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Merriman Interest Rate Timing Model



Updated 2 days, 3 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 2000-01-01 — 2025-09-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $464,465.29
CAGR % 6.16%
Max % Drawdown (17.25%)
Standard Deviation 1.95%
Annualized Sharpe 0.48
Win Rate % 70.4%
Longest Drawdown 54.3 months
Avg Trades Per Year 1.05
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Updated 2 days, 3 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Interest Rate Timing Model
Period 1980-01-01 — 2025-09-12
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $7,631,272.70
CAGR % 9.95%
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 2 days, 3 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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