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Pentad



Updated 3 days, 7 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $516,611.40
CAGR % 6.65%
Max % Drawdown (23.11%)
Standard Deviation 2.73%
Annualized Sharpe 0.42
Win Rate % 55.6%
Longest Drawdown 35.9 months
Avg Trades Per Year 0.71
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Updated 3 days, 7 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 2000-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $152,520.06
CAGR % 1.67%
Max % Drawdown (57.07%)
Standard Deviation 3.62%
Annualized Sharpe (0.04)
Win Rate % 73.7%
Longest Drawdown 236.5 months
Avg Trades Per Year 0.74
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Updated 3 days, 7 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $13,478,947.44
CAGR % 11.38%
Max % Drawdown (23.26%)
Standard Deviation 2.94%
Annualized Sharpe 0.82
Win Rate % 64.3%
Longest Drawdown 49.6 months
Avg Trades Per Year 0.62
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Updated 3 days, 7 hours ago
Portfolio ^SP-500 Instrument
Model Pentad
Period 1980-01-01 — 2025-07-04
Timeframe Weekly
Starting Equity $100,000.00
Ending Equity $260,681.91
CAGR % 2.13%
Max % Drawdown (57.67%)
Standard Deviation 3.42%
Annualized Sharpe (0.01)
Win Rate % 75.9%
Longest Drawdown 236.5 months
Avg Trades Per Year 0.64
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Updated 3 days, 7 hours 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
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Updated 3 days, 7 hours 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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