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 | 20.61% | 10.26% | -7.67% | 26.79% | 23.89% | 24.50% | -27.53% | -0.31% | 7.09% | 85.75% | |||
| 2025 | 10.61% | -2.24% | -6.71% | -0.53% | 8.62% | 6.59% | 5.50% | -1.76% | 14.30% | 7.86% | -2.41% | -2.42% | 41.35% |
| 2024 | 5.07% | 13.47% | 6.50% | -5.11% | 4.42% | -1.89% | -4.29% | 3.44% | 4.44% | 2.40% | 14.81% | -12.57% | 31.18% |
| 2023 | 0.00% | -0.00% | 2.01% | -0.65% | -0.51% | 0.82% | 4.36% | 0.73% | -5.08% | -1.79% | 5.70% | 2.78% | 8.22% |
| 2022 | -10.92% | 2.70% | 2.89% | -3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -2.73% | -11.30% |
| 2021 | 10.69% | 2.56% | -4.35% | 4.15% | -1.70% | -4.40% | 3.79% | 5.32% | -7.02% | 10.55% | -4.77% | 2.45% | 16.52% |
| 2020 | 2.13% | -4.71% | -4.98% | 5.60% | 7.07% | 7.66% | 8.60% | 14.06% | -5.69% | -3.45% | 28.65% | 4.17% | 70.14% |
| 2019 | 0.00% | 0.00% | -0.02% | 2.25% | 0.54% | 6.50% | 1.84% | 4.36% | -7.13% | -3.08% | 2.66% | 1.66% | 9.28% |
| 2018 | 11.16% | -2.95% | -2.74% | 1.08% | 7.89% | 0.59% | 2.14% | 13.55% | 0.97% | -16.75% | -4.25% | -4.03% | 3.09% |
| 2017 | 0.09% | 6.63% | 1.81% | 2.49% | 7.77% | -4.69% | 3.68% | 4.66% | 5.03% | 7.22% | 3.84% | -3.53% | 40.01% |
| 2016 | -1.66% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% | 5.31% | -0.63% | 1.14% | -1.34% | 7.73% | 5.32% | 16.48% |
| 2015 | 2.46% | 7.82% | 2.63% | -4.83% | 7.88% | -1.27% | -1.63% | -2.73% | -3.43% | 0.00% | -0.03% | -4.25% | 1.65% |
| 2014 | 1.84% | 4.41% | -6.48% | -2.84% | 2.85% | 3.92% | -1.21% | 7.66% | -1.35% | -0.24% | 6.96% | 0.04% | 15.65% |
| 2013 | 3.04% | -0.03% | 4.83% | -0.85% | 7.12% | -2.88% | 12.72% | 3.25% | 9.41% | 1.39% | 3.35% | 2.82% | 52.81% |
| 2012 | -0.02% | 3.41% | 4.31% | 3.20% | -2.78% | -0.88% | 1.59% | 4.36% | 2.79% | -2.01% | 2.64% | 1.06% | 18.78% |
| 2011 | 3.46% | 4.46% | 6.67% | 1.11% | -3.40% | 4.86% | -2.05% | -4.99% | -1.72% | 0.00% | 0.00% | 0.00% | 7.98% |
| 2010 | -5.70% | 4.25% | 5.94% | 1.49% | -6.05% | -2.43% | 2.37% | 0.99% | 13.97% | 6.51% | 8.18% | -1.69% | 29.34% |
| 2009 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.04% | 1.73% | -5.98% | 12.24% | 5.11% | 12.79% |
| 2008 | -14.58% | 3.81% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -11.33% |
| 2007 | 2.27% | 0.37% | 2.10% | 2.92% | 1.20% | 2.16% | -2.78% | -0.47% | 10.53% | 7.18% | 0.72% | 7.03% | 37.79% |
| 2006 | 15.09% | -1.94% | 4.33% | -1.78% | 0.78% | 4.18% | -4.92% | -8.64% | 2.68% | 4.03% | 3.85% | 1.56% | 18.81% |
| 2005 | -2.86% | 7.88% | -2.00% | -4.75% | 3.28% | 1.96% | 7.72% | 4.47% | 3.38% | -1.12% | 13.27% | -0.41% | 33.67% |
| 2004 | 6.41% | 4.31% | -0.31% | -8.53% | 0.18% | 9.96% | -7.68% | -2.49% | 8.35% | 0.34% | 10.34% | 7.18% | 29.05% |
| 2003 | 0.00% | 0.00% | 0.00% | -0.10% | -1.45% | 3.86% | 5.00% | -5.17% | 0.57% | 9.63% | -4.11% | 7.64% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 85.75 | 7.09 | -22.64 | 51.28 | 90.78 | 54.31 | 28.96 | 27.74 | 10810.06 |