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Hendrickson Timing Model



Updated 3 days, 1 hour ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $286,979.89
CAGR % 4.80%
Max % Drawdown (11.02%)
Standard Deviation 1.29%
Annualized Sharpe 0.41
Win Rate % 81.2%
Longest Drawdown 21.3 months
Avg Trades Per Year 0.71
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Updated 3 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 2000-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $479,557.53
CAGR % 7.22%
Max % Drawdown (13.90%)
Standard Deviation 2.30%
Annualized Sharpe 0.54
Win Rate % 81.8%
Longest Drawdown 26.5 months
Avg Trades Per Year 0.49
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Updated 3 days, 1 hour ago
Portfolio ^DJ-CBND Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $3,121,755.32
CAGR % 8.43%
Max % Drawdown (11.02%)
Standard Deviation 1.45%
Annualized Sharpe 1.05
Win Rate % 82.6%
Longest Drawdown 21.3 months
Avg Trades Per Year 0.54
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Updated 3 days, 1 hour ago
Portfolio ^SP-500 Instrument
Model Hendrickson Timing Model
Period 1980-01-01 — 2022-07-01
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $7,176,267.01
CAGR % 10.58%
Max % Drawdown (13.90%)
Standard Deviation 2.69%
Annualized Sharpe 0.81
Win Rate % 77.3%
Longest Drawdown 26.5 months
Avg Trades Per Year 0.52
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Updated 3 days, 1 hour 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 3 days, 1 hour 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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