Funciona en pocos mercados
Su terreno: acciones e índices, en 4 horas, en un activo suelto — bate en 7 de 921 combinaciones.
Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.
Smart Money: la barrida de liquidez no funciona de forma consistente en ninguna clase de activo; donde menos mal va es en acciones sueltas con 7 de 904 (1 %), mientras que en criptomonedas bate en 0 de 14. De los 4 mercados diarios donde bate, 2 aguantan fuera de muestra (50 %), y ningún parámetro vecino bate al índice, por lo que el ajuste publicado es un punto, no una zona. La estrategia mejora al alargar la vela: en 5 minutos bate en 0 de 110 y en 4 horas en 2 de 110; su mejor mercado diario es TPR con -5,8 puntos al año sobre el S&P 500 en 26 años y 108 operaciones, y su peor mercado diario es Cartera con balance: S&P 500 (máx. 25 posiciones) con -18,2 puntos al año frente al S&P 500.
Hallazgos derivados del panel completo. Cada uno lleva su número y su denominador; los cálculos son reproducibles con el artefacto 2544360d2bb7.
«Los grandes barren los stops por debajo del mínimo anterior y luego suben. Compra justo después de la barrida.»
Aproximación mecánica: mínimo de 25 barras perforado y cierre de vuelta por encima en la misma vela → entrada; salida a las 20 barras.
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | -17.8% | +3081.0% | -3098.9% | -11.4 pts | 116 | OVERFIT |
| Nasdaq-100 (QQQ) | -16.7% | +1565.8% | -1582.5% | -9.2 pts | 102 | OVERFIT |
| Russell 2000 (IWM) | -2.5% | +801.9% | -804.4% | -8.8 pts | 110 | OVERFIT |
| Emergentes (EEM) | -32.2% | +830.9% | -863.2% | -13.3 pts | 62 | OVERFIT |
| Oro (GLD) | -6.1% | +820.3% | -826.4% | -11.2 pts | 52 | OVERFIT |
| Bonos 20 años (TLT) | -13.4% | +131.2% | -144.6% | -11.9 pts | 70 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · máx. 10) | -92.2% | +3081.0% | -3173.2% | -18.2 pts | 2820 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · máx. 20) | -80.8% | +3081.0% | -3161.8% | -15.7 pts | 6792 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · máx. 25) | -92.2% | +3081.0% | -3173.3% | -18.2 pts | 36080 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| AAPL | -30.4% | +322813.1% | -322843.4% | antes de 1993 | 128 | OVERFIT |
| AMGN | -5.1% | +187272.6% | -187277.7% | antes de 1993 | 122 | OVERFIT |
| AMZN | -10.3% | +265196.1% | -265206.4% | -10.1 pts | 92 | OVERFIT |
| AXP | -43.0% | +27029.4% | -27072.4% | antes de 1993 | 186 | OVERFIT |
| BA | -38.6% | +108724.7% | -108763.3% | antes de 1993 | 216 | OVERFIT |
| CAT | +11.1% | +172708.3% | -172697.2% | antes de 1993 | 170 | OVERFIT |
| CRM | -0.5% | +5992.9% | -5993.4% | -11.0 pts | 74 | OVERFIT |
| CSCO | -39.3% | +222956.6% | -222995.9% | antes de 1993 | 126 | OVERFIT |
| CVX | +10.6% | +68037.6% | -68027.0% | antes de 1993 | 208 | OVERFIT |
| DIS | +11.1% | +189847.3% | -189836.2% | antes de 1993 | 212 | OVERFIT |
| GOOGL | -22.8% | +13534.3% | -13557.1% | -12.4 pts | 66 | OVERFIT |
| GS | -16.8% | +2027.1% | -2043.9% | -9.1 pts | 106 | OVERFIT |
| HD | +66.3% | +1985758.9% | -1985692.6% | antes de 1993 | 156 | OVERFIT |
| HON | -7.5% | +21058.8% | -21066.3% | antes de 1993 | 190 | OVERFIT |
| IBM | -27.1% | +16203.8% | -16231.0% | antes de 1993 | 202 | OVERFIT |
| JNJ | -17.8% | +445196.6% | -445214.4% | antes de 1993 | 198 | OVERFIT |
| JPM | -33.9% | +34522.5% | -34556.4% | antes de 1993 | 132 | OVERFIT |
| KO | -21.9% | +199349.6% | -199371.5% | antes de 1993 | 216 | OVERFIT |
| MCD | -21.2% | +236707.0% | -236728.2% | antes de 1993 | 176 | OVERFIT |
| MMM | -43.5% | +31160.0% | -31203.5% | antes de 1993 | 244 | OVERFIT |
| MRK | -22.2% | +233375.1% | -233397.3% | antes de 1993 | 194 | OVERFIT |
| MSFT | -16.3% | +859506.0% | -859522.3% | antes de 1993 | 118 | OVERFIT |
| NKE | +16.4% | +32003.7% | -31987.3% | antes de 1993 | 116 | OVERFIT |
| NVDA | +56.4% | +587720.8% | -587664.4% | -7.1 pts | 78 | OVERFIT |
| PG | -4.0% | +59706.6% | -59710.6% | antes de 1993 | 222 | OVERFIT |
| SHW | -3.0% | +231766.6% | -231769.5% | antes de 1993 | 170 | OVERFIT |
| TRV | -30.7% | +12287.7% | -12318.4% | antes de 1993 | 168 | OVERFIT |
| UNH | -4.2% | +353381.4% | -353385.5% | antes de 1993 | 108 | OVERFIT |
| V | -22.0% | +2961.1% | -2983.1% | -13.5 pts | 50 | INCONCLUSIVE |
| WMT | +2.1% | +915365.3% | -915363.3% | antes de 1993 | 172 | OVERFIT |
| ABNB | no aplica · history < 10y (5.7y) | |||||
| ADBE | +49.7% | +147731.1% | -147681.4% | antes de 1993 | 136 | OVERFIT |
| ADI | -21.5% | +81534.0% | -81555.6% | antes de 1993 | 148 | OVERFIT |
| ADP | -5.7% | +74205.9% | -74211.6% | antes de 1993 | 178 | OVERFIT |
| ADSK | -15.6% | +58084.6% | -58100.2% | antes de 1993 | 124 | OVERFIT |
| AEP | -24.4% | +13797.6% | -13822.0% | antes de 1993 | 218 | OVERFIT |
| ALAB | no aplica · history < 10y (2.4y) | |||||
| ALNY | -24.4% | +3338.4% | -3362.8% | -12.3 pts | 74 | OVERFIT |
| AMAT | -42.1% | +664974.8% | -665016.9% | antes de 1993 | 158 | OVERFIT |
| AMD | -37.1% | +14863.3% | -14900.4% | antes de 1993 | 136 | OVERFIT |
| APP | no aplica · history < 10y (5.4y) | |||||
| ARM | no aplica · history < 10y (3.0y) | |||||
| ASML | -18.9% | +96277.5% | -96296.4% | -11.7 pts | 70 | OVERFIT |
| AVGO | +1.9% | +32512.1% | -32510.2% | -14.6 pts | 42 | INCONCLUSIVE |
| AXON | -11.9% | +123065.2% | -123077.2% | -10.0 pts | 48 | OVERFIT |
| BKNG | -42.3% | +922.2% | -964.5% | -10.6 pts | 118 | OVERFIT |
| BKR | -14.1% | +933.9% | -947.9% | antes de 1993 | 146 | OVERFIT |
| CCEP | +11.4% | +7081.8% | -7070.4% | antes de 1993 | 134 | OVERFIT |
| CDNS | -29.6% | +16839.0% | -16868.6% | antes de 1993 | 116 | OVERFIT |
| CEG | no aplica · history < 10y (4.6y) | |||||
| CMCSA | +31.2% | +47049.9% | -47018.7% | antes de 1993 | 162 | OVERFIT |
| COST | -20.2% | +12800.7% | -12820.9% | antes de 1993 | 154 | OVERFIT |
| CPRT | +4.4% | +21554.9% | -21550.6% | -10.8 pts | 100 | OVERFIT |
| CRWD | no aplica · history < 10y (7.2y) | |||||
| CSX | -37.8% | +40426.1% | -40463.9% | antes de 1993 | 170 | OVERFIT |
| CTAS | +4.8% | +123411.3% | -123406.5% | antes de 1993 | 150 | OVERFIT |
