| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2025-11-21 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $340,866.16 |
| CAGR % | 4.85% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.32% |
| Annualized Sharpe | 0.26 |
| Win Rate % | 59.3% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.09 |
| Updated | 3 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2025-11-21 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,312,903.16 |
| CAGR % | 8.55% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.61 |
| Win Rate % | 60.0% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.74 |
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