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Best Six Months w/ Trend Filter



Updated 52 minutes ago
Portfolio ^SP-500 Instrument
Model Best Six Months w/ Trend Filter
Period 2000-01-01 — 2025-04-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $355,942.71
CAGR % 5.16%
Max % Drawdown (16.74%)
Standard Deviation 2.10%
Annualized Sharpe 0.32
Win Rate % 54.3%
Longest Drawdown 47.9 months
Avg Trades Per Year 1.39
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Updated 50 minutes ago
Portfolio ^EAFE Instrument
Model Best Six Months w/ Trend Filter
Period 2000-01-01 — 2025-04-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $379,773.80
CAGR % 5.43%
Max % Drawdown (11.63%)
Standard Deviation 2.12%
Annualized Sharpe 0.35
Win Rate % 59.3%
Longest Drawdown 26.2 months
Avg Trades Per Year 1.07
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Updated 51 minutes ago
Portfolio ^SP-500 Instrument
Model Best Six Months w/ Trend Filter
Period 1980-01-01 — 2025-04-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $4,831,549.90
CAGR % 8.95%
Max % Drawdown (16.94%)
Standard Deviation 2.37%
Annualized Sharpe 0.72
Win Rate % 58.9%
Longest Drawdown 48.4 months
Avg Trades Per Year 1.24
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Updated 55 minutes ago
Portfolio ^EAFE Instrument
Model Best Six Months w/ Trend Filter
Period 1980-01-01 — 2025-04-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $5,127,911.65
CAGR % 9.09%
Max % Drawdown (15.69%)
Standard Deviation 2.56%
Annualized Sharpe 0.69
Win Rate % 64.0%
Longest Drawdown 39.2 months
Avg Trades Per Year 1.10
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Updated 50 minutes 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 53 minutes 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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