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Seasonal Timing Strategy



Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2019-03-22
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $314,194.78
CAGR % 6.14%
Max % Drawdown (32.27%)
Standard Deviation 2.78%
Annualized Sharpe 0.36
Win Rate % 83.3%
Longest Drawdown 36.3 months
Avg Trades Per Year 0.94
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2019-03-22
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $101,746.04
CAGR % 0.09%
Max % Drawdown (47.47%)
Standard Deviation 3.04%
Annualized Sharpe (0.22)
Win Rate % 57.9%
Longest Drawdown 215.6 months
Avg Trades Per Year 0.99
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2019-03-22
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $5,485,649.54
CAGR % 10.75%
Max % Drawdown (32.30%)
Standard Deviation 2.85%
Annualized Sharpe 0.79
Win Rate % 86.8%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.97
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Updated 1 day ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2019-03-22
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $263,875.31
CAGR % 2.50%
Max % Drawdown (50.60%)
Standard Deviation 3.18%
Annualized Sharpe 0.01
Win Rate % 69.2%
Longest Drawdown 248.1 months
Avg Trades Per Year 0.99
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Updated 1 day 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 1 day 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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