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Seguimiento Sistemas SP500 semana 16 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 86.42 0.23 1.06 1.73 -0.29 1.33 293.67 inf
Sistema SPY 2 427.09 0.32 1.43 2.34 -0.22 1.41 1939.44 1.0
Sistema SPY 3 46.24 0.2 0.97 1.43 -0.3 1.21 153.92 1.0
Sistema SPY 4 29.03 0.17 0.89 1.35 -0.27 1.24 105.84 1.0
Sistema SPY 5 25.27 0.16 1.02 1.57 -0.28 1.29 88.85 inf
Sistema SPY 6 130.11 0.25 1.11 1.72 -0.32 1.28 401.29 1.0
Sistema SPY 7 89.27 0.23 1.07 1.74 -0.29 1.33 303.37 inf
Sistema SPY 8 35.93 0.18 1.05 1.59 -0.27 1.26 132.39 1.0

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