Funciona en pocos mercados
Su terreno: divisas, en 4 horas, comprando varios activos en señal — bate en 17 de 961 combinaciones.
Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.
El rebote en la banda inferior de Bollinger bate a comprar y mantener en 6 de 40 mercados (15 %), con su mejor desempeño en divisas y su peor en criptomonedas, donde bate en 0 de 14. Funciona como cartera en 2 de 3 casos, pero solo en 15 de 958 activos individuales; su mejor mercado diario es Cartera con balance: S&P 500 (máx. 25 posiciones) con +6,4 puntos al año sobre el S&P 500 en 34 años y 35007 operaciones, mientras que su peor es NCLH con -23,7 puntos al año. De los 10 mercados diarios donde bate, 4 aguantan fuera de muestra (40 %), ningún parámetro vecino bate al índice y mejora al alargar la vela: en 5 minutos bate en 0 de 118, en 4 horas en 5 de 118.
Hallazgos derivados del panel completo. Cada uno lleva su número y su denominador; los cálculos son reproducibles con el artefacto 30497848a621.
«El precio siempre vuelve a la media. Cuando toca la banda inferior de Bollinger, compra; cuando vuelve a la media, vende.»
Cierre cruza de vuelta por encima de la banda inferior (20, 2σ) tras haberla perforado → entrada. Cierre alcanza la media de 20 → salida.
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +101.0% | +3081.0% | -2980.1% | -8.8 pts | 294 | OVERFIT |
| Nasdaq-100 (QQQ) | +46.3% | +1565.8% | -1519.6% | -7.2 pts | 228 | OVERFIT |
| Russell 2000 (IWM) | -3.9% | +801.9% | -805.8% | -8.8 pts | 218 | OVERFIT |
| Emergentes (EEM) | +23.0% | +830.9% | -807.9% | -10.8 pts | 190 | OVERFIT |
| Oro (GLD) | +84.5% | +820.3% | -735.8% | -8.1 pts | 178 | OVERFIT |
| Bonos 20 años (TLT) | -1.9% | +131.2% | -133.1% | -11.3 pts | 184 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · máx. 10) | +1682.3% | +3081.0% | -1398.8% | -1.9 pts | 5444 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · máx. 20) | +11386.1% | +3081.0% | +8305.0% | +4.3 pts | 14040 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · máx. 25) | +20598.6% | +3081.0% | +17517.6% | +6.4 pts | 35007 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| AAPL | -62.8% | +322813.1% | -322875.9% | antes de 1993 | 344 | OVERFIT |
| AMGN | +1224.7% | +187272.6% | -186047.9% | antes de 1993 | 352 | MARGINAL |
| AMZN | +254.1% | +265196.1% | -264942.0% | -5.3 pts | 210 | MARGINAL |
| AXP | +183.5% | +27029.4% | -26845.9% | antes de 1993 | 436 | OVERFIT |
| BA | +33.9% | +108724.7% | -108690.8% | antes de 1993 | 538 | OVERFIT |
| CAT | +315.2% | +172708.3% | -172393.0% | antes de 1993 | 528 | OVERFIT |
| CRM | +222.8% | +5992.9% | -5770.1% | -5.5 pts | 178 | MARGINAL |
| CSCO | +166.1% | +222956.6% | -222790.5% | antes de 1993 | 274 | OVERFIT |
| CVX | +552.9% | +68037.6% | -67484.7% | antes de 1993 | 502 | OVERFIT |
| DIS | +120.1% | +189847.3% | -189727.2% | antes de 1993 | 546 | OVERFIT |
| GOOGL | +97.2% | +13534.3% | -13437.1% | -8.1 pts | 166 | OVERFIT |
| GS | +152.6% | +2027.1% | -1874.6% | -5.0 pts | 244 | OVERFIT |
| HD | +208.8% | +1985758.9% | -1985550.1% | antes de 1993 | 356 | OVERFIT |
| HON | +271.5% | +21058.8% | -20787.3% | antes de 1993 | 519 | OVERFIT |
| IBM | +41.6% | +16203.8% | -16162.3% | antes de 1993 | 526 | OVERFIT |
| JNJ | +1753.8% | +445196.6% | -443442.8% | antes de 1993 | 518 | OVERFIT |
| JPM | +631.8% | +34522.5% | -33890.7% | antes de 1993 | 378 | OVERFIT |
| KO | +877.8% | +199349.6% | -198471.8% | antes de 1993 | 522 | OVERFIT |
| MCD | +535.0% | +236707.0% | -236172.0% | antes de 1993 | 466 | OVERFIT |
| MMM | +319.2% | +31160.0% | -30840.8% | antes de 1993 | 528 | OVERFIT |
| MRK | +2972.9% | +233375.1% | -230402.2% | antes de 1993 | 508 | OVERFIT |
| MSFT | +341.8% | +859506.0% | -859164.1% | antes de 1993 | 294 | OVERFIT |
| NKE | +43.8% | +32003.7% | -31959.9% | antes de 1993 | 351 | OVERFIT |
| NVDA | +309.4% | +587720.8% | -587411.3% | -3.5 pts | 202 | OVERFIT |
| PG | +177.7% | +59706.6% | -59529.0% | antes de 1993 | 534 | OVERFIT |
| SHW | +1037.0% | +231766.6% | -230729.5% | antes de 1993 | 396 | OVERFIT |
| TRV | +33.2% | +12287.7% | -12254.5% | antes de 1993 | 418 | OVERFIT |
| UNH | +1140.5% | +353381.4% | -352240.9% | antes de 1993 | 337 | MARGINAL |
| V | +118.0% | +2961.1% | -2843.1% | -7.8 pts | 146 | INCONCLUSIVE |
| WMT | +642.9% | +915365.3% | -914722.5% | antes de 1993 | 427 | OVERFIT |
| ABNB | no aplica · history < 10y (5.7y) | |||||
| ADBE | +116.6% | +147731.1% | -147614.5% | antes de 1993 | 316 | OVERFIT |
| ADI | +3069.5% | +81534.0% | -78464.5% | antes de 1993 | 388 | MARGINAL |
| ADP | +495.1% | +74205.9% | -73710.9% | antes de 1993 | 392 | OVERFIT |
| ADSK | +63.4% | +58084.6% | -58021.1% | antes de 1993 | 356 | OVERFIT |
| AEP | +275.6% | +13797.6% | -13522.0% | antes de 1993 | 535 | OVERFIT |
| ALAB | no aplica · history < 10y (2.4y) | |||||
| ALNY | +153.4% | +3338.4% | -3185.0% | -6.7 pts | 164 | OVERFIT |
| AMAT | +3048.0% | +664974.8% | -661926.8% | antes de 1993 | 390 | OVERFIT |
| AMD | -47.0% | +14863.3% | -14910.3% | antes de 1993 | 366 | OVERFIT |
| APP | no aplica · history < 10y (5.4y) | |||||
| ARM | no aplica · history < 10y (3.0y) | |||||
| ASML | +352.7% | +96277.5% | -95924.8% | -6.1 pts | 262 | OVERFIT |
| AVGO | +174.2% | +32512.1% | -32337.8% | -8.6 pts | 124 | INCONCLUSIVE |
| AXON | +197.6% | +123065.2% | -122867.6% | -5.1 pts | 204 | OVERFIT |
| BKNG | -75.7% | +922.2% | -998.0% | -13.6 pts | 200 | OVERFIT |
| BKR | +72.0% | +933.9% | -861.8% | antes de 1993 | 318 | OVERFIT |
| CCEP | -36.2% | +7081.8% | -7118.0% | antes de 1993 | 298 | OVERFIT |
| CDNS | +1341.2% | +16839.0% | -15497.8% | antes de 1993 | 336 | MARGINAL |
| CEG | no aplica · history < 10y (4.6y) | |||||
| CMCSA | +196.0% | +47049.9% | -46853.9% | antes de 1993 | 362 | OVERFIT |
| COST | +367.4% | +12800.7% | -12433.3% | antes de 1993 | 306 | OVERFIT |
| CPRT | +45.4% | +21554.9% | -21509.5% | -9.8 pts | 272 | OVERFIT |
| CRWD | no aplica · history < 10y (7.2y) | |||||
