Loro Turnaround Tuesday (LTT)
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|
|
01.01.1998
|
11.10.2024 |
weekly |
8.78% |
6.05% |
-7,45% |
0.81 |
13 p.a. |
2.42 |
78,27% |
1.13 |
1.60 |
Portfolio Equity Curve:
Annual Statistics:
Sample:
| Symbol | ETF | Inception |
|---|---|---|
|
SPY |
SPDR S&P 500 ETF Trust |
22.01.1993
|
