| Updated | An hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Triple40 Timing Model |
| Period | 2000-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $503,226.55 |
| CAGR % | 6.99% |
| Max % Drawdown | (17.52%) |
| Standard Deviation | 2.34% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 63.2% |
| Longest Drawdown | 40.7 months |
| Avg Trades Per Year | 1.59 |
| Updated | An hour ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Triple40 Timing Model |
| Period | 1980-01-01 — 2023-12-08 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $11,393,351.37 |
| CAGR % | 11.38% |
| Max % Drawdown | (17.52%) |
| Standard Deviation | 2.62% |
| Annualized Sharpe | 0.91 |
| Win Rate % | 69.2% |
| Longest Drawdown | 40.7 months |
| Avg Trades Per Year | 1.18 |
| Updated | An hour 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 |
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