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Merriman NYSE Breadth Timing Model



Updated 1 day, 4 hours ago
Portfolio ^SP-500 Instrument
Model Merriman NYSE Breadth Timing Model
Period 2000-01-01 — 2025-04-21
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $708,155.57
CAGR % 8.05%
Max % Drawdown (17.45%)
Standard Deviation 2.65%
Annualized Sharpe 0.57
Win Rate % 83.3%
Longest Drawdown 33.2 months
Avg Trades Per Year 0.47
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Updated 1 day, 4 hours ago
Portfolio ^SP-500 Instrument
Model Merriman NYSE Breadth Timing Model
Period 1980-01-01 — 2025-04-21
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $11,832,977.98
CAGR % 11.11%
Max % Drawdown (17.52%)
Standard Deviation 2.80%
Annualized Sharpe 0.83
Win Rate % 90.0%
Longest Drawdown 33.2 months
Avg Trades Per Year 0.44
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Updated 1 day, 4 hours 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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