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P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC
P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC
live (public) 0.01% June 04
Delayed
Holdings (As of 03/31/2025)
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| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| S&P500 | ^GSPC (S&P 500 INDEX) | 0.55% | 100.00% |
* Day change on 03/31/2025.
Previous
Performance (As of 06/04/2025)
Since 01/01/2004
| Name | YTD* Return |
1Yr AR** |
3Yr AR** |
5Yr AR** |
10Yr AR** |
15Yr AR** |
|---|---|---|---|---|---|---|
| P Market Timing Rule with Put/Call Ratio SMA30days 5days 5days GSPC | -4.4% | 7.0% | 7.4% | 16.8% | 10.5% | 9.7% |
| VFINX (Vanguard (S&P 500) Index) | 7.4% | 14.8% | 19.6% | 16.6% | 13.6% | 14.9% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | 5.5% | 11.0% | 12.0% | 9.0% | 8.5% | 9.6% |
* YTD: Year to Date
** AR: Annualized Return
** portfolio AR is delayed
| Last 1 Week* | YTD*(2025) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 15 Yr | 20 Yr | 20 Yr | Since 01/02/2004 |
2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return(%) | -2.7 | -4.4 | 7.0 | 7.4 | 16.8 | 10.5 | 9.7 | 9.1 | 9.4 | 9.0 | 9.2 | 23.3 | 24.2 | -19.4 | 26.9 | 16.3 | 28.9 | -6.2 | 19.4 | 9.5 | -0.7 | 9.6 | 6.8 | 4.2 | 8.0 | 5.1 | 25.3 | 10.8 | -1.3 | 7.4 | -1.1 | 13.1 |
| Sharpe Ratio | NA | 0.01 | 0.49 | 0.56 | 0.67 | 0.53 | NA | NA | NA | NA | 0.51 | 1.56 | 1.57 | -0.86 | 2.06 | 0.49 | 2.19 | -0.45 | 2.81 | 0.72 | -0.05 | 0.96 | 0.77 | 0.41 | 0.45 | 0.44 | 1.84 | 0.34 | -0.39 | 0.62 | -0.46 | 1.61 |
| Draw Down(%) | NA | 18.9 | 18.9 | 18.9 | 25.4 | 33.9 | NA | NA | NA | NA | 33.9 | 8.5 | 10.3 | 25.4 | 5.2 | 33.9 | 6.8 | 19.8 | 2.8 | 10.5 | 12.4 | 7.4 | 4.8 | 7.4 | 13.9 | 9.0 | 7.6 | 15.4 | 9.2 | 5.5 | 7.2 | 4.1 |
| Standard Deviation(%) | NA | 25.8 | 19.6 | 17.8 | 17.8 | 18.0 | NA | NA | NA | NA | 15.8 | 12.6 | 13.1 | 24.2 | 13.1 | 32.4 | 12.5 | 17.1 | 6.7 | 13.0 | 15.4 | 10.0 | 8.8 | 10.0 | 17.6 | 11.4 | 13.7 | 29.2 | 11.5 | 6.4 | 7.5 | 7.5 |
| Treynor Ratio | NA | 0.0 | 0.1 | 0.1 | 0.12 | 0.1 | NA | NA | NA | NA | 0.12 | 0.2 | 0.21 | -0.21 | 0.27 | 0.2 | 0.27 | -0.08 | 0.19 | 0.09 | -0.01 | 0.12 | 0.12 | 0.07 | 0.14 | 0.13 | 0.99 | 0.19 | -0.09 | 0.1 | -0.06 | 0.26 |
| Alpha | NA | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | NA | NA | NA | NA | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | 0.0 | -0.03 | -0.01 | 0.03 | 0.0 | 0.07 | 0.14 | -0.02 | 0.0 | -0.01 | 0.03 |
| Beta | NA | 1.0 | 1.0 | 1.0 | 1.0 | 0.93 | NA | NA | NA | NA | 0.68 | 1.0 | 1.0 | 1.0 | 1.0 | 0.8 | 1.0 | 1.0 | 1.0 | 0.99 | 0.99 | 0.78 | 0.56 | 0.61 | 0.57 | 0.4 | 0.26 | 0.52 | 0.51 | 0.4 | 0.53 | 0.46 |
| RSquared | NA | 1.0 | 1.0 | 1.0 | 1.0 | 0.9 | NA | NA | NA | NA | 0.67 | 1.0 | 1.0 | 1.0 | 1.0 | 0.73 | 1.0 | 0.99 | 1.0 | 0.99 | 0.99 | 0.78 | 0.49 | 0.61 | 0.57 | 0.4 | 0.25 | 0.52 | 0.51 | 0.4 | 0.53 | 0.47 |
| Sortino Ratio | NA | 0.01 | 0.69 | 0.81 | 0.94 | 0.74 | NA | NA | NA | NA | 0.72 | 2.21 | 2.37 | -1.17 | 3.02 | 0.68 | 3.13 | -0.58 | 4.34 | 1.01 | -0.07 | 1.34 | 1.13 | 0.59 | 0.62 | 0.67 | 3.08 | 0.5 | -0.5 | 0.93 | -0.65 | 2.59 |
| Yield(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
| Dividend Growth(%) | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A | N/A |
*: NOT annualized;YTD: Year to Date
**Inception: starting from 01/01/2004
Strategies
| Asset Strategy | Market Timing Rule with Put/Call Ratio |
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