| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2026-01-02 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $354,452.32 |
| CAGR % | 4.99% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | 0.28 |
| Win Rate % | 59.3% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.08 |
| Updated | 3 days, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2026-01-02 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,486,411.73 |
| CAGR % | 8.62% |
| 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 | 1.74 |
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