Loro Swing Time (LST)
Last Update: 27.12.2024
(all Date Formats: DD.MM.YYYY)
Copyright:
Summary Statistics (Nasdaq 100 Stocks, Survivorship Bias Free, Long + Short):
| Start Date | End Date | Swing | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
11.01.1996
|
27.12.2024 |
daily |
49.57% |
30.16% |
-14.10% |
2.14 |
460 p.a. |
1.49 |
79.27% |
2.08 |
2.84 |
Portfolio Equity Curve (log Scale):
Annual Statistics:
