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Seasonal Timing Strategy



Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2022-07-01
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $375,508.37
CAGR % 6.06%
Max % Drawdown (33.62%)
Standard Deviation 3.04%
Annualized Sharpe 0.33
Win Rate % 81.8%
Longest Drawdown 36.3 months
Avg Trades Per Year 0.98
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2022-07-01
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $123,037.82
CAGR % 0.93%
Max % Drawdown (47.47%)
Standard Deviation 3.09%
Annualized Sharpe (0.14)
Win Rate % 63.6%
Longest Drawdown 215.6 months
Avg Trades Per Year 0.98
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2022-07-01
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $6,559,352.48
CAGR % 10.35%
Max % Drawdown (33.78%)
Standard Deviation 2.98%
Annualized Sharpe 0.72
Win Rate % 85.7%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.99
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2022-07-01
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $321,942.02
CAGR % 2.79%
Max % Drawdown (50.60%)
Standard Deviation 3.20%
Annualized Sharpe 0.04
Win Rate % 71.4%
Longest Drawdown 261.9 months
Avg Trades Per Year 0.99
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1950-01-01 — 1979-12-31
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $1,737,473.65
CAGR % 9.99%
Max % Drawdown (25.35%)
Standard Deviation 2.70%
Annualized Sharpe 0.75
Win Rate % 75.9%
Longest Drawdown 26.1 months
Avg Trades Per Year 0.97
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Updated 3 days ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1950-01-01 — 1979-12-31
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $193,865.37
CAGR % 2.23%
Max % Drawdown (37.82%)
Standard Deviation 2.78%
Annualized Sharpe (0.03)
Win Rate % 70.0%
Longest Drawdown 164.1 months
Avg Trades Per Year 1.00
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