| CSX | +372.0% | +40426.1% | -40054.1% | antes de 1993 | 348 | OVERFIT |
| CTAS | +55.1% | +123411.3% | -123356.2% | antes de 1993 | 314 | OVERFIT |
| DASH | no aplica · history < 10y (5.7y) | |||||
| DDOG | no aplica · history < 10y (6.9y) | |||||
| DXCM | -21.6% | +3002.6% | -3024.1% | -12.4 pts | 162 | OVERFIT |
| EA | no aplica · history < 10y (9.0y) | |||||
| EXC | +111.3% | +17730.6% | -17619.2% | antes de 1993 | 421 | OVERFIT |
| FANG | +37.0% | +1406.8% | -1369.8% | -12.5 pts | 110 | INCONCLUSIVE |
| FAST | +498.6% | +262350.7% | -261852.1% | antes de 1993 | 318 | OVERFIT |
| FER | +196.2% | +593.7% | -397.5% | -6.8 pts | 144 | INCONCLUSIVE |
| FTNT | +87.4% | +10184.6% | -10097.2% | -10.4 pts | 122 | INCONCLUSIVE |
| GEHC | no aplica · history < 10y (3.7y) | |||||
| GILD | +697.6% | +33594.8% | -32897.2% | antes de 1993 | 284 | OVERFIT |
| HONA | no aplica · history < 10y (0.2y) | |||||
| IDXX | +22.2% | +58789.5% | -58767.3% | antes de 1993 | 288 | OVERFIT |
| INTC | +245.1% | +49216.9% | -48971.8% | antes de 1993 | 384 | OVERFIT |
| INTU | +136.2% | +15430.2% | -15294.0% | -8.2 pts | 268 | OVERFIT |
| ISRG | +243.3% | +18484.9% | -18241.5% | -3.6 pts | 220 | OVERFIT |
| KDP | +34.9% | +1090.2% | -1055.4% | -10.1 pts | 148 | INCONCLUSIVE |
| KHC | -31.2% | -42.2% | +10.9% | -17.6 pts | 98 | INCONCLUSIVE |
| KLAC | +1891.6% | +289399.1% | -287507.6% | antes de 1993 | 394 | OVERFIT |
| LIN | +165.3% | +10777.0% | -10611.7% | antes de 1993 | 256 | OVERFIT |
| LITE | +515.9% | +5280.9% | -4765.1% | +3.6 pts | 106 | INCONCLUSIVE |
| LRCX | +1423.2% | +159814.6% | -158391.4% | antes de 1993 | 318 | OVERFIT |
| MAR | +55.4% | +2539.5% | -2484.1% | -7.4 pts | 228 | OVERFIT |
| MCHP | +8736.1% | +41961.5% | -33225.5% | +3.5 pts | 312 | MARGINAL |
| MDLZ | +118.3% | +461.4% | -343.1% | -6.3 pts | 226 | OVERFIT |
| MELI | +53.1% | +6911.0% | -6858.0% | -8.9 pts | 148 | INCONCLUSIVE |
| META | +102.7% | +1410.2% | -1307.6% | -10.2 pts | 108 | INCONCLUSIVE |
| MNST | -9.8% | +61968.9% | -61978.7% | antes de 1993 | 344 | MARGINAL |
| MPWR | +19.4% | +15002.1% | -14982.7% | -10.2 pts | 164 | OVERFIT |
| MRVL | -15.1% | +1645.0% | -1660.2% | -9.1 pts | 220 | OVERFIT |
| MSTR | -74.4% | +1158.6% | -1233.0% | -13.7 pts | 206 | OVERFIT |
| MU | +110.4% | +70877.8% | -70767.4% | antes de 1993 | 316 | OVERFIT |
| NFLX | +8.0% | +67643.2% | -67635.2% | -10.0 pts | 172 | OVERFIT |
| NXPI | +61.1% | +1721.2% | -1660.1% | -11.7 pts | 125 | INCONCLUSIVE |
| ODFL | +402.7% | +36444.7% | -36042.0% | antes de 1993 | 255 | MARGINAL |
| ORLY | +405.2% | +55255.7% | -54850.5% | -5.9 pts | 264 | OVERFIT |
| PANW | +161.2% | +4215.4% | -4054.2% | -7.9 pts | 106 | INCONCLUSIVE |
| PCAR | +229.7% | +57106.4% | -56876.7% | antes de 1993 | 378 | OVERFIT |
| PDD | no aplica · history < 10y (8.1y) | |||||
| PEP | +640.4% | +37760.7% | -37120.3% | antes de 1993 | 462 | OVERFIT |
| PLTR | no aplica · history < 10y (5.9y) | |||||
| PYPL | -4.7% | +44.7% | -49.4% | -14.8 pts | 100 | INCONCLUSIVE |
| QCOM | +338.0% | +50430.1% | -50092.1% | antes de 1993 | 294 | OVERFIT |
| REGN | +602.7% | +3718.3% | -3115.7% | antes de 1993 | 300 | OVERFIT |
| ROP | +137.9% | +26003.6% | -25865.7% | antes de 1993 | 280 | OVERFIT |
| ROST | -18.9% | +55801.1% | -55820.0% | antes de 1993 | 317 | OVERFIT |
| SBUX | +17.6% | +43019.5% | -43002.0% | antes de 1993 | 258 | OVERFIT |
| SHOP | +69.6% | +8568.8% | -8499.2% | -9.1 pts | 72 | INCONCLUSIVE |
| SNDK | no aplica · history < 10y (1.5y) | |||||
| SNPS | +393.7% | +5482.1% | -5088.4% | antes de 1993 | 284 | OVERFIT |
| STX | -66.1% | +15614.6% | -15680.7% | -15.9 pts | 188 | OVERFIT |
| TER | -56.4% | +31309.8% | -31366.2% | antes de 1993 | 408 | OVERFIT |
| TMUS | -22.5% | +318.0% | -340.5% | -12.2 pts | 160 | INCONCLUSIVE |
| TRI | +102.6% | +578.4% | -475.8% | -7.7 pts | 190 | OVERFIT |
| TSLA | +203.8% | +23002.8% | -22799.0% | -8.0 pts | 124 | INCONCLUSIVE |
| TTWO | +221.4% | +5509.7% | -5288.3% | -6.0 pts | 244 | OVERFIT |
| TXN | +1008.7% | +38040.6% | -37031.9% | antes de 1993 | 453 | OVERFIT |
| VRTX | +693.0% | +12000.4% | -11307.4% | antes de 1993 | 288 | OVERFIT |
| WBD | +80.5% | +302.2% | -221.7% | -8.3 pts | 194 | OVERFIT |
| WDAY | +29.8% | +305.5% | -275.7% | -12.9 pts | 118 | INCONCLUSIVE |
| WDC | +31.2% | +66202.2% | -66171.0% | antes de 1993 | 378 | OVERFIT |
| XEL | -8.1% | +7388.9% | -7397.0% | antes de 1993 | 410 | OVERFIT |
| A | +40.3% | +486.3% | -446.0% | -7.1 pts | 210 | OVERFIT |
| ABBV | +87.7% | +1156.0% | -1068.3% | -10.1 pts | 102 | INCONCLUSIVE |
| ABT | +821.0% | +62056.2% | -61235.1% | antes de 1993 | 342 | OVERFIT |
| ACGL | +169.9% | +4268.0% | -4098.1% | -7.3 pts | 250 | OVERFIT |
| ACN | +14.8% | +1726.5% | -1711.7% | -9.0 pts | 196 | OVERFIT |
| ADM | -7.9% | +9265.6% | -9273.5% | antes de 1993 | 350 | OVERFIT |
| AEE | +65.1% | +813.9% | -748.9% | -7.5 pts | 233 | OVERFIT |
| AES | -73.3% | +647.5% | -720.8% | antes de 1993 | 276 | OVERFIT |
| AFL | +257.2% | +205848.4% | -205591.2% | antes de 1993 | 379 | OVERFIT |
| AIG | -97.3% | +468.3% | -565.5% | antes de 1993 | 419 | OVERFIT |
| AIZ | +28.4% | +1585.5% | -1557.1% | -9.8 pts | 198 | OVERFIT |
| AJG | +56.1% | +41899.5% | -41843.4% | antes de 1993 | 346 | OVERFIT |
| AKAM | +1006.4% | -25.2% | +1031.6% | +0.9 pts | 232 | MARGINAL |
| ALB | +10.2% | +3091.3% | -3081.1% | -10.6 pts | 274 | OVERFIT |
| ALGN | -35.7% | +846.9% | -882.6% | -10.6 pts | 205 | OVERFIT |
| ALL | -1.7% | +3674.2% | -3675.9% | -10.9 pts | 262 | OVERFIT |
| ALLE | +54.8% | +265.9% | -211.1% | -10.4 pts | 106 | INCONCLUSIVE |
| AMCR | +3.1% | +100.6% | -97.5% | -14.8 pts | 120 | INCONCLUSIVE |
| AME | +106.7% | +25325.0% | -25218.3% | antes de 1993 | 334 | OVERFIT |
| AMP | +62.6% | +2154.1% | -2091.5% | -8.8 pts | 176 | OVERFIT |
| AMT | -37.0% | +1310.2% | -1347.2% | -10.7 pts | 234 | OVERFIT |
| ANET | +414.0% | +5592.8% | -5178.8% | +0.6 pts | 96 | INCONCLUSIVE |
| AON | +640.6% | +29815.0% | -29174.4% | antes de 1993 | 374 | MARGINAL |
