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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% (6)
-26% thru -22% (4)
-22% thru -14% (2)
10 Year Return
5% thru 6% (1)
6% thru 7% (2)
7% thru 8% (2)
8% thru 9% (5)
9% thru 10% (3)
10% thru 11% (10)
11% thru 12% (9)
12% thru 13% (1)
13% thru 14% (4)
Annualized Return
7% thru 9% (3)
9% thru 10% (4)
10% thru 12% (23)
12% thru 14% (7)
22% thru 25% (1)
5 Year Return
6% thru 8% (3)
8% thru 9% (2)
9% thru 10% (2)
10% thru 12% (5)
12% thru 13% (8)
13% thru 15% (9)
15% thru 16% (3)
16% thru 18% (2)
18% thru 19% (1)
19% thru 22% (2)
Beta
0.44 thru 0.50 (5)
0.50 thru 0.55 (1)
0.55 thru 0.60 (8)
0.60 thru 0.66 (2)
0.66 thru 0.71 (4)
0.71 thru 0.77 (6)
0.77 thru 0.82 (5)
0.82 thru 0.87 (4)
0.87 thru 0.93 (1)
0.93 thru 1.04 (2)
Downside Capture Ratio
59% thru 63% (3)
63% thru 67% (3)
67% thru 71% (3)
71% thru 75% (5)
75% thru 78% (3)
78% thru 82% (5)
82% thru 86% (6)
86% thru 90% (8)
93% thru 101% (2)
Upside Capture Ratio
61% thru 65% (2)
65% thru 69% (3)
69% thru 72% (3)
72% thru 76% (5)
76% thru 80% (4)
80% thru 83% (3)
83% thru 87% (7)
87% thru 90% (7)
90% thru 94% (3)
94% thru 101% (1)
1 Year Return
-8% thru -4% (1)
-0% thru 3% (5)
3% thru 7% (4)
7% thru 10% (5)
10% thru 14% (15)
14% thru 18% (4)
21% thru 25% (1)
25% thru 29% (2)
32% thru 36% (1)
Average Triggers Per Year
-4.02 thru 0.10 (1)
0.10 thru 4.21 (20)
4.21 thru 8.32 (4)
8.32 thru 12.43 (2)
12.43 thru 16.55 (5)
16.55 thru 20.66 (2)
24.77 thru 28.89 (2)
33.00 thru 37.11 (1)
41.22 thru 45.34 (1)
Annualized Volatility
11% thru 12% (2)
12% thru 13% (4)
13% thru 14% (8)
14% thru 15% (4)
15% thru 16% (10)
16% thru 17% (8)
17% thru 18% (2)
YTD Return
-12% thru -8% (1)
-8% thru -4% (2)
-4% thru -0% (4)
-0% thru 3% (22)
3% thru 7% (4)
7% thru 11% (1)
11% thru 15% (2)
15% thru 18% (1)
22% thru 30% (1)
Cumulative Return
-2,424% thru 58% (1)
58% thru 2,540% (1)
2,540% thru 5,022% (9)
5,022% thru 7,504% (7)
7,504% thru 9,987% (12)
9,987% thru 12,469% (1)
12,469% thru 14,951% (2)
14,951% thru 17,433% (1)
17,433% thru 19,915% (2)
22,397% thru 24,879% (1)
24,879% thru 27,361% (1)
Annualized Sharpe Ratio
0.17 thru 0.28 (5)
0.28 thru 0.39 (6)
0.39 thru 0.50 (15)
0.50 thru 0.61 (6)
0.61 thru 0.72 (5)
1.26 thru 1.37 (1)

Performance Metric

Item Limit

Bullish

PTI Total Market 2024.07.21 Details

PTI Total Market 2024.07.21

23.49%

Bearish

Monthly SMA Details

Monthly SMA

13.44%

Bullish

Modified Duncan Leading Indicator Details

Modified Duncan Leading Indicator

13.24%

Bullish

Price Trend Indicator 500 Details

Price Trend Indicator 500

12.87%

Bullish

Inflation Adjusted Cap Ex Details

Inflation Adjusted Cap Ex

12.81%

Bullish

Slow Twitch Fast Twitch MA Details

Slow Twitch Fast Twitch MA

12.78%

Bullish

Tightening Lending Standards 2024.07.21 Details

Tightening Lending Standards 2024.07.21

12.75%

Bullish

Monetary Velocity Measure Details

Monetary Velocity Measure

12.72%

Bullish

PTI Total Market 2024.08.18 Details

PTI Total Market 2024.08.18

11.80%

Bullish

Growth in Total Payrolls Details

Growth in Total Payrolls

11.58%

Bullish

Pending

Debt Ownership & Interest Paid

11.46%

Bullish

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

Net Dividend Income Monitor

11.41%

Bullish

Labor & Liquidity Spread 2024.07.28 Details

Labor & Liquidity Spread 2024.07.28

11.20%

Bullish

Sigma Indicator Details

Sigma Indicator

11.08%

Bullish

Changes in Household Wealth Details

Changes in Household Wealth

11.03%

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