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Seguimiento Sistemas SP500 semana 8 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 73.7 0.22 1.01 1.64 -0.29 1.31 250.46 inf
Sistema SPY 2 332.17 0.31 1.37 2.22 -0.29 1.39 1162.43 1.0
Sistema SPY 3 43.44 0.19 0.95 1.4 -0.3 1.21 144.61 1.0
Sistema SPY 4 28.84 0.17 0.89 1.34 -0.27 1.24 105.15 1.0
Sistema SPY 5 19.55 0.15 0.94 1.42 -0.28 1.27 68.6 inf
Sistema SPY 6 123.67 0.25 1.07 1.67 -0.32 1.27 384.3 inf
Sistema SPY 7 74.66 0.22 1.02 1.65 -0.29 1.31 253.7 inf
Sistema SPY 8 36.54 0.18 1.04 1.58 -0.28 1.26 131.83 1.0

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