Something went wrong.
Please reload...

Seasonal Timing Strategy



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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...

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
Loading...