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Bond-Bill-Utility Timing Model



Updated 1 day, 18 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Bond-Bill-Utility Timing Model
Period 2000-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $259,087.70
CAGR % 3.84%
Max % Drawdown (9.15%)
Standard Deviation 1.44%
Annualized Sharpe 0.19
Win Rate % 43.8%
Longest Drawdown 49.6 months
Avg Trades Per Year 2.54
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Updated 1 day, 19 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Bond-Bill-Utility Timing Model
Period 1980-01-01 — 2025-03-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $2,378,418.00
CAGR % 7.26%
Max % Drawdown (9.32%)
Standard Deviation 1.84%
Annualized Sharpe 0.67
Win Rate % 48.0%
Longest Drawdown 49.7 months
Avg Trades Per Year 2.25
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Updated 1 day, 18 hours ago
Portfolio ^US-GBND-10Y Instrument
Model Bond-Bill-Utility Timing Model
Period 1950-01-01 — 1979-12-31
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $367,512.04
CAGR % 4.43%
Max % Drawdown (5.49%)
Standard Deviation 0.89%
Annualized Sharpe 0.46
Win Rate % 59.0%
Longest Drawdown 12.5 months
Avg Trades Per Year 1.30
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