Loro Put Call Ratio (LPCR)
Last Update: 08.11.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
03.11.2006
|
11.10.2024 |
daily |
32.45% |
11.23% |
-11.29% |
0.99 |
15 p.a. |
2.59 |
65.28% |
1.23 |
2.72 |
Portfolio Equity Curve (Log Scale):
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
QQQ |
Invesco QQQ Trust |
10.03.1999
|
