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Zweig Bond Timing Model



Updated 4 days, 2 hours ago
Portfolio ^DJ-CBND Instrument
Model Zweig Bond Timing Model
Period 2000-01-01 — 2021-12-03
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $360,172.40
CAGR % 6.02%
Max % Drawdown (7.53%)
Standard Deviation 1.48%
Annualized Sharpe 0.59
Win Rate % 52.2%
Longest Drawdown 14.4 months
Avg Trades Per Year 2.10
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Updated 4 days, 2 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Zweig Bond Timing Model
Period 2000-01-01 — 2021-12-03
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $242,842.23
CAGR % 4.13%
Max % Drawdown (11.60%)
Standard Deviation 1.58%
Annualized Sharpe 0.22
Win Rate % 56.5%
Longest Drawdown 31.0 months
Avg Trades Per Year 2.10
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Updated 4 days, 2 hours ago
Portfolio ^DJ-CBND Instrument
Model Zweig Bond Timing Model
Period 1980-01-01 — 2021-12-03
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $4,923,819.02
CAGR % 9.74%
Max % Drawdown (8.73%)
Standard Deviation 1.63%
Annualized Sharpe 1.15
Win Rate % 53.2%
Longest Drawdown 26.2 months
Avg Trades Per Year 1.88
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Updated 4 days, 2 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Zweig Bond Timing Model
Period 1980-01-01 — 2021-12-03
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $2,222,022.55
CAGR % 7.68%
Max % Drawdown (15.42%)
Standard Deviation 2.12%
Annualized Sharpe 0.64
Win Rate % 50.6%
Longest Drawdown 31.0 months
Avg Trades Per Year 1.88
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Updated 4 days, 2 hours ago
Portfolio ^DJ-CBND Instrument
Model Zweig Bond Timing Model
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $542,329.31
CAGR % 5.80%
Max % Drawdown (4.86%)
Standard Deviation 0.93%
Annualized Sharpe 0.85
Win Rate % 58.3%
Longest Drawdown 25.3 months
Avg Trades Per Year 0.80
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Updated 4 days, 2 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Zweig Bond Timing Model
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $307,122.41
CAGR % 3.81%
Max % Drawdown (8.50%)
Standard Deviation 1.19%
Annualized Sharpe 0.21
Win Rate % 66.7%
Longest Drawdown 25.0 months
Avg Trades Per Year 0.80
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