| DASH | no aplica · history < 10y (5.7y) | |||||
| DDOG | no aplica · history < 10y (6.9y) | |||||
| DXCM | +12.6% | +3002.6% | -2989.9% | -10.7 pts | 50 | OVERFIT |
| EA | no aplica · history < 10y (9.0y) | |||||
| EXC | -4.9% | +17730.6% | -17735.5% | antes de 1993 | 186 | OVERFIT |
| FANG | -6.1% | +1406.8% | -1412.9% | -15.3 pts | 46 | INCONCLUSIVE |
| FAST | +47.3% | +262350.7% | -262303.4% | antes de 1993 | 160 | OVERFIT |
| FER | -0.6% | +593.7% | -594.2% | -14.8 pts | 6 | INCONCLUSIVE |
| FTNT | -23.2% | +10184.6% | -10207.8% | -15.8 pts | 44 | INCONCLUSIVE |
| GEHC | no aplica · history < 10y (3.7y) | |||||
| GILD | +17.9% | +33594.8% | -33576.8% | antes de 1993 | 108 | OVERFIT |
| HONA | no aplica · history < 10y (0.2y) | |||||
| IDXX | -33.0% | +58789.5% | -58822.5% | antes de 1993 | 114 | OVERFIT |
| INTC | -31.8% | +49216.9% | -49248.7% | antes de 1993 | 164 | OVERFIT |
| INTU | -3.0% | +15430.2% | -15433.2% | -10.9 pts | 130 | OVERFIT |
| ISRG | +4.8% | +18484.9% | -18480.1% | -8.2 pts | 76 | OVERFIT |
| KDP | -12.9% | +1090.2% | -1103.1% | -12.5 pts | 64 | INCONCLUSIVE |
| KHC | -10.8% | -42.2% | +31.4% | -15.3 pts | 32 | INCONCLUSIVE |
| KLAC | -16.1% | +289399.1% | -289415.2% | antes de 1993 | 172 | OVERFIT |
| LIN | +1.2% | +10777.0% | -10775.8% | antes de 1993 | 108 | OVERFIT |
| LITE | +20.7% | +5280.9% | -5260.2% | -12.5 pts | 34 | INCONCLUSIVE |
| LRCX | -11.1% | +159814.6% | -159825.7% | antes de 1993 | 166 | OVERFIT |
| MAR | +13.2% | +2539.5% | -2526.3% | -8.5 pts | 108 | OVERFIT |
| MCHP | -4.2% | +41961.5% | -41965.7% | -10.9 pts | 126 | OVERFIT |
| MDLZ | -15.6% | +461.4% | -477.0% | -10.1 pts | 84 | OVERFIT |
| MELI | -15.4% | +6911.0% | -6926.4% | -12.0 pts | 64 | INCONCLUSIVE |
| META | -30.6% | +1410.2% | -1440.9% | -17.8 pts | 44 | INCONCLUSIVE |
| MNST | -24.5% | +61968.9% | -61993.4% | antes de 1993 | 92 | OVERFIT |
| MPWR | +39.3% | +15002.1% | -14962.8% | -9.5 pts | 70 | OVERFIT |
| MRVL | -2.3% | +1645.0% | -1647.4% | -8.6 pts | 84 | OVERFIT |
| MSTR | -30.9% | +1158.6% | -1189.5% | -10.3 pts | 66 | OVERFIT |
| MU | +51.1% | +70877.8% | -70826.7% | antes de 1993 | 148 | OVERFIT |
| NFLX | -8.8% | +67643.2% | -67652.0% | -10.7 pts | 66 | OVERFIT |
| NXPI | -19.3% | +1721.2% | -1740.4% | -16.0 pts | 60 | INCONCLUSIVE |
| ODFL | -2.2% | +36444.7% | -36446.9% | antes de 1993 | 142 | OVERFIT |
| ORLY | -14.2% | +55255.7% | -55269.9% | -11.4 pts | 116 | OVERFIT |
| PANW | +3.8% | +4215.4% | -4211.6% | -14.7 pts | 30 | INCONCLUSIVE |
| PCAR | +12.0% | +57106.4% | -57094.4% | antes de 1993 | 190 | OVERFIT |
| PDD | no aplica · history < 10y (8.1y) | |||||
| PEP | -6.2% | +37760.7% | -37766.9% | antes de 1993 | 208 | OVERFIT |
| PLTR | no aplica · history < 10y (5.9y) | |||||
| PYPL | -10.7% | +44.7% | -55.4% | -15.3 pts | 30 | INCONCLUSIVE |
| QCOM | -27.3% | +50430.1% | -50457.4% | antes de 1993 | 112 | OVERFIT |
| REGN | +2.5% | +3718.3% | -3715.8% | antes de 1993 | 120 | OVERFIT |
| ROP | -24.5% | +26003.6% | -26028.1% | antes de 1993 | 124 | OVERFIT |
| ROST | +20.9% | +55801.1% | -55780.2% | antes de 1993 | 168 | OVERFIT |
| SBUX | -23.5% | +43019.5% | -43043.1% | antes de 1993 | 106 | OVERFIT |
| SHOP | +3.0% | +8568.8% | -8565.8% | -13.6 pts | 32 | INCONCLUSIVE |
| SNDK | no aplica · history < 10y (1.5y) | |||||
| SNPS | -27.9% | +5482.1% | -5510.0% | antes de 1993 | 126 | OVERFIT |
| STX | -5.6% | +15614.6% | -15620.2% | -11.7 pts | 78 | OVERFIT |
| TER | -41.8% | +31309.8% | -31351.6% | antes de 1993 | 158 | OVERFIT |
| TMUS | -22.0% | +318.0% | -340.0% | -12.2 pts | 44 | INCONCLUSIVE |
| TRI | -5.8% | +578.4% | -584.2% | -10.9 pts | 104 | OVERFIT |
| TSLA | +9.3% | +23002.8% | -22993.5% | -14.6 pts | 40 | INCONCLUSIVE |
| TTWO | +19.2% | +5509.7% | -5490.5% | -9.5 pts | 80 | OVERFIT |
| TXN | -31.9% | +38040.6% | -38072.5% | antes de 1993 | 182 | OVERFIT |
| VRTX | +41.8% | +12000.4% | -11958.6% | antes de 1993 | 106 | OVERFIT |
| WBD | +9.2% | +302.2% | -292.9% | -10.7 pts | 92 | OVERFIT |
| WDAY | -18.5% | +305.5% | -324.1% | -16.3 pts | 46 | INCONCLUSIVE |
| WDC | +31.8% | +66202.2% | -66170.4% | antes de 1993 | 138 | OVERFIT |
| XEL | +4.7% | +7388.9% | -7384.2% | antes de 1993 | 158 | OVERFIT |
| A | -13.5% | +486.3% | -499.8% | -8.9 pts | 108 | OVERFIT |
| ABBV | -0.8% | +1156.0% | -1156.8% | -14.9 pts | 32 | INCONCLUSIVE |
| ABT | +8.3% | +62056.2% | -62047.9% | antes de 1993 | 164 | OVERFIT |
| ACGL | +4.4% | +4268.0% | -4263.6% | -10.4 pts | 126 | OVERFIT |
| ACN | -6.0% | +1726.5% | -1732.5% | -9.8 pts | 70 | OVERFIT |
| ADM | -18.6% | +9265.6% | -9284.3% | antes de 1993 | 146 | OVERFIT |
| AEE | -2.1% | +813.9% | -816.0% | -9.4 pts | 100 | OVERFIT |
| AES | -24.2% | +647.5% | -671.6% | antes de 1993 | 80 | OVERFIT |
| AFL | -10.2% | +205848.4% | -205858.6% | antes de 1993 | 162 | OVERFIT |
| AIG | +1.4% | +468.3% | -466.8% | antes de 1993 | 142 | OVERFIT |
| AIZ | -19.6% | +1585.5% | -1605.1% | -11.8 pts | 80 | OVERFIT |
| AJG | -20.9% | +41899.5% | -41920.4% | antes de 1993 | 112 | OVERFIT |
| AKAM | -22.7% | -25.2% | +2.4% | -9.5 pts | 88 | OVERFIT |
| ALB | -1.3% | +3091.3% | -3092.6% | -10.9 pts | 86 | OVERFIT |
| ALGN | -41.7% | +846.9% | -888.6% | -11.0 pts | 74 | OVERFIT |
| ALL | -20.0% | +3674.2% | -3694.2% | -11.5 pts | 142 | OVERFIT |
| ALLE | -9.9% | +265.9% | -275.8% | -14.8 pts | 50 | INCONCLUSIVE |
| AMCR | -14.0% | +100.6% | -114.6% | -16.1 pts | 30 | INCONCLUSIVE |
| AME | -29.9% | +25325.0% | -25355.0% | antes de 1993 | 166 | OVERFIT |
| AMP | -12.5% | +2154.1% | -2166.6% | -11.8 pts | 50 | OVERFIT |
| AMT | +5.2% | +1310.2% | -1304.9% | -8.9 pts | 102 | OVERFIT |
| ANET | -19.5% | +5592.8% | -5612.3% | -15.5 pts | 30 | INCONCLUSIVE |
| AON | -13.7% | +29815.0% | -29828.8% | antes de 1993 | 160 | OVERFIT |
| AOS | +9.7% | +13924.9% | -13915.2% | antes de 1993 | 146 | OVERFIT |
| APA | -36.8% | +2417.2% | -2454.0% | antes de 1993 | 160 | OVERFIT |
| APD | +16.0% | +20722.2% | -20706.2% | antes de 1993 | 142 | OVERFIT |
