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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 75.24 0.22 1.0 1.62 -0.29 1.31 255.68 inf
Sistema SPY 2 308.0 0.3 1.33 2.15 -0.35 1.38 887.18 1.0
Sistema SPY 3 45.21 0.19 0.94 1.39 -0.3 1.21 150.27 1.0
Sistema SPY 4 30.92 0.17 0.9 1.35 -0.27 1.24 113.34 1.0
Sistema SPY 5 25.21 0.16 0.98 1.5 -0.3 1.28 83.01 inf
Sistema SPY 6 142.15 0.25 1.06 1.67 -0.33 1.27 431.73 inf
Sistema SPY 7 75.24 0.22 1.0 1.62 -0.29 1.31 255.68 inf
Sistema SPY 8 35.54 0.18 1.03 1.55 -0.28 1.25 126.81 1.0

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