| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $361,282.30 |
| CAGR % | 5.08% |
| Max % Drawdown | (16.74%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.31 |
| Win Rate % | 54.3% |
| Longest Drawdown | 47.9 months |
| Avg Trades Per Year | 1.35 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $383,551.81 |
| CAGR % | 5.32% |
| Max % Drawdown | (15.19%) |
| Standard Deviation | 2.12% |
| Annualized Sharpe | 0.34 |
| Win Rate % | 58.6% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 1.12 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,902,408.68 |
| CAGR % | 8.84% |
| Max % Drawdown | (16.94%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.72 |
| Win Rate % | 58.9% |
| Longest Drawdown | 48.4 months |
| Avg Trades Per Year | 1.22 |
| Updated | 2 days, 9 hours ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2025-12-12 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,179,521.98 |
| CAGR % | 8.97% |
| Max % Drawdown | (15.69%) |
| Standard Deviation | 2.56% |
| Annualized Sharpe | 0.68 |
| Win Rate % | 63.5% |
| Longest Drawdown | 39.2 months |
| Avg Trades Per Year | 1.13 |
| Updated | 2 days, 9 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, 9 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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