| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $290,092.15 |
| CAGR % | 5.76% |
| Max % Drawdown | (32.27%) |
| Standard Deviation | 2.75% |
| Annualized Sharpe | 0.32 |
| Win Rate % | 83.3% |
| Longest Drawdown | 36.3 months |
| Avg Trades Per Year | 0.95 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 2000-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $101,746.04 |
| CAGR % | 0.09% |
| Max % Drawdown | (47.47%) |
| Standard Deviation | 3.05% |
| Annualized Sharpe | (0.22) |
| Win Rate % | 57.9% |
| Longest Drawdown | 215.6 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $5,063,899.17 |
| CAGR % | 10.58% |
| Max % Drawdown | (32.30%) |
| Standard Deviation | 2.83% |
| Annualized Sharpe | 0.77 |
| Win Rate % | 86.8% |
| Longest Drawdown | 44.6 months |
| Avg Trades Per Year | 0.97 |
| Updated | 6 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Seasonal Timing Strategy |
| Period | 1980-01-01 — 2019-01-11 |
|---|---|
| Timeframe | Daily |
| Starting Equity | $100,000.00 |
| Ending Equity | $263,875.31 |
| CAGR % | 2.52% |
| Max % Drawdown | (50.60%) |
| Standard Deviation | 3.19% |
| Annualized Sharpe | 0.01 |
| Win Rate % | 69.2% |
| Longest Drawdown | 245.7 months |
| Avg Trades Per Year | 0.00 |
| Updated | 6 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 |
| Updated | 6 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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