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 | -0.24% | -0.24% | |||||||||||
| 2024 | -0.25% | 5.65% | 1.09% | -1.13% | 1.19% | 4.12% | -1.49% | 5.78% | -2.03% | 0.80% | 5.06% | 0.85% | 20.98% |
| 2023 | 4.08% | -2.05% | 3.06% | 1.58% | 2.57% | 6.58% | 1.87% | 0.13% | 1.19% | -3.33% | 0.12% | 2.39% | 19.33% |
| 2022 | -7.28% | 0.67% | 7.71% | -7.09% | 7.32% | -3.54% | 6.78% | -5.38% | -6.65% | 8.73% | 3.16% | -2.25% | -0.00% |
| 2021 | 1.78% | 1.89% | 6.04% | 1.67% | 1.96% | 1.18% | 3.08% | 2.66% | -1.99% | 4.48% | 1.19% | 3.67% | 31.11% |
| 2020 | 0.98% | -4.19% | -0.56% | 8.11% | 0.00% | 5.93% | 7.08% | 2.67% | 5.26% | -5.08% | 10.19% | 3.46% | 37.96% |
| 2019 | 4.43% | 3.62% | 4.23% | 1.03% | -3.93% | 2.37% | 2.95% | -0.81% | -0.14% | 0.94% | 0.66% | 1.27% | 17.57% |
| 2018 | 1.85% | -0.99% | -3.84% | 2.34% | 3.01% | -2.76% | 2.33% | 1.71% | 3.37% | -3.79% | -2.93% | -5.96% | -6.10% |
| 2017 | 1.35% | 0.23% | 1.59% | 0.43% | 3.01% | 0.99% | 0.20% | 4.89% | 0.17% | 2.52% | 0.59% | 0.62% | 17.76% |
| 2016 | -0.48% | 2.71% | 3.51% | -1.95% | 1.18% | -1.43% | 3.57% | 0.95% | 4.48% | -0.32% | -0.39% | 1.62% | 14.04% |
| 2015 | 0.76% | 1.33% | -0.02% | 1.08% | 1.89% | -0.62% | 2.78% | -1.38% | -0.07% | 3.54% | 0.36% | 6.47% | 17.08% |
| 2014 | 1.46% | 2.32% | 0.36% | 5.74% | 1.35% | 1.30% | -0.07% | 0.47% | 2.81% | -0.33% | 3.33% | 1.00% | 21.44% |
| 2013 | 3.46% | 2.86% | 0.20% | 3.28% | 1.49% | 1.86% | -0.11% | 1.05% | 1.29% | 5.54% | 2.57% | 0.81% | 27.02% |
| 2012 | 1.19% | 0.40% | 2.09% | 0.15% | -2.58% | 6.56% | 2.37% | 0.70% | 1.43% | -3.38% | 1.88% | 2.55% | 13.80% |
| 2011 | 3.20% | 3.02% | 3.94% | 2.33% | 1.75% | -0.61% | 2.21% | -3.00% | -1.31% | 5.57% | -0.53% | 1.49% | 19.25% |
| 2010 | -5.14% | 3.24% | 1.08% | 0.22% | -4.50% | -4.72% | 6.21% | 1.22% | 3.61% | 1.63% | -0.83% | 2.55% | 3.92% |
| 2009 | -1.08% | -6.26% | 2.37% | 7.62% | 2.87% | 0.48% | 1.59% | 2.82% | 2.08% | -1.31% | 2.29% | 1.54% | 15.43% |
| 2008 | -6.75% | 0.89% | 3.11% | 6.96% | 3.57% | 0.43% | 5.04% | -0.42% | -2.87% | 3.27% | -8.12% | 7.83% | 12.18% |
| 2007 | 1.29% | 1.66% | -0.59% | 2.57% | 2.92% | 1.56% | -4.74% | 2.35% | 4.47% | 5.18% | -5.62% | 1.31% | 12.41% |
| 2006 | 2.71% | 2.30% | 3.42% | 1.82% | -3.39% | 5.43% | -3.47% | 0.98% | 0.38% | 2.87% | 1.17% | 0.51% | 15.35% |
| 2005 | 1.15% | -0.46% | 0.18% | 0.09% | -3.35% | 1.21% | -1.42% | 1.05% | 1.71% | 3.27% | -0.18% | 3.15% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| -0.24 | -0.24 | 5.70 | 10.41 | 21.00 | 15.81 | 20.87 | 16.20 | 1547.68 |
