FINAXIONResearch
Finaxion Research · Volatilidad · Actualizado 2026-09-10

Ruptura de la banda superior de Bollinger

Funciona en pocos mercados

Su terreno: divisas, en 4 horas, en un activo suelto — bate en 8 de 961 combinaciones.

Mercados que bate
6 / 489
Vs. índice
-12.0 pts/año
Rendimiento total
-31.7%
Sharpe
-2.30
Caída máxima
-32.0%
Operaciones
462
10×19941997200020032006200920122015201820212024
EstrategiaComprar y mantener

Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.

¿Qué funciona y qué no de Ruptura de la banda superior de Bollinger?

  1. No hay una clase de activo donde Ruptura de la banda superior de Bollinger funcione de forma consistente; donde menos mal va es en divisas: 5 de 40 (12 %).
  2. Donde peor va es en criptomonedas: bate en 0 de 14.
  3. De los 6 mercados diarios donde bate, 1 aguantan fuera de muestra (17 %).
  4. Ningún parámetro vecino bate al índice: el ajuste publicado es un punto, no una zona.
  5. Mejora al alargar la vela: en 5 minutos bate en 0 de 118; en 4 horas, en 2 de 118.
  6. Su mejor mercado diario es MSTR: -1,2 puntos al año sobre el S&P 500 en 28 años, 450 operaciones.
  7. Su peor mercado diario es Cartera con balance: S&P 500 (máx. 25 posiciones): -32,5 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 0a2f2c1b7ca1.

Lo que se promete

«Cuando el precio rompe la banda superior, la tendencia se acelera: súbete.»

Lo que probamos exactamente

Largo mientras el cierre esté por encima de la banda superior (20, 2σ); fuera cuando vuelva por debajo.

Por qué

En cada mercado

Índices y ETFs · 0 / 6 · contra el s&p 500 en la misma ventana: 0 / 6

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
S&P 500 (SPY)-31.7%+3081.0%-3112.7%-12.0 pts462OVERFIT
Nasdaq-100 (QQQ)-39.0%+1565.8%-1604.9%-10.4 pts358OVERFIT
Russell 2000 (IWM)-23.8%+801.9%-825.7%-9.7 pts352OVERFIT
Emergentes (EEM)-2.7%+830.9%-833.7%-11.8 pts324OVERFIT
Oro (GLD)-0.0%+820.3%-820.3%-10.9 pts356OVERFIT
Bonos 20 años (TLT)-51.7%+131.2%-182.9%-14.2 pts420OVERFIT

Cartera con balance: Dow 30 (máx. 10 posiciones) · 0 / 1 · contra el s&p 500 en la misma ventana: 0 / 1

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Dow 30 (cartera) (30 · máx. 10)-99.7%+3081.0%-3180.7%-26.5 pts12357

Cartera con balance: Nasdaq-100 (máx. 20 posiciones) · 0 / 1 · contra el s&p 500 en la misma ventana: 0 / 1

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Nasdaq-100 (cartera) (98 · máx. 20)-99.4%+3081.0%-3180.4%-24.8 pts32510

Cartera con balance: S&P 500 (máx. 25 posiciones) · 0 / 1 · contra el s&p 500 en la misma ventana: 0 / 1

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
S&P 500 (cartera) (498 · máx. 25)-100.0%+3081.0%-3181.0%-32.5 pts131566

Acciones, una a una (Dow 30 + Nasdaq-100) · 2 / 470 · contra el s&p 500 en la misma ventana: 0 / 216

