Loro Vola Stop Model (LVSM)
Last Update: 02.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
29.06.2012
|
30.11.2025 |
monthly |
59.78% |
14.19% |
-10.33% |
1.37 |
23 p.a. |
2.79 |
67.20% |
1.45 |
3.04 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
QQQ |
Invesco QQQ Trust |
10.03.1999
|
|
IAI |
iShares U.S. Broker-Dealers & Securities Exchanges ETF |
01.05.2006
|
|
XLP |
Consumer Staples Select Sector SPDR Fund |
16.12.1998 |
|
XLU |
Utilities Select Sector SPDR Fund |
16.12.1998 |