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Seguimiento Sistemas SP500 semana 19 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 99.53 0.24 1.08 1.77 -0.29 1.34 338.23 inf
Sistema SPY 2 405.13 0.32 1.42 2.32 -0.23 1.41 1780.53 1.0
Sistema SPY 3 44.59 0.19 0.96 1.41 -0.3 1.21 148.42 1.0
Sistema SPY 4 28.73 0.17 0.89 1.35 -0.27 1.24 104.75 1.0
Sistema SPY 5 25.37 0.16 1.02 1.57 -0.28 1.29 91.74 inf
Sistema SPY 6 129.38 0.25 1.11 1.72 -0.32 1.28 399.04 1.0
Sistema SPY 7 99.53 0.24 1.08 1.77 -0.29 1.34 338.23 inf
Sistema SPY 8 36.8 0.18 1.05 1.58 -0.28 1.26 132.76 1.0

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