| Updated | 3 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 2000-01-01 — 2025-01-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $441,707.53 |
| CAGR % | 6.10% |
| Max % Drawdown | (17.25%) |
| Standard Deviation | 1.92% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 69.2% |
| Longest Drawdown | 54.3 months |
| Avg Trades Per Year | 1.04 |
| Updated | 3 days, 4 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Interest Rate Timing Model |
| Period | 1980-01-01 — 2025-01-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $7,241,113.82 |
| CAGR % | 9.96% |
| Max % Drawdown | (17.50%) |
| Standard Deviation | 2.37% |
| Annualized Sharpe | 0.84 |
| Win Rate % | 71.4% |
| Longest Drawdown | 54.3 months |
| Avg Trades Per Year | 0.93 |
| Updated | 3 days, 4 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 - 2025
Extrategic Investing, LLC.
All rights reserved.