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
AAPL+84.2%+322813.1%-322728.8%antes de 1993767OVERFIT
AMGN-43.7%+187272.6%-187316.3%antes de 1993696OVERFIT
AMZN-24.4%+265196.1%-265220.5%-10.6 pts510OVERFIT
AXP-57.9%+27029.4%-27087.2%antes de 1993874OVERFIT
BA-30.3%+108724.7%-108754.9%antes de 19931000OVERFIT
CAT+62.5%+172708.3%-172645.8%antes de 1993996OVERFIT
CRM-19.0%+5992.9%-6011.9%-11.9 pts349OVERFIT
CSCO-46.4%+222956.6%-223003.0%antes de 1993574OVERFIT
CVX-50.1%+68037.6%-68087.7%antes de 19931000OVERFIT
DIS+68.1%+189847.3%-189779.2%antes de 19931006OVERFIT
GOOGL+61.4%+13534.3%-13472.9%-9.1 pts380OVERFIT
GS-56.7%+2027.1%-2083.8%-11.5 pts434OVERFIT
HD-50.9%+1985758.9%-1985809.8%antes de 1993724OVERFIT
HON-72.2%+21058.8%-21131.0%antes de 1993972OVERFIT
IBM-37.0%+16203.8%-16240.8%antes de 1993992OVERFIT
JNJ-32.6%+445196.6%-445229.2%antes de 19931016OVERFIT
JPM-75.8%+34522.5%-34598.2%antes de 1993724OVERFIT
KO-44.8%+199349.6%-199394.4%antes de 19931048OVERFIT
MCD-52.1%+236707.0%-236759.0%antes de 1993962OVERFIT
MMM-58.8%+31160.0%-31218.8%antes de 1993980OVERFIT
MRK-77.7%+233375.1%-233452.8%antes de 19931066OVERFIT
MSFT-40.8%+859506.0%-859546.8%antes de 1993693OVERFIT
NKE-59.2%+32003.7%-32062.8%antes de 1993716OVERFIT
NVDA-36.4%+587720.8%-587757.2%-10.4 pts488OVERFIT
PG-48.8%+59706.6%-59755.4%antes de 19931018OVERFIT
SHW-72.3%+231766.6%-231838.9%antes de 1993774OVERFIT
TRV+64.9%+12287.7%-12222.8%antes de 1993796OVERFIT
UNH-31.9%+353381.4%-353413.2%antes de 1993686OVERFIT
V-32.9%+2961.1%-2994.0%-14.3 pts302INCONCLUSIVE
WMT+3.6%+915365.3%-915361.8%antes de 1993892OVERFIT
ABNBno aplica · history < 10y (5.7y)
ADBE-58.1%+147731.1%-147789.2%antes de 1993693OVERFIT
ADI-79.8%+81534.0%-81613.8%antes de 1993674OVERFIT
ADP-34.6%+74205.9%-74240.5%antes de 1993758OVERFIT
ADSK-45.6%+58084.6%-58130.2%antes de 1993644OVERFIT
AEP-31.5%+13797.6%-13829.1%antes de 19931106OVERFIT
ALABno aplica · history < 10y (2.4y)
ALNY+11.8%+3338.4%-3326.6%-10.5 pts354OVERFIT
AMAT-53.4%+664974.8%-665028.2%antes de 1993722OVERFIT
AMD+56.3%+14863.3%-14807.0%antes de 1993756OVERFIT
APPno aplica · history < 10y (5.4y)
ARMno aplica · history < 10y (3.0y)
ASML-73.7%+96277.5%-96351.2%-15.2 pts518OVERFIT
AVGO-0.3%+32512.1%-32512.4%-14.7 pts270INCONCLUSIVE
AXON+300.8%+123065.2%-122764.4%-3.8 pts418OVERFIT
BKNG-30.7%+922.2%-952.9%-9.9 pts456OVERFIT
BKR-27.3%+933.9%-961.2%antes de 1993602OVERFIT
CCEP-58.7%+7081.8%-7140.5%antes de 1993658OVERFIT
CDNS-14.1%+16839.0%-16853.1%antes de 1993644OVERFIT
CEGno aplica · history < 10y (4.6y)
CMCSA-70.6%+47049.9%-47120.4%antes de 1993714OVERFIT
COST-61.3%+12800.7%-12862.0%antes de 1993660OVERFIT
CPRT-43.5%+21554.9%-21598.4%-12.7 pts554OVERFIT
