| Seasonal ETF Switching Strategy - 2 positions |
|
| Inception Date | 04/14/99 |
| Sizing Method |
Dynamic Weight |
| Last Reconstituted (Every Week) |
01/31/22 |
| Last Rebalanced (Every Week) |
01/31/22 |
| Ranking System | ETF Rotation - Basic |
| Total Market Value (inc. Cash) | 2,569,579.67 |
| Cash | 15,427.73 |
| Number of Positions | 2 |
| Total Return | 2,469.58% |
| Benchmark Return | 415.06% |
| Active Return | 2,054.52% |
| Annualized Return | 15.30% |
| Annual Turnover | 200.73% |
| Max Drawdown | -30.64% |
| Overall Winners |
(78/92) 84.78%
|
| Sharpe Ratio | 0.98 |
| Correlation with S&P 500 (SPY:USA) | 0.67 |