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Merriman NYSE Breadth Timing Model



Updated 6 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Merriman NYSE Breadth Timing Model
Period 2000-01-01 — 2021-09-17
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $615,096.09
CAGR % 8.73%
Max % Drawdown (17.45%)
Standard Deviation 2.68%
Annualized Sharpe 0.63
Win Rate % 80.0%
Longest Drawdown 33.2 months
Avg Trades Per Year 0.46
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Updated 6 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Merriman NYSE Breadth Timing Model
Period 1980-01-01 — 2021-09-17
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $10,272,618.84
CAGR % 11.75%
Max % Drawdown (17.52%)
Standard Deviation 2.81%
Annualized Sharpe 0.89
Win Rate % 88.9%
Longest Drawdown 33.2 months
Avg Trades Per Year 0.43
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Updated 6 days, 16 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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