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Merriman Interest Rate Timing Model



Updated 5 days, 12 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 2000-01-01 — 2025-08-29
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $455,660.54
CAGR % 6.09%
Max % Drawdown (17.25%)
Standard Deviation 1.95%
Annualized Sharpe 0.47
Win Rate % 70.4%
Longest Drawdown 54.3 months
Avg Trades Per Year 1.05
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Updated 5 days, 12 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 1980-01-01 — 2025-08-29
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $7,483,000.00
CAGR % 9.91%
Max % Drawdown (17.50%)
Standard Deviation 2.38%
Annualized Sharpe 0.83
Win Rate % 72.1%
Longest Drawdown 54.3 months
Avg Trades Per Year 0.94
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Updated 5 days, 12 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $805,308.38
CAGR % 7.20%
Max % Drawdown (7.02%)
Standard Deviation 1.54%
Annualized Sharpe 0.78
Win Rate % 66.7%
Longest Drawdown 25.4 months
Avg Trades Per Year 0.70
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