Updated | 6 days, 5 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Primas Timing Model |
Period | 2000-01-01 — 2025-08-08 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $407,521.12 |
CAGR % | 5.64% |
Max % Drawdown | (16.15%) |
Standard Deviation | 1.97% |
Annualized Sharpe | 0.40 |
Win Rate % | 63.6% |
Longest Drawdown | 24.2 months |
Avg Trades Per Year | 1.29 |
Updated | 6 days, 5 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Primas Timing Model |
Period | 1980-01-01 — 2025-08-08 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $6,870,359.68 |
CAGR % | 9.72% |
Max % Drawdown | (17.86%) |
Standard Deviation | 2.39% |
Annualized Sharpe | 0.81 |
Win Rate % | 61.4% |
Longest Drawdown | 24.2 months |
Avg Trades Per Year | 1.54 |
Updated | 6 days, 5 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Primas Timing Model |
Period | 1950-01-01 — 1979-12-31 |
---|---|
Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $1,031,913.80 |
CAGR % | 8.09% |
Max % Drawdown | (12.73%) |
Standard Deviation | 1.71% |
Annualized Sharpe | 0.85 |
Win Rate % | 65.6% |
Longest Drawdown | 20.3 months |
Avg Trades Per Year | 1.07 |