IA Mensual
ESTADÍSTICAS BACKTEST: 2003 – 2024
| DESDE INICIO | CAR | RAR | MAX. DRAWDOWN | PROFIT FACTOR | WIN TRADES (%) | SHARPE RATIO | EXPOSICIÓN |
|---|---|---|---|---|---|---|---|
| 6914% | 21,30% | 26,56% | -27,36% | 1,97 | 50% | 1,11 | 80% |
Mensual | Acciones | Alfayate
Sistema Rotacional Mensual sobre las acciones del S&P500, NDX100 y Eurostoxx600.
💡 Si prefieres una versión centrada solo en el universo americano, visita (IA MENSUAL USA).
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: Global
- Mercados: RV USA + RV EUROPA
- Clase de activos: Acciones
- Comisiones: Incluidas
Renta Variable
- Acciones USA+EUROPA
- 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 | 20.38% | 9.43% | -6.14% | 22.03% | 20.87% | 19.62% | -27.33% | 0.09% | 58.67% | ||||
| 2025 | 7.37% | 0.11% | -6.97% | 3.11% | 9.78% | 2.38% | 6.31% | -0.65% | 16.74% | -1.39% | -1.91% | 1.13% | 39.77% |
| 2024 | 4.37% | 12.76% | 6.48% | -5.29% | 4.17% | -2.54% | -3.49% | 3.69% | 4.07% | 2.36% | 12.35% | -11.02% | 28.42% |
| 2023 | 0.00% | -0.01% | -1.94% | -0.27% | -0.62% | 2.49% | 3.77% | 0.35% | -3.91% | -1.09% | 6.15% | 3.50% | 8.32% |
| 2022 | -13.64% | 4.10% | 3.91% | 0.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.00% | -3.05% | -8.76% |
| 2021 | 3.32% | 2.28% | -4.62% | 3.79% | -3.82% | -4.21% | 3.80% | 6.72% | -5.69% | 11.44% | -3.94% | 1.20% | 9.08% |
| 2020 | -2.17% | -3.49% | -2.71% | 6.10% | 8.51% | 10.00% | 9.27% | 11.36% | -3.94% | -3.50% | 24.20% | 4.10% | 69.65% |
| 2019 | 0.00% | 0.00% | -0.02% | 2.66% | 0.85% | 7.43% | 4.52% | 3.17% | -2.89% | 1.47% | 4.94% | 2.90% | 27.61% |
| 2018 | 6.67% | -2.67% | -2.14% | 2.35% | 8.90% | -1.23% | 2.06% | 11.74% | -0.32% | -16.99% | -6.42% | -4.32% | -5.51% |
| 2017 | 2.00% | 9.97% | 3.92% | 3.42% | 13.05% | 0.04% | 1.13% | 3.66% | 10.19% | 7.67% | -3.24% | -3.79% | 57.87% |
| 2016 | -7.02% | 0.00% | 0.00% | 0.00% | 0.00% | -0.03% | 7.06% | -0.42% | 1.57% | -1.64% | 7.08% | 7.76% | 14.24% |
| 2015 | 5.48% | 4.64% | 4.37% | -5.46% | 5.15% | -1.40% | 2.95% | -0.53% | -7.52% | 0.00% | -0.03% | 1.93% | 8.95% |
| 2014 | 2.99% | 7.87% | -4.37% | -4.68% | 1.80% | 1.95% | -2.65% | 6.04% | 0.93% | -2.04% | 7.87% | 0.03% | 15.73% |
| 2013 | 1.25% | 4.97% | 3.20% | -0.84% | 2.87% | -2.53% | 10.14% | 2.46% | 10.24% | 1.30% | 2.99% | 2.90% | 45.64% |
| 2012 | -0.03% | 4.06% | 3.57% | 2.19% | -2.79% | -0.92% | 1.04% | -0.15% | 4.10% | -1.85% | 4.68% | -0.78% | 13.54% |
| 2011 | 1.27% | 4.31% | 6.79% | 2.73% | -2.03% | 3.97% | -3.47% | -6.50% | -2.78% | 0.00% | 0.00% | 0.00% | 3.57% |
| 2010 | -5.52% | 4.31% | 5.50% | 1.05% | -4.05% | -1.02% | 1.81% | 0.44% | 13.41% | 6.87% | 7.36% | -1.63% | 30.62% |
| 2009 | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -0.05% | 2.09% | -5.47% | 10.19% | 5.60% | 12.23% |
| 2008 | -13.01% | 3.99% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | -9.54% |
| 2007 | 2.70% | -1.41% | 2.01% | 2.33% | 1.18% | 2.16% | -2.33% | -0.64% | 10.75% | 7.40% | 0.72% | 8.96% | 38.41% |
| 2006 | 17.68% | -1.04% | 2.22% | -1.43% | 0.34% | 4.23% | -5.40% | -8.89% | 2.73% | 4.57% | 4.04% | 2.01% | 20.61% |
| 2005 | -2.76% | 7.88% | -1.99% | -4.74% | 3.29% | 1.96% | 7.72% | 4.47% | 3.38% | -1.12% | 13.27% | -0.41% | 33.85% |
| 2004 | 6.21% | 5.01% | 4.18% | -8.55% | -0.20% | 11.46% | -8.70% | -2.90% | 8.24% | 0.20% | 10.26% | 7.13% | 34.24% |
| 2003 | 0.00% | 0.00% | 0.00% | -0.12% | -1.33% | 4.68% | 5.99% | -4.88% | 2.29% | 5.39% | -3.42% | 8.28% |
Rentabilidades
| YTD (%) | 1M (%) | 3M (%) | 6M (%) | 1A (%) | 3 años anualiz. (%) | 5 años anualiz. (%) | 10 años anualiz. (%) | Desde inicio (%) |
|---|---|---|---|---|---|---|---|---|
| 58.67 | 0.09 | -13.00 | 20.46 | 81.18 | 43.81 | 23.52 | 27.59 | 10434.65 |