Something went wrong.
Please reload...

Seasonal Timing Strategy



Updated 6 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2021-09-17
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $370,335.03
CAGR % 6.22%
Max % Drawdown (33.62%)
Standard Deviation 3.05%
Annualized Sharpe 0.34
Win Rate % 81.0%
Longest Drawdown 36.3 months
Avg Trades Per Year 0.97
Loading...

Updated 6 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 2000-01-01 — 2021-09-17
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $142,482.77
CAGR % 1.64%
Max % Drawdown (47.47%)
Standard Deviation 3.05%
Annualized Sharpe (0.07)
Win Rate % 61.9%
Longest Drawdown 215.6 months
Avg Trades Per Year 0.97
Loading...

Updated 6 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2021-09-17
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $6,467,578.50
CAGR % 10.51%
Max % Drawdown (33.78%)
Standard Deviation 2.98%
Annualized Sharpe 0.74
Win Rate % 85.4%
Longest Drawdown 44.6 months
Avg Trades Per Year 0.98
Loading...

Updated 6 days, 16 hours ago
Portfolio ^SP-500 Instrument
Model Seasonal Timing Strategy
Period 1980-01-01 — 2021-09-17
Timeframe Daily
Starting Equity $100,000.00
Ending Equity $372,426.29
CAGR % 3.20%
Max % Drawdown (50.60%)
Standard Deviation 3.18%
Annualized Sharpe 0.07
Win Rate % 70.7%
Longest Drawdown 261.9 months
Avg Trades Per Year 0.98
Loading...

Updated 6 days, 16 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
Loading...

Updated 6 days, 16 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
Loading...