| APH | -9.2% | +146951.6% | -146960.8% | antes de 1993 | 112 | OVERFIT |
| APO | -0.2% | +1845.9% | -1846.1% | -14.0 pts | 46 | INCONCLUSIVE |
| APTV | +4.5% | +174.0% | -169.5% | -14.9 pts | 50 | INCONCLUSIVE |
| ARE | -17.5% | +624.3% | -641.8% | -10.3 pts | 104 | OVERFIT |
| ARES | -3.1% | +1191.9% | -1195.0% | -14.2 pts | 44 | INCONCLUSIVE |
| ATO | -13.0% | +13696.4% | -13709.3% | antes de 1993 | 150 | OVERFIT |
| AVB | -15.0% | +42.3% | -57.3% | -16.8 pts | 44 | INCONCLUSIVE |
| AVY | -1.4% | +8544.4% | -8545.8% | antes de 1993 | 180 | OVERFIT |
| AWK | -10.6% | +950.9% | -961.5% | -12.4 pts | 62 | INCONCLUSIVE |
| AZO | -10.8% | +40631.8% | -40642.5% | antes de 1993 | 106 | OVERFIT |
| BAC | -20.5% | +4053.1% | -4073.7% | antes de 1993 | 132 | OVERFIT |
| BALL | +12.6% | +49568.6% | -49555.9% | antes de 1993 | 176 | OVERFIT |
| BAX | -28.7% | +1778.4% | -1807.2% | antes de 1993 | 150 | OVERFIT |
| BBY | +29.6% | +89506.6% | -89477.0% | antes de 1993 | 130 | OVERFIT |
| BDX | +4.5% | +21440.4% | -21435.9% | antes de 1993 | 204 | OVERFIT |
| BEN | -38.9% | +130378.8% | -130417.7% | antes de 1993 | 164 | OVERFIT |
| BF-B | -17.7% | +14873.5% | -14891.2% | antes de 1993 | 162 | OVERFIT |
| BG | -12.2% | +1105.5% | -1117.8% | -10.1 pts | 90 | OVERFIT |
| BIIB | +17.4% | +6832.8% | -6815.4% | antes de 1993 | 104 | OVERFIT |
| BLDR | -47.0% | +393.7% | -440.8% | -14.1 pts | 98 | OVERFIT |
| BLK | -20.1% | +13724.5% | -13744.6% | -9.6 pts | 106 | OVERFIT |
| BMY | -6.7% | +23662.6% | -23669.3% | antes de 1993 | 172 | OVERFIT |
| BNY | -43.2% | +32230.3% | -32273.6% | antes de 1993 | 162 | OVERFIT |
| BR | +39.4% | +1234.2% | -1194.8% | -9.3 pts | 66 | INCONCLUSIVE |
| BRK-B | +9.8% | +2072.5% | -2062.7% | -10.1 pts | 104 | OVERFIT |
| BRO | -9.6% | +76212.8% | -76222.3% | antes de 1993 | 138 | OVERFIT |
| BSX | -20.4% | +1028.2% | -1048.6% | antes de 1993 | 92 | OVERFIT |
| BX | +8.2% | +1023.3% | -1015.2% | -10.4 pts | 62 | INCONCLUSIVE |
| BXP | -0.8% | +888.9% | -889.7% | -9.5 pts | 112 | OVERFIT |
| C | -46.8% | +1897.9% | -1944.8% | antes de 1993 | 164 | OVERFIT |
| CAH | +13.1% | +39284.8% | -39271.7% | antes de 1993 | 154 | OVERFIT |
| CARR | no aplica · history < 10y (6.5y) | |||||
| CASY | +30.6% | +80461.2% | -80430.6% | antes de 1993 | 144 | OVERFIT |
| CB | -2.0% | +6587.6% | -6589.6% | -10.9 pts | 150 | OVERFIT |
| CBOE | +7.3% | +1060.1% | -1052.8% | -14.2 pts | 50 | INCONCLUSIVE |
| CBRE | -35.8% | +2283.8% | -2319.6% | -12.9 pts | 72 | OVERFIT |
| CCI | +17.1% | +899.9% | -882.8% | -8.5 pts | 96 | OVERFIT |
| CCL | -32.3% | +1154.4% | -1186.7% | antes de 1993 | 124 | OVERFIT |
| CDW | -21.4% | +858.2% | -879.6% | -16.3 pts | 60 | INCONCLUSIVE |
| CF | -15.7% | +5815.9% | -5831.7% | -11.9 pts | 92 | OVERFIT |
| CFG | +2.8% | +349.9% | -347.1% | -13.6 pts | 30 | INCONCLUSIVE |
| CHD | -10.9% | +93736.5% | -93747.4% | antes de 1993 | 144 | OVERFIT |
| CHRW | +0.3% | +4307.6% | -4307.3% | -9.3 pts | 82 | OVERFIT |
| CHTR | +20.2% | +335.5% | -315.4% | -13.0 pts | 42 | INCONCLUSIVE |
| CI | -19.1% | +12980.8% | -13000.0% | antes de 1993 | 106 | OVERFIT |
| CIEN | -5.5% | +195.6% | -201.1% | -10.0 pts | 66 | OVERFIT |
| CINF | -18.9% | +41545.9% | -41564.8% | antes de 1993 | 140 | OVERFIT |
| CL | +0.5% | +20919.0% | -20918.5% | antes de 1993 | 160 | OVERFIT |
| CLX | -16.3% | +6184.2% | -6200.4% | antes de 1993 | 204 | OVERFIT |
| CME | -10.7% | +6884.2% | -6894.9% | -11.8 pts | 76 | OVERFIT |
| CMG | +4.9% | +4221.6% | -4216.6% | -10.9 pts | 70 | OVERFIT |
| CMI | +23.6% | +28968.2% | -28944.7% | antes de 1993 | 168 | OVERFIT |
| CMS | +2.8% | +630.8% | -628.0% | antes de 1993 | 160 | OVERFIT |
| CNC | +14.9% | +4388.8% | -4373.9% | -9.5 pts | 66 | OVERFIT |
| CNP | -34.5% | +13998.0% | -14032.5% | antes de 1993 | 212 | OVERFIT |
| COF | +4.7% | +5724.6% | -5719.9% | -11.0 pts | 124 | OVERFIT |
| COHR | +28.3% | +68288.9% | -68260.6% | antes de 1993 | 108 | OVERFIT |
| COIN | no aplica · history < 10y (5.4y) | |||||
| COO | -29.6% | +879.8% | -909.4% | antes de 1993 | 130 | OVERFIT |
| COP | +2.7% | +13561.7% | -13559.0% | antes de 1993 | 146 | OVERFIT |
| COR | +8.8% | +17062.1% | -17053.2% | -10.7 pts | 134 | OVERFIT |
| CPAY | -21.5% | +1383.7% | -1405.2% | -15.8 pts | 60 | INCONCLUSIVE |
| CPT | -16.1% | +2453.9% | -2470.1% | -11.5 pts | 108 | OVERFIT |
| CRH | -18.8% | +7617.9% | -7636.7% | antes de 1993 | 88 | OVERFIT |
| CRL | +27.0% | +1210.2% | -1183.2% | -7.6 pts | 68 | OVERFIT |
| CSGP | -21.8% | +3390.6% | -3412.4% | -9.7 pts | 94 | OVERFIT |
| CTSH | -1.3% | +35498.3% | -35499.5% | -9.0 pts | 76 | OVERFIT |
| CTVA | no aplica · history < 10y (7.3y) | |||||
| CVNA | no aplica · history < 10y (9.3y) | |||||
| CVS | +22.4% | +15658.6% | -15636.2% | antes de 1993 | 178 | OVERFIT |
| D | +16.0% | +17762.4% | -17746.5% | antes de 1993 | 144 | OVERFIT |
| DAL | -5.7% | +339.1% | -344.8% | -11.1 pts | 60 | INCONCLUSIVE |
| DD | -2.3% | +10113.6% | -10116.0% | antes de 1993 | 200 | OVERFIT |
| DE | -14.0% | +101089.1% | -101103.0% | antes de 1993 | 188 | OVERFIT |
| DECK | +23.7% | +7024.7% | -7001.1% | -10.2 pts | 92 | OVERFIT |
| DELL | -4.4% | +4059.8% | -4064.2% | -15.6 pts | 16 | INCONCLUSIVE |
| DG | -6.4% | +550.3% | -556.6% | -14.7 pts | 62 | INCONCLUSIVE |
| DGX | -27.6% | +9626.0% | -9653.6% | -11.2 pts | 90 | OVERFIT |
| DHI | +31.5% | +13111.0% | -13079.5% | antes de 1993 | 108 | OVERFIT |
| DHR | -28.0% | +483557.2% | -483585.2% | antes de 1993 | 136 | OVERFIT |
| DLR | -18.6% | +3540.7% | -3559.4% | -12.1 pts | 80 | OVERFIT |
| DLTR | -38.9% | +10731.5% | -10770.4% | -12.6 pts | 122 | OVERFIT |
| DOC | +1.0% | +6136.8% | -6135.8% | antes de 1993 | 150 | OVERFIT |
| DOV | -11.9% | +29264.8% | -29276.8% | antes de 1993 | 174 | OVERFIT |
| DOW | no aplica · history < 10y (7.4y) | |||||
| DPZ | -33.6% | +5638.6% | -5672.2% | -12.9 pts | 76 | OVERFIT |
| DRI | +44.1% | +6998.7% | -6954.6% | -9.7 pts | 138 | OVERFIT |
| DTE | +2.6% | +35264.3% | -35261.7% | antes de 1993 | 232 | OVERFIT |
| DUK | -14.1% | +16239.0% | -16253.1% | antes de 1993 | 138 | OVERFIT |
