| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $376,605.10 |
| CAGR % | 5.44% |
| Max % Drawdown | (16.74%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.36 |
| Win Rate % | 55.9% |
| Longest Drawdown | 47.9 months |
| Avg Trades Per Year | 1.36 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $389,363.78 |
| CAGR % | 5.58% |
| Max % Drawdown | (11.63%) |
| Standard Deviation | 2.11% |
| Annualized Sharpe | 0.37 |
| Win Rate % | 59.3% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 1.08 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,118,654.23 |
| CAGR % | 9.13% |
| 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 |
| Updated | 2 days, 20 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-01-17 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,259,458.63 |
| CAGR % | 9.20% |
| Max % Drawdown | (15.69%) |
| Standard Deviation | 2.56% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 64.0% |
| Longest Drawdown | 39.2 months |
| Avg Trades Per Year | 1.11 |
| Updated | 2 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 | 2 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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