| Updated | 4 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $271,177.11 |
| CAGR % | 4.19% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.28% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 58.5% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.18 |
| Updated | 4 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,425,390.37 |
| CAGR % | 8.30% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.71% |
| Annualized Sharpe | 0.58 |
| Win Rate % | 59.5% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.78 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
