| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $360,013.29 |
| CAGR % | 5.05% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 59.3% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.08 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2026-01-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,557,469.80 |
| CAGR % | 8.65% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.71% |
| Annualized Sharpe | 0.62 |
| Win Rate % | 60.0% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.74 |
© Copyright 2013 - 2026
Extrategic Investing, LLC.
All rights reserved.