| AOS | +244.3% | +13924.9% | -13680.6% | antes de 1993 | 328 | OVERFIT |
| APA | -53.9% | +2417.2% | -2471.1% | antes de 1993 | 376 | OVERFIT |
| APD | +446.6% | +20722.2% | -20275.6% | antes de 1993 | 392 | OVERFIT |
| APH | +501.3% | +146951.6% | -146450.3% | antes de 1993 | 274 | OVERFIT |
| APO | +24.0% | +1845.9% | -1821.8% | -12.6 pts | 128 | INCONCLUSIVE |
| APTV | -1.5% | +174.0% | -175.5% | -15.3 pts | 131 | INCONCLUSIVE |
| ARE | +8.1% | +624.3% | -616.2% | -9.4 pts | 224 | OVERFIT |
| ARES | +7.2% | +1191.9% | -1184.7% | -13.4 pts | 90 | INCONCLUSIVE |
| ATO | +188.3% | +13696.4% | -13508.0% | antes de 1993 | 311 | OVERFIT |
| AVB | +13.5% | +42.3% | -28.8% | -13.9 pts | 93 | INCONCLUSIVE |
| AVY | +373.3% | +8544.4% | -8171.1% | antes de 1993 | 460 | OVERFIT |
| AWK | +148.0% | +950.9% | -802.9% | -6.8 pts | 128 | INCONCLUSIVE |
| AZO | +53.6% | +40631.8% | -40578.2% | antes de 1993 | 270 | OVERFIT |
| BAC | +64.1% | +4053.1% | -3989.0% | antes de 1993 | 416 | OVERFIT |
| BALL | +392.2% | +49568.6% | -49176.4% | antes de 1993 | 438 | OVERFIT |
| BAX | +465.2% | +1778.4% | -1313.2% | antes de 1993 | 390 | OVERFIT |
| BBY | -20.2% | +89506.6% | -89526.9% | antes de 1993 | 338 | OVERFIT |
| BDX | +820.0% | +21440.4% | -20620.3% | antes de 1993 | 450 | OVERFIT |
| BEN | +42.3% | +130378.8% | -130336.5% | antes de 1993 | 334 | OVERFIT |
| BF-B | +95.4% | +14873.5% | -14778.1% | antes de 1993 | 372 | OVERFIT |
| BG | +24.6% | +1105.5% | -1081.0% | -8.7 pts | 216 | OVERFIT |
| BIIB | +20.3% | +6832.8% | -6812.5% | antes de 1993 | 278 | OVERFIT |
| BLDR | +27.3% | +393.7% | -366.5% | -10.0 pts | 166 | OVERFIT |
| BLK | +46.8% | +13724.5% | -13677.7% | -7.3 pts | 184 | OVERFIT |
| BMY | +337.2% | +23662.6% | -23325.4% | antes de 1993 | 422 | OVERFIT |
| BNY | +377.1% | +32230.3% | -31853.3% | antes de 1993 | 434 | OVERFIT |
| BR | -21.7% | +1234.2% | -1256.0% | -12.3 pts | 160 | INCONCLUSIVE |
| BRK-B | +223.4% | +2072.5% | -1849.2% | -6.4 pts | 252 | OVERFIT |
| BRO | +81.3% | +76212.8% | -76131.5% | antes de 1993 | 356 | OVERFIT |
| BSX | +67.4% | +1028.2% | -960.8% | antes de 1993 | 290 | OVERFIT |
| BX | -24.9% | +1023.3% | -1048.2% | -12.3 pts | 142 | INCONCLUSIVE |
| BXP | +162.0% | +888.9% | -726.9% | -6.2 pts | 242 | OVERFIT |
| C | -41.5% | +1897.9% | -1939.5% | antes de 1993 | 376 | OVERFIT |
| CAH | +105.3% | +39284.8% | -39179.5% | antes de 1993 | 342 | OVERFIT |
| CARR | no aplica · history < 10y (6.5y) | |||||
| CASY | +1154.0% | +80461.2% | -79307.2% | antes de 1993 | 334 | OVERFIT |
| CB | +300.3% | +6587.6% | -6287.3% | -6.6 pts | 278 | OVERFIT |
| CBOE | +30.6% | +1060.1% | -1029.5% | -13.0 pts | 106 | INCONCLUSIVE |
| CBRE | -15.8% | +2283.8% | -2299.7% | -11.7 pts | 176 | OVERFIT |
| CCI | +233.1% | +899.9% | -666.8% | -4.6 pts | 234 | OVERFIT |
| CCL | -2.7% | +1154.4% | -1157.1% | antes de 1993 | 327 | OVERFIT |
| CDW | +122.0% | +858.2% | -736.2% | -8.2 pts | 112 | INCONCLUSIVE |
| CF | +94.3% | +5815.9% | -5721.6% | -7.8 pts | 170 | OVERFIT |
| CFG | -16.9% | +349.9% | -366.8% | -15.3 pts | 99 | INCONCLUSIVE |
| CHD | +412.4% | +93736.5% | -93324.1% | antes de 1993 | 380 | OVERFIT |
| CHRW | +269.4% | +4307.6% | -4038.2% | -4.7 pts | 212 | MARGINAL |
| CHTR | +194.2% | +335.5% | -141.3% | -7.4 pts | 146 | INCONCLUSIVE |
| CI | +42.2% | +12980.8% | -12938.7% | antes de 1993 | 338 | OVERFIT |
| CIEN | -78.2% | +195.6% | -273.8% | -14.9 pts | 238 | OVERFIT |
| CINF | +82.5% | +41545.9% | -41463.4% | antes de 1993 | 368 | OVERFIT |
| CL | +1061.1% | +20919.0% | -19857.9% | antes de 1993 | 440 | MARGINAL |
| CLX | +189.8% | +6184.2% | -5994.4% | antes de 1993 | 414 | OVERFIT |
| CME | +291.4% | +6884.2% | -6592.8% | -5.4 pts | 180 | OVERFIT |
| CMG | +116.2% | +4221.6% | -4105.4% | -7.3 pts | 174 | MARGINAL |
| CMI | -73.9% | +28968.2% | -29042.2% | antes de 1993 | 419 | OVERFIT |
| CMS | -73.5% | +630.8% | -704.3% | antes de 1993 | 395 | OVERFIT |
| CNC | +138.8% | +4388.8% | -4250.1% | -6.5 pts | 220 | OVERFIT |
| CNP | -33.2% | +13998.0% | -14031.2% | antes de 1993 | 457 | OVERFIT |
| COF | +55.3% | +5724.6% | -5669.2% | -9.7 pts | 268 | OVERFIT |
| COHR | +364.8% | +68288.9% | -67924.1% | antes de 1993 | 328 | OVERFIT |
| COIN | no aplica · history < 10y (5.4y) | |||||
| COO | -79.6% | +879.8% | -959.5% | antes de 1993 | 342 | OVERFIT |
| COP | +38.3% | +13561.7% | -13523.4% | antes de 1993 | 346 | OVERFIT |
| COR | +30.4% | +17062.1% | -17031.6% | -10.1 pts | 246 | OVERFIT |
| CPAY | +226.8% | +1383.7% | -1156.8% | -6.5 pts | 132 | INCONCLUSIVE |
| CPT | +150.3% | +2453.9% | -2303.6% | -8.1 pts | 269 | OVERFIT |
| CRH | +60.3% | +7617.9% | -7557.6% | antes de 1993 | 276 | OVERFIT |
| CRL | +13.6% | +1210.2% | -1196.6% | -8.0 pts | 204 | OVERFIT |
| CSGP | -35.4% | +3390.6% | -3426.0% | -10.4 pts | 218 | OVERFIT |
| CTSH | +181.3% | +35498.3% | -35317.0% | -5.2 pts | 234 | MARGINAL |
| CTVA | no aplica · history < 10y (7.3y) | |||||
| CVNA | no aplica · history < 10y (9.3y) | |||||
| CVS | +210.6% | +15658.6% | -15448.0% | antes de 1993 | 453 | OVERFIT |
| D | +257.1% | +17762.4% | -17505.3% | antes de 1993 | 363 | OVERFIT |
| DAL | -28.8% | +339.1% | -367.8% | -12.5 pts | 153 | INCONCLUSIVE |
| DD | +351.3% | +10113.6% | -9762.4% | antes de 1993 | 442 | OVERFIT |
| DE | +161.3% | +101089.1% | -100927.8% | antes de 1993 | 434 | OVERFIT |
| DECK | +738.3% | +7024.7% | -6286.5% | -4.1 pts | 278 | MARGINAL |
| DELL | +100.7% | +4059.8% | -3959.0% | -8.0 pts | 72 | INCONCLUSIVE |
| DG | +33.9% | +550.3% | -516.4% | -12.5 pts | 148 | INCONCLUSIVE |
| DGX | +140.9% | +9626.0% | -9485.1% | -7.1 pts | 232 | OVERFIT |
| DHI | +1348.0% | +13111.0% | -11763.1% | antes de 1993 | 286 | OVERFIT |
| DHR | +639.8% | +483557.2% | -482917.5% | antes de 1993 | 390 | OVERFIT |
| DLR | +327.4% | +3540.7% | -3213.3% | -4.3 pts | 170 | OVERFIT |
| DLTR | +275.9% | +10731.5% | -10455.6% | -6.8 pts | 240 | OVERFIT |
