Smart Money: the liquidity sweep does not beat buy-and-hold on Cartera con balance: Nasdaq-100 (máx. 20 posiciones): -15.6 points a year over 34 years.
Findings derived from the full panel. Each carries its number and its denominator; the computations are reproducible with artifact 2544360d2bb7.
Mechanical approximation: 25-bar low pierced with a close back above it on the same bar → entry; exit after 20 bars.
The verdict compares the strategy with buying and holding Cartera con balance: Nasdaq-100 (máx. 20 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: Nasdaq-100 (máx. 20 posiciones) → · Full page for Smart Money: the liquidity sweep →
Finaxion Research (2026). Does Smart Money: the liquidity sweep work on Cartera con balance: Nasdaq-100 (máx. 20 posiciones)?. Daily backtest 1962-01-01–2026-08-31, artifact 2544360d2bb7. https://finaxion.app/en/research/liquidity-sweep/portfolio-ndx
Not a recommendation. Past performance does not guarantee future results.