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Finaxion Research · Ichimoku: buy above the cloud · single stocks · Recomputed 2026-09-10

Does Ichimoku: buy above the cloud work on Cartera con balance: Dow 30 (máx. 10 posiciones)?

Ichimoku: buy above the cloud beats buy-and-hold on Cartera con balance: Dow 30 (máx. 10 posiciones) by +0.7 points a year over 34 years.

Total return
×39
Buy and hold
×32
CAGR
11.6%
Sharpe
0.43
Max drawdown
-72.8%
Trades
4918
Out of sample
—
Years
34
1×10×39×19941997200020032006200920122015201820212024
StrategyCartera con balance: Dow 30 (máx. 10 posiciones)

Findings

  1. Ichimoku: buy above the cloud beats buy-and-hold on Cartera con balance: Dow 30 (máx. 10 posiciones) by +0.7 points a year over 34 years.
  2. Against the S&P 500 over the same window: +0.7 points a year.
  3. Total return ×39 versus ×32 for buy-and-hold, with 4918 trades.
  4. Maximum drawdown -72.8%.
  5. It beats in both halves of the history (split at 2009).
  6. It ranks #37 of 235 markets for this strategy by annual excess over the S&P 500.

Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 3da70cf34031.

Exactly what was tested

Long while the close is above both cloud spans (Senkou A and B; 9/26/52); exit when the close drops below either.

How to read it

The verdict compares the strategy with buying and holding Cartera con balance: Dow 30 (máx. 10 posiciones) over the same window, with round-trip costs per asset class. “Out of sample” is walk-forward: the rule is fit on one stretch and judged on the next. A result that beats in the full sample but not out of it is overfit. Full methodology in the protocol. How we test.

Open this backtest with its trades   Trades (CSV)

Every strategy on Cartera con balance: Dow 30 (máx. 10 posiciones) → · Full page for Ichimoku: buy above the cloud →

How to cite

Finaxion Research (2026). Does Ichimoku: buy above the cloud work on Cartera con balance: Dow 30 (máx. 10 posiciones)?. Daily backtest 1962-01-01–2026-08-31, artifact 3da70cf34031. https://finaxion.app/en/research/ichimoku-cloud/portfolio-dow

Not a recommendation. Past performance does not guarantee future results.