| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-08-29 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $361,284.14 |
| CAGR % | 5.13% |
| Max % Drawdown | (16.74%) |
| Standard Deviation | 2.09% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 54.3% |
| Longest Drawdown | 47.9 months |
| Avg Trades Per Year | 1.36 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-08-29 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $372,832.82 |
| CAGR % | 5.26% |
| Max % Drawdown | (15.19%) |
| Standard Deviation | 2.13% |
| Annualized Sharpe | 0.33 |
| Win Rate % | 58.6% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 1.13 |
| Updated | 5 days, 23 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-08-29 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,904,054.22 |
| CAGR % | 8.90% |
| 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 | 6 days ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-08-29 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,033,437.06 |
| CAGR % | 8.96% |
| 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 | 1.14 |
| Updated | 5 days, 23 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 | 5 days, 23 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 |
© Copyright 2013 - 2025
Extrategic Investing, LLC.
All rights reserved.