| DVA | -24.8% | +4219.3% | -4244.1% | -11.5 pts | 78 | OVERFIT |
| DVN | -14.6% | +1411.9% | -1426.6% | antes de 1993 | 140 | OVERFIT |
| EBAY | -45.9% | +14035.1% | -14081.0% | -11.5 pts | 104 | OVERFIT |
| ECHO | -22.9% | +227.3% | -250.2% | -12.7 pts | 82 | INCONCLUSIVE |
| ECL | -37.4% | +20174.1% | -20211.5% | antes de 1993 | 136 | OVERFIT |
| ED | -40.0% | +45081.6% | -45121.6% | antes de 1993 | 214 | OVERFIT |
| EFX | +6.7% | +77234.4% | -77227.7% | antes de 1993 | 158 | OVERFIT |
| EG | -13.5% | +2975.7% | -2989.3% | -11.1 pts | 114 | OVERFIT |
| EIX | -32.4% | +14610.5% | -14643.0% | antes de 1993 | 130 | OVERFIT |
| EL | -40.6% | +1551.3% | -1592.0% | -12.2 pts | 92 | OVERFIT |
| ELV | -28.2% | +2326.9% | -2355.1% | -11.6 pts | 72 | OVERFIT |
| EME | -26.4% | +59203.5% | -59229.8% | -12.2 pts | 84 | OVERFIT |
| EMR | -10.5% | +19839.1% | -19849.6% | antes de 1993 | 190 | OVERFIT |
| EOG | +4.7% | +9279.7% | -9275.0% | antes de 1993 | 118 | OVERFIT |
| EQIX | -9.2% | +240.5% | -249.6% | -8.8 pts | 84 | OVERFIT |
| EQR | -17.7% | +44.2% | -61.9% | -17.1 pts | 18 | INCONCLUSIVE |
| EQT | +38.1% | +19557.1% | -19519.0% | antes de 1993 | 154 | OVERFIT |
| ERIE | -28.3% | +3362.8% | -3391.2% | -11.7 pts | 144 | OVERFIT |
| ES | -30.5% | +2960.1% | -2990.6% | antes de 1993 | 188 | OVERFIT |
| ESS | +5.8% | +5274.8% | -5269.0% | -10.9 pts | 124 | OVERFIT |
| ETN | -21.7% | +116541.5% | -116563.1% | antes de 1993 | 160 | OVERFIT |
| ETR | -11.3% | +19797.9% | -19809.2% | antes de 1993 | 190 | OVERFIT |
| EVRG | +20.1% | +5086.7% | -5066.6% | antes de 1993 | 134 | OVERFIT |
| EW | +0.1% | +6500.0% | -6499.9% | -8.2 pts | 68 | OVERFIT |
| EXE | no aplica · history < 10y (5.6y) | |||||
| EXPD | +10.3% | +148324.6% | -148314.3% | antes de 1993 | 146 | OVERFIT |
| EXPE | -18.1% | +916.1% | -934.2% | -12.0 pts | 66 | OVERFIT |
| EXR | +2.9% | +2698.9% | -2696.0% | -11.2 pts | 74 | OVERFIT |
| F | -24.4% | +6752.4% | -6776.8% | antes de 1993 | 178 | OVERFIT |
| FCX | -2.6% | +1061.6% | -1064.3% | -10.8 pts | 94 | OVERFIT |
| FDS | -8.6% | +9088.9% | -9097.6% | -10.6 pts | 88 | OVERFIT |
| FDX | -10.4% | +53776.9% | -53787.4% | antes de 1993 | 146 | OVERFIT |
| FDXF | no aplica · history < 10y (0.3y) | |||||
| FE | -23.5% | +563.0% | -586.6% | -10.4 pts | 104 | OVERFIT |
| FFIV | -40.6% | +5374.0% | -5414.6% | -10.4 pts | 56 | OVERFIT |
| FICO | -10.9% | +94747.8% | -94758.7% | antes de 1993 | 126 | OVERFIT |
| FIS | -21.2% | +363.8% | -385.0% | -10.4 pts | 76 | OVERFIT |
| FITB | -47.3% | +28280.0% | -28327.3% | antes de 1993 | 150 | OVERFIT |
| FIX | +22.9% | +11966.2% | -11943.4% | -8.8 pts | 98 | OVERFIT |
| FLEX | -8.4% | +7898.6% | -7907.0% | -11.2 pts | 90 | OVERFIT |
| FOX | no aplica · history < 10y (7.5y) | |||||
| FOXA | no aplica · history < 10y (7.5y) | |||||
| FRT | -8.4% | +24360.2% | -24368.6% | antes de 1993 | 180 | OVERFIT |
| FSLR | -9.1% | +716.1% | -725.2% | -11.5 pts | 64 | OVERFIT |
| FTV | +6.8% | +100.1% | -93.4% | -14.8 pts | 40 | INCONCLUSIVE |
| GD | +7.5% | +221689.9% | -221682.4% | antes de 1993 | 194 | OVERFIT |
| GDDY | -13.5% | +389.4% | -402.9% | -15.3 pts | 38 | INCONCLUSIVE |
| GE | +27.0% | +54356.2% | -54329.2% | antes de 1993 | 236 | OVERFIT |
| GEN | -11.8% | +12085.6% | -12097.4% | antes de 1993 | 130 | OVERFIT |
| GEV | no aplica · history < 10y (2.4y) | |||||
| GIS | +2.3% | +15015.5% | -15013.2% | antes de 1993 | 138 | OVERFIT |
| GL | -4.1% | +12680.6% | -12684.6% | antes de 1993 | 156 | OVERFIT |
| GLW | +4.5% | +19301.2% | -19296.7% | antes de 1993 | 130 | OVERFIT |
| GM | +8.2% | +240.1% | -231.9% | -14.0 pts | 38 | INCONCLUSIVE |
| GNRC | -14.8% | +2091.1% | -2105.9% | -15.5 pts | 70 | INCONCLUSIVE |
| GPC | +9.9% | +12785.5% | -12775.6% | antes de 1993 | 184 | OVERFIT |
| GPN | +41.9% | +2567.9% | -2526.0% | -7.6 pts | 76 | OVERFIT |
| GRMN | +1.4% | +5377.3% | -5376.0% | -8.9 pts | 94 | OVERFIT |
| GWW | +6.3% | +55300.2% | -55293.9% | antes de 1993 | 196 | OVERFIT |
| HAL | +25.4% | +2860.8% | -2835.3% | antes de 1993 | 156 | OVERFIT |
| HAS | -1.5% | +201529.8% | -201531.2% | antes de 1993 | 162 | OVERFIT |
| HBAN | -16.3% | +3799.5% | -3815.8% | antes de 1993 | 158 | OVERFIT |
| HCA | +17.7% | +1699.7% | -1682.0% | -13.1 pts | 50 | INCONCLUSIVE |
| HIG | +9.2% | +951.1% | -941.8% | -10.1 pts | 96 | OVERFIT |
| HII | +19.2% | +883.6% | -864.5% | -13.1 pts | 42 | INCONCLUSIVE |
| HLT | -16.1% | +659.1% | -675.2% | -15.5 pts | 44 | INCONCLUSIVE |
| HOOD | no aplica · history < 10y (5.1y) | |||||
| HPE | +34.4% | +625.0% | -590.6% | -12.1 pts | 32 | INCONCLUSIVE |
| HPQ | -11.6% | +77945.5% | -77957.1% | antes de 1993 | 230 | OVERFIT |
| HRL | +5.4% | +19046.1% | -19040.7% | antes de 1993 | 160 | OVERFIT |
| HSIC | +35.2% | +1913.1% | -1877.9% | -9.6 pts | 98 | OVERFIT |
| HST | -38.1% | +12843.9% | -12882.0% | antes de 1993 | 168 | OVERFIT |
| HSY | -1.3% | +53964.6% | -53965.8% | antes de 1993 | 158 | OVERFIT |
| HUBB | -12.9% | +3853.5% | -3866.4% | -11.5 pts | 128 | OVERFIT |
| HUM | +29.5% | +20168.9% | -20139.4% | antes de 1993 | 118 | OVERFIT |
| HWM | no aplica · history < 10y (9.8y) | |||||
| IBKR | -13.6% | +1526.1% | -1539.7% | -11.5 pts | 66 | INCONCLUSIVE |
| ICE | -33.3% | +2307.9% | -2341.2% | -13.1 pts | 72 | OVERFIT |
| IEX | +3.3% | +12761.2% | -12757.9% | antes de 1993 | 148 | OVERFIT |
| IFF | -33.5% | +4754.9% | -4788.5% | antes de 1993 | 174 | OVERFIT |
| INCY | -41.8% | +6471.7% | -6513.5% | -12.6 pts | 112 | OVERFIT |
| INVH | no aplica · history < 10y (9.6y) | |||||
| IP | +8.7% | +4590.1% | -4581.5% | antes de 1993 | 224 | OVERFIT |
| IQV | -1.8% | +520.3% | -522.0% | -14.4 pts | 40 | INCONCLUSIVE |
| IR | no aplica · history < 10y (9.3y) | |||||
| IRM | +5.1% | +9911.6% | -9906.5% | -10.2 pts | 108 | OVERFIT |
| IT | -57.5% | +6431.0% | -6488.5% | -13.4 pts | 98 | OVERFIT |
| ITW | +11.2% | +51254.1% | -51242.8% | antes de 1993 | 208 | OVERFIT |
| IVZ | +2.4% | +1093.8% | -1091.5% | -10.6 pts | 90 | OVERFIT |
| J | -7.1% | +33544.7% | -33551.8% | antes de 1993 | 170 | OVERFIT |
