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Seguimiento Sistemas SP500 semana 37 2022

Sistemas Seleccionados

Accion Cum
Return
CAGR% Sharpe Sor
tino
Max
Draw
Profit
Factor
Reco
very
Factor
Ulcer
Index
Sistema SPY 1 0.22 1.0 1.61 1.3 260.38 inf
Sistema SPY 2 0.29 1.28 2.05 1.36 628.11 1.0
Sistema SPY 3 0.19 0.93 1.37 1.21 147.92 1.0
Sistema SPY 4 0.17 0.9 1.36 1.24 117.24 1.0
Sistema SPY 5 0.16 0.97 1.49 1.28 78.44 inf
Sistema SPY 6 0.25 1.05 1.65 1.27 406.86 inf
Sistema SPY 7 0.22 1.0 1.61 1.3 260.44 inf
Sistema SPY 8 0.19 1.07 1.65 1.27 172.15 1.0
Sistema SPY 9 0.33 1.72 2.93 1.47 3145.35 inf

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