Loro Turnaround Tuesday (LTT)
Last Update: 05.01.2024
(all Date Formats: DD.MM.YYYY)
Copyright 
Summary Statistics:
| Start Date | End Date | Rotation | Exposure | CAGR | Max DD | RRR | Trades | PF | Win | SR | UI |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.1998
|
31.12.2023 |
weekly |
9,21% |
5.68% |
-7,46% |
0.76 |
13 p.a. |
2.33 |
76.63% |
1.09 |
1.63 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
SPY |
SPDR S&P 500 ETF Trust |
22.01.1993
|