CRWDno aplica · history < 10y (7.2y)
CSX-66.5%+40426.1%-40492.7%antes de 1993730OVERFIT
CTAS-42.7%+123411.3%-123454.0%antes de 1993750OVERFIT
DASHno aplica · history < 10y (5.7y)
DDOGno aplica · history < 10y (6.9y)
DXCM-29.2%+3002.6%-3031.8%-12.9 pts346OVERFIT
EAno aplica · history < 10y (9.0y)
EXC-45.9%+17730.6%-17776.5%antes de 1993914OVERFIT
FANG-53.3%+1406.8%-1460.1%-20.2 pts232INCONCLUSIVE
FAST+7.7%+262350.7%-262343.0%antes de 1993628OVERFIT
FER-21.7%+593.7%-615.4%-16.5 pts196INCONCLUSIVE
FTNT-46.0%+10184.6%-10230.6%-17.8 pts294INCONCLUSIVE
GEHCno aplica · history < 10y (3.7y)
GILD-70.2%+33594.8%-33664.9%antes de 1993578OVERFIT
HONAno aplica · history < 10y (0.2y)
IDXX-45.7%+58789.5%-58835.2%antes de 1993590OVERFIT
INTC-62.4%+49216.9%-49279.3%antes de 1993776OVERFIT
INTU-6.0%+15430.2%-15436.2%-11.0 pts544OVERFIT
ISRG-13.3%+18484.9%-18498.2%-9.0 pts420OVERFIT
KDP-52.6%+1090.2%-1142.8%-15.8 pts288INCONCLUSIVE
KHC-19.0%-42.2%+23.2%-16.2 pts144INCONCLUSIVE
KLAC-82.5%+289399.1%-289481.6%antes de 1993708OVERFIT
LIN-70.2%+10777.0%-10847.2%antes de 1993584OVERFIT
LITE+17.0%+5280.9%-5263.9%-12.8 pts156INCONCLUSIVE
LRCX-55.5%+159814.6%-159870.1%antes de 1993730OVERFIT
MAR-20.6%+2539.5%-2560.1%-9.7 pts442OVERFIT
MCHP-86.3%+41961.5%-42047.9%-16.6 pts528OVERFIT
MDLZ-44.9%+461.4%-506.3%-11.8 pts358OVERFIT
MELI-27.7%+6911.0%-6938.8%-12.8 pts318INCONCLUSIVE
META-47.5%+1410.2%-1457.8%-19.7 pts242INCONCLUSIVE
MNST+88.3%+61968.9%-61880.6%antes de 1993638OVERFIT
MPWR-52.6%+15002.1%-15054.7%-14.4 pts396OVERFIT
MRVL+7.2%+1645.0%-1637.8%-8.2 pts392OVERFIT
MSTR+724.7%+1158.6%-433.9%-1.2 pts450OVERFIT
MU-64.9%+70877.8%-70942.7%antes de 1993704OVERFIT
NFLX-47.1%+67643.2%-67690.3%-12.9 pts440OVERFIT
NXPI-45.3%+1721.2%-1766.4%-18.4 pts254INCONCLUSIVE
ODFL-69.2%+36444.7%-36513.9%antes de 1993524OVERFIT
ORLY+0.9%+55255.7%-55254.8%-10.9 pts544OVERFIT
PANW+12.8%+4215.4%-4202.7%-14.1 pts218INCONCLUSIVE
PCAR-28.9%+57106.4%-57135.3%antes de 1993732OVERFIT
PDDno aplica · history < 10y (8.1y)
PEP-68.5%+37760.7%-37829.2%antes de 1993916OVERFIT
PLTRno aplica · history < 10y (5.9y)
PYPL-27.7%+44.7%-72.5%-17.2 pts184INCONCLUSIVE
QCOM+14.9%+50430.1%-50415.2%antes de 1993518OVERFIT
REGN+347.5%+3718.3%-3370.8%antes de 1993550OVERFIT
ROP-6.1%+26003.6%-26009.7%antes de 1993555OVERFIT
ROST-54.8%+55801.1%-55856.0%antes de 1993698OVERFIT
SBUX-55.4%+43019.5%-43075.0%antes de 1993596OVERFIT
SHOP-2.4%+8568.8%-8571.2%-14.1 pts206INCONCLUSIVE
SNDKno aplica · history < 10y (1.5y)
SNPS-46.5%+5482.1%-5528.6%antes de 1993532OVERFIT
STX-19.1%+15614.6%-15633.8%-12.3 pts400OVERFIT
TER-73.9%+31309.8%-31383.7%antes de 1993866OVERFIT
TMUS-43.9%+318.0%-361.8%-13.8 pts304INCONCLUSIVE
