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 Global Rotation (LGR) Model.
The system was published on ETFReplay.com: A Simple Example of Global ETF Relative Strength. 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 +20.57% and a max. Drawdown of -19.70%. This give us a good reward risk ratio of 1.04 (avg. profit 20.57% / max. Drawdown 19.70%). Best result was 2020 with +59.32%!
