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Maximum Drawdown
-62% thru -58% (1)
-58% thru -54% (4)
-54% thru -50% (5)
-50% thru -46% (2)
-46% thru -42% (2)
-42% thru -38% (3)
-38% thru -34% (4)
-34% thru -30% (5)
-30% thru -26% (7)
-26% thru -22% (5)
-22% thru -14% (4)
10 Year Return
5% thru 6% (1)
7% thru 8% (3)
8% thru 9% (1)
9% thru 10% (4)
10% thru 11% (5)
11% thru 12% (5)
12% thru 13% (9)
13% thru 14% (8)
14% thru 16% (5)
Annualized Return
7% thru 9% (3)
9% thru 11% (19)
11% thru 12% (10)
12% thru 14% (9)
23% thru 26% (1)
5 Year Return
2% thru 4% (1)
6% thru 7% (2)
7% thru 9% (8)
9% thru 10% (2)
10% thru 12% (13)
12% thru 14% (10)
15% thru 17% (2)
17% thru 18% (2)
18% thru 20% (1)
Beta
0.35 thru 0.41 (1)
0.41 thru 0.46 (4)
0.46 thru 0.52 (2)
0.52 thru 0.58 (4)
0.58 thru 0.64 (8)
0.64 thru 0.70 (3)
0.70 thru 0.75 (5)
0.75 thru 0.81 (5)
0.81 thru 0.87 (7)
0.87 thru 0.93 (1)
0.93 thru 0.98 (1)
0.98 thru 1.04 (1)
Downside Capture Ratio
44% thru 49% (1)
55% thru 60% (1)
60% thru 65% (3)
65% thru 71% (6)
71% thru 76% (6)
76% thru 81% (7)
81% thru 87% (9)
87% thru 92% (7)
92% thru 103% (2)
Upside Capture Ratio
47% thru 52% (1)
57% thru 62% (1)
62% thru 67% (2)
67% thru 72% (5)
72% thru 77% (7)
77% thru 83% (8)
83% thru 88% (8)
88% thru 93% (8)
93% thru 98% (2)
1 Year Return
-20% thru -15% (1)
-0% thru 5% (6)
5% thru 10% (7)
10% thru 15% (12)
15% thru 20% (11)
20% thru 25% (1)
25% thru 30% (2)
30% thru 35% (1)
35% thru 40% (1)
Average Triggers Per Year
0.09 thru 4.20 (25)
4.20 thru 8.31 (4)
8.31 thru 12.42 (2)
12.42 thru 16.53 (6)
16.53 thru 20.64 (1)
24.75 thru 28.86 (2)
32.97 thru 37.08 (1)
37.08 thru 41.19 (1)
Annualized Volatility
11% thru 12% (2)
12% thru 13% (5)
13% thru 14% (9)
14% thru 15% (7)
15% thru 16% (10)
16% thru 17% (7)
17% thru 18% (2)
YTD Return
-21% thru -15% (1)
-5% thru 1% (2)
1% thru 6% (7)
6% thru 12% (9)
12% thru 17% (15)
17% thru 22% (4)
22% thru 28% (1)
28% thru 33% (2)
33% thru 44% (1)
Cumulative Return
80% thru 2,833% (5)
2,833% thru 5,585% (10)
5,585% thru 8,338% (8)
8,338% thru 11,090% (11)
11,090% thru 13,843% (1)
13,843% thru 16,596% (1)
16,596% thru 19,348% (2)
19,348% thru 22,101% (2)
24,853% thru 27,606% (2)
Annualized Sharpe Ratio
0.09 thru 0.21 (1)
0.21 thru 0.33 (5)
0.33 thru 0.45 (10)
0.45 thru 0.57 (17)
0.57 thru 0.69 (7)
0.69 thru 0.81 (1)
1.41 thru 1.53 (1)

Performance Metric

Item Limit

Bullish

PTI Total Market 2024.07.21 Details

PTI Total Market 2024.07.21

24.42%

Bullish

Monthly SMA Details

Monthly SMA

13.56%

Bearish

Modified Duncan Leading Indicator Details

Modified Duncan Leading Indicator

13.33%

Bullish

Price Trend Indicator 500 Details

Price Trend Indicator 500

13.03%

Bullish

Tightening Lending Standards 2024.07.21 Details

Tightening Lending Standards 2024.07.21

12.94%

Bullish

Slow Twitch Fast Twitch MA Details

Slow Twitch Fast Twitch MA

12.94%

Bullish

Inflation Adjusted Cap Ex Details

Inflation Adjusted Cap Ex

12.91%

Bearish

Monetary Velocity Measure Details

Monetary Velocity Measure

12.80%

Bullish

Cyclical Employment Indicator Details

Cyclical Employment Indicator

12.32%

Bullish

XLK&VGT Details

XLK&VGT

12.20%

Bullish

PTI Total Market 2024.08.18 Details

PTI Total Market 2024.08.18

11.95%

Bearish

Growth in Total Payrolls Details

Growth in Total Payrolls

11.71%

Bullish

Pending

Debt Ownership & Interest Paid

11.63%

Bullish

This indicator measures the level of dividend income received by non-profits and households adjusted for taxes.

Net Dividend Income Monitor

11.59%

Bullish

Labor & Liquidity Spread 2024.07.28 Details

Labor & Liquidity Spread 2024.07.28

11.39%

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