| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $518,782.73 |
| CAGR % | 7.02% |
| Max % Drawdown | (33.62%) |
| Standard Deviation | 3.09% |
| Annualized Sharpe | 0.41 |
| Win Rate % | 82.6% |
| Longest Drawdown | 36.3 months |
| Avg Trades Per Year | 0.95 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 2000-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $125,711.36 |
| CAGR % | 0.95% |
| Max % Drawdown | (47.47%) |
| Standard Deviation | 3.13% |
| Annualized Sharpe | (0.13) |
| Win Rate % | 62.5% |
| Longest Drawdown | 215.6 months |
| Avg Trades Per Year | 0.99 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $9,096,458.45 |
| CAGR % | 10.72% |
| Max % Drawdown | (33.78%) |
| Standard Deviation | 3.01% |
| Annualized Sharpe | 0.75 |
| Win Rate % | 86.0% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.97 |
| Updated | 5 days, 18 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 1980-01-01 — 2024-04-12 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $329,634.32 |
| CAGR % | 2.73% |
| Max % Drawdown | (50.60%) |
| Standard Deviation | 3.22% |
| Annualized Sharpe | 0.03 |
| Win Rate % | 70.5% |
| Longest Drawdown | 261.9 months |
| Avg Trades Per Year | 0.99 |
| Updated | 5 days, 18 hours 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 |
| Updated | 5 days, 18 hours 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 |
© Copyright 2013 - 2024
Extrategic Investing, LLC.
All rights reserved.
