Cobertura Divisa
ESTADÍSTICAS BACKTEST: 2004 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 157% | 4,63% | 4,66% | -13,66% | 4,17 | 58% | 0,56 | 100% |
Mensual | Cobertura Divisa
Sistema Mensual sobre el par EURUSD.
Sistema de cobertura pensado para prevenir que tu cartera en $ se devalúe por culpa de que el USD se deprecie frente al EUR.
Sistema de 1 posición basado en la guía de Coppock modificada.
- Compra si la Guía de Coppock tiene pendiente positiva.
- Vende cuando la guía de coppock tiene pendiente negativa.
Usa un stop loss fijo al 8 % del precio de cierre de la señal.
Se puede operar con futuros.
Orden: MOO (Market on Open)
| A | B |
|---|---|
| Fecha inicio del backtest | 01/01/2004 |
| Fecha final del backtest | 31/12/2024 |
| Periodo de desarrollo | 01/01/2010 - 31/12/2014 |
| Fecha estrategia publicada | 01/01/2014 |
| Capital minimo sugerido | 5.000 |
| Edad de la estrategia | 20 años |
| Retorno desde Inicio (%) | 157.69% |
| Mejor mes (%) | 8.02% |
| Peor mes (%) | -6.95% |
| Volatidad anualizada (%) | 8.22% |
| Recovery Factor | 4.47 |
| CAR/MaxDD | 0.34 |
| RAR/MaxDD | 0.34 |
| Profit Factor | 4.17 |
| Payoff Ratio | 3.01 |
| Risk-Reward Ratio | 1.03 |
| Ulcer Index | 3.65 |
| Ulcer Performance Index | -0.21 |
| Sharpe Ratio of trades | -0.09 |
| Sortino Ratio | 1.06 |
| Max. Drawdown (%) | -13.66% |
| A | B |
|---|---|
| Initial capital | 100000.00 |
| Ending capital | 257689.94 |
| Net Profit | 157689.94 |
| Net Profit % | 157.69% |
| Exposure % | 99.21% |
| Annual Return % | 4.63% |
| Risk Adjusted Return % | 4.66% |
| Buy&Hold (SPX) | -0.89% |
| Total transaction costs | 620.00 |
| All trades | 31 |
| Avg. Profit/Loss % | 3.28% |
| Avg. Bars Held | 5.38 |
| Winners | 18 (58.06 %) |
| Avg. Profit % | 7.25% |
| Avg. Bars Held | 5.38 |
| Max. Consecutive | 5 |
| # bars in largest win | 15 |
| Losers | 13 (41.94 %) |
| Avg. Loss % | -2.21% |
| Avg. Bars Held | 5.38 |
| Max. Consecutive | 5 |
| # bars in largest loss | 12 |
- Familia: Cobertura
- Operativa: Largos y Cortos
- Max Posiciones: 1
- Rotación/Trades: Baja
- Temporalidad: Mensual
- Mercados: Forex
- Clase de activos: Divisa
- Comisiones: Incluidas
Forex
- EURUSD
- 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.
¿Tienes alguna duda?
Contacta con nosotros para resolvértela.
