Updated | 3 days ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Seasonal Timing Strategy |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Daily |
Starting Equity | $100,000.00 |
Ending Equity | $375,508.37 |
CAGR % | 6.06% |
Max % Drawdown | (33.62%) |
Standard Deviation | 3.04% |
Annualized Sharpe | 0.33 |
Win Rate % | 81.8% |
Longest Drawdown | 36.3 months |
Avg Trades Per Year | 0.98 |
Updated | 3 days ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Seasonal Timing Strategy |
Period | 2000-01-01 — 2022-07-01 |
---|---|
Timeframe | Daily |
Starting Equity | $100,000.00 |
Ending Equity | $123,037.82 |
CAGR % | 0.93% |
Max % Drawdown | (47.47%) |
Standard Deviation | 3.09% |
Annualized Sharpe | (0.14) |
Win Rate % | 63.6% |
Longest Drawdown | 215.6 months |
Avg Trades Per Year | 0.98 |
Updated | 3 days ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Seasonal Timing Strategy |
Period | 1980-01-01 — 2022-07-01 |
---|---|
Timeframe | Daily |
Starting Equity | $100,000.00 |
Ending Equity | $6,559,352.48 |
CAGR % | 10.35% |
Max % Drawdown | (33.78%) |
Standard Deviation | 2.98% |
Annualized Sharpe | 0.72 |
Win Rate % | 85.7% |
Longest Drawdown | 44.6 months |
Avg Trades Per Year | 0.99 |
Updated | 3 days ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Seasonal Timing Strategy |
Period | 1980-01-01 — 2022-07-01 |
---|---|
Timeframe | Daily |
Starting Equity | $100,000.00 |
Ending Equity | $321,942.02 |
CAGR % | 2.79% |
Max % Drawdown | (50.60%) |
Standard Deviation | 3.20% |
Annualized Sharpe | 0.04 |
Win Rate % | 71.4% |
Longest Drawdown | 261.9 months |
Avg Trades Per Year | 0.99 |
Updated | 3 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 | 3 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 |