| JBHT | +8.4% | +24926.6% | -24918.2% | antes de 1993 | 162 | OVERFIT |
| JBL | +0.5% | +41217.7% | -41217.2% | -10.9 pts | 96 | OVERFIT |
| JCI | +17.5% | +4376.5% | -4359.0% | antes de 1993 | 114 | OVERFIT |
| JKHY | -17.1% | +71288.2% | -71305.3% | antes de 1993 | 190 | OVERFIT |
| KEY | +3.2% | +1405.6% | -1402.4% | antes de 1993 | 160 | OVERFIT |
| KEYS | +2.4% | +1042.3% | -1039.9% | -14.1 pts | 52 | INCONCLUSIVE |
| KIM | -2.8% | +3036.5% | -3039.3% | antes de 1993 | 96 | OVERFIT |
| KKR | -15.4% | +1784.9% | -1800.3% | -15.9 pts | 46 | INCONCLUSIVE |
| KMB | -36.3% | +16039.9% | -16076.2% | antes de 1993 | 164 | OVERFIT |
| KMI | -11.6% | +117.5% | -129.1% | -14.7 pts | 54 | INCONCLUSIVE |
| KR | -14.9% | +182706.1% | -182720.9% | antes de 1993 | 208 | OVERFIT |
| KVUE | no aplica · history < 10y (3.3y) | |||||
| L | -12.2% | +22398.8% | -22411.0% | antes de 1993 | 136 | OVERFIT |
| LDOS | -2.7% | +530.2% | -533.0% | -11.2 pts | 90 | OVERFIT |
| LEN | +11.9% | +29032.9% | -29021.0% | antes de 1993 | 154 | OVERFIT |
| LH | +7.3% | +1408.2% | -1401.0% | antes de 1993 | 106 | OVERFIT |
| LHX | +25.2% | +8519.5% | -8494.4% | antes de 1993 | 132 | OVERFIT |
| LII | -14.5% | +3122.4% | -3136.9% | -9.1 pts | 106 | OVERFIT |
| LLY | -24.9% | +129720.0% | -129744.9% | antes de 1993 | 176 | OVERFIT |
| LMT | -12.3% | +67444.7% | -67456.9% | antes de 1993 | 204 | OVERFIT |
| LNT | -17.8% | +9408.5% | -9426.2% | antes de 1993 | 154 | OVERFIT |
| LOW | +0.2% | +77328.4% | -77328.2% | antes de 1993 | 154 | OVERFIT |
| LULU | +43.9% | +759.0% | -715.1% | -9.2 pts | 72 | INCONCLUSIVE |
| LUV | -8.5% | +24508.5% | -24517.0% | antes de 1993 | 170 | OVERFIT |
| LVS | -20.8% | +50.3% | -71.2% | -12.0 pts | 72 | OVERFIT |
| LYB | -20.3% | +648.8% | -669.2% | -15.4 pts | 70 | INCONCLUSIVE |
| LYV | +5.8% | +1558.0% | -1552.1% | -10.8 pts | 72 | OVERFIT |
| MA | -29.8% | +14066.9% | -14096.7% | -13.0 pts | 74 | OVERFIT |
| MAA | -38.3% | +3525.2% | -3563.5% | -12.3 pts | 114 | OVERFIT |
| MAS | -7.3% | +7423.1% | -7430.4% | antes de 1993 | 200 | OVERFIT |
| MCK | +16.0% | +6946.5% | -6930.5% | -10.7 pts | 96 | OVERFIT |
| MCO | +13.0% | +7753.9% | -7741.0% | -10.7 pts | 104 | OVERFIT |
| MDT | +7.1% | +51421.0% | -51413.9% | antes de 1993 | 140 | OVERFIT |
| MET | -4.9% | +1176.9% | -1181.8% | -8.5 pts | 84 | OVERFIT |
| MGM | +51.9% | +1501.4% | -1449.5% | antes de 1993 | 124 | OVERFIT |
| MKC | +11.3% | +14401.8% | -14390.6% | antes de 1993 | 146 | OVERFIT |
| MLM | +14.6% | +3089.6% | -3075.0% | -10.5 pts | 160 | OVERFIT |
| MO | -30.0% | +2914781.4% | -2914811.4% | antes de 1993 | 156 | OVERFIT |
| MOS | -19.4% | +268.9% | -288.3% | antes de 1993 | 128 | OVERFIT |
| MPC | -7.9% | +2972.8% | -2980.7% | -15.1 pts | 26 | INCONCLUSIVE |
| MRNA | no aplica · history < 10y (7.7y) | |||||
| MRSH | +1.2% | +21192.9% | -21191.6% | antes de 1993 | 180 | OVERFIT |
| MS | +9.6% | +6159.1% | -6149.6% | -10.6 pts | 108 | OVERFIT |
| MSCI | +23.9% | +2406.7% | -2382.9% | -10.1 pts | 50 | INCONCLUSIVE |
| MSI | -23.1% | +79243.2% | -79266.2% | antes de 1993 | 222 | OVERFIT |
| MTB | -1.6% | +105049.8% | -105051.5% | antes de 1993 | 124 | OVERFIT |
| MTD | -9.7% | +9346.3% | -9356.0% | -9.8 pts | 72 | OVERFIT |
| NCLH | -12.5% | -34.9% | +22.4% | -15.7 pts | 40 | INCONCLUSIVE |
| NDAQ | -34.7% | +2371.2% | -2405.9% | -12.7 pts | 88 | OVERFIT |
| NDSN | -42.8% | +37769.3% | -37812.1% | antes de 1993 | 160 | OVERFIT |
| NEE | +0.9% | +23772.9% | -23772.0% | antes de 1993 | 154 | OVERFIT |
| NEM | +6.3% | +2099.8% | -2093.5% | antes de 1993 | 170 | OVERFIT |
| NI | -18.0% | +5234.9% | -5252.9% | antes de 1993 | 204 | OVERFIT |
| NOC | -6.2% | +23369.3% | -23375.5% | antes de 1993 | 120 | OVERFIT |
| NOW | -15.2% | +2907.9% | -2923.1% | -16.1 pts | 42 | INCONCLUSIVE |
| NRG | -7.2% | +1442.6% | -1449.8% | -11.4 pts | 68 | OVERFIT |
| NSC | +4.5% | +24520.7% | -24516.2% | antes de 1993 | 136 | OVERFIT |
| NTAP | +7.4% | +19659.8% | -19652.4% | -10.3 pts | 122 | OVERFIT |
| NTRS | -24.0% | +53074.8% | -53098.9% | antes de 1993 | 140 | OVERFIT |
| NUE | -38.0% | +70209.1% | -70247.1% | antes de 1993 | 130 | OVERFIT |
| NVR | -10.9% | +61512.0% | -61522.9% | -11.2 pts | 108 | OVERFIT |
| NWS | +13.8% | +152.4% | -138.5% | -13.4 pts | 56 | INCONCLUSIVE |
| NWSA | -5.7% | +122.2% | -127.9% | -14.8 pts | 54 | INCONCLUSIVE |
| O | -10.0% | +5366.4% | -5376.4% | -11.4 pts | 80 | OVERFIT |
| OKE | -5.8% | +19101.6% | -19107.4% | antes de 1993 | 142 | OVERFIT |
| OMC | +9.0% | +15677.5% | -15668.5% | antes de 1993 | 160 | OVERFIT |
| ON | +4.7% | +208.7% | -204.0% | -8.3 pts | 78 | OVERFIT |
| ORCL | -6.9% | +296729.4% | -296736.3% | antes de 1993 | 144 | OVERFIT |
| OTIS | no aplica · history < 10y (6.5y) | |||||
| OXY | -35.1% | +3580.0% | -3615.1% | antes de 1993 | 152 | OVERFIT |
| PCG | -26.0% | +1389.7% | -1415.7% | antes de 1993 | 218 | OVERFIT |
| PEG | +0.2% | +18884.4% | -18884.2% | antes de 1993 | 150 | OVERFIT |
| PFE | +1.9% | +20062.7% | -20060.8% | antes de 1993 | 190 | OVERFIT |
| PFG | -18.4% | +920.1% | -938.5% | -10.9 pts | 68 | OVERFIT |
| PGR | -20.2% | +819581.9% | -819602.2% | antes de 1993 | 152 | OVERFIT |
| PH | +7.2% | +41129.4% | -41122.2% | antes de 1993 | 126 | OVERFIT |
| PHM | +38.1% | +95847.7% | -95809.6% | antes de 1993 | 158 | OVERFIT |
| PLD | -9.9% | +1782.5% | -1792.4% | -9.7 pts | 98 | OVERFIT |
| PM | +1.9% | +785.7% | -783.8% | -12.1 pts | 56 | INCONCLUSIVE |
| PNC | -36.3% | +37937.9% | -37974.2% | antes de 1993 | 152 | OVERFIT |
| PNR | -16.1% | +11510.8% | -11526.9% | antes de 1993 | 156 | OVERFIT |
| PNW | -16.2% | +2247.6% | -2263.8% | antes de 1993 | 166 | OVERFIT |
| PODD | +4.1% | +831.5% | -827.4% | -10.6 pts | 74 | INCONCLUSIVE |
| PPG | +25.0% | +21327.4% | -21302.5% | antes de 1993 | 132 | OVERFIT |
| PPL | -4.9% | +7311.8% | -7316.8% | antes de 1993 | 124 | OVERFIT |
| PRU | -14.1% | +767.8% | -781.8% | -10.7 pts | 74 | OVERFIT |
| PSA | -39.5% | +13958.7% | -13998.2% | antes de 1993 | 204 | OVERFIT |
