IA Mensual USA
ESTADÍSTICAS BACKTEST: 2003 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 6475% | 20,94% | 28,60% | -23,21% | 1,23 | 53% | 1,05 | 73% |
Mensual | Acciones | Alfayate
Sistema Rotacional Mensual sobre las acciones del universo Americano (S&P500 y NDX100)
💡 Si prefieres una versión con exposición también a Europa, visita (IA MENSUAL).
Invierte en 12 posiciones sin SL basado en Momentum.
- Compra los doce activos con más IA y superior a 680.
- Vende cuando deja de ocupar las doce primeras posiciones o tiene IA inferior a 680.
Orden: MOO (Market on Open)
| A | B |
|---|---|
| Fecha inicio del backtest | 01/01/2003 |
| Fecha final del backtest | 31/12/2024 |
| Periodo de desarrollo | 01/01/2003 - 31/12/2017 |
| Fecha estrategia publicada | 01/01/2020 |
| Capital minimo sugerido | 24.000 |
| Edad de la estrategia | 22 años |
| Retorno desde Inicio (%) | 6914.75% |
| Mejor mes (%) | 21.47% |
| Peor mes (%) | -18.03% |
| Volatidad anualizada (%) | 19.23% |
| Recovery Factor | 4.21 |
| CAR/MaxDD | 0.78 |
| RAR/MaxDD | 0.97 |
| Profit Factor | 1.97 |
| Payoff Ratio | 1.92 |
| Risk-Reward Ratio | 0.28 |
| Ulcer Index | 9.37 |
| Ulcer Performance Index | 1.70 |
| Sharpe Ratio of trades | 0.25 |
| Sortino Ratio | 2.22 |
| Max. Drawdown (%) | -27.36% |
| A | B |
|---|---|
| Initial capital | 100000.00 |
| Ending capital | 7014750.22 |
| Net Profit | 6914750.22 |
| Net Profit % | 6914.75% |
| Exposure % | 80.19% |
| Annual Return % | 21.30% |
| Risk Adjusted Return % | 26.56% |
| Buy&Hold (SPX) | 9.01% |
| Total transaction costs | 21920.00 |
| All trades | 1096 |
| Avg. Profit/Loss % | 6.54% |
| Avg. Bars Held | 2.56 |
| Winners | 555 (50.64 %) |
| Avg. Profit % | 21.04% |
| Avg. Bars Held | 2.56 |
| Max. Consecutive | 11 |
| # bars in largest win | 16 |
| Losers | 541 (49.36 %) |
| Avg. Loss % | -8.34% |
| Avg. Bars Held | 2.56 |
| Max. Consecutive | 11 |
| # bars in largest loss | 2 |
- Familia: Tendencial
- Subfamilia: Momentum Rotacional
- Operativa: Solo largos
- Max Posiciones: 12
- Rotación/Trades: Alta
- Temporalidad: Mensual
- Diversificación: USA
- Mercados: RV USA
- Clase de activos: Acciones
- Comisiones: Incluidas
Renta Variable
- Acciones USA (S&P500 y NDX100)
- No usamos apalancamiento
- El rendimiento es compuesto, se van reinvirtiendo los beneficios
- Los dividendos no están incluidos, deberías añadir entre 2 y 3% más a la rentabilidad anual si los reinviertes en la operativa.
- Las comisiones están incluidas, usamos 10$ para cada operación, la comisión es mayor que la de algunos brokers pero es otra forma de saber que los gastos transaccionales no afectan al rendimiento anual.
- Si quieres saber más sobre nuestra metolodogía puedes leer más información aquí.
UNIVERSO COMPLETO DE ACTIVOS
A veces encontrar su equivalente UCITS puede ser una tarea complicada, en este listado hemos recopilado sus equivalencias.
