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Merriman NYSE Breadth Timing Model



Updated 1 day, 1 hour ago
Portfolio ^SP-500 Instrument
Model Merriman NYSE Breadth Timing Model
Period 2000-01-01 — 2019-03-22
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $403,647.64
CAGR % 7.53%
Max % Drawdown (13.07%)
Standard Deviation 2.45%
Annualized Sharpe 0.55
Win Rate % 77.8%
Longest Drawdown 33.2 months
Avg Trades Per Year 0.47
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Updated 1 day, 1 hour ago
Portfolio ^SP-500 Instrument
Model Merriman NYSE Breadth Timing Model
Period 1980-01-01 — 2019-03-22
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $6,721,129.95
CAGR % 11.33%
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 0.43
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Updated 1 day, 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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