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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
4% thru 5% (1)
6% thru 7% (1)
7% thru 8% (2)
8% thru 9% (1)
9% thru 10% (6)
10% thru 11% (4)
11% thru 12% (8)
12% thru 13% (7)
13% thru 14% (9)
14% thru 15% (2)
Annualized Return
7% thru 8% (2)
8% thru 10% (7)
10% thru 11% (15)
11% thru 12% (9)
12% thru 14% (8)
19% thru 21% (1)
5 Year Return
1% thru 3% (1)
3% thru 4% (1)
4% thru 5% (3)
5% thru 7% (5)
7% thru 8% (4)
8% thru 10% (13)
10% thru 11% (7)
11% thru 13% (4)
14% thru 15% (1)
15% thru 17% (2)
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 0.69 (2)
0.69 thru 0.75 (6)
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
38% thru 44% (1)
54% thru 60% (2)
60% thru 65% (2)
65% thru 70% (5)
70% thru 76% (7)
76% thru 81% (7)
81% thru 87% (9)
87% thru 92% (7)
92% thru 97% (1)
97% thru 103% (1)
Upside Capture Ratio
41% thru 47% (1)
57% thru 62% (1)
62% thru 67% (3)
67% thru 72% (4)
72% thru 77% (7)
77% thru 82% (5)
82% thru 88% (11)
88% thru 93% (8)
93% thru 103% (2)
1 Year Return
-6% thru -2% (1)
-2% thru 2% (3)
2% thru 6% (1)
6% thru 10% (2)
10% thru 14% (3)
14% thru 18% (1)
18% thru 22% (4)
22% thru 26% (8)
26% thru 30% (7)
30% thru 34% (9)
34% thru 38% (3)
Average Triggers Per Year
0.09 thru 4.21 (25)
4.21 thru 8.32 (4)
8.32 thru 12.43 (2)
12.43 thru 16.54 (6)
16.54 thru 20.65 (1)
24.77 thru 28.88 (2)
32.99 thru 37.10 (1)
37.10 thru 45.33 (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
-6% thru -5% (1)
-5% thru -4% (4)
-4% thru -3% (21)
-3% thru -2% (2)
-2% thru -1% (5)
0% thru 1% (8)
1% thru 2% (1)
Cumulative Return
72% thru 2,733% (5)
2,733% thru 5,394% (9)
5,394% thru 8,055% (9)
8,055% thru 10,716% (10)
10,716% thru 13,377% (2)
13,377% thru 16,037% (1)
16,037% thru 18,698% (2)
18,698% thru 21,359% (1)
21,359% thru 24,020% (1)
24,020% thru 26,681% (2)
Annualized Sharpe Ratio
0.09 thru 0.19 (1)
0.19 thru 0.28 (2)
0.28 thru 0.37 (7)
0.37 thru 0.46 (12)
0.46 thru 0.56 (12)
0.56 thru 0.65 (5)
0.65 thru 0.74 (2)
1.02 thru 1.11 (1)

Performance Metric

Item Limit

Bullish

PTI Total Market 2024.07.21 Details

PTI Total Market 2024.07.21

20.10%

Bullish

Monthly SMA Details

Monthly SMA

13.48%

Bullish

Modified Duncan Leading Indicator Details

Modified Duncan Leading Indicator

13.16%

Bullish

Price Trend Indicator 500 Details

Price Trend Indicator 500

12.90%

Bullish

Slow Twitch Fast Twitch MA Details

Slow Twitch Fast Twitch MA

12.79%

Bullish

Inflation Adjusted Cap Ex Details

Inflation Adjusted Cap Ex

12.73%

Bullish

Tightening Lending Standards 2024.07.21 Details

Tightening Lending Standards 2024.07.21

12.72%

Bearish

Monetary Velocity Measure Details

Monetary Velocity Measure

12.66%

Bullish

Cyclical Employment Indicator Details

Cyclical Employment Indicator

12.07%

Bullish

XLK&VGT Details

XLK&VGT

11.84%

Bearish

PTI Total Market 2024.08.18 Details

PTI Total Market 2024.08.18

11.77%

Bearish

Growth in Total Payrolls Details

Growth in Total Payrolls

11.63%

Bearish

Pending

Debt Ownership & Interest Paid

11.59%

Bullish

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

Net Dividend Income Monitor

11.42%

Bearish

Labor & Liquidity Spread 2024.07.28 Details

Labor & Liquidity Spread 2024.07.28

11.25%

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