| Updated | 4 days, 20 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $346,290.17 |
| CAGR % | 5.25% |
| Max % Drawdown | (16.74%) |
| Standard Deviation | 2.10% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 54.5% |
| Longest Drawdown | 47.9 months |
| Avg Trades Per Year | 1.36 |
| Updated | 4 days, 20 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $400,793.25 |
| CAGR % | 5.88% |
| Max % Drawdown | (11.63%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 62.5% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 0.99 |
| Updated | 4 days, 20 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,702,755.18 |
| CAGR % | 9.08% |
| Max % Drawdown | (16.94%) |
| Standard Deviation | 2.38% |
| Annualized Sharpe | 0.74 |
| Win Rate % | 59.3% |
| Longest Drawdown | 48.4 months |
| Avg Trades Per Year | 1.22 |
| Updated | 4 days, 20 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2024-04-19 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,415,689.72 |
| CAGR % | 9.43% |
| Max % Drawdown | (15.69%) |
| Standard Deviation | 2.57% |
| Annualized Sharpe | 0.73 |
| Win Rate % | 66.0% |
| Longest Drawdown | 39.2 months |
| Avg Trades Per Year | 1.06 |
| Updated | 4 days, 20 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 |
| Updated | 4 days, 20 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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