| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $480,007.48 |
| CAGR % | 7.22% |
| Max % Drawdown | (23.11%) |
| Standard Deviation | 2.66% |
| Annualized Sharpe | 0.48 |
| Win Rate % | 60.0% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 2000-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $92,871.85 |
| CAGR % | (0.33%) |
| Max % Drawdown | (57.07%) |
| Standard Deviation | 3.52% |
| Annualized Sharpe | (0.21) |
| Win Rate % | 73.3% |
| Longest Drawdown | 236.5 months |
| Avg Trades Per Year | 0.67 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $12,529,627.41 |
| CAGR % | 12.04% |
| Max % Drawdown | (23.26%) |
| Standard Deviation | 2.91% |
| Annualized Sharpe | 0.89 |
| Win Rate % | 68.0% |
| Longest Drawdown | 49.6 months |
| Avg Trades Per Year | 0.59 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1980-01-01 — 2022-07-01 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $156,157.86 |
| CAGR % | 1.05% |
| Max % Drawdown | (57.67%) |
| Standard Deviation | 3.34% |
| Annualized Sharpe | (0.11) |
| Win Rate % | 76.0% |
| Longest Drawdown | 236.5 months |
| Avg Trades Per Year | 0.59 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $2,421,358.82 |
| CAGR % | 11.21% |
| Max % Drawdown | (13.44%) |
| Standard Deviation | 2.55% |
| Annualized Sharpe | 0.91 |
| Win Rate % | 75.0% |
| Longest Drawdown | 20.9 months |
| Avg Trades Per Year | 0.53 |
| Updated | 3 days ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1950-01-01 — 1979-12-31 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $160,426.36 |
| CAGR % | 1.59% |
| Max % Drawdown | (43.39%) |
| Standard Deviation | 2.91% |
| Annualized Sharpe | (0.09) |
| Win Rate % | 73.3% |
| Longest Drawdown | 82.5 months |
| Avg Trades Per Year | 0.50 |
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