Cartera QQQ
ESTADÍSTICAS BACKTEST: 2005 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 1551% | 15,04% | 37,52% | -23,23% | 2,17 | 72% | 1,02 | 40% |
Diario | ETFs
Una cartera diversificada con 17 estrategias únicas diseñadas para operar el Nasdaq100 de manera precisa y cuantitativa. Maximiza oportunidades en cualquier escenario de mercado.
Utiliza un máximo de dos posiciones repartidas equitativamente
Orden: MOO (Market on Open)
| A | B |
|---|---|
| Fecha inicio del backtest | 31/12/2004 |
| Fecha final del backtest | 31/12/2024 |
| Periodo de desarrollo | 01/01/2010 - 31/12/2014 |
| Fecha estrategia publicada | 01/01/2022 |
| Capital minimo sugerido | 5.000 |
| Edad de la estrategia | 20 años |
| Retorno desde Inicio (%) | 1551.59% |
| Mejor mes (%) | 10.19% |
| Peor mes (%) | -8.12% |
| Volatidad anualizada (%) | 14.71 |
| Recovery Factor | 10.70 |
| CAR/MaxDD | 0.65 |
| RAR/MaxDD | 1.61 |
| Profit Factor | 2.17 |
| Payoff Ratio | 0.84 |
| Risk-Reward Ratio | 0.41 |
| Ulcer Index | 3.35 |
| Ulcer Performance Index | 2.88 |
| Sharpe Ratio of trades | 1.56 |
| Sortino Ratio | 1.66 |
| Max. Drawdown (%) | -23.23% |
| A | B |
|---|---|
| Initial capital | 100000.00 |
| Ending capital | 1651593.66 |
| Net Profit | 1551593.66 |
| Net Profit % | 1551.59% |
| Exposure % | 40.09% |
| Annual Return % | 15.04% |
| Risk Adjusted Return % | 37.52% |
| Buy&Hold (SPX) | 8.21% |
| Total transaction costs | 18640.00 |
| All trades | 932 |
| Avg. Profit/Loss % | 0.63% |
| Avg. Bars Held | 7.52 |
| Winners | 671 (72.00 %) |
| Avg. Profit % | 1.63% |
| Avg. Bars Held | 7.52 |
| Max. Consecutive | 7 |
| # bars in largest win | 26 |
| Losers | 261 (28.00 %) |
| Avg. Loss % | -1.97% |
| Avg. Bars Held | 7.52 |
| Max. Consecutive | 7 |
| # bars in largest loss | 5 |
- Familia: Cartera de sistemas
- Operativa: Largos
- Max Posiciones: 2
- Rotación/Trades: Media
- Temporalidad: Diaria
- Diversificación: Baja
- Mercados: Nasdaq100
- Clase de activos: ETF
- Comisiones: Incluidas
Índice USA
- Nasdaq100
- 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
| Año | Ene | Feb | Mar | Abr | May | Jun | Jul | Ago | Set | Oct | Nov | Dic | Anual% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.72% | -2.12% | -4.28% | 7.95% | 0.00% | 3.90% | |||||||
| 2024 | -0.25% | 5.65% | -0.06% | -1.15% | 1.19% | 4.12% | -2.48% | 4.16% | -2.54% | 0.06% | 5.21% | 1.78% | 16.34% |
| 2023 | 4.08% | -2.05% | 2.74% | 1.58% | 2.57% | 5.59% | 1.78% | -1.75% | 1.36% | -2.64% | 1.52% | 2.39% | 18.22% |
| 2022 | 0.54% | 4.19% | 2.21% | -6.72% | 5.93% | 1.01% | 2.51% | -5.38% | -5.17% | 8.11% | 2.16% | -0.91% | 7.57% |
| 2021 | 0.85% | 1.89% | 3.29% | 1.67% | -0.24% | 1.18% | 3.08% | 2.16% | -1.99% | 3.53% | 1.83% | 4.97% | 24.40% |
| 2020 | 0.98% | -4.19% | 8.04% | 8.11% | 0.00% | 4.72% | 7.09% | 2.67% | 2.40% | -5.07% | 10.19% | 3.46% | 44.19% |
| 2019 | 2.33% | 2.71% | 3.86% | 1.03% | -3.74% | 1.78% | 2.95% | -1.63% | 1.30% | -0.08% | 0.66% | 1.27% | 12.91% |
| 2018 | 1.85% | -0.99% | 0.71% | 3.58% | 0.75% | -2.76% | 2.33% | 1.81% | 3.37% | 1.88% | 2.63% | -4.84% | 10.41% |
| 2017 | 1.35% | 0.23% | 1.59% | 0.43% | 1.77% | 0.99% | 0.20% | 3.31% | 0.17% | 1.84% | 0.59% | 0.62% | 13.86% |
| 2016 | -0.48% | 4.01% | 3.52% | -2.43% | 0.37% | -1.30% | 3.53% | 0.95% | 4.48% | -0.13% | 0.75% | 1.62% | 15.65% |
| 2015 | 2.29% | 0.61% | -0.02% | 0.61% | 1.55% | -1.32% | 2.28% | 5.96% | -0.74% | 3.54% | 0.36% | 4.80% | 21.54% |
| 2014 | 2.70% | 0.47% | 0.06% | 4.71% | 0.75% | 1.66% | -0.07% | 0.47% | 1.62% | 1.35% | 1.62% | 1.00% | 17.51% |
| 2013 | 3.23% | 2.17% | 1.16% | 2.65% | 1.76% | 2.45% | -0.11% | 1.06% | 1.29% | 5.54% | 2.58% | 0.81% | 27.42% |
| 2012 | 0.32% | 0.40% | 2.43% | 1.99% | -3.59% | 2.35% | 1.22% | 0.70% | 1.43% | -0.02% | 4.52% | 0.53% | 12.78% |
| 2011 | 2.68% | 2.63% | 2.99% | 0.05% | 1.23% | -1.30% | 2.31% | -1.90% | 3.96% | 6.60% | 2.24% | 0.78% | 24.35% |
| 2010 | -4.10% | 2.22% | 1.08% | 0.22% | -3.55% | -5.75% | 3.15% | 0.46% | 3.61% | 1.64% | -1.03% | 2.55% | -0.02% |
| 2009 | 3.06% | -2.31% | 2.38% | 7.63% | 1.58% | 0.49% | 0.74% | 2.83% | 2.09% | -1.31% | 2.30% | 0.95% | 22.07% |
| 2008 | -4.90% | 3.16% | 3.73% | 4.62% | 3.57% | 2.41% | 1.00% | -1.57% | -2.48% | 10.94% | -4.98% | 7.84% | 24.44% |
| 2007 | -0.60% | 0.59% | -0.78% | 1.85% | 2.69% | 1.56% | -4.74% | 4.21% | 4.47% | 5.18% | -5.62% | 1.31% | 9.89% |
| 2006 | 2.73% | 1.51% | 2.80% | 1.77% | -2.02% | 2.69% | -0.57% | 0.98% | 0.38% | 2.87% | 1.17% | 0.89% | 16.17% |
| 2005 | 0.12% | 0.30% | 1.10% | 0.00% | -2.66% | 1.81% | -1.23% | 1.57% | -0.85% | 0.34% | 1.90% | 2.33% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 3.90 | 0.00 | 3.33 | 5.75 | 14.74 | 13.26 | 19.53 | 18.00 | 2115.58 |