| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NYSE Breadth Timing Model |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $405,363.00 |
| CAGR % | 7.64% |
| Max % Drawdown | (13.07%) |
| Standard Deviation | 2.46% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 77.8% |
| Longest Drawdown | 33.2 months |
| Avg Trades Per Year | 0.47 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NYSE Breadth Timing Model |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $6,749,802.60 |
| CAGR % | 11.40% |
| Max % Drawdown | (13.09%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 88.2% |
| Longest Drawdown | 33.2 months |
| Avg Trades Per Year | 0.44 |
| Updated | 6 days, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NYSE Breadth Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,359,867.68 |
| CAGR % | 9.09% |
| Max % Drawdown | (13.92%) |
| Standard Deviation | 2.47% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 75.0% |
| Longest Drawdown | 31.8 months |
| Avg Trades Per Year | 0.53 |
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