Loro Short Dual Momentum (LSDM)
Last Update: 09.12.2025
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
31.08.2000
|
30.11.2025 |
monthly |
4.37% |
4.39% |
-9.15% |
0.48 |
1 p.a. |
188.31 |
96.97% |
0.80 |
0.46 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
EEM |
iShares MSCI Emerging Markets ETF |
07.04.2003
|
|
IYT |
iShares U.S. Transportation ETF |
06.10.2003 |
|
MOO |
VanEck Agribusiness ETF |
31.08.2007 |
|
QQQ |
Invesco QQQ Trust |
10.03.1999 |
|
SMH |
VanEck Semiconductor ETF |
05.05.2000 |
|
XLY |
Consumer Discretionary Select Sector SPDR Fund |
16.12.1998 |