IA Mensual
ESTADÍSTICAS BACKTEST: 2003 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 6914% | 21,30% | 26,56% | -27,36% | 1,97 | 50% | 1,11 | 80% |
Mensual | Acciones | Alfayate
Sistema Rotacional Mensual sobre las acciones del S&P500, NDX100 y Eurostoxx600.
💡 Si prefieres una versión centrada solo en el universo americano, visita (IA MENSUAL USA).
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: Global
- Mercados: RV USA + RV EUROPA
- Clase de activos: Acciones
- Comisiones: Incluidas
Renta Variable
- Acciones USA+EUROPA
- 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 | 13.75% | 6.63% | -4.38% | 15.94% | 15.46% | 15.17% | -22.01% | 0.07% | 4.19% | 45.37% | |||
| 2025 | 4.96% | 0.09% | -4.74% | 2.08% | 6.55% | 1.61% | 4.33% | -0.43% | 11.69% | -0.99% | -1.55% | 0.80% | 26.08% |
| 2024 | 2.99% | 8.77% | 4.53% | -3.52% | 2.85% | -1.73% | -2.43% | 2.46% | 2.74% | 1.62% | 8.42% | -7.77% | 19.20% |
| 2023 | 0.00% | -0.02% | -1.29% | -0.18% | -0.42% | 1.74% | 2.66% | 0.25% | -2.49% | -0.76% | 4.07% | 2.30% | 5.80% |
| 2022 | -9.23% | 2.70% | 2.62% | 0.51% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.01% | -2.05% | -5.84% |
| 2021 | 2.54% | 1.58% | -3.48% | 2.76% | -2.64% | -2.94% | 2.55% | 4.53% | -3.91% | 7.64% | -2.71% | 0.80% | 6.15% |
| 2020 | -1.53% | -2.40% | -1.79% | 4.01% | 5.75% | 6.92% | 6.54% | 8.14% | -2.81% | -2.65% | 18.25% | 2.95% | 47.29% |
| 2019 | 0.00% | 0.00% | -0.04% | 1.76% | 0.56% | 4.99% | 3.09% | 2.18% | -1.95% | 1.02% | 3.38% | 2.02% | 18.18% |
| 2018 | 4.48% | -1.84% | -1.46% | 1.56% | 5.99% | -0.86% | 1.40% | 7.96% | -0.25% | -11.66% | -4.42% | -2.74% | -3.29% |
| 2017 | 1.36% | 7.03% | 2.71% | 2.75% | 9.68% | 0.36% | 0.63% | 2.42% | 7.95% | 5.61% | -2.55% | -2.66% | 40.46% |
| 2016 | -4.71% | 0.00% | 0.00% | 0.00% | 0.00% | -0.06% | 4.69% | -0.29% | 1.05% | -1.11% | 4.76% | 5.34% | 9.63% |
| 2015 | 3.71% | 3.14% | 3.04% | -3.77% | 3.47% | -0.99% | 1.91% | -0.37% | -5.08% | 0.00% | -0.06% | 1.27% | 5.98% |
| 2014 | 2.22% | 5.54% | -3.24% | -3.19% | 1.16% | 1.28% | -1.80% | 4.00% | 0.64% | -1.40% | 5.28% | 0.02% | 10.48% |
| 2013 | 0.84% | 3.34% | 2.15% | -0.58% | 1.94% | -1.75% | 6.83% | 1.68% | 7.01% | 0.83% | 2.06% | 2.00% | 29.30% |
| 2012 | -0.05% | 2.69% | 2.40% | 1.46% | -1.92% | -0.69% | 0.65% | -0.13% | 2.72% | -1.28% | 3.12% | -0.54% | 8.58% |
| 2011 | 0.80% | 2.89% | 4.72% | 1.89% | -1.40% | 2.67% | -1.61% | -4.33% | -1.91% | 0.00% | 0.00% | 0.00% | 3.44% |
| 2010 | -3.79% | 2.85% | 3.67% | 0.69% | -2.82% | -0.72% | 1.18% | 0.24% | 8.95% | 4.77% | 5.49% | -1.26% | 20.16% |
| 2009 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.07% | 1.35% | -3.71% | 6.70% | 3.78% | 7.99% |
| 2008 | -9.68% | 2.61% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -7.32% |
| 2007 | 1.80% | -0.99% | 1.31% | 1.55% | 0.75% | 1.45% | -1.61% | -0.47% | 7.04% | 4.92% | 0.50% | 4.95% | 22.94% |
| 2006 | 10.69% | -1.59% | 1.92% | -1.18% | 0.16% | 2.94% | -3.68% | -6.37% | 1.73% | 3.28% | 2.72% | 1.33% | 11.57% |
| 2005 | -2.13% | 5.35% | -1.35% | -3.20% | 2.19% | 1.28% | 5.26% | 3.07% | 2.24% | -0.82% | 9.11% | -0.31% | 21.94% |
| 2004 | 4.28% | 2.92% | -0.26% | -5.86% | 0.09% | 6.54% | -5.26% | -1.70% | 5.46% | 0.20% | 6.92% | 4.99% | 18.72% |
| 2003 | 0.00% | 0.00% | 0.00% | -0.10% | -0.99% | 2.51% | 3.34% | -3.54% | 0.32% | 6.43% | -2.87% | 4.83% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 45.37 | 4.19 | -18.69 | 25.36 | 42.84 | 32.16 | 18.10 | 19.55 | 2449.65 |