Delorean
ESTADÍSTICAS BACKTEST: 2000 – 2025
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 72147% | 28,79% | 34,50% | -15,37% | 2,01 | 62% | 1,83 | 83% |
Diario | ETFs
Delorean es nuestra cartera de sistemas más amplia de la web, opera long only construido a partir de más de 150 estrategias distintas que analizan el mercado desde múltiples enfoques.
Opera exclusivamente ETFs americanos y puede mantener hasta 10 posiciones simultáneas, lo que permite una diversificación amplia sin depender de un único tipo de señal o condición de mercado.
No está diseñado para un único escenario.
Cada modelo aporta una pieza distinta del puzzle, reduciendo la dependencia de un solo comportamiento del mercado.
Disponible únicamente dentro de AutoPilot, donde toda la ejecución y disciplina están automatizadas.
Orden: MOO (Market on Open)
| A | B |
|---|---|
| Fecha inicio del backtest | 01/01/2000 |
| Fecha final del backtest | 31/12/2025 |
| Periodo de desarrollo | 01/01/2000 - 31/12/2018 |
| Fecha estrategia publicada | 01/01/2026 |
| Capital minimo sugerido | 20.000 |
| Edad de la estrategia | 25 años |
| Retorno desde Inicio (%) | 72147.13% |
| Mejor mes (%) | 21.45% |
| Peor mes (%) | -8.70% |
| Volatidad anualizada (%) | 15.70 |
| Recovery Factor | 8.93 |
| CAR/MaxDD | 1.87 |
| RAR/MaxDD | 2.24 |
| Profit Factor | 2.01 |
| Payoff Ratio | 1.22 |
| Risk-Reward Ratio | 0.13 |
| Ulcer Index | 2.73 |
| Ulcer Performance Index | 8.57 |
| Sharpe Ratio of trades | 1.02 |
| Sortino Ratio | 3.28 |
| Max. Drawdown (%) | -15.37% |
| A | B |
|---|---|
| Initial capital | 100000.00 |
| Ending capital | 72247128.34 |
| Net Profit | 72147128.34 |
| Net Profit % | 72147.13% |
| Exposure % | 83.44% |
| Annual Return % | 28.79% |
| Risk Adjusted Return % | 34.50% |
| Buy&Hold (SPX) | 6.09% |
| Total transaction costs | 13522222.50 |
| All trades | 12710 |
| Avg. Profit/Loss % | 0.54% |
| Avg. Bars Held | 5.90 |
| Winners | 7920 (62.31 %) |
| Avg. Profit % | 1.93% |
| Avg. Bars Held | 5.90 |
| Max. Consecutive | 13 |
| # bars in largest win | 13 |
| Losers | 4790 (37.69 %) |
| Avg. Loss % | -1.76% |
| Avg. Bars Held | 5.90 |
| Max. Consecutive | 13 |
| # bars in largest loss | 17 |
- Familia: Multiestrategias
- Operativa: Largos
- Max Posiciones: 10
- Rotación/Trades: Alta
- Temporalidad: Diaria
- Diversificación: Alta
- Mercados: RV y RF
- Clase de activos: ETF
- Comisiones: Incluidas
Activos
- ETFs americanos
- 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% |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.58% | 2.50% | -9.52% | -0.22% | |||||||||
| 2025 | 4.03% | 0.56% | -0.68% | -1.89% | 3.57% | 6.62% | 2.62% | 3.67% | 2.46% | 5.65% | 2.72% | -0.41% | 32.61% |
| 2024 | 3.69% | 7.12% | 5.80% | -1.01% | 6.04% | 1.31% | -0.93% | 5.99% | 2.05% | 1.62% | 4.31% | -3.85% | 36.49% |
