Model 5.5 vs. S&P 500
Calendar year comparison
Research results
Model 5.5 backtest results compared with the S&P 500 over the same historical window. Live performance is published separately.
- Source
- Backtest
- Model
- Model 5.5
- Benchmark
- S&P 500
Equity curve
Mark-to-market account equity over time. The model and benchmark use the same selected period.
Calendar year returns
Annual results show how performance varies across years instead of reducing the full period to one compounded number.
Return table
Model 5.5 and benchmark
Risk and consistency
Weekly statistics for Model 5.5 and the S&P 500 use the same historical window. Together they show the return, volatility, drawdown, and balance of winning and losing weeks.
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How the results are tested
Data preparation, cost modeling, walk-forward validation, and execution assumptions are documented on the Methodology page.