| DOC | -4.1% | +6136.8% | -6140.9% | antes de 1993 | 312 | OVERFIT |
| DOV | +146.4% | +29264.8% | -29118.4% | antes de 1993 | 394 | OVERFIT |
| DOW | no aplica · history < 10y (7.4y) | |||||
| DPZ | -6.6% | +5638.6% | -5645.1% | -11.4 pts | 166 | OVERFIT |
| DRI | +83.3% | +6998.7% | -6915.4% | -8.9 pts | 258 | OVERFIT |
| DTE | +10.4% | +35264.3% | -35253.9% | antes de 1993 | 477 | OVERFIT |
| DUK | +188.6% | +16239.0% | -16050.4% | antes de 1993 | 335 | OVERFIT |
| DVA | +79.7% | +4219.3% | -4139.6% | -8.7 pts | 253 | OVERFIT |
| DVN | -47.5% | +1411.9% | -1459.4% | antes de 1993 | 330 | OVERFIT |
| EBAY | +105.7% | +14035.1% | -13929.4% | -6.7 pts | 237 | OVERFIT |
| ECHO | +24.1% | +227.3% | -203.2% | -10.2 pts | 172 | INCONCLUSIVE |
| ECL | +881.6% | +20174.1% | -19292.5% | antes de 1993 | 434 | OVERFIT |
| ED | -38.9% | +45081.6% | -45120.5% | antes de 1993 | 454 | OVERFIT |
| EFX | +40.8% | +77234.4% | -77193.6% | antes de 1993 | 338 | OVERFIT |
| EG | +144.9% | +2975.7% | -2830.9% | -7.6 pts | 260 | OVERFIT |
| EIX | -42.1% | +14610.5% | -14652.6% | antes de 1993 | 412 | OVERFIT |
| EL | +113.8% | +1551.3% | -1437.6% | -8.0 pts | 266 | OVERFIT |
| ELV | +47.0% | +2326.9% | -2279.8% | -8.7 pts | 202 | OVERFIT |
| EME | +53.0% | +59203.5% | -59150.5% | -9.8 pts | 232 | OVERFIT |
| EMR | +645.6% | +19839.1% | -19193.5% | antes de 1993 | 466 | OVERFIT |
| EOG | +209.4% | +9279.7% | -9070.3% | antes de 1993 | 294 | OVERFIT |
| EQIX | +193.8% | +240.5% | -46.7% | -4.2 pts | 212 | OVERFIT |
| EQR | +35.2% | +44.2% | -9.0% | -12.1 pts | 87 | INCONCLUSIVE |
| EQT | +211.0% | +19557.1% | -19346.1% | antes de 1993 | 376 | OVERFIT |
| ERIE | +1.6% | +3362.8% | -3361.3% | -10.5 pts | 278 | OVERFIT |
| ES | -46.5% | +2960.1% | -3006.6% | antes de 1993 | 429 | OVERFIT |
| ESS | +223.3% | +5274.8% | -5051.5% | -7.3 pts | 254 | OVERFIT |
| ETN | +13.1% | +116541.5% | -116528.4% | antes de 1993 | 428 | OVERFIT |
| ETR | +82.1% | +19797.9% | -19715.9% | antes de 1993 | 420 | OVERFIT |
| EVRG | +221.2% | +5086.7% | -4865.5% | antes de 1993 | 440 | OVERFIT |
| EW | +524.2% | +6500.0% | -5975.8% | -1.0 pts | 204 | MARGINAL |
| EXE | no aplica · history < 10y (5.6y) | |||||
| EXPD | +517.0% | +148324.6% | -147807.6% | antes de 1993 | 360 | OVERFIT |
| EXPE | +695.2% | +916.1% | -221.0% | -0.7 pts | 182 | OVERFIT |
| EXR | +213.6% | +2698.9% | -2485.3% | -6.0 pts | 190 | OVERFIT |
| F | -82.2% | +6752.4% | -6834.7% | antes de 1993 | 418 | OVERFIT |
| FCX | -39.1% | +1061.6% | -1100.7% | -12.2 pts | 246 | OVERFIT |
| FDS | +100.2% | +9088.9% | -8988.7% | -8.0 pts | 246 | OVERFIT |
| FDX | +427.4% | +53776.9% | -53349.5% | antes de 1993 | 394 | MARGINAL |
| FDXF | no aplica · history < 10y (0.3y) | |||||
| FE | -13.6% | +563.0% | -576.6% | -10.0 pts | 219 | OVERFIT |
| FFIV | -54.0% | +5374.0% | -5428.0% | -11.3 pts | 206 | OVERFIT |
| FICO | +205.9% | +94747.8% | -94541.9% | antes de 1993 | 300 | OVERFIT |
| FIS | +11.8% | +363.8% | -352.0% | -9.1 pts | 212 | OVERFIT |
| FITB | -31.3% | +28280.0% | -28311.3% | antes de 1993 | 377 | OVERFIT |
| FIX | +36.2% | +11966.2% | -11930.0% | -8.5 pts | 228 | OVERFIT |
| FLEX | +321.5% | +7898.6% | -7577.1% | -6.4 pts | 254 | OVERFIT |
| FOX | no aplica · history < 10y (7.5y) | |||||
| FOXA | no aplica · history < 10y (7.5y) | |||||
| FRT | +169.3% | +24360.2% | -24191.0% | antes de 1993 | 421 | OVERFIT |
| FSLR | -56.6% | +716.1% | -772.7% | -15.1 pts | 154 | OVERFIT |
| FTV | -12.5% | +100.1% | -112.6% | -16.8 pts | 76 | INCONCLUSIVE |
| GD | +304.5% | +221689.9% | -221385.4% | antes de 1993 | 497 | OVERFIT |
| GDDY | +24.3% | +389.4% | -365.1% | -12.1 pts | 98 | INCONCLUSIVE |
| GE | +105.8% | +54356.2% | -54250.4% | antes de 1993 | 545 | OVERFIT |
| GEN | +151.2% | +12085.6% | -11934.4% | antes de 1993 | 316 | OVERFIT |
| GEV | no aplica · history < 10y (2.4y) | |||||
| GIS | +310.4% | +15015.5% | -14705.1% | antes de 1993 | 386 | OVERFIT |
| GL | +79.1% | +12680.6% | -12601.5% | antes de 1993 | 363 | OVERFIT |
| GLW | +104.4% | +19301.2% | -19196.7% | antes de 1993 | 352 | OVERFIT |
| GM | +65.8% | +240.1% | -174.3% | -11.2 pts | 146 | INCONCLUSIVE |
| GNRC | -37.9% | +2091.1% | -2129.0% | -17.4 pts | 126 | INCONCLUSIVE |
| GPC | +345.1% | +12785.5% | -12440.4% | antes de 1993 | 398 | OVERFIT |
| GPN | +236.3% | +2567.9% | -2331.6% | -4.2 pts | 222 | OVERFIT |
| GRMN | +121.2% | +5377.3% | -5256.2% | -5.8 pts | 186 | OVERFIT |
| GWW | +528.8% | +55300.2% | -54771.4% | antes de 1993 | 432 | OVERFIT |
| HAL | -22.2% | +2860.8% | -2883.0% | antes de 1993 | 434 | OVERFIT |
| HAS | +141.2% | +201529.8% | -201388.6% | antes de 1993 | 386 | OVERFIT |
| HBAN | +31.3% | +3799.5% | -3768.2% | antes de 1993 | 364 | OVERFIT |
| HCA | +74.8% | +1699.7% | -1624.9% | -10.5 pts | 138 | INCONCLUSIVE |
| HIG | -35.4% | +951.1% | -986.5% | -11.8 pts | 234 | OVERFIT |
| HII | +76.7% | +883.6% | -806.9% | -10.4 pts | 118 | INCONCLUSIVE |
| HLT | +32.0% | +659.1% | -627.1% | -11.9 pts | 104 | INCONCLUSIVE |
| HOOD | no aplica · history < 10y (5.1y) | |||||
| HPE | +39.8% | +625.0% | -585.2% | -11.7 pts | 90 | INCONCLUSIVE |
| HPQ | +145.4% | +77945.5% | -77800.1% | antes de 1993 | 494 | OVERFIT |
| HRL | +5.1% | +19046.1% | -19041.0% | antes de 1993 | 353 | OVERFIT |
| HSIC | +54.4% | +1913.1% | -1858.7% | -9.1 pts | 244 | OVERFIT |
| HST | +84.8% | +12843.9% | -12759.0% | antes de 1993 | 379 | OVERFIT |
| HSY | +202.9% | +53964.6% | -53761.7% | antes de 1993 | 358 | OVERFIT |
| HUBB | +205.2% | +3853.5% | -3648.3% | -7.5 pts | 278 | OVERFIT |
| HUM | +262.5% | +20168.9% | -19906.4% | antes de 1993 | 352 | OVERFIT |
| HWM | no aplica · history < 10y (9.8y) | |||||
| IBKR | +130.8% | +1526.1% | -1395.4% | -6.3 pts | 154 | INCONCLUSIVE |
| ICE | +147.5% | +2307.9% | -2160.3% | -6.7 pts | 190 | OVERFIT |
| IEX | +144.8% | +12761.2% | -12616.4% | antes de 1993 | 278 | OVERFIT |
| IFF | +87.2% | +4754.9% | -4667.7% | antes de 1993 | 412 | OVERFIT |
| INCY | +193.6% | +6471.7% | -6278.2% | -7.6 pts | 260 | OVERFIT |
