpe 0.31
Win Rate % 72.7%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.87
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Updated 1 day, 19 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $574,861.90
CAGR % 7.18%
Max % Drawdown (13.90%)
Standard Deviation 2.30%
Annualized Sharpe 0.54
Win Rate % 81.8%
Longest Drawdown 30.9 months
Avg Trades Per Year 0.44
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Updated 1 day, 19 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $3,221,341.35
CAGR % 7.98%
Max % Drawdown (11.02%)
Standard Deviation 1.49%
Annualized Sharpe 0.94
Win Rate % 75.9%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.64
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Updated 1 day, 19 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $8,608,731.75
CAGR % 10.35%
Max % Drawdown (13.90%)
Standard Deviation 2.67%
Annualized Sharpe 0.79
Win Rate % 77.3%
Longest Drawdown 31.0 months
Avg Trades Per Year 0.49
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Updated 1 day, 19 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 1 day, 19 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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