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Curva de capital
Drawdown
Rentabilidades históricas
Rentabilidades Mensuales
| A?o | Ene | Feb | Mar | Abr | May | Jun | Jul | Ago | Set | Oct | Nov | Dic | Anual% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 20.61% | 4.12% | 25.58% | ||||||||||
| 2025 | 10.61% | -2.24% | -6.70% | -0.53% | 8.62% | 6.59% | 5.50% | -1.76% | 14.30% | 7.86% | -2.41% | -2.42% | 41.36% |
| 2024 | 5.07% | 13.47% | 6.50% | -5.11% | 4.42% | -1.89% | -4.29% | 3.44% | 4.44% | 2.40% | 14.81% | -12.57% | 31.19% |
| 2023 | 0.00% | -0.00% | 2.02% | -0.65% | -0.51% | 0.82% | 4.36% | 0.73% | -5.08% | -1.79% | 5.70% | 2.78% | 8.23% |
| 2022 | -10.92% | 2.71% | 2.89% | -3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -2.73% | -11.30% |
| 2021 | 10.69% | 2.57% | -4.35% | 4.15% | -1.70% | -4.35% | 3.79% | 5.33% | -7.02% | 10.56% | -4.77% | 2.46% | 16.59% |
| 2020 | 2.13% | -4.70% | -4.98% | 5.60% | 7.07% | 7.66% | 8.60% | 14.06% | -5.69% | -3.45% | 28.65% | 4.17% | 70.16% |
| 2019 | 0.00% | 0.00% | -0.01% | 2.25% | 0.54% | 6.50% | 1.85% | 4.36% | -7.13% | -3.08% | 2.66% | 1.67% | 9.31% |
| 2018 | 11.16% | -2.95% | -2.74% | 1.08% | 7.89% | 0.60% | 2.14% | 13.55% | 1.78% | -17.21% | -4.52% | -4.02% | 3.09% |
| 2017 | 0.10% | 6.64% | 1.81% | 2.49% | 7.77% | -4.69% | 3.69% | 4.67% | 5.03% | 7.22% | 3.84% | -3.53% | 40.05% |
| 2016 | -1.66% | 0.00% | 0.00% | 0.00% | 0.00% | -0.02% | 5.31% | -0.63% | 1.15% | -1.34% | 7.74% | 5.32% | 16.51% |
| 2015 | 2.46% | 7.82% | 2.63% | -4.82% | 7.88% | -1.26% | -1.63% | -2.72% | -3.43% | 0.00% | -0.02% | -4.25% | 1.69% |
| 2014 | 1.85% | 4.41% | -6.47% | -2.83% | 2.85% | 3.92% | -1.21% | 7.66% | -1.35% | -0.23% | 6.96% | 0.05% | 15.71% |
| 2013 | 3.04% | -0.02% | 4.84% | -0.84% | 7.13% | -2.88% | 12.72% | 3.25% | 9.42% | 1.39% | 3.35% | 2.82% | 52.90% |
| 2012 | -0.01% | 3.41% | 4.31% | 3.21% | -2.78% | -0.87% | 1.60% | 4.37% | 2.80% | -2.00% | 2.65% | 1.07% | 18.89% |
| 2011 | 3.46% | 4.47% | 6.67% | 1.11% | -3.39% | 4.86% | -2.05% | -4.99% | -1.72% | 0.00% | 0.00% | 0.00% | 8.03% |
| 2010 | -5.68% | 4.26% | 5.95% | 1.31% | -6.49% | -2.42% | 2.43% | 1.01% | 13.97% | 6.52% | 8.18% | -1.67% | 28.69% |
| 2009 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% | 1.75% | -5.96% | 12.25% | 5.12% | 12.87% |
| 2008 | -12.27% | 4.68% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -8.17% |
| 2007 | 2.45% | -1.78% | 2.12% | 3.06% | 1.18% | 4.68% | -1.97% | -0.19% | 12.23% | 10.34% | -1.03% | 9.77% | 47.65% |
| 2006 | 16.15% | -1.90% | 4.36% | -1.73% | 0.79% | 4.17% | -4.89% | -8.53% | 2.68% | 4.05% | 3.86% | 1.58% | 20.30% |
| 2005 | -5.07% | 7.92% | -2.01% | -4.70% | 3.36% | 2.02% | 7.85% | 4.61% | 3.33% | -1.18% | 13.27% | -0.39% | 31.14% |
| 2004 | 20.16% | 9.32% | 15.54% | -12.63% | -4.05% | 23.45% | -17.10% | -7.18% | 8.38% | 0.15% | 10.51% | 7.35% | 55.63% |
| 2003 | 0.00% | 0.00% | 0.00% | -0.16% | -0.82% | 5.82% | 4.87% | -3.27% | 16.37% | 8.96% | -1.91% | 32.20% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 25.58 | 4.12 | 22.54 | 47.43 | 64.16 | 36.09 | 18.09 | 23.56 | 11948.26 |