| INVH | no aplica · history < 10y (9.6y) | |||||
| IP | +164.3% | +4590.1% | -4425.8% | antes de 1993 | 544 | OVERFIT |
| IQV | +44.2% | +520.3% | -476.1% | -11.5 pts | 104 | INCONCLUSIVE |
| IR | no aplica · history < 10y (9.3y) | |||||
| IRM | +502.3% | +9911.6% | -9409.2% | -4.3 pts | 268 | OVERFIT |
| IT | -68.0% | +6431.0% | -6498.9% | -14.3 pts | 254 | OVERFIT |
| ITW | +421.9% | +51254.1% | -50832.2% | antes de 1993 | 432 | OVERFIT |
| IVZ | +12.4% | +1093.8% | -1081.4% | -10.3 pts | 264 | OVERFIT |
| J | +381.8% | +33544.7% | -33162.9% | antes de 1993 | 384 | OVERFIT |
| JBHT | +174.1% | +24926.6% | -24752.6% | antes de 1993 | 345 | OVERFIT |
| JBL | -30.4% | +41217.7% | -41248.1% | -12.0 pts | 250 | OVERFIT |
| JCI | +40.1% | +4376.5% | -4336.4% | antes de 1993 | 308 | OVERFIT |
| JKHY | +704.1% | +71288.2% | -70584.1% | antes de 1993 | 324 | OVERFIT |
| KEY | +628.7% | +1405.6% | -776.9% | antes de 1993 | 349 | OVERFIT |
| KEYS | +17.3% | +1042.3% | -1025.0% | -13.0 pts | 100 | INCONCLUSIVE |
| KIM | +2.3% | +3036.5% | -3034.2% | antes de 1993 | 277 | OVERFIT |
| KKR | +116.9% | +1784.9% | -1667.9% | -9.9 pts | 142 | INCONCLUSIVE |
| KMB | +376.9% | +16039.9% | -15663.0% | antes de 1993 | 372 | OVERFIT |
| KMI | +23.1% | +117.5% | -94.4% | -12.6 pts | 132 | INCONCLUSIVE |
| KR | +870.5% | +182706.1% | -181835.6% | antes de 1993 | 540 | OVERFIT |
| KVUE | no aplica · history < 10y (3.3y) | |||||
| L | +126.8% | +22398.8% | -22272.0% | antes de 1993 | 376 | OVERFIT |
| LDOS | +86.0% | +530.2% | -444.2% | -7.9 pts | 170 | OVERFIT |
| LEN | +1630.1% | +29032.9% | -27402.9% | antes de 1993 | 372 | MARGINAL |
| LH | +5.6% | +1408.2% | -1402.6% | antes de 1993 | 284 | OVERFIT |
| LHX | +94.7% | +8519.5% | -8424.9% | antes de 1993 | 370 | OVERFIT |
| LII | +23.6% | +3122.4% | -3098.8% | -7.7 pts | 219 | OVERFIT |
| LLY | +1250.2% | +129720.0% | -128469.9% | antes de 1993 | 454 | OVERFIT |
| LMT | +209.2% | +67444.7% | -67235.4% | antes de 1993 | 518 | OVERFIT |
| LNT | +121.8% | +9408.5% | -9286.7% | antes de 1993 | 405 | OVERFIT |
| LOW | +179.5% | +77328.4% | -77148.9% | antes de 1993 | 380 | OVERFIT |
| LULU | +85.4% | +759.0% | -673.6% | -7.8 pts | 170 | INCONCLUSIVE |
| LUV | +45.3% | +24508.5% | -24463.2% | antes de 1993 | 367 | OVERFIT |
| LVS | -38.0% | +50.3% | -88.3% | -13.1 pts | 196 | OVERFIT |
| LYB | -17.3% | +648.8% | -666.2% | -15.2 pts | 130 | INCONCLUSIVE |
| LYV | +98.9% | +1558.0% | -1459.1% | -7.7 pts | 168 | OVERFIT |
| MA | +222.4% | +14066.9% | -13844.5% | -5.3 pts | 146 | OVERFIT |
| MAA | +248.2% | +3525.2% | -3276.9% | -6.9 pts | 244 | OVERFIT |
| MAS | +98.4% | +7423.1% | -7324.7% | antes de 1993 | 396 | OVERFIT |
| MCK | -18.9% | +6946.5% | -6965.4% | -11.8 pts | 234 | OVERFIT |
| MCO | +81.8% | +7753.9% | -7672.2% | -9.2 pts | 216 | OVERFIT |
| MDT | +348.9% | +51421.0% | -51072.1% | antes de 1993 | 424 | OVERFIT |
| MET | +583.9% | +1176.9% | -593.1% | -0.7 pts | 246 | OVERFIT |
| MGM | +27.5% | +1501.4% | -1473.9% | antes de 1993 | 341 | OVERFIT |
| MKC | +761.3% | +14401.8% | -13640.5% | antes de 1993 | 440 | OVERFIT |
| MLM | +202.8% | +3089.6% | -2886.8% | -7.4 pts | 263 | OVERFIT |
| MO | +1322.7% | +2914781.4% | -2913458.7% | antes de 1993 | 498 | MARGINAL |
| MOS | -46.2% | +268.9% | -315.1% | antes de 1993 | 320 | OVERFIT |
| MPC | -3.1% | +2972.8% | -2975.8% | -14.8 pts | 116 | INCONCLUSIVE |
| MRNA | no aplica · history < 10y (7.7y) | |||||
| MRSH | +196.9% | +21192.9% | -20995.9% | antes de 1993 | 430 | OVERFIT |
| MS | -9.0% | +6159.1% | -6168.2% | -11.2 pts | 248 | OVERFIT |
| MSCI | +93.5% | +2406.7% | -2313.2% | -7.7 pts | 160 | INCONCLUSIVE |
| MSI | +453.0% | +79243.2% | -78790.2% | antes de 1993 | 534 | OVERFIT |
| MTB | +175.0% | +105049.8% | -104874.8% | antes de 1993 | 343 | OVERFIT |
| MTD | +240.4% | +9346.3% | -9106.0% | -5.1 pts | 236 | OVERFIT |
| NCLH | -71.9% | -34.9% | -37.0% | -23.7 pts | 117 | INCONCLUSIVE |
| NDAQ | -8.8% | +2371.2% | -2380.0% | -11.3 pts | 176 | OVERFIT |
| NDSN | -10.0% | +37769.3% | -37779.2% | antes de 1993 | 348 | OVERFIT |
| NEE | +607.0% | +23772.9% | -23165.9% | antes de 1993 | 425 | OVERFIT |
| NEM | -8.9% | +2099.8% | -2108.7% | antes de 1993 | 356 | OVERFIT |
| NI | +431.1% | +5234.9% | -4803.8% | antes de 1993 | 439 | OVERFIT |
| NOC | -40.2% | +23369.3% | -23409.5% | antes de 1993 | 338 | OVERFIT |
| NOW | +66.2% | +2907.9% | -2841.8% | -11.3 pts | 110 | INCONCLUSIVE |
| NRG | +73.2% | +1442.6% | -1369.4% | -8.6 pts | 177 | OVERFIT |
| NSC | +433.9% | +24520.7% | -24086.7% | antes de 1993 | 352 | OVERFIT |
| NTAP | -64.4% | +19659.8% | -19724.2% | -13.8 pts | 248 | OVERFIT |
| NTRS | +99.8% | +53074.8% | -52975.0% | antes de 1993 | 368 | OVERFIT |
| NUE | +1625.8% | +70209.1% | -68583.3% | antes de 1993 | 385 | OVERFIT |
| NVR | +152.9% | +61512.0% | -61359.1% | -8.0 pts | 244 | OVERFIT |
| NWS | +122.4% | +152.4% | -30.0% | -8.1 pts | 136 | INCONCLUSIVE |
| NWSA | +104.7% | +122.2% | -17.5% | -8.8 pts | 136 | INCONCLUSIVE |
| O | +238.5% | +5366.4% | -5127.9% | -7.2 pts | 246 | OVERFIT |
| OKE | +135.7% | +19101.6% | -18965.9% | antes de 1993 | 380 | OVERFIT |
| OMC | +543.5% | +15677.5% | -15134.1% | antes de 1993 | 394 | OVERFIT |
| ON | -84.0% | +208.7% | -292.7% | -15.2 pts | 213 | OVERFIT |
| ORCL | +27.1% | +296729.4% | -296702.3% | antes de 1993 | 340 | OVERFIT |
| OTIS | no aplica · history < 10y (6.5y) | |||||
| OXY | +4.9% | +3580.0% | -3575.1% | antes de 1993 | 344 | OVERFIT |
| PCG | -4.1% | +1389.7% | -1393.7% | antes de 1993 | 424 | OVERFIT |
| PEG | +205.7% | +18884.4% | -18678.7% | antes de 1993 | 351 | OVERFIT |
| PFE | +767.4% | +20062.7% | -19295.3% | antes de 1993 | 434 | OVERFIT |
| PFG | +183.3% | +920.1% | -736.8% | -5.9 pts | 194 | MARGINAL |
| PGR | +186.9% | +819581.9% | -819395.0% | antes de 1993 | 334 | OVERFIT |
| PH | +10.2% | +41129.4% | -41119.3% | antes de 1993 | 374 | OVERFIT |
| PHM | +140.0% | +95847.7% | -95707.7% | antes de 1993 | 368 | OVERFIT |
