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Merriman NASDAQ Breadth Timing Model



Updated 1 day, 19 hours ago
Portfolio ^SP-500 Instrument
Model Merriman NASDAQ Breadth Timing Model
Period 2000-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $301,668.66
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 2.14
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Updated 1 day, 19 hours ago
Portfolio ^SP-500 Instrument
Model Merriman NASDAQ Breadth Timing Model
Period 1980-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $3,812,862.41
CAGR % 8.38%
Max % Drawdown (30.47%)
Standard Deviation 2.72%
Annualized Sharpe 0.59
Win Rate % 60.0%
Longest Drawdown 41.1 months
Avg Trades Per Year 1.77
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