| 2023 | 3.61% | -0.67% | 8.92% | -1.33% | -1.40% | 8.22% | 7.17% | -3.32% | -1.85% | 1.16% | 7.84% | 5.44% | 38.09% |
| 2022 | 2.12% | 6.10% | 9.78% | 1.33% | 5.36% | 3.10% | 10.25% | 3.63% | -2.10% | 9.29% | 9.79% | 2.15% | 79.49% |
| 2021 | 5.47% | 0.80% | 7.50% | 6.31% | 1.40% | 4.46% | 2.27% | 1.42% | -5.84% | 6.49% | 0.05% | 6.60% | 42.77% |
| 2020 | 0.31% | 1.89% | 1.29% | 10.83% | 11.00% | 4.30% | 7.96% | 5.44% | 0.94% | -0.15% | 11.14% | 6.93% | 81.11% |
| 2019 | 5.99% | 1.35% | 6.17% | 5.15% | -4.90% | 10.01% | 1.22% | -0.28% | 4.54% | 3.54% | 4.64% | 4.27% | 49.54% |
| 2018 | 5.20% | -0.23% | -0.06% | 3.56% | 3.96% | -3.43% | 4.63% | 3.94% | 1.88% | -5.09% | 3.17% | -2.69% | 15.13% |
| 2017 | 5.18% | 3.35% | 0.92% | 1.09% | 4.08% | 4.35% | 4.34% | 0.40% | 3.44% | 3.47% | 1.90% | 3.81% | 42.85% |
| 2016 | 0.65% | 4.74% | 10.50% | 4.27% | 1.56% | 5.15% | 0.78% | -1.45% | 13.04% | 0.19% | 4.20% | 2.55% | 55.88% |
| 2015 | -0.58% | 4.54% | -0.81% | 4.26% | 0.79% | 0.92% | 0.83% | -1.19% | 1.24% | 11.33% | -2.07% | 1.31% | 21.79% |
| 2014 | -2.00% | 7.78% | 4.09% | 1.52% | 1.73% | 1.90% | -1.83% | 4.35% | -4.68% | 5.53% | 1.52% | 1.73% | 23.12% |
| 2013 | 4.73% | 1.72% | 1.36% | 0.92% | 2.63% | -1.38% | 7.10% | 1.88% | 1.92% | 2.09% | 1.51% | 2.33% | 30.06% |
| 2012 | 7.23% | 2.74% | 2.41% | 2.08% | -8.49% | 8.48% | 1.48% | 3.19% | 3.02% | 0.58% | 4.32% | -1.72% | 27.20% |
| 2011 | 2.42% | 6.42% | 2.67% | 2.11% | 0.42% | -0.45% | 3.56% | 1.97% | 1.00% | 9.19% | 2.07% | 2.10% | 38.66% |
| 2010 | -6.08% | 2.49% | 2.23% | 3.43% | -6.02% | -3.85% | 6.69% | -4.24% | 7.65% | 2.96% | 3.55% | 3.91% | 12.07% |
| 2009 | 1.03% | -2.88% | 9.93% | 13.30% | 9.55% | -3.09% | 3.70% | 3.41% | 4.69% | -3.23% | 2.60% | -0.32% | 44.15% |
| 2008 | -1.94% | 6.26% | 1.15% | 8.17% | 5.13% | 0.60% | 1.77% | 2.45% | 5.26% | 19.47% | -0.25% | 11.08% | 75.17% |
| 2007 | 0.93% | 1.15% | 2.88% | 2.59% | 0.93% | -2.50% | -2.96% | 1.93% | 6.07% | 3.49% | 1.69% | 1.58% | 18.93% |
| 2006 | 4.44% | 0.75% | 2.74% | 2.60% | -3.83% | 2.25% | 1.77% | 2.91% | 1.38% | 1.23% | 1.31% | -1.08% | 17.47% |
| 2005 | -1.27% | 1.70% | -2.75% | -1.03% | 2.08% | -0.81% | 4.35% | -0.16% | 1.00% | 1.57% | 3.92% | 2.63% | 11.52% |
| 2004 | 1.58% | 3.11% | 0.13% | -2.78% | 0.50% | 1.70% | -2.92% | 1.54% | 1.86% | 2.89% | 2.18% | 3.87% | 14.26% |
| 2003 | -2.55% | -1.05% | 0.11% | 5.80% | 5.22% | 1.91% | -0.06% | 2.01% | -0.33% | 4.99% | 0.37% | 4.03% | 22.00% |
| 2002 | -1.77% | 2.03% | 1.52% | -2.53% | 2.32% | -3.54% | 2.79% | 4.71% | -6.08% | 7.34% | 2.81% | -0.91% | 8.21% |
| 2001 | 3.26% | -4.59% | 0.36% | 4.98% | 0.80% | 2.72% | 1.71% | -1.76% | -2.77% | 1.27% | 2.92% | 1.93% | 10.92% |
| 2000 | -1.11% | 4.60% | -2.31% | 0.35% | 0.70% | -0.24% | 4.31% | -1.80% | 0.78% | -2.69% | 5.69% | 8.14% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| -0.22 | -9.52 | -0.22 | 7.84 | 27.34 | 30.54 | 41.09 | 43.91 | 120941.13 |