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Merriman NYSE Breadth Timing Model



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
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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
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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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