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 Adaptive Asset Allocation (LAAA) Model.
At the End of every month, you rotate in the Nasdaq 100 ETF QQQ, in the 20+ year treasury bond ETF TLT, and in the Gold ETF GLD. The position size for each asset depends on the respective stock market situation. You receive the concrete weighting in our Signal Service or in the Loro Scanner.
The backtest from 2007 to 2020 shows an average annual return of 16.48% and a max. Drawdown of -15%. This give us a good reward risk ratio of 1.1 (avg. profit 16.48% / max. Drawdown 15%).
