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Seasonal Timing Strategy



Updated 2 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2025-05-09
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $467,248.13
CAGR % 6.27%
Max % Drawdown (33.62%)
Standard Deviation 3.12%
Annualized Sharpe 0.34
Win Rate % 80.0%
Longest Drawdown 36.3 months
Avg Trades Per Year 0.99
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Updated 2 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2025-05-09
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $158,517.90
CAGR % 1.83%
Max % Drawdown (47.47%)
Standard Deviation 3.10%
Annualized Sharpe (0.05)
Win Rate % 64.0%
Longest Drawdown 215.6 months
Avg Trades Per Year 0.99
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Updated 2 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2025-05-09
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $8,176,798.90
CAGR % 10.20%
Max % Drawdown (33.78%)
Standard Deviation 3.03%
Annualized Sharpe 0.70
Win Rate % 84.4%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.99
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Updated 2 days, 15 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2025-05-09
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $419,379.98
CAGR % 3.21%
Max % Drawdown (50.60%)
Standard Deviation 3.20%
Annualized Sharpe 0.07
Win Rate % 71.1%
Longest Drawdown 261.9 months
Avg Trades Per Year 0.99
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Updated 2 days, 15 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 2 days, 15 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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