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Seguimiento Sistemas SP500 semana 10 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 89.47 0.23 1.07 1.76 -0.29 1.34 304.05 inf
Sistema SPY 2 503.58 0.34 1.48 2.44 -0.22 1.43 2332.86 1.0
Sistema SPY 3 47.89 0.2 0.98 1.45 -0.3 1.22 159.4 1.0
Sistema SPY 4 28.88 0.17 0.9 1.35 -0.27 1.24 108.32 1.0
Sistema SPY 5 24.62 0.16 1.02 1.56 -0.28 1.29 86.55 inf
Sistema SPY 6 133.38 0.26 1.13 1.75 -0.31 1.28 434.29 1.0
Sistema SPY 7 89.47 0.23 1.07 1.76 -0.29 1.34 304.05 inf
Sistema SPY 8 41.51 0.19 1.11 1.67 -0.29 1.27 144.74 1.0

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