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Best Six Months w/ Trend Filter



Updated 6 days, 12 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months w/ Trend Filter
Period 2000-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $379,512.15
CAGR % 5.49%
Max % Drawdown (16.74%)
Standard Deviation 2.08%
Annualized Sharpe 0.37
Win Rate % 55.9%
Longest Drawdown 47.9 months
Avg Trades Per Year 1.36
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Updated 6 days, 12 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months w/ Trend Filter
Period 2000-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $401,370.22
CAGR % 5.73%
Max % Drawdown (11.63%)
Standard Deviation 2.09%
Annualized Sharpe 0.40
Win Rate % 61.5%
Longest Drawdown 26.2 months
Avg Trades Per Year 1.04
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Updated 6 days, 12 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months w/ Trend Filter
Period 1980-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $5,159,292.10
CAGR % 9.17%
Max % Drawdown (16.94%)
Standard Deviation 2.36%
Annualized Sharpe 0.75
Win Rate % 60.0%
Longest Drawdown 48.4 months
Avg Trades Per Year 1.22
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Updated 6 days, 12 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months w/ Trend Filter
Period 1980-01-01 — 2024-12-13
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $5,422,108.50
CAGR % 9.29%
Max % Drawdown (15.69%)
Standard Deviation 2.55%
Annualized Sharpe 0.72
Win Rate % 65.3%
Longest Drawdown 39.2 months
Avg Trades Per Year 1.09
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Updated 6 days, 12 hours ago
Portfolio ^SP-500 Instrument
Model Best Six Months w/ Trend Filter
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $1,782,828.88
CAGR % 10.08%
Max % Drawdown (8.98%)
Standard Deviation 2.09%
Annualized Sharpe 0.96
Win Rate % 69.7%
Longest Drawdown 24.1 months
Avg Trades Per Year 1.10
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Updated 6 days, 12 hours ago
Portfolio ^EAFE Instrument
Model Best Six Months w/ Trend Filter
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $603,592.86
CAGR % 6.18%
Max % Drawdown (9.27%)
Standard Deviation 1.46%
Annualized Sharpe 0.63
Win Rate % 88.9%
Longest Drawdown 9.7 months
Avg Trades Per Year 0.30
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