Updated | 6 days, 5 hours ago |
---|---|
Portfolio | ^SP-500 Instrument |
Model | Triple40 Timing Model |
Period | 2000-01-01 — 2025-08-08 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $611,889.59 |
CAGR % | 7.33% |
Max % Drawdown | (17.52%) |
Standard Deviation | 2.34% |
Annualized Sharpe | 0.55 |
Win Rate % | 66.7% |
Longest Drawdown | 40.7 months |
Avg Trades Per Year | 1.64 |
Updated | 6 days, 5 hours ago |
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Portfolio | ^SP-500 Instrument |
Model | Triple40 Timing Model |
Period | 1980-01-01 — 2025-08-08 |
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Timeframe | Weekly |
Starting Equity | $100,000.00 |
Ending Equity | $13,863,147.47 |
CAGR % | 11.42% |
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 | 1.23 |
Updated | 6 days, 5 hours ago |
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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 |