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Zweig Bond Timing Model



Updated 3 days, 1 hour ago
Portfolio ^DJ-CBND Instrument
Model Zweig Bond Timing Model
Period 2000-01-01 — 2025-06-30
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $405,932.17
CAGR % 5.65%
Max % Drawdown (8.61%)
Standard Deviation 1.60%
Annualized Sharpe 0.49
Win Rate % 49.1%
Longest Drawdown 14.4 months
Avg Trades Per Year 2.24
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Updated 3 days, 1 hour ago
Portfolio ^US-GBND-10Y Instrument
Model Zweig Bond Timing Model
Period 2000-01-01 — 2025-06-30
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $258,486.28
CAGR % 3.80%
Max % Drawdown (11.60%)
Standard Deviation 1.59%
Annualized Sharpe 0.17
Win Rate % 54.4%
Longest Drawdown 35.9 months
Avg Trades Per Year 2.24
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Updated 3 days, 1 hour ago
Portfolio ^DJ-CBND Instrument
Model Zweig Bond Timing Model
Period 1980-01-01 — 2025-06-30
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $5,549,255.01
CAGR % 9.23%
Max % Drawdown (8.73%)
Standard Deviation 1.69%
Annualized Sharpe 1.04
Win Rate % 51.1%
Longest Drawdown 26.2 months
Avg Trades Per Year 1.98
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Updated 3 days, 1 hour ago
Portfolio ^US-GBND-10Y Instrument
Model Zweig Bond Timing Model
Period 1980-01-01 — 2025-06-30
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $2,364,302.85
CAGR % 7.20%
Max % Drawdown (15.42%)
Standard Deviation 2.09%
Annualized Sharpe 0.59
Win Rate % 50.0%
Longest Drawdown 35.9 months
Avg Trades Per Year 1.98
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Updated 3 days, 1 hour 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 3 days, 1 hour 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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