| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Trend Timing Model |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $675,158.50 |
| CAGR % | 8.19% |
| Max % Drawdown | (17.34%) |
| Standard Deviation | 2.86% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 71.4% |
| Longest Drawdown | 45.9 months |
| Avg Trades Per Year | 0.58 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Trend Timing Model |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,631,791.64 |
| CAGR % | 11.92% |
| Max % Drawdown | (18.03%) |
| Standard Deviation | 3.19% |
| Annualized Sharpe | 0.81 |
| Win Rate % | 72.0% |
| Longest Drawdown | 52.7 months |
| Avg Trades Per Year | 0.56 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman Trend Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,887,668.70 |
| CAGR % | 10.29% |
| Max % Drawdown | (14.95%) |
| Standard Deviation | 2.83% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 66.7% |
| Longest Drawdown | 25.0 months |
| Avg Trades Per Year | 0.70 |
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