| Updated | 1 day, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 2000-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $508,561.55 |
| CAGR % | 6.36% |
| Max % Drawdown | (17.25%) |
| Standard Deviation | 1.98% |
| Annualized Sharpe | 0.50 |
| Win Rate % | 71.4% |
| Longest Drawdown | 54.3 months |
| Avg Trades Per Year | 1.06 |
| Updated | 1 day, 15 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 1980-01-01 — 2026-05-15 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,369,356.26 |
| CAGR % | 10.02% |
| Max % Drawdown | (17.50%) |
| Standard Deviation | 2.39% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 72.7% |
| Longest Drawdown | 54.3 months |
| Avg Trades Per Year | 0.95 |
| Updated | 1 day, 15 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 |
© Copyright 2013 - 2026
Extrategic Investing, LLC.
All rights reserved.
