| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $588,610.86 |
| CAGR % | 7.42% |
| Max % Drawdown | (23.11%) |
| Standard Deviation | 2.63% |
| Annualized Sharpe | 0.51 |
| Win Rate % | 58.8% |
| Longest Drawdown | 35.9 months |
| Avg Trades Per Year | 0.69 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 2000-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $122,011.78 |
| CAGR % | 0.81% |
| Max % Drawdown | (57.07%) |
| Standard Deviation | 3.58% |
| Annualized Sharpe | (0.11) |
| Win Rate % | 72.2% |
| Longest Drawdown | 236.5 months |
| Avg Trades Per Year | 0.73 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $15,370,187.26 |
| CAGR % | 11.90% |
| Max % Drawdown | (23.26%) |
| Standard Deviation | 2.88% |
| Annualized Sharpe | 0.88 |
| Win Rate % | 66.7% |
| Longest Drawdown | 49.6 months |
| Avg Trades Per Year | 0.60 |
| Updated | 2 days, 13 hours ago |
|---|---|
| Portfolio | ^SP-500 Instrument |
| Model | Pentad |
| Period | 1980-01-01 — 2024-10-11 |
|---|---|
| Timeframe | Weekly |
| Starting Equity | $100,000.00 |
| Ending Equity | $207,985.79 |
| CAGR % | 1.65% |
| Max % Drawdown | (57.67%) |
| Standard Deviation | 3.40% |
| Annualized Sharpe | (0.05) |
| Win Rate % | 75.0% |
| Longest Drawdown | 236.5 months |
| Avg Trades Per Year | 0.63 |
| Updated | 2 days, 13 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 |
| Updated | 2 days, 13 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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