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Seasonal Timing Strategy



Updated 4 days, 9 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
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Updated 4 days, 9 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
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Updated 4 days, 9 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
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Updated 4 days, 9 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
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Updated 4 days, 9 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
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Updated 4 days, 9 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
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