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Beta
0.38 thru 0.44 (1)
0.44 thru 0.49 (4)
0.49 thru 0.55 (2)
0.55 thru 0.60 (5)
0.60 thru 0.66 (3)
0.66 thru 0.71 (5)
0.71 thru 0.76 (4)
0.76 thru 0.82 (6)
0.82 thru 0.87 (5)
0.93 thru 1.04 (2)
Maximum Drawdown
-64% thru -58% (1)
-58% thru -53% (5)
-53% thru -48% (5)
-48% thru -43% (3)
-43% thru -38% (3)
-38% thru -32% (7)
-32% thru -27% (5)
-27% thru -22% (6)
-22% thru -17% (1)
-11% thru -1% (1)
5 Year Return
1% thru 3% (1)
5% thru 7% (2)
7% thru 9% (6)
9% thru 11% (2)
11% thru 13% (13)
13% thru 15% (7)
15% thru 17% (1)
17% thru 19% (3)
20% thru 22% (1)
Average Triggers Per Year
-4.00 thru 0.10 (1)
0.10 thru 4.20 (20)
4.20 thru 8.30 (4)
8.30 thru 12.40 (2)
12.40 thru 16.50 (4)
16.50 thru 20.60 (2)
24.70 thru 28.80 (2)
32.90 thru 37.00 (1)
37.00 thru 45.20 (1)
Downside Capture Ratio
56% thru 60% (1)
60% thru 63% (2)
63% thru 67% (3)
67% thru 71% (3)
71% thru 75% (5)
75% thru 78% (3)
78% thru 82% (4)
82% thru 86% (6)
86% thru 90% (8)
93% thru 97% (1)
97% thru 101% (1)
Annualized Volatility
11% thru 12% (3)
12% thru 13% (4)
13% thru 14% (6)
14% thru 15% (6)
15% thru 16% (9)
16% thru 17% (7)
17% thru 18% (2)
1 Year Return
2% thru 5% (1)
7% thru 10% (1)
10% thru 13% (1)
13% thru 15% (2)
15% thru 18% (6)
18% thru 20% (3)
20% thru 23% (3)
23% thru 25% (12)
25% thru 28% (5)
28% thru 30% (2)
30% thru 33% (1)
10 Year Return
5% thru 6% (1)
6% thru 7% (1)
7% thru 8% (2)
8% thru 9% (6)
9% thru 10% (5)
10% thru 11% (5)
11% thru 12% (11)
12% thru 13% (2)
13% thru 14% (3)
Cumulative Return
-2,378% thru 57% (1)
57% thru 2,491% (1)
2,491% thru 4,925% (8)
4,925% thru 7,359% (8)
7,359% thru 9,794% (12)
9,794% thru 12,228% (1)
12,228% thru 14,662% (2)
14,662% thru 17,096% (1)
19,531% thru 21,965% (2)
24,399% thru 26,833% (1)
Upside Capture Ratio
58% thru 62% (1)
62% thru 65% (2)
65% thru 69% (1)
69% thru 72% (4)
72% thru 76% (5)
76% thru 80% (4)
83% thru 87% (10)
87% thru 90% (5)
90% thru 94% (3)
94% thru 101% (2)
Annualized Return
7% thru 9% (3)
9% thru 11% (16)
11% thru 14% (17)
27% thru 29% (1)
YTD Return
-1% thru -0% (2)
0% thru 1% (33)
1% thru 2% (1)
2% thru 3% (1)
Annualized Sharpe Ratio
0.16 thru 0.36 (8)
0.36 thru 0.56 (22)
0.56 thru 0.76 (6)
2.14 thru 2.34 (1)

Performance Metric

Item Limit

Bullish

PTI Total Market 2024.07.21 Details

PTI Total Market 2024.07.21

28.87%

Bullish

Monthly SMA Details

Monthly SMA

13.76%

Bullish

Price Trend Indicator 500 Details

Price Trend Indicator 500

13.07%

Bearish

Modified Duncan Leading Indicator Details

Modified Duncan Leading Indicator

13.01%

Bullish

Tightening Lending Standards 2024.07.21 Details

Tightening Lending Standards 2024.07.21

12.95%

Bullish

Inflation Adjusted Cap Ex Details

Inflation Adjusted Cap Ex

12.89%

Bearish

Monetary Velocity Measure Details

Monetary Velocity Measure

12.89%

Bullish

PTI Total Market 2024.08.18 Details

PTI Total Market 2024.08.18

11.83%

Bullish

Growth in Total Payrolls Details

Growth in Total Payrolls

11.65%

Bullish

Pending

Debt Ownership & Interest Paid

11.53%

Bullish

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

Net Dividend Income Monitor

11.48%

Bullish

This is a price trend indicator which monitors changes in short, medium, and long term momentum of the broad stock market as measured by the S&P 500 Index.

QEMA

11.39%

Bullish

Sigma Indicator Details

Sigma Indicator

11.14%

Bearish

High Yield Spread Indicator Details

High Yield Spread Indicator

11.10%

Bullish

Changes in Household Wealth Details

Changes in Household Wealth

11.10%

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