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 Defense Asset Allocation (LDAA) Model.
The system was published on ETrendXplorer: Announcing Defense Asset Allocation (DAA). We have changed the setup and the sample a little bit. You receive the entry and exit signal in our Signal Service or in the Loro Scanner.
The backtest from 2007 to 2020 shows an average annual return of +12.02% and a max. Drawdown of -10.43%. This give us a good reward risk ratio of 1.15 (avg. profit 22.02% / max. Drawdown 10.43%). The backtest of the published backtest from 1971 to 2018 has an average return of 17.2% and a max. DwawDown of -10.5%. This system looks really stable.
