| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Zweig Bond Timing Model |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $390,363.80 |
| CAGR % | 5.77% |
| Max % Drawdown | (8.61%) |
| Standard Deviation | 1.60% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 50.0% |
| Longest Drawdown | 14.4 months |
| Avg Trades Per Year | 2.22 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Zweig Bond Timing Model |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $243,547.51 |
| CAGR % | 3.73% |
| Max % Drawdown | (11.60%) |
| Standard Deviation | 1.59% |
| Annualized Sharpe | 0.16 |
| Win Rate % | 53.7% |
| Longest Drawdown | 32.5 months |
| Avg Trades Per Year | 2.22 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | ^DJ-CBND Instrument |
| Model | Zweig Bond Timing Model |
| Period | 1980-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,336,486.32 |
| CAGR % | 9.39% |
| Max % Drawdown | (8.73%) |
| Standard Deviation | 1.69% |
| Annualized Sharpe | 1.06 |
| Win Rate % | 51.7% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 1.96 |
| Updated | 4 days, 18 hours ago |
|---|---|
| Portfolio | ^US-GBND-10Y Instrument |
| Model | Zweig Bond Timing Model |
| Period | 1980-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,227,419.59 |
| CAGR % | 7.26% |
| Max % Drawdown | (15.42%) |
| Standard Deviation | 2.11% |
| Annualized Sharpe | 0.59 |
| Win Rate % | 49.4% |
| Longest Drawdown | 32.5 months |
| Avg Trades Per Year | 1.96 |
| Updated | 4 days, 18 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 |
| Updated | 4 days, 18 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 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