| PLD | +117.2% | +1782.5% | -1665.4% | -6.6 pts | 218 | OVERFIT |
| PM | +155.8% | +785.7% | -629.9% | -7.0 pts | 156 | INCONCLUSIVE |
| PNC | +193.7% | +37937.9% | -37744.2% | antes de 1993 | 408 | OVERFIT |
| PNR | +390.9% | +11510.8% | -11119.9% | antes de 1993 | 436 | OVERFIT |
| PNW | -10.6% | +2247.6% | -2258.2% | antes de 1993 | 435 | OVERFIT |
| PODD | -85.9% | +831.5% | -917.3% | -20.5 pts | 165 | INCONCLUSIVE |
| PPG | +83.2% | +21327.4% | -21244.2% | antes de 1993 | 370 | OVERFIT |
| PPL | +120.2% | +7311.8% | -7191.7% | antes de 1993 | 359 | OVERFIT |
| PRU | +68.8% | +767.8% | -699.0% | -7.9 pts | 208 | OVERFIT |
| PSA | +353.5% | +13958.7% | -13605.2% | antes de 1993 | 346 | OVERFIT |
| PSKY | -26.3% | -34.8% | +8.5% | -12.6 pts | 170 | OVERFIT |
| PSX | +9.6% | +1071.7% | -1062.0% | -13.9 pts | 120 | INCONCLUSIVE |
| PTC | +129.4% | +8443.5% | -8314.0% | antes de 1993 | 294 | OVERFIT |
| PWR | +112.7% | +8155.1% | -8042.4% | -6.5 pts | 242 | OVERFIT |
| Q | no aplica · history < 10y (0.8y) | |||||
| RCL | -60.2% | +4611.6% | -4671.8% | -13.7 pts | 253 | OVERFIT |
| REG | +302.9% | +2046.5% | -1743.6% | -6.5 pts | 269 | OVERFIT |
| RF | +46.3% | +7230.0% | -7183.7% | antes de 1993 | 375 | OVERFIT |
| RJF | +207.0% | +52691.1% | -52484.1% | antes de 1993 | 332 | OVERFIT |
| RL | +632.7% | +1376.9% | -744.2% | -2.5 pts | 260 | OVERFIT |
| RMD | +203.5% | +43254.4% | -43050.9% | -7.2 pts | 248 | OVERFIT |
| ROK | +144.8% | +57325.7% | -57180.9% | antes de 1993 | 339 | OVERFIT |
| ROL | +1449.8% | +36503.9% | -35054.1% | antes de 1993 | 392 | OVERFIT |
| RSG | -26.4% | +1977.7% | -2004.0% | -9.9 pts | 204 | OVERFIT |
| RTX | +102.5% | +231131.9% | -231029.3% | antes de 1993 | 493 | OVERFIT |
| RVTY | +252.6% | +25547.2% | -25294.6% | antes de 1993 | 424 | OVERFIT |
| SBAC | -34.5% | +2259.6% | -2294.2% | -10.1 pts | 198 | OVERFIT |
| SCHW | +821.9% | +45501.9% | -44680.0% | antes de 1993 | 318 | OVERFIT |
| SJM | +434.0% | +1119.0% | -684.9% | -5.7 pts | 284 | OVERFIT |
| SLB | +218.0% | +1125.4% | -907.4% | antes de 1993 | 372 | OVERFIT |
| SMCI | +250.0% | +4155.7% | -3905.7% | -4.4 pts | 150 | INCONCLUSIVE |
| SNA | +280.3% | +12522.0% | -12241.8% | antes de 1993 | 456 | OVERFIT |
| SO | +144.8% | +32617.4% | -32472.6% | antes de 1993 | 317 | OVERFIT |
| SOLV | no aplica · history < 10y (2.4y) | |||||
| SPG | +160.5% | +5330.6% | -5170.1% | -7.9 pts | 256 | OVERFIT |
| SPGI | +168.4% | +140503.3% | -140334.9% | antes de 1993 | 404 | OVERFIT |
| SRE | +94.8% | +1463.0% | -1368.2% | -6.5 pts | 220 | OVERFIT |
| STE | +553.4% | +15491.4% | -14938.0% | antes de 1993 | 288 | MARGINAL |
| STLD | +31.5% | +7831.8% | -7800.3% | -9.1 pts | 249 | OVERFIT |
| STT | +126.8% | +199686.1% | -199559.3% | antes de 1993 | 342 | OVERFIT |
| STZ | +241.2% | +10007.0% | -9765.8% | antes de 1993 | 288 | OVERFIT |
| SW | +218.7% | +775.0% | -556.2% | -5.4 pts | 168 | INCONCLUSIVE |
| SWK | +609.2% | +5887.9% | -5278.7% | antes de 1993 | 410 | OVERFIT |
| SWKS | +297.9% | +1317.3% | -1019.4% | antes de 1993 | 360 | OVERFIT |
| SYF | +50.3% | +325.2% | -274.9% | -10.5 pts | 114 | INCONCLUSIVE |
| SYK | +367.0% | +430371.4% | -430004.4% | antes de 1993 | 366 | OVERFIT |
| SYY | +932.2% | +115885.9% | -114953.7% | antes de 1993 | 442 | OVERFIT |
| T | +244.3% | +10219.8% | -9975.5% | antes de 1993 | 330 | OVERFIT |
| TAP | +784.6% | +518.8% | +265.9% | antes de 1993 | 436 | OVERFIT |
| TDG | +76.0% | +13285.3% | -13209.3% | -8.2 pts | 153 | OVERFIT |
| TDY | +329.0% | +7164.6% | -6835.6% | -2.8 pts | 228 | OVERFIT |
| TECH | +197.3% | +79246.8% | -79049.5% | antes de 1993 | 298 | OVERFIT |
| TEL | -8.5% | +671.1% | -679.5% | -11.2 pts | 142 | INCONCLUSIVE |
| TFC | -29.6% | +10226.4% | -10256.1% | antes de 1993 | 389 | OVERFIT |
| TGT | +173.0% | +90566.5% | -90393.5% | antes de 1993 | 416 | OVERFIT |
| TJX | +174.8% | +36154.4% | -35979.7% | antes de 1993 | 311 | OVERFIT |
| TKO | +54.4% | +1638.9% | -1584.4% | -7.2 pts | 222 | OVERFIT |
| TMO | -16.8% | +36784.3% | -36801.0% | antes de 1993 | 326 | OVERFIT |
| TPL | +3.5% | +75277.1% | -75273.6% | antes de 1993 | 352 | OVERFIT |
| TPR | +15.0% | +7766.6% | -7751.6% | -8.1 pts | 217 | OVERFIT |
| TRGP | -70.8% | +2202.9% | -2273.7% | -21.9 pts | 120 | INCONCLUSIVE |
| TRMB | +166.4% | +3366.4% | -3200.0% | antes de 1993 | 310 | OVERFIT |
| TROW | +276.0% | +35932.6% | -35656.6% | antes de 1993 | 317 | OVERFIT |
| TSCO | +148.5% | +15199.0% | -15050.6% | -8.1 pts | 262 | OVERFIT |
| TSN | +37.2% | +4340.8% | -4303.7% | antes de 1993 | 372 | OVERFIT |
| TT | +70.0% | +49748.2% | -49678.1% | antes de 1993 | 384 | OVERFIT |
| TTD | no aplica · history < 10y (9.9y) | |||||
| TXT | +204.7% | +4901.2% | -4696.5% | antes de 1993 | 453 | OVERFIT |
| TYL | +336.3% | +43359.1% | -43022.8% | antes de 1993 | 388 | OVERFIT |
| UAL | -36.9% | +240.6% | -277.6% | -13.4 pts | 165 | OVERFIT |
| UBER | no aplica · history < 10y (7.3y) | |||||
| UDR | +391.2% | +14119.5% | -13728.3% | antes de 1993 | 364 | OVERFIT |
| UHS | +9.8% | +15293.2% | -15283.3% | antes de 1993 | 360 | OVERFIT |
| ULTA | +51.1% | +1721.3% | -1670.1% | -8.8 pts | 150 | INCONCLUSIVE |
| UNP | +583.3% | +30311.4% | -29728.1% | antes de 1993 | 384 | OVERFIT |
| UPS | +48.8% | +233.2% | -184.4% | -7.0 pts | 234 | OVERFIT |
| URI | -26.7% | +7088.3% | -7115.0% | -10.5 pts | 218 | OVERFIT |
| USB | +70.4% | +44799.0% | -44728.6% | antes de 1993 | 439 | OVERFIT |
| VEEV | +101.5% | +668.8% | -567.3% | -8.6 pts | 100 | INCONCLUSIVE |
| VICI | no aplica · history < 10y (8.7y) | |||||
| VLO | -9.3% | +23394.0% | -23403.2% | antes de 1993 | 342 | OVERFIT |
| VLTO | no aplica · history < 10y (2.9y) | |||||
| VMC | +456.1% | +48759.3% | -48303.2% | antes de 1993 | 432 | OVERFIT |
| VRSK | +33.1% | +648.8% | -615.6% | -12.7 pts | 132 | INCONCLUSIVE |
| VRSN | +140.9% | +5322.0% | -5181.1% | -6.2 pts | 228 | MARGINAL |
| VRT | no aplica · history < 10y (8.1y) | |||||
