Loro Turnaround Tuesday (LTT)
Last Update: 03.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright :
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
27.02.1995
|
30.11.2025 |
daily |
8.85% |
5.54% |
-7,44% |
0.74 |
12 p.a. |
2.26 |
76.34% |
1.07 |
1.62 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
SPY |
SPDR S&P 500 ETF Trust |
22.01.1993
|