| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Triple40 Timing Model |
| Period | 2000-01-01 — 2025-11-21 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $634,662.44 |
| CAGR % | 7.40% |
| Max % Drawdown | (17.52%) |
| Standard Deviation | 2.35% |
| Annualized Sharpe | 0.56 |
| Win Rate % | 66.7% |
| Longest Drawdown | 40.7 months |
| Avg Trades Per Year | 1.62 |
| Updated | 2 days, 17 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Triple40 Timing Model |
| Period | 1980-01-01 — 2025-11-21 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $14,381,350.05 |
| CAGR % | 11.44% |
| Max % Drawdown | (17.52%) |
| Standard Deviation | 2.61% |
| Annualized Sharpe | 0.92 |
| Win Rate % | 71.4% |
| Longest Drawdown | 40.7 months |
| Avg Trades Per Year | 1.22 |
| Updated | 2 days, 16 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Triple40 Timing Model |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $1,127,663.95 |
| CAGR % | 8.41% |
| Max % Drawdown | (8.22%) |
| Standard Deviation | 1.86% |
| Annualized Sharpe | 0.83 |
| Win Rate % | 68.8% |
| Longest Drawdown | 22.2 months |
| Avg Trades Per Year | 1.07 |