| VST | no aplica · history < 10y (9.9y) | |||||
| VTR | +4.7% | +1496.8% | -1492.1% | -9.6 pts | 232 | OVERFIT |
| VTRS | +81.6% | +1568.8% | -1487.2% | antes de 1993 | 364 | OVERFIT |
| VZ | +199.2% | +4889.1% | -4690.0% | antes de 1993 | 380 | OVERFIT |
| WAB | +286.8% | +4137.7% | -3850.9% | -6.3 pts | 246 | OVERFIT |
| WAT | +29.8% | +10865.4% | -10835.6% | -9.7 pts | 232 | OVERFIT |
| WEC | +503.0% | +23656.8% | -23153.8% | antes de 1993 | 376 | OVERFIT |
| WELL | +183.8% | +58774.1% | -58590.3% | antes de 1993 | 368 | OVERFIT |
| WFC | +434.5% | +63452.2% | -63017.7% | antes de 1993 | 449 | OVERFIT |
| WM | -21.7% | +8471.2% | -8492.9% | antes de 1993 | 313 | OVERFIT |
| WMB | +1143.3% | +11974.1% | -10830.8% | antes de 1993 | 358 | MARGINAL |
| WSM | +561.6% | +69865.8% | -69304.2% | antes de 1993 | 358 | OVERFIT |
| WST | +184.7% | +79208.6% | -79023.9% | antes de 1993 | 348 | OVERFIT |
| WTW | +123.8% | +1181.6% | -1057.8% | -6.1 pts | 194 | OVERFIT |
| WY | +46.1% | +1781.4% | -1735.3% | antes de 1993 | 438 | OVERFIT |
| WYNN | +11.3% | +1217.6% | -1206.2% | -10.9 pts | 176 | OVERFIT |
| XOM | +1043.8% | +183657.9% | -182614.0% | antes de 1993 | 508 | OVERFIT |
| XYL | +37.3% | +455.0% | -417.7% | -13.1 pts | 109 | INCONCLUSIVE |
| XYZ | +13.5% | +527.5% | -514.0% | -13.5 pts | 80 | INCONCLUSIVE |
| YUM | +217.6% | +4282.5% | -4064.9% | -5.3 pts | 244 | OVERFIT |
| ZBH | +61.9% | +292.2% | -230.3% | -7.7 pts | 214 | OVERFIT |
| ZBRA | +134.8% | +8617.7% | -8482.9% | antes de 1993 | 296 | OVERFIT |
| ZTS | +13.7% | +179.3% | -165.6% | -13.7 pts | 108 | INCONCLUSIVE |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| EUR/USD | -26.4% | -3.1% | -23.3% | -12.4 pts | 190 | OVERFIT |
| GBP/USD | +18.5% | -21.2% | +39.7% | -10.3 pts | 216 | OVERFIT |
| USD/JPY | -14.8% | +40.2% | -55.0% | -10.8 pts | 238 | OVERFIT |
| USD/MXN | +32.7% | +49.9% | -17.2% | -9.8 pts | 165 | OVERFIT |
| AUD/USD | -1.3% | -6.6% | +5.3% | -11.2 pts | 180 | OVERFIT |
| USD/CAD | +10.2% | +1.7% | +8.6% | -10.7 pts | 177 | OVERFIT |
| USD/CHF | +25.0% | -41.4% | +66.4% | -10.2 pts | 229 | OVERFIT |
| NZD/USD | -10.2% | -8.1% | -2.1% | -11.5 pts | 196 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Bitcoin | -5.1% | +17075.3% | -17080.5% | -14.1 pts | 124 | INCONCLUSIVE |
| Ether | no aplica · history < 10y (8.8y) | |||||
| Litecoin | -81.3% | +859.3% | -940.6% | -23.0 pts | 114 | 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% | -1348.2% | -1348.0% | -1187.4% | -940.6% |
| 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 | -84.3% | -50.4% | -28.3% | -3.7% | -23.3% |
| GBP/USD | -83.6% | -62.0% | -23.9% | -1.2% | +39.7% |
| USD/JPY | -133.6% | -109.9% | -102.8% | -17.4% | -55.0% |
| AUD/USD | — | — | — | — | +5.3% |
| USD/CAD | -132.5% | -96.8% | -13.6% | -20.9% | +8.6% |
| USD/CHF | -79.2% | -52.6% | -10.1% | +45.6% | +66.4% |
| NZD/USD | -78.1% | -44.7% | -31.5% | +3.7% | -2.1% |
| S&P 500 (SPY) | -453.9% | -443.3% | -336.7% | -354.4% | -2980.1% |
| Nasdaq-100 (QQQ) | -705.0% | -693.9% | -577.5% | -588.7% | -1519.6% |
| Russell 2000 (IWM) | -307.2% | -297.3% | -197.0% | -225.3% | -805.8% |
| Emergentes (EEM) | -269.0% | -261.6% | -178.2% | -144.6% | -807.9% |
| Oro (GLD) | -397.3% | -389.4% | -324.3% | -270.2% | -735.8% |
| Bonos 20 años (TLT) | -91.8% | -86.0% | -33.1% | +0.2% | -133.1% |
| AAPL | -1349.5% | -1341.6% | -1264.8% | -1241.0% | -322875.9% |
| AMGN | -379.0% | -372.0% | -309.3% | -248.2% | -186047.9% |
| AMZN | -836.4% | -828.6% | -762.1% | -715.3% | -264942.0% |
| AXP | -573.7% | -564.0% | -484.1% | -453.9% | -26845.9% |
| BA | -166.5% | -163.5% | -156.9% | -108.3% | -108690.8% |
| CAT | -1512.9% | -1501.3% | -1417.6% | -1441.7% | -172393.0% |
| CRM | -339.4% | -330.6% | -277.0% | -257.2% | -5770.1% |
| CSCO | -570.3% | -559.6% | -457.2% | -438.0% | -222790.5% |
| CVX | -358.1% | -344.5% | -243.0% | -287.4% | -67484.7% |
| DIS | -114.7% | -109.5% | -42.8% | -18.7% | -189727.2% |
| GOOGL | -920.7% | -909.8% | -800.8% | -794.3% | -13437.1% |
| GS | -723.1% | -714.2% | -654.9% | -624.4% | -1874.6% |
| HD | -324.1% | -318.8% | -267.8% | -249.0% | -1985550.1% |
| HON | -280.6% | -271.6% | -189.9% | -140.7% | -20787.3% |
| IBM | -286.6% | -283.2% | -219.0% | -206.8% | -16162.3% |
| JNJ | -357.4% | -347.4% | -255.0% | -249.8% | -443442.8% |
| JPM | -742.1% | -729.2% | -617.8% | -619.3% | -33890.7% |
| KO | -293.4% | -285.1% | -209.9% | -144.0% | -198471.8% |
| MCD | -285.6% | -279.7% | -202.2% | -180.6% | -236172.0% |
| MMM | -200.2% | -196.1% | -129.0% | -80.0% | -30840.8% |
| MRK | -412.6% | -400.2% | -299.6% | -313.7% | -230402.2% |
| MSFT | -1076.9% | -1052.5% | -930.2% | -937.3% | -859164.1% |
| NKE | -74.2% | -67.9% | -7.5% | +20.9% | -31959.9% |
| NVDA | -27585.7% | -27548.3% | -27389.1% | -27389.0% | -587411.3% |
| PG | -246.8% | -239.9% | -141.6% | -42.7% | -59529.0% |
| SHW | -448.8% | -436.2% | -362.6% | -286.2% | -230729.5% |
| TRV | -422.0% | -412.2% | -272.9% | -322.5% | -12254.5% |
| UNH | -401.3% | -393.1% | -318.1% | -279.9% | -352240.9% |
| V | -543.8% | -532.2% | -378.8% | -331.5% | -2843.1% |
| WMT | -607.5% | -597.7% | -498.1% | -470.5% | -914722.5% |
| ABNB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ADBE | -316.9% | -291.7% | -209.6% | -193.6% | -147614.5% |
| ADI | -814.3% | -799.0% | -669.3% | -638.8% | -78464.5% |
| ADP | -441.2% | -428.4% | -306.4% | -335.0% | -73710.9% |
| ADSK | -432.1% | -427.0% | -345.9% | -310.7% | -58021.1% |
| AEP | -305.3% | -298.6% | -246.4% | -175.4% | -13522.0% |
| ALAB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ALNY | -254.8% | -250.0% | -143.4% | -171.3% | -3185.0% |
| AMAT | -2817.7% | -2800.5% | -2624.5% | -2502.9% | -661926.8% |
| AMD | -16807.9% | -16796.9% | -16484.1% | -16546.8% | -14910.3% |
| APP | no aplica | no aplica | no aplica | no aplica | no aplica |
| ARM | no aplica | no aplica | no aplica | no aplica | no aplica |
| ASML | -2158.5% | -2140.2% | -1932.0% | -1869.3% | -95924.8% |
