| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $302,862.09 |
| CAGR % | 4.47% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | 0.22 |
| Win Rate % | 59.3% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.13 |
| Updated | 2 days, 12 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,827,946.56 |
| CAGR % | 8.37% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.71% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 60.0% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.76 |
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