Accelith Meridian · Track Record · Since November 2004
Annualised return
+13.9%
SPY 11.0%
Maximum drawdown
−26.2%
SPY −53.1%
Cumulative Performance · growth of 100
Backtest of the Meridian rules on the historical prices of the US-listed ETFs, total return, from November 2004. From the marked point the series continues out of sample, updated daily. The series is a rules-based model calculation, not an audited record of actual trading. Model results are not a reliable indicator of future results. The least favourable twelve-month entry while following the strategy produced a loss of about 26%.