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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) 1.73% August 12
Delayed
Holdings (As of 06/30/2022)
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| Asset | Fund in this portfolio | Price change* | Percentage |
|---|---|---|---|
| S&P500 | ^GSPC (S&P 500 INDEX) | 0.88% | 100.00% |
* Day change on 06/30/2022.
Previous
Performance (As of 08/12/2022)
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 | -10.2% | -4.1% | 14.1% | 11.9% | 9.3% | 9.6% |
| VFINX (Vanguard (S&P 500) Index) | -9.1% | -2.4% | 16.0% | 13.8% | 13.9% | 9.6% |
| VBINX (Vanguard Balance (60% stocks/40% bonds) | -8.6% | -3.9% | 9.9% | 9.2% | 9.1% | 7.5% |
* YTD: Year to Date
** AR: Annualized Return
| Last 1 Week* | YTD*(2022) | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | Inception** | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AR(%) | 3.3 | -10.2 | -4.1 | 14.1 | 11.9 | 9.3 | 9.6 | 8.7 | 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 |
| SR | NA | -0.44 | -0.22 | 0.59 | 0.55 | 0.54 | NA | 0.51 | 2.06 | 0.49 | 2.2 | -0.44 | 2.81 | 0.72 | -0.05 | 0.96 | 0.77 | 0.41 | 0.45 | 0.44 | 1.84 | 0.34 | -0.37 | 0.65 | -0.44 | 1.62 |
| DD(%) | NA | 23.6 | 23.6 | 33.9 | 33.9 | 33.9 | NA | 33.9 | 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 |
| SD(%) | NA | 24.2 | 20.6 | 23.3 | 20.2 | 16.4 | NA | 15.6 | 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 |
| TR | NA | -0.11 | -0.04 | 0.16 | 0.13 | 0.1 | NA | 0.12 | 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 | -0.08 | 0.1 | -0.06 | 0.26 |
| Alpha(%) | NA | 0.0 | 0.0 | 0.01 | 0.0 | 0.0 | NA | 0.01 | 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 | 0.87 | 0.89 | 0.88 | NA | 0.64 | 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 |
| RS | NA | 1.0 | 1.0 | 0.82 | 0.85 | 0.85 | NA | 0.62 | 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 |
| SR | NA | -0.58 | -0.29 | 0.8 | 0.75 | 0.75 | NA | 0.72 | 3.02 | 0.68 | 3.14 | -0.57 | 4.35 | 1.01 | -0.07 | 1.34 | 1.13 | 0.59 | 0.62 | 0.67 | 3.08 | 0.5 | -0.49 | 0.96 | -0.63 | 2.6 |
| 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 |
*: 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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