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Hendrickson Timing Model



Updated 4 days, 20 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2024-02-23
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $299,241.64
CAGR % 4.65%
Max % Drawdown (11.02%)
Standard Deviation 1.36%
Annualized Sharpe 0.36
Win Rate % 73.7%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.79
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Updated 4 days, 20 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2024-02-23
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $512,408.13
CAGR % 7.00%
Max % Drawdown (13.90%)
Standard Deviation 2.23%
Annualized Sharpe 0.53
Win Rate % 81.8%
Longest Drawdown 26.5 months
Avg Trades Per Year 0.46
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Updated 4 days, 20 hours ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2024-02-23
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $3,255,103.65
CAGR % 8.21%
Max % Drawdown (11.02%)
Standard Deviation 1.48%
Annualized Sharpe 0.99
Win Rate % 76.9%
Longest Drawdown 35.0 months
Avg Trades Per Year 0.59
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Updated 4 days, 20 hours ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2024-02-23
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $7,667,854.89
CAGR % 10.33%
Max % Drawdown (13.90%)
Standard Deviation 2.64%
Annualized Sharpe 0.80
Win Rate % 77.3%
Longest Drawdown 26.5 months
Avg Trades Per Year 0.50
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Updated 4 days, 20 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 4 days, 20 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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