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Merriman Trend Timing Model



Updated 1 day, 4 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Trend Timing Model
Period 2000-01-01 — 2025-04-21
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $754,273.16
CAGR % 8.32%
Max % Drawdown (17.34%)
Standard Deviation 2.88%
Annualized Sharpe 0.56
Win Rate % 73.3%
Longest Drawdown 45.9 months
Avg Trades Per Year 0.59
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Updated 1 day, 4 hours ago
Portfolio ^SP-500 Instrument
Model Merriman Trend Timing Model
Period 1980-01-01 — 2025-04-21
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $16,356,868.95
CAGR % 11.91%
Max % Drawdown (18.03%)
Standard Deviation 3.19%
Annualized Sharpe 0.81
Win Rate % 73.1%
Longest Drawdown 52.7 months
Avg Trades Per Year 0.57
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Updated 1 day, 4 hours 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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