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 Swing Trading (LST) Model.
With our Loro Scanner, we create a Top 100 ETF List. These ETFs are the best relative strength decile of over 1000 ETFs. We don’t use leverage, short, and VIX ETFs. Every day we scan for Swing Setups. We buy maximal 10 equal-weighted positions. You receive entries and exits in our Signal Service.
We don’t have a enough data to make a long time backtest. But we use this setup over 10 years in practice. 2020 the backtest made 27.55% and only a drawdown of -3.07%! Also the winning percent of 75.44% is typical for swing trading. The average bars held is 7.75 days.