| Updated | 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 2000-01-01 — 2025-07-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $321,878.65 |
| CAGR % | 4.69% |
| Max % Drawdown | (29.97%) |
| Standard Deviation | 2.31% |
| Annualized Sharpe | 0.24 |
| Win Rate % | 59.3% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 2.12 |
| Updated | 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Merriman NASDAQ Breadth Timing Model |
| Period | 1980-01-01 — 2025-07-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,070,747.59 |
| CAGR % | 8.48% |
| Max % Drawdown | (30.47%) |
| Standard Deviation | 2.72% |
| Annualized Sharpe | 0.60 |
| Win Rate % | 60.0% |
| Longest Drawdown | 41.1 months |
| Avg Trades Per Year | 1.76 |
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