In this new series, we present our ETF models from our Signal Service. For every Model, we show the setup and the backtest.
Today we look at the Loro Bond Rotation (LBR) Model.
At the End of every month, you rotate in the Top 2 of 12 Bond-ETF. The position size is equal-weighted, 50% of equity. You receive the top 2 ETFs in our Signal Service or in the Loro Scanner.
The backtest from 2007 to 2020 shows an average annual return of +11.43% and a max. Drawdown of -10.91%. This give us a good reward risk ratio of 1.05 (avg. profit 11.43% / max. Drawdown 10.91%). Best result was 2020 with nearly +30%!
