The properties of the continuous-time, high-cycle fatigue model of Ottosen et al. (2008) is investigated for challenging stress states. We derive an analytical solution to the damage per cycle for cyclic, proportional stress. Numerical investigations for 7050-T7451 aluminum alloy and AISI 4340 steel alloy show exponential convergence to a constant damage per cycle for cyclic proportional stress, and Wynn’s epsilon algorithm for sequence acceleration improves the convergence rate. Fatigue damage is well predicted for an applied proportional stress, but damage is severely underpredicted for rotary stress states or combinations of tension/compression and torsion.