| PSKY | -15.4% | -34.8% | +19.4% | -11.9 pts | 74 | OVERFIT |
| PSX | +3.6% | +1071.7% | -1068.1% | -14.3 pts | 40 | INCONCLUSIVE |
| PTC | -3.8% | +8443.5% | -8447.3% | antes de 1993 | 146 | OVERFIT |
| PWR | -9.3% | +8155.1% | -8164.4% | -9.5 pts | 86 | OVERFIT |
| Q | no aplica · history < 10y (0.8y) | |||||
| RCL | -36.1% | +4611.6% | -4647.7% | -12.3 pts | 122 | OVERFIT |
| REG | +7.7% | +2046.5% | -2038.8% | -10.6 pts | 94 | OVERFIT |
| RF | -25.0% | +7230.0% | -7255.0% | antes de 1993 | 140 | OVERFIT |
| RJF | -5.9% | +52691.1% | -52697.0% | antes de 1993 | 150 | OVERFIT |
| RL | -32.9% | +1376.9% | -1409.8% | -10.9 pts | 140 | OVERFIT |
| RMD | -2.6% | +43254.4% | -43257.0% | -10.9 pts | 86 | OVERFIT |
| ROK | +10.7% | +57325.7% | -57315.0% | antes de 1993 | 150 | OVERFIT |
| ROL | -11.4% | +36503.9% | -36515.3% | antes de 1993 | 172 | OVERFIT |
| RSG | -26.0% | +1977.7% | -2003.7% | -9.9 pts | 98 | OVERFIT |
| RTX | -45.4% | +231131.9% | -231177.3% | antes de 1993 | 246 | OVERFIT |
| RVTY | -13.5% | +25547.2% | -25560.7% | antes de 1993 | 180 | OVERFIT |
| SBAC | +4.7% | +2259.6% | -2255.0% | -8.3 pts | 86 | OVERFIT |
| SCHW | -40.0% | +45501.9% | -45541.8% | antes de 1993 | 160 | OVERFIT |
| SJM | +37.7% | +1119.0% | -1081.3% | -10.1 pts | 138 | OVERFIT |
| SLB | -5.3% | +1125.4% | -1130.7% | antes de 1993 | 174 | OVERFIT |
| SMCI | +19.2% | +4155.7% | -4136.5% | -10.2 pts | 58 | INCONCLUSIVE |
| SNA | -5.3% | +12522.0% | -12527.4% | antes de 1993 | 180 | OVERFIT |
| SO | -20.0% | +32617.4% | -32637.4% | antes de 1993 | 148 | OVERFIT |
| SOLV | no aplica · history < 10y (2.4y) | |||||
| SPG | +34.7% | +5330.6% | -5295.9% | -10.0 pts | 102 | OVERFIT |
| SPGI | -25.3% | +140503.3% | -140528.6% | antes de 1993 | 174 | OVERFIT |
| SRE | +9.4% | +1463.0% | -1453.5% | -8.5 pts | 74 | OVERFIT |
| STE | +28.5% | +15491.4% | -15462.9% | antes de 1993 | 128 | OVERFIT |
| STLD | -35.9% | +7831.8% | -7867.7% | -11.5 pts | 90 | OVERFIT |
| STT | -21.6% | +199686.1% | -199707.7% | antes de 1993 | 152 | OVERFIT |
| STZ | -13.2% | +10007.0% | -10020.1% | antes de 1993 | 116 | OVERFIT |
| SW | +3.2% | +775.0% | -771.7% | -11.8 pts | 8 | INCONCLUSIVE |
| SWK | -22.0% | +5887.9% | -5910.0% | antes de 1993 | 162 | OVERFIT |
| SWKS | -52.1% | +1317.3% | -1369.3% | antes de 1993 | 154 | OVERFIT |
| SYF | -13.6% | +325.2% | -338.8% | -15.2 pts | 26 | INCONCLUSIVE |
| SYK | +11.0% | +430371.4% | -430360.4% | antes de 1993 | 112 | OVERFIT |
| SYY | -29.4% | +115885.9% | -115915.3% | antes de 1993 | 166 | OVERFIT |
| T | +5.6% | +10219.8% | -10214.1% | antes de 1993 | 118 | OVERFIT |
| TAP | -30.7% | +518.8% | -549.5% | antes de 1993 | 150 | OVERFIT |
| TDG | +7.6% | +13285.3% | -13277.7% | -10.7 pts | 56 | OVERFIT |
| TDY | +6.1% | +7164.6% | -7158.5% | -8.2 pts | 92 | OVERFIT |
| TECH | -20.2% | +79246.8% | -79267.0% | antes de 1993 | 126 | OVERFIT |
| TEL | +2.3% | +671.1% | -668.8% | -10.7 pts | 70 | INCONCLUSIVE |
| TFC | -14.6% | +10226.4% | -10241.0% | antes de 1993 | 166 | OVERFIT |
| TGT | -26.7% | +90566.5% | -90593.2% | antes de 1993 | 182 | OVERFIT |
| TJX | +78.7% | +36154.4% | -36075.7% | antes de 1993 | 156 | OVERFIT |
| TKO | -3.7% | +1638.9% | -1642.6% | -8.9 pts | 108 | OVERFIT |
| TMO | -29.6% | +36784.3% | -36813.8% | antes de 1993 | 170 | OVERFIT |
| TPL | -2.9% | +75277.1% | -75280.1% | antes de 1993 | 154 | OVERFIT |
| TPR | +105.8% | +7766.6% | -7660.8% | -5.8 pts | 108 | OVERFIT |
| TRGP | +10.9% | +2202.9% | -2192.0% | -13.7 pts | 56 | INCONCLUSIVE |
| TRMB | -2.5% | +3366.4% | -3368.9% | antes de 1993 | 128 | OVERFIT |
| TROW | +13.3% | +35932.6% | -35919.3% | antes de 1993 | 172 | OVERFIT |
| TSCO | +2.4% | +15199.0% | -15196.6% | -10.8 pts | 114 | OVERFIT |
| TSN | -35.5% | +4340.8% | -4376.3% | antes de 1993 | 124 | OVERFIT |
| TT | -2.8% | +49748.2% | -49750.9% | antes de 1993 | 140 | OVERFIT |
| TTD | no aplica · history < 10y (9.9y) | |||||
| TXT | +2.3% | +4901.2% | -4898.9% | antes de 1993 | 152 | OVERFIT |
| TYL | -22.4% | +43359.1% | -43381.4% | antes de 1993 | 116 | OVERFIT |
| UAL | -4.0% | +240.6% | -244.6% | -11.4 pts | 66 | OVERFIT |
| UBER | no aplica · history < 10y (7.3y) | |||||
| UDR | -35.7% | +14119.5% | -14155.2% | antes de 1993 | 192 | OVERFIT |
| UHS | +32.0% | +15293.2% | -15261.2% | antes de 1993 | 124 | OVERFIT |
| ULTA | -22.7% | +1721.3% | -1744.0% | -12.3 pts | 56 | INCONCLUSIVE |
| UNP | -1.1% | +30311.4% | -30312.4% | antes de 1993 | 174 | OVERFIT |
| UPS | +1.6% | +233.2% | -231.7% | -8.4 pts | 94 | OVERFIT |
| URI | +16.1% | +7088.3% | -7072.2% | -8.9 pts | 82 | OVERFIT |
| USB | +58.0% | +44799.0% | -44741.0% | antes de 1993 | 142 | OVERFIT |
| VEEV | +7.5% | +668.8% | -661.3% | -13.6 pts | 36 | INCONCLUSIVE |
| VICI | no aplica · history < 10y (8.7y) | |||||
| VLO | -4.8% | +23394.0% | -23398.8% | antes de 1993 | 140 | OVERFIT |
| VLTO | no aplica · history < 10y (2.9y) | |||||
| VMC | +7.7% | +48759.3% | -48751.6% | antes de 1993 | 192 | OVERFIT |
| VRSK | +6.5% | +648.8% | -642.3% | -14.1 pts | 56 | INCONCLUSIVE |
| VRSN | -13.0% | +5322.0% | -5335.0% | -9.8 pts | 98 | OVERFIT |
| VRT | no aplica · history < 10y (8.1y) | |||||
| VST | no aplica · history < 10y (9.9y) | |||||
| VTR | +5.6% | +1496.8% | -1491.3% | -9.5 pts | 112 | OVERFIT |
| VTRS | -21.3% | +1568.8% | -1590.1% | antes de 1993 | 136 | OVERFIT |
| VZ | -4.0% | +4889.1% | -4893.1% | antes de 1993 | 138 | OVERFIT |
| WAB | -40.2% | +4137.7% | -4177.9% | -12.4 pts | 134 | OVERFIT |
| WAT | -29.9% | +10865.4% | -10895.3% | -11.7 pts | 78 | OVERFIT |
| WEC | -4.0% | +23656.8% | -23660.8% | antes de 1993 | 160 | OVERFIT |
| WELL | -27.7% | +58774.1% | -58801.8% | antes de 1993 | 154 | OVERFIT |
| WFC | -23.2% | +63452.2% | -63475.5% | antes de 1993 | 160 | OVERFIT |
| WM | +2.2% | +8471.2% | -8469.0% | antes de 1993 | 140 | OVERFIT |
| WMB | +6.9% | +11974.1% | -11967.2% | antes de 1993 | 114 | OVERFIT |
| WSM | -19.1% | +69865.8% | -69884.9% | antes de 1993 | 162 | OVERFIT |
| WST | -36.9% | +79208.6% | -79245.5% | antes de 1993 | 158 | OVERFIT |
