| Updated | 6 days, 8 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $326,048.79 |
| CAGR % | 4.82% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.30% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.11 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,123,860.85 |
| CAGR % | 8.59% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.71% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 59.5% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.75 |
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