IA Mensual USA
ESTADÍSTICAS BACKTEST: 2003 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 6475% | 20,94% | 28,60% | -23,21% | 1,23 | 53% | 1,05 | 73% |
Mensual | Acciones | Alfayate
Sistema Rotacional Mensual sobre las acciones del universo Americano (S&P500 y NDX100)
💡 Si prefieres una versión con exposición también a Europa, visita (IA MENSUAL).
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: USA
- Mercados: RV USA
- Clase de activos: Acciones
- Comisiones: Incluidas
Renta Variable
- Acciones USA (S&P500 y NDX100)
- 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 | 13.99% | 7.27% | -5.52% | 19.42% | 18.07% | 18.96% | -22.85% | -1.20% | 6.07% | -14.59% | -3.98% | 28.49% | |
| 2025 | 7.15% | -1.57% | -4.55% | -0.31% | 5.76% | 4.53% | 3.81% | -1.22% | 9.90% | 5.52% | -1.88% | -1.76% | 27.16% |
| 2024 | 3.44% | 9.24% | 4.54% | -3.40% | 3.03% | -1.31% | -2.97% | 2.30% | 3.00% | 1.64% | 10.09% | -8.93% | 20.88% |
| 2023 | 0.00% | -0.01% | 1.34% | -0.44% | -0.34% | 0.53% | 2.91% | 0.49% | -3.44% | -1.20% | 3.77% | 1.86% | 5.40% |
| 2022 | -7.39% | 1.78% | 1.93% | -2.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.01% | -1.82% | -7.67% |
| 2021 | 9.67% | 2.29% | -4.06% | 3.27% | -2.91% | -3.22% | 2.41% | 3.43% | -4.81% | 7.01% | -3.26% | 1.63% | 10.80% |
| 2020 | 1.41% | -3.17% | -3.32% | 3.66% | 4.76% | 5.25% | 6.00% | 9.92% | -4.13% | -2.58% | 21.28% | 3.57% | 48.31% |
| 2019 | 0.00% | 0.00% | -0.04% | 1.49% | 0.35% | 4.35% | 1.24% | 2.97% | -4.91% | -2.05% | 1.75% | 1.10% | 6.11% |
| 2018 | 7.63% | -2.12% | -1.97% | 0.71% | 5.29% | 0.39% | 1.45% | 9.19% | 0.68% | -11.62% | -2.82% | -2.56% | 2.62% |
| 2017 | 0.04% | 4.60% | 1.28% | 1.75% | 5.24% | -3.30% | 2.57% | 3.24% | 3.55% | 4.97% | 2.68% | -2.53% | 26.43% |
| 2016 | -1.09% | 0.00% | 0.00% | 0.00% | 0.00% | -0.05% | 3.53% | -0.43% | 0.76% | -0.91% | 5.19% | 3.67% | 10.95% |
| 2015 | 1.70% | 5.35% | 1.84% | -3.43% | 5.51% | -0.95% | -1.18% | -1.87% | -2.29% | 0.00% | -0.05% | -2.84% | 1.33% |
| 2014 | 1.47% | 3.18% | -4.65% | -1.89% | 1.87% | 2.63% | -0.83% | 5.16% | -0.94% | -0.22% | 4.71% | 0.05% | 10.56% |
| 2013 | 2.06% | -0.07% | 3.25% | -0.60% | 4.80% | -2.02% | 8.61% | 2.28% | 6.49% | 0.90% | 2.31% | 1.96% | 33.81% |
| 2012 | -0.04% | 2.25% | 2.89% | 2.15% | -1.90% | -0.65% | 1.03% | 2.91% | 1.89% | -1.39% | 1.78% | 0.71% | 12.11% |
| 2011 | 2.30% | 3.03% | 4.65% | 0.73% | -2.34% | 3.24% | -1.47% | -3.36% | -1.13% | 0.00% | 0.00% | 0.00% | 5.45% |
| 2010 | -3.92% | 2.84% | 3.97% | 0.86% | -5.41% | -1.64% | 1.61% | 0.59% | 9.32% | 4.51% | 5.75% | -1.27% | 17.55% |
| 2009 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.06% | 1.11% | -4.03% | 8.08% | 3.47% | 8.44% |
| 2008 | -10.23% | 2.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -7.97% |
| 2007 | 1.52% | 0.22% | 1.39% | 1.96% | 0.76% | 1.44% | -1.91% | -0.35% | 7.19% | 5.74% | 0.50% | 4.92% | 25.58% |
| 2006 | 10.45% | -1.55% | 3.06% | -1.07% | 0.17% | 2.97% | -3.67% | -6.33% | 1.75% | 2.68% | 2.58% | 1.04% | 11.73% |
| 2005 | -2.12% | 5.35% | -1.34% | -3.19% | 1.70% | 1.21% | 6.19% | 3.02% | 2.15% | -1.03% | 8.78% | -0.17% | 21.76% |
| 2004 | 4.29% | 2.92% | 0.12% | -5.21% | -0.16% | 6.94% | -5.40% | -1.79% | 5.42% | 0.18% | 6.91% | 4.99% | 19.79% |
| 2003 | 0.00% | 0.00% | 0.00% | -0.10% | -0.99% | 2.51% | 3.44% | -3.34% | 0.32% | 4.84% | -2.13% | 4.36% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 28.49 | -3.98 | -13.01 | -21.12 | 26.23 | 26.24 | 14.33 | 16.25 | 2042.45 |