| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2026-03-27 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $349,795.58 |
| CAGR % | 4.89% |
| Max % Drawdown | (16.74%) |
| Standard Deviation | 2.08% |
| Annualized Sharpe | 0.29 |
| Win Rate % | 52.8% |
| Longest Drawdown | 47.9 months |
| Avg Trades Per Year | 1.37 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 2000-01-01 — 2026-03-27 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $383,716.87 |
| CAGR % | 5.26% |
| Max % Drawdown | (15.19%) |
| Standard Deviation | 2.22% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 58.6% |
| Longest Drawdown | 26.2 months |
| Avg Trades Per Year | 1.11 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2026-03-27 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $4,739,576.12 |
| CAGR % | 8.70% |
| Max % Drawdown | (16.94%) |
| Standard Deviation | 2.36% |
| Annualized Sharpe | 0.70 |
| Win Rate % | 57.9% |
| Longest Drawdown | 48.4 months |
| Avg Trades Per Year | 1.23 |
| Updated | 1 day, 1 hour ago |
|---|---|
| Portfolio | ^EAFE Instrument |
| Model | Best Six Months w/ Trend Filter |
| Period | 1980-01-01 — 2026-03-27 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,181,141.73 |
| CAGR % | 8.91% |
| Max % Drawdown | (15.69%) |
| Standard Deviation | 2.61% |
| Annualized Sharpe | 0.67 |
| Win Rate % | 63.5% |
| Longest Drawdown | 39.2 months |
| Avg Trades Per Year | 1.12 |
| Updated | 1 day, 1 hour 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 | 1 day, 1 hour 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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