| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $339,129.69 |
| CAGR % | 4.87% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 59.3% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.10 |
| Updated | 1 day, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2025-09-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,290,987.02 |
| CAGR % | 8.57% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.71% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 60.0% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.75 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