| WTW | -19.5% | +1181.6% | -1201.2% | -10.2 pts | 102 | OVERFIT |
| WY | -15.4% | +1781.4% | -1796.8% | antes de 1993 | 218 | OVERFIT |
| WYNN | +15.7% | +1217.6% | -1201.8% | -10.8 pts | 62 | OVERFIT |
| XOM | -36.7% | +183657.9% | -183694.6% | antes de 1993 | 240 | OVERFIT |
| XYL | -3.5% | +455.0% | -458.5% | -15.5 pts | 62 | INCONCLUSIVE |
| XYZ | -5.2% | +527.5% | -532.7% | -15.2 pts | 32 | INCONCLUSIVE |
| YUM | -13.1% | +4282.5% | -4295.5% | -9.8 pts | 108 | OVERFIT |
| ZBH | +32.0% | +292.2% | -260.1% | -8.5 pts | 84 | OVERFIT |
| ZBRA | -5.9% | +8617.7% | -8623.6% | antes de 1993 | 104 | OVERFIT |
| ZTS | -15.2% | +179.3% | -194.5% | -15.8 pts | 56 | INCONCLUSIVE |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| EUR/USD | no aplica · indicator needs volume; forex has none | |||||
| GBP/USD | no aplica · indicator needs volume; forex has none | |||||
| USD/JPY | no aplica · indicator needs volume; forex has none | |||||
| USD/MXN | no aplica · indicator needs volume; forex has none | |||||
| AUD/USD | no aplica · indicator needs volume; forex has none | |||||
| USD/CAD | no aplica · indicator needs volume; forex has none | |||||
| USD/CHF | no aplica · indicator needs volume; forex has none | |||||
| NZD/USD | no aplica · indicator needs volume; forex has none | |||||
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Bitcoin | -19.9% | +17075.3% | -17095.2% | -15.0 pts | 46 | INCONCLUSIVE |
| Ether | no aplica · history < 10y (8.8y) | |||||
| Litecoin | +9.6% | +859.3% | -849.8% | -13.2 pts | 24 | INCONCLUSIVE |
| Solana | no aplica · history < 10y (6.4y) | |||||
| Cardano | no aplica · history < 10y (8.8y) | |||||
| Dogecoin | no aplica · history < 10y (8.8y) | |||||
Velas de 5 minutos a 4 horas, cada activo desde donde existe historia intradía (acciones 2016, divisas 2003, cripto 2015), contra mantener ese mismo activo. Diferencia frente a comprar y mantener. Sin walk-forward (ver protocolo).
| Activo | 5 min | 15 min | 1 hora | 4 horas | Diario |
|---|---|---|---|---|---|
| Litecoin | -1348.2% | -1348.1% | -1325.2% | -1289.0% | -849.8% |
| Solana | no aplica | no aplica | no aplica | no aplica | no aplica |
| Cardano | no aplica | no aplica | no aplica | no aplica | no aplica |
| Dogecoin | no aplica | no aplica | no aplica | no aplica | no aplica |
| EUR/USD | no aplica | no aplica | no aplica | no aplica | no aplica |
| GBP/USD | no aplica | no aplica | no aplica | no aplica | no aplica |
| USD/JPY | no aplica | no aplica | no aplica | no aplica | no aplica |
| AUD/USD | no aplica | no aplica | no aplica | no aplica | no aplica |
| USD/CAD | no aplica | no aplica | no aplica | no aplica | no aplica |
| USD/CHF | no aplica | no aplica | no aplica | no aplica | no aplica |
| NZD/USD | no aplica | no aplica | no aplica | no aplica | no aplica |
| S&P 500 (SPY) | -451.6% | -422.4% | -380.7% | -356.7% | -3098.9% |
| Nasdaq-100 (QQQ) | -702.1% | -671.8% | -633.8% | -614.3% | -1582.5% |
| Russell 2000 (IWM) | -305.1% | -280.3% | -233.6% | -213.4% | -804.4% |
| Emergentes (EEM) | -255.6% | -221.6% | -184.6% | -171.8% | -863.2% |
| Oro (GLD) | -390.9% | -351.2% | -309.1% | -304.7% | -826.4% |
| Bonos 20 años (TLT) | -83.8% | -48.4% | -8.6% | +1.9% | -144.6% |
| AAPL | -1347.4% | -1320.7% | -1274.5% | -1259.6% | -322843.4% |
| AMGN | -377.2% | -353.3% | -300.0% | -302.1% | -187277.7% |
| AMZN | -833.7% | -807.2% | -764.0% | -735.5% | -265206.4% |
| AXP | -569.9% | -540.1% | -488.1% | -481.4% | -27072.4% |
| BA | -163.5% | -140.6% | -86.0% | -69.2% | -108763.3% |
| CAT | -1508.7% | -1477.8% | -1432.9% | -1411.4% | -172697.2% |
| CRM | -335.9% | -304.6% | -272.6% | -247.3% | -5993.4% |
| CSCO | -565.7% | -543.8% | -488.0% | -480.6% | -222995.9% |
| CVX | -354.9% | -317.4% | -267.4% | -266.0% | -68027.0% |
| DIS | -112.2% | -87.2% | -25.1% | -29.5% | -189836.2% |
| GOOGL | -917.7% | -890.4% | -837.6% | -841.8% | -13557.1% |
| GS | -719.8% | -691.6% | -644.7% | -635.0% | -2043.9% |
| HD | -321.3% | -293.8% | -249.8% | -231.7% | -1985692.6% |
| HON | -277.4% | -245.1% | -205.4% | -187.2% | -21066.3% |
| IBM | -283.4% | -256.2% | -206.7% | -197.2% | -16231.0% |
| JNJ | -355.1% | -330.1% | -285.1% | -269.5% | -445214.4% |
| JPM | -739.5% | -709.4% | -658.0% | -652.0% | -34556.4% |
| KO | -287.2% | -260.1% | -209.0% | -199.5% | -199371.5% |
| MCD | -283.0% | -256.1% | -196.6% | -183.0% | -236728.2% |
| MMM | -196.4% | -162.2% | -122.3% | -127.2% | -31203.5% |
| MRK | -408.7% | -384.3% | -333.1% | -322.0% | -233397.3% |
| MSFT | -1075.1% | -1035.6% | -999.4% | -980.5% | -859522.3% |
| NKE | -70.3% | -45.7% | -0.7% | -2.9% | -31987.3% |
| NVDA | -27578.1% | -27530.3% | -27510.8% | -27489.1% | -587664.4% |
| PG | -243.5% | -215.8% | -153.4% | -149.6% | -59710.6% |
| SHW | -446.2% | -418.7% | -365.5% | -361.9% | -231769.5% |
| TRV | -418.6% | -395.9% | -339.7% | -328.2% | -12318.4% |
| UNH | -399.2% | -377.2% | -331.5% | -277.9% | -353385.5% |
| V | -540.6% | -516.2% | -465.1% | -452.5% | -2983.1% |
| WMT | -601.8% | -574.1% | -518.7% | -503.4% | -915363.3% |
| ABNB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ADBE | -313.7% | -287.8% | -230.2% | -218.2% | -147681.4% |
| ADI | -811.4% | -771.7% | -734.5% | -729.4% | -81555.6% |
| ADP | -437.9% | -411.1% | -358.2% | -351.3% | -74211.6% |
| ADSK | -430.3% | -393.8% | -365.2% | -344.6% | -58100.2% |
| AEP | -300.6% | -273.3% | -225.8% | -220.4% | -13822.0% |
| ALAB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ALNY | -252.9% | -217.5% | -195.7% | -154.2% | -3362.8% |
| AMAT | -2813.2% | -2764.1% | -2733.0% | -2720.6% | -665016.9% |
| AMD | -16805.6% | -16780.6% | -16717.0% | -16711.2% | -14900.4% |
| APP | no aplica | no aplica | no aplica | no aplica | no aplica |
| ARM | no aplica | no aplica | no aplica | no aplica | no aplica |
| ASML | -2153.2% | -2116.0% | -2078.6% | -2063.0% | -96296.4% |
| AVGO | -3394.9% | -3351.8% | -3324.1% | -3297.2% | -32510.2% |
| AXON | -3565.9% | -3545.7% | -3471.3% | -3491.5% | -123077.2% |
