| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $323,842.44 |
| CAGR % | 6.31% |
| Max % Drawdown | (23.11%) |
| Standard Deviation | 2.45% |
| Annualized Sharpe | 0.42 |
| Win Rate % | 53.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.68 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 2000-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $95,682.02 |
| CAGR % | (0.23%) |
| Max % Drawdown | (57.07%) |
| Standard Deviation | 3.46% |
| Annualized Sharpe | (0.21) |
| Win Rate % | 71.4% |
| Longest Drawdown | 220.5 months |
| Avg Trades Per Year | 0.73 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1980-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $8,410,581.07 |
| CAGR % | 11.96% |
| Max % Drawdown | (23.26%) |
| Standard Deviation | 2.84% |
| Annualized Sharpe | 0.90 |
| Win Rate % | 65.2% |
| Longest Drawdown | 49.6 months |
| Avg Trades Per Year | 0.59 |
| Updated | 1 day ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1980-01-01 — 2019-03-22 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $160,947.73 |
| CAGR % | 1.22% |
| Max % Drawdown | (57.67%) |
| Standard Deviation | 3.29% |
| Annualized Sharpe | (0.10) |
| Win Rate % | 75.0% |
| Longest Drawdown | 220.5 months |
| Avg Trades Per Year | 0.61 |
| Updated | 1 day 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 | 1 day 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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