| Updated | 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $357,206.66 |
| CAGR % | 5.15% |
| 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 | 1.38 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $368,625.00 |
| CAGR % | 5.28% |
| Max % Drawdown | (15.19%) |
| Standard Deviation | 2.14% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 58.6% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 1.14 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,848,706.68 |
| CAGR % | 8.94% |
| 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 | 1.23 |
| Updated | 10 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-05-09 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,976,629.30 |
| CAGR % | 9.00% |
| Max % Drawdown | (15.69%) |
| Standard Deviation | 2.57% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 63.5% |
| Longest Drawdown | 39.2 months |
| Avg Trades Per Year | 1.15 |
| Updated | 10 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 | 10 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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