| BKNG | -414.7% | -384.8% | -340.7% | -314.2% | -964.5% |
| BKR | no aplica | no aplica | no aplica | no aplica | -947.9% |
| CCEP | -408.8% | -381.2% | -334.9% | -326.6% | -7070.4% |
| CDNS | -1654.9% | -1627.6% | -1581.7% | -1570.0% | -16868.6% |
| CEG | no aplica | no aplica | no aplica | no aplica | no aplica |
| CMCSA | -130.8% | -99.4% | -54.6% | -47.8% | -47018.7% |
| COST | -704.8% | -679.4% | -618.6% | -610.6% | -12820.9% |
| CPRT | -693.1% | -667.2% | -622.7% | -616.0% | -21550.6% |
| CRWD | no aplica | no aplica | no aplica | no aplica | no aplica |
| CSX | -689.6% | -663.7% | -622.1% | -587.4% | -40463.9% |
| CTAS | -1024.7% | -995.6% | -951.3% | -938.1% | -123406.5% |
| DASH | no aplica | no aplica | no aplica | no aplica | no aplica |
| DDOG | no aplica | no aplica | no aplica | no aplica | no aplica |
| DXCM | -458.6% | -435.0% | -380.2% | -371.6% | -2989.9% |
| EA | — | — | — | — | no aplica |
| EXC | -311.3% | -277.6% | -245.6% | -219.8% | -17735.5% |
| FANG | -389.6% | -356.8% | -307.5% | -294.4% | -1412.9% |
| FAST | -646.4% | -617.5% | -587.8% | -557.0% | -262303.4% |
| FER | no aplica | no aplica | no aplica | no aplica | -594.2% |
| FTNT | -2741.3% | -2717.5% | -2679.4% | -2645.1% | -10207.8% |
| GEHC | no aplica | no aplica | no aplica | no aplica | no aplica |
| GILD | -211.0% | -188.7% | -132.3% | -117.3% | -33576.8% |
| HONA | no aplica | no aplica | no aplica | no aplica | no aplica |
| IDXX | -776.9% | -750.7% | -704.9% | -686.8% | -58822.5% |
| INTC | -329.3% | -296.7% | -257.6% | -253.4% | -49248.7% |
| INTU | -410.9% | -384.2% | -327.9% | -328.3% | -15433.2% |
| ISRG | -609.6% | -588.1% | -529.0% | -525.5% | -18480.1% |
| KHC | -50.7% | -23.3% | +27.6% | +31.4% | +31.4% |
| KLAC | -3055.5% | -3008.9% | -2978.9% | -2962.0% | -289415.2% |
| LIN | no aplica | no aplica | no aplica | no aplica | -10775.8% |
| LITE | -4002.5% | -3979.0% | -3936.2% | -3937.0% | -5260.2% |
| LRCX | -4476.5% | -4444.4% | -4407.2% | -4387.8% | -159825.7% |
| MAR | -590.2% | -565.9% | -503.9% | -501.0% | -2526.3% |
| MCHP | -388.6% | -366.4% | -296.6% | -293.4% | -41965.7% |
| MDLZ | -177.9% | -155.7% | -96.1% | -95.8% | -477.0% |
| MELI | -1795.3% | -1762.8% | -1723.5% | -1683.5% | -6926.4% |
| META | -567.2% | -546.6% | -494.2% | -478.4% | -1440.9% |
| MNST | -179.5% | -150.3% | -108.1% | -103.9% | -61993.4% |
| MPWR | -2246.7% | -2209.1% | -2176.5% | -2160.5% | -14962.8% |
| MRVL | -2675.3% | -2641.4% | -2612.6% | -2588.5% | -1647.4% |
| MSTR | -736.9% | -713.8% | -678.1% | -644.6% | -1189.5% |
| MU | -6671.6% | -6652.0% | -6612.4% | -6576.0% | -70826.7% |
| NFLX | -738.1% | -718.6% | -660.1% | -633.6% | -67652.0% |
| NXPI | -297.2% | -265.3% | -203.7% | -200.7% | -1740.4% |
| ODFL | -1059.0% | -1034.2% | -974.5% | -975.0% | -36446.9% |
| ORLY | -532.9% | -512.6% | -464.0% | -439.0% | -55269.9% |
| PANW | -1294.6% | -1269.3% | -1217.8% | -1208.4% | -4211.6% |
| PCAR | -574.5% | -546.6% | -499.6% | -474.2% | -57094.4% |
| PDD | no aplica | no aplica | no aplica | no aplica | no aplica |
| PEP | -193.9% | -170.2% | -113.6% | -113.6% | -37766.9% |
| PLTR | no aplica | no aplica | no aplica | no aplica | no aplica |
| PYPL | -151.5% | -123.4% | -72.0% | -63.1% | -55.4% |
| QCOM | -434.9% | -400.3% | -358.3% | -328.4% | -50457.4% |
| REGN | -151.8% | -127.8% | -74.5% | -55.3% | -3715.8% |
| ROP | -240.5% | -213.2% | -164.2% | -145.4% | -26028.1% |
| ROST | -462.8% | -428.3% | -386.5% | -378.3% | -55780.2% |
| SBUX | -228.8% | -207.4% | -154.3% | -126.3% | -43043.1% |
| SHOP | -5939.7% | -5902.8% | -5845.1% | -5835.4% | -8565.8% |
| SNDK | no aplica | no aplica | no aplica | no aplica | no aplica |
| SNPS | -982.0% | -955.5% | -894.0% | -882.1% | -5510.0% |
| STX | -3648.4% | -3623.7% | -3563.2% | -3556.7% | -15620.2% |
| TER | -1851.9% | -1828.8% | -1772.2% | -1744.0% | -31351.6% |
| TMUS | -487.0% | -463.2% | -405.6% | -412.1% | -340.0% |
| TRI | -355.8% | -332.5% | -280.4% | -252.7% | -584.2% |
| TSLA | -2335.8% | -2297.8% | -2276.9% | -2209.1% | -22993.5% |
| TTWO | -685.9% | -664.3% | -597.9% | -605.8% | -5490.5% |
| TXN | -634.5% | -607.5% | -558.0% | -543.9% | -38072.5% |
| VRTX | -438.3% | -412.0% | -354.1% | -350.9% | -11958.6% |
| WBD | no aplica | no aplica | no aplica | no aplica | -292.9% |
| WDAY | -260.8% | -234.1% | -197.2% | -179.7% | -324.1% |
| WDC | -1166.4% | -1143.8% | -1105.5% | -1076.6% | -66170.4% |
| XEL | -289.4% | -259.0% | -220.2% | -203.5% | -7384.2% |
| KDP | -267.2% | -242.4% | -185.5% | -182.5% | -1103.1% |
| USD/MXN | no aplica | no aplica | no aplica | no aplica | no aplica |
| Bitcoin | -18084.8% | -18084.8% | -18069.9% | -18011.4% | -17095.2% |
| Ether | — | — | — | — | no aplica |
3 / 440 · contra el s&p 500 en la misma ventana: 0 / 440
| Parámetros | Rendimiento | Sharpe | Caída máx. | Vs. índice |
|---|---|---|---|---|
| lookback 25 | -17.8% | -1.80 | -20.2% | -3098.9% |
| lookback 10 | -32.5% | -1.58 | -36.5% | -3113.6% |
| lookback 40 | -1.9% | -2.62 | -8.3% | -3082.9% |
| lookback 60 | 5.5% | -6.08 | -0.2% | -3075.6% |
Una regla que solo funciona con los números exactos del libro y muere un paso más allá no es una ventaja: es suerte.
Walk-forward: OVERFIT · 0%
Sharpe deflactado: 0.00 (< 0.95)
Suite de robustez: FRAGILE
Por mitades: Primera mitad no batió (-8.4% vs +237.3%); Segunda mitad no batió (-10.3% vs +843.1%).
5 fold(s) scored; 0% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = 0.
Deflated Sharpe 0.0 < 0.95 — edge does not clear the multiple-trials selection-bias hurdle.
Calculado el 2026-09-10 · periodo: cada activo desde su primera vela (1962-01-01 a 2026-08-31) · costos por ida y vuelta: acciones e índice 10 pb, divisas 2 pb, cripto 30 pb · artefacto 2544360d2bb7 · motor de Finaxion
Las páginas de cada mercado, ordenadas por exceso anual sobre el S&P 500. Mostramos los primeros 4; el resto está en el sitemap. Ver los 4 mercados
Finaxion Research (2026). Smart Money: la barrida de liquidez: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 2544360d2bb7. https://finaxion.app/research/barrida-de-liquidez