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Seguimiento Sistemas SP500 semana 20 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 89.69 0.23 1.06 1.72 -0.29 1.33 304.77 inf
Sistema SPY 2 422.0 0.32 1.42 2.32 -0.24 1.41 1769.13 1.0
Sistema SPY 3 45.16 0.19 0.96 1.41 -0.3 1.21 150.33 1.0
Sistema SPY 4 29.0 0.17 0.89 1.34 -0.27 1.24 105.72 1.0
Sistema SPY 5 23.91 0.16 1.0 1.54 -0.28 1.29 85.23 inf
Sistema SPY 6 138.84 0.26 1.1 1.72 -0.32 1.28 431.44 1.0
Sistema SPY 7 89.69 0.23 1.06 1.72 -0.29 1.33 304.77 inf
Sistema SPY 8 37.59 0.18 1.05 1.59 -0.28 1.26 135.61 1.0

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