| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $246,316.06 |
| CAGR % | 3.65% |
| Max % Drawdown | (14.87%) |
| Standard Deviation | 1.16% |
| Annualized Sharpe | 0.18 |
| Win Rate % | 60.0% |
| Longest Drawdown | 37.6 months |
| Avg Trades Per Year | 3.18 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Heine Bond Timing Model |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $166,739.37 |
| CAGR % | 2.06% |
| Max % Drawdown | (8.04%) |
| Standard Deviation | 1.15% |
| Annualized Sharpe | (0.21) |
| Win Rate % | 43.8% |
| Longest Drawdown | 51.9 months |
| Avg Trades Per Year | 3.18 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 2000-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $278,438.34 |
| CAGR % | 4.16% |
| Max % Drawdown | (14.86%) |
| Standard Deviation | 1.42% |
| Annualized Sharpe | 0.25 |
| Win Rate % | 57.6% |
| Longest Drawdown | 20.0 months |
| Avg Trades Per Year | 5.73 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1980-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $3,861,521.80 |
| CAGR % | 8.43% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.38% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 71.6% |
| Longest Drawdown | 37.6 months |
| Avg Trades Per Year | 2.97 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Heine Bond Timing Model |
| Period | 1980-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,689,796.37 |
| CAGR % | 6.47% |
| Max % Drawdown | (9.02%) |
| Standard Deviation | 1.70% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 50.7% |
| Longest Drawdown | 51.9 months |
| Avg Trades Per Year | 2.97 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1980-01-01 — 2025-02-14 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,216,744.30 |
| CAGR % | 9.16% |
| Max % Drawdown | (14.88%) |
| Standard Deviation | 1.55% |
| Annualized Sharpe | 1.11 |
| Win Rate % | 63.4% |
| Longest Drawdown | 20.0 months |
| Avg Trades Per Year | 5.14 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $691,960.95 |
| CAGR % | 6.66% |
| Max % Drawdown | (1.86%) |
| Standard Deviation | 0.76% |
| Annualized Sharpe | 1.35 |
| Win Rate % | 82.4% |
| Longest Drawdown | 12.4 months |
| Avg Trades Per Year | 2.27 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Heine Bond Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $386,849.18 |
| CAGR % | 4.61% |
| Max % Drawdown | (5.01%) |
| Standard Deviation | 0.84% |
| Annualized Sharpe | 0.55 |
| Win Rate % | 63.2% |
| Longest Drawdown | 17.1 months |
| Avg Trades Per Year | 2.27 |
| Updated | 6 days, 9 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Heine Bond Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $728,687.01 |
| CAGR % | 6.85% |
| Max % Drawdown | (2.86%) |
| Standard Deviation | 0.83% |
| Annualized Sharpe | 1.30 |
| Win Rate % | 71.3% |
| Longest Drawdown | 11.8 months |
| Avg Trades Per Year | 4.30 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