| AVGO | -3403.0% | -3386.7% | -3233.6% | -3198.7% | -32337.8% |
| AXON | -3569.2% | -3562.0% | -3520.6% | -3433.8% | -122867.6% |
| BKNG | -421.4% | -411.6% | -356.6% | -232.3% | -998.0% |
| BKR | no aplica | no aplica | no aplica | no aplica | -861.8% |
| CCEP | -415.7% | -406.9% | -338.0% | -321.6% | -7118.0% |
| CDNS | -1657.8% | -1642.9% | -1552.1% | -1520.2% | -15497.8% |
| CEG | no aplica | no aplica | no aplica | no aplica | no aplica |
| CMCSA | -135.7% | -121.9% | +6.5% | -11.5% | -46853.9% |
| COST | -707.3% | -695.0% | -611.9% | -582.7% | -12433.3% |
| CPRT | -700.5% | -687.7% | -650.1% | -640.5% | -21509.5% |
| CRWD | no aplica | no aplica | no aplica | no aplica | no aplica |
| CSX | -696.5% | -681.6% | -571.8% | -615.7% | -40054.1% |
| CTAS | -1031.1% | -1023.8% | -933.4% | -974.8% | -123356.2% |
| DASH | no aplica | no aplica | no aplica | no aplica | no aplica |
| DDOG | no aplica | no aplica | no aplica | no aplica | no aplica |
| DXCM | -462.7% | -461.3% | -375.3% | -263.4% | -3024.1% |
| EA | — | — | — | — | no aplica |
| EXC | -318.8% | -313.8% | -241.0% | -165.3% | -17619.2% |
| FANG | -393.1% | -387.7% | -329.8% | -310.5% | -1369.8% |
| FAST | -656.7% | -641.6% | -584.6% | -489.7% | -261852.1% |
| FER | no aplica | no aplica | no aplica | no aplica | -397.5% |
| FTNT | -2745.5% | -2733.0% | -2657.8% | -2302.5% | -10097.2% |
| GEHC | no aplica | no aplica | no aplica | no aplica | no aplica |
| GILD | -214.0% | -205.9% | -129.2% | -33.5% | -32897.2% |
| HONA | no aplica | no aplica | no aplica | no aplica | no aplica |
| IDXX | -780.2% | -770.2% | -637.7% | -634.0% | -58767.3% |
| INTC | -333.0% | -320.1% | -287.2% | -211.6% | -48971.8% |
| INTU | -414.1% | -402.9% | -274.7% | -284.1% | -15294.0% |
| ISRG | -612.6% | -601.5% | -494.4% | -526.6% | -18241.5% |
| KHC | -56.7% | -50.0% | +1.6% | +19.7% | +10.9% |
| KLAC | -3063.3% | -3056.0% | -2788.9% | -2618.9% | -287507.6% |
| LIN | no aplica | no aplica | no aplica | no aplica | -10611.7% |
| LITE | -4007.8% | -3985.7% | -3724.8% | -3665.0% | -4765.1% |
| LRCX | -4481.2% | -4469.4% | -4273.5% | -4260.1% | -158391.4% |
| MAR | -594.2% | -589.9% | -511.7% | -336.6% | -2484.1% |
| MCHP | -391.5% | -376.4% | -278.9% | -340.6% | -33225.5% |
| MDLZ | -181.9% | -173.8% | -90.7% | -43.7% | -343.1% |
| MELI | -1800.0% | -1791.2% | -1679.2% | -1628.1% | -6858.0% |
| META | -570.4% | -559.2% | -439.9% | -443.6% | -1307.6% |
| MNST | -194.7% | -183.6% | -100.3% | -104.8% | -61978.7% |
| MPWR | -2250.1% | -2243.6% | -1838.5% | -2157.4% | -14982.7% |
| MRVL | -2679.7% | -2674.8% | -2510.0% | -2410.6% | -1660.2% |
| MSTR | -743.7% | -736.0% | -727.4% | -705.6% | -1233.0% |
| MU | -6675.8% | -6660.0% | -6601.6% | -6502.7% | -70767.4% |
| NFLX | -743.1% | -727.1% | -669.5% | -659.7% | -67635.2% |
| NXPI | -300.4% | -290.8% | -85.7% | -141.6% | -1660.1% |
| ODFL | -1063.6% | -1045.3% | -955.2% | -911.6% | -36042.0% |
| ORLY | -539.2% | -529.3% | -405.6% | -406.6% | -54850.5% |
| PANW | -1299.7% | -1289.9% | -1187.0% | -1213.0% | -4054.2% |
| PCAR | -580.0% | -553.3% | -398.0% | -440.6% | -56876.7% |
| PDD | no aplica | no aplica | no aplica | no aplica | no aplica |
| PEP | -196.8% | -188.4% | -106.3% | -108.5% | -37120.3% |
| PLTR | no aplica | no aplica | no aplica | no aplica | no aplica |
| PYPL | -155.6% | -145.2% | -80.3% | -76.1% | -49.4% |
| QCOM | -438.5% | -429.9% | -334.9% | -339.8% | -50092.1% |
| REGN | -155.1% | -140.6% | -92.7% | -50.4% | -3115.7% |
| ROP | -244.0% | -234.2% | -146.1% | -157.8% | -25865.7% |
| ROST | -465.6% | -451.4% | -355.1% | -310.6% | -55820.0% |
| SBUX | -232.0% | -223.8% | -163.6% | -107.0% | -43002.0% |
| SHOP | -5944.7% | -5935.8% | -5892.0% | -5643.7% | -8499.2% |
| SNDK | no aplica | no aplica | no aplica | no aplica | no aplica |
| SNPS | -985.2% | -979.5% | -886.8% | -871.2% | -5088.4% |
| STX | -3652.4% | -3640.0% | -3517.3% | -3414.0% | -15680.7% |
| TER | -1856.8% | -1850.6% | -1700.8% | -1776.2% | -31366.2% |
| TMUS | -489.6% | -476.1% | -377.8% | -234.8% | -340.5% |
| TRI | -362.6% | -355.4% | -314.9% | -296.3% | -475.8% |
| TSLA | -2341.5% | -2339.2% | -2305.8% | -2278.1% | -22799.0% |
| TTWO | -688.4% | -654.5% | -564.6% | -536.6% | -5288.3% |
| TXN | -637.5% | -621.0% | -494.9% | -492.4% | -37031.9% |
| VRTX | -440.7% | -432.8% | -161.5% | -128.6% | -11307.4% |
| WBD | no aplica | no aplica | no aplica | no aplica | -221.7% |
| WDAY | -263.2% | -253.8% | -124.7% | -39.6% | -275.7% |
| WDC | -1171.4% | -1164.6% | -1120.0% | -1137.4% | -66171.0% |
| XEL | -295.8% | -288.1% | -230.8% | -192.7% | -7397.0% |
| KDP | -278.0% | -265.9% | -202.4% | -187.8% | -1055.4% |
| USD/MXN | -125.9% | -77.3% | -84.4% | -51.5% | -17.2% |
| Bitcoin | -18084.8% | -18084.8% | -18084.7% | -18063.1% | -17080.5% |
| Ether | — | — | — | — | no aplica |
7 / 472 · contra el s&p 500 en la misma ventana: 0 / 472
| Parámetros | Rendimiento | Sharpe | Caída máx. | Vs. índice |
|---|---|---|---|---|
| period 20, std_dev 2.0 | 101.0% | -0.12 | -44.3% | -2980.1% |
| period 20, std_dev 1.5 | 60.7% | -0.16 | -56.9% | -3020.3% |
| period 20, std_dev 2.5 | 52.9% | -0.23 | -35.3% | -3028.1% |
| period 10, std_dev 2.0 | 81.9% | -0.18 | -30.8% | -2999.1% |
| period 50, std_dev 2.0 | 72.6% | -0.14 | -39.2% | -3008.4% |
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: 0.39 (< 0.95)
Suite de robustez: MODERATE
Por mitades: Primera mitad no batió (+9.6% vs +237.3%); Segunda mitad no batió (+83.4% vs +843.1%).
5 fold(s) scored; 0% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = -0.5628.
Deflated Sharpe 0.3913 < 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 30497848a621 · motor de Finaxion
Las páginas de cada mercado, ordenadas por exceso anual sobre el S&P 500. Mostramos los primeros 12; el resto está en el sitemap. Ver los 19 mercados
Finaxion Research (2026). Rebote en la banda inferior de Bollinger: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 30497848a621. https://finaxion.app/research/bollinger-rebote