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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 | -0.08% | -0.12% | -4.12% | 4.66% | 0.14% | ||||||||
| 2024 | 2.19% | 0.13% | 0.10% | 1.23% | -1.68% | 1.03% | -0.85% | -2.18% | 0.79% | -2.25% | -2.84% | 2.10% | -2.38% |
| 2023 | 1.49% | -2.62% | 2.49% | 1.58% | -2.93% | 2.08% | 0.76% | -1.38% | -2.51% | -0.06% | -2.93% | -1.47% | -5.60% |
| 2022 | 1.12% | 0.11% | 1.26% | 4.23% | -1.49% | 1.97% | 2.09% | 1.16% | 1.93% | -0.62% | -3.99% | 2.68% | 10.70% |
| 2021 | -0.64% | -0.51% | -2.87% | -2.47% | -1.81% | 3.29% | -0.13% | 0.54% | 1.94% | 0.17% | 1.89% | -0.26% | -1.04% |
| 2020 | -1.05% | -0.61% | 0.05% | -0.67% | 1.30% | 1.21% | 4.83% | 1.36% | -1.83% | -0.61% | 2.41% | 2.40% | 8.94% |
| 2019 | 0.19% | 0.59% | 1.20% | -0.00% | -0.43% | 1.80% | -2.59% | -0.78% | 0.82% | 2.31% | -1.21% | 1.77% | 3.62% |
| 2018 | 3.53% | -1.83% | 1.06% | -1.99% | 3.20% | 0.06% | -0.05% | 0.72% | -0.06% | 2.37% | -0.04% | -1.19% | 5.74% |
| 2017 | -2.46% | 1.98% | -0.66% | -2.18% | 3.18% | 1.62% | 3.64% | 0.57% | -0.81% | -1.42% | 2.22% | 0.79% | 6.43% |
| 2016 | -0.22% | 0.33% | 4.66% | 0.67% | -2.83% | -0.24% | 0.62% | -0.14% | 0.74% | -2.32% | 3.58% | 0.63% | 5.38% |
| 2015 | 5.34% | 0.58% | 2.89% | -2.99% | 1.48% | -0.92% | 0.92% | 2.06% | -0.33% | -1.53% | -4.02% | 2.81% | 6.07% |
| 2014 | -1.90% | -2.36% | -0.23% | 0.70% | -1.72% | -0.45% | 2.23% | 1.85% | 3.55% | 0.73% | 0.50% | 2.39% | 5.23% |
| 2013 | 2.90% | -3.85% | -1.81% | 2.71% | -1.28% | 0.08% | 2.24% | -0.60% | 2.30% | 0.43% | 0.04% | 1.15% | 4.17% |
| 2012 | -0.83% | -1.58% | -0.12% | 0.67% | 5.68% | -1.84% | 2.21% | -1.67% | 2.23% | 0.79% | 0.20% | 1.62% | 7.37% |
| 2011 | 2.29% | 0.85% | 2.64% | 4.48% | -2.74% | 0.76% | -0.76% | -0.13% | 6.91% | -3.06% | 2.78% | 3.23% | 18.15% |
| 2010 | -3.17% | -1.73% | 0.84% | 1.56% | 7.11% | 0.47% | -5.41% | 2.54% | -6.51% | 2.33% | -6.95% | 3.07% | -6.68% |
| 2009 | 6.96% | 0.61% | -3.14% | 0.12% | 7.02% | -0.83% | 1.52% | 0.57% | 2.13% | 0.56% | 1.98% | -4.60% | 12.98% |
| 2008 | 1.89% | 2.12% | 3.91% | -1.00% | -0.40% | 1.30% | -1.00% | 5.94% | 3.45% | 8.02% | 0.19% | -6.93% | 18.02% |
| 2007 | -1.25% | 1.54% | 0.91% | -2.18% | -1.44% | -0.66% | -1.00% | -0.33% | -4.73% | 1.46% | 1.04% | -0.29% | -6.87% |
| 2006 | -2.24% | 1.72% | -1.45% | 4.27% | 1.38% | -0.18% | -0.20% | 0.34% | -1.05% | 0.72% | 3.75% | -0.32% | 6.73% |
| 2005 | -3.87% | 1.56% | -2.07% | -0.71% | 4.37% | 1.55% | -0.21% | -1.57% | 2.34% | 0.31% | 1.45% | -0.39% | 2.52% |
| 2004 | 0.00% | -0.02% | 2.70% | -1.61% | -0.01% | 1.34% | -1.33% | -1.96% | -2.91% | 3.97% | 1.99% | 1.96% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 0.14 | 4.66 | 0.23 | -0.66 | -5.71 | -1.48 | 2.42 | 3.10 | 158.06 |