TRI-66.4%+578.4%-644.9%-15.1 pts422OVERFIT
TSLA+453.0%+23002.8%-22549.8%-4.0 pts262INCONCLUSIVE
TTWO-78.8%+5509.7%-5588.5%-15.2 pts472OVERFIT
TXN-81.0%+38040.6%-38121.7%antes de 1993862OVERFIT
VRTX-24.8%+12000.4%-12025.2%antes de 1993564OVERFIT
WBD-5.7%+302.2%-307.9%-11.4 pts330OVERFIT
WDAY-44.0%+305.5%-349.5%-18.9 pts204INCONCLUSIVE
WDC-53.4%+66202.2%-66255.6%antes de 1993734OVERFIT
XEL-49.5%+7388.9%-7438.5%antes de 1993884OVERFIT
A+36.1%+486.3%-450.2%-7.2 pts430OVERFIT
ABBV-2.0%+1156.0%-1158.0%-15.0 pts222INCONCLUSIVE
ABT-72.4%+62056.2%-62128.5%antes de 1993736OVERFIT
ACGL-15.2%+4268.0%-4283.3%-11.1 pts524OVERFIT
ACN-49.1%+1726.5%-1775.6%-12.2 pts426OVERFIT
ADM-57.4%+9265.6%-9323.1%antes de 1993732OVERFIT
AEE-47.3%+813.9%-861.2%-11.5 pts452OVERFIT
AES-51.0%+647.5%-698.5%antes de 1993540OVERFIT
AFL-66.9%+205848.4%-205915.3%antes de 1993734OVERFIT
AIG-36.4%+468.3%-504.6%antes de 1993788OVERFIT
AIZ-49.1%+1585.5%-1634.6%-13.8 pts398OVERFIT
AJG-28.9%+41899.5%-41928.4%antes de 1993704OVERFIT
AKAM+31.9%-25.2%+57.1%-7.5 pts394OVERFIT
ALB-87.5%+3091.3%-3178.9%-17.1 pts530OVERFIT
ALGN-50.7%+846.9%-897.6%-11.6 pts454OVERFIT
ALL-72.5%+3674.2%-3746.7%-14.6 pts544OVERFIT
ALLE+1.2%+265.9%-264.7%-13.9 pts202INCONCLUSIVE
AMCR-23.4%+100.6%-124.0%-16.9 pts206INCONCLUSIVE
AME-52.7%+25325.0%-25377.8%antes de 1993686OVERFIT
AMP-39.6%+2154.1%-2193.7%-13.5 pts336OVERFIT
AMT+77.8%+1310.2%-1232.4%-7.0 pts440OVERFIT
ANET-55.2%+5592.8%-5648.0%-20.1 pts222INCONCLUSIVE
AON-3.8%+29815.0%-29818.9%antes de 1993698OVERFIT
AOS+39.8%+13924.9%-13885.1%antes de 1993670OVERFIT
APA-95.2%+2417.2%-2512.4%antes de 1993742OVERFIT
APD-54.0%+20722.2%-20776.2%antes de 1993728OVERFIT
APH-24.3%+146951.6%-146975.9%antes de 1993620OVERFIT
APO+46.4%+1845.9%-1799.5%-11.5 pts258INCONCLUSIVE
APTV+28.2%+174.0%-145.8%-13.5 pts236INCONCLUSIVE
ARE-25.6%+624.3%-649.9%-10.7 pts500OVERFIT
ARES+4.3%+1191.9%-1187.5%-13.6 pts228INCONCLUSIVE
ATO-56.7%+13696.4%-13753.1%antes de 1993720OVERFIT
AVB-21.4%+42.3%-63.7%-17.6 pts132INCONCLUSIVE
AVY-67.3%+8544.4%-8611.7%antes de 1993856OVERFIT
AWK-50.9%+950.9%-1001.8%-15.6 pts322INCONCLUSIVE
AZO-41.7%+40631.8%-40673.5%antes de 1993578OVERFIT
BAC-15.7%+4053.1%-4068.8%antes de 1993792OVERFIT
BALL-57.9%+49568.6%-49626.4%antes de 1993860OVERFIT
BAX-80.0%+1778.4%-1858.4%antes de 1993732OVERFIT
BBY+445.5%+89506.6%-89061.2%antes de 1993588OVERFIT
BDX-63.4%+21440.4%-21503.8%antes de 1993866OVERFIT
BEN+407.4%+130378.8%-129971.3%antes de 1993666OVERFIT
BF-B-76.0%+14873.5%-14949.5%antes de 1993824OVERFIT
BG-14.7%+1105.5%-1120.2%-10.2 pts364OVERFIT
BIIB-57.0%+6832.8%-6889.7%antes de 1993530OVERFIT
BLDR-31.9%+393.7%-425.6%-13.0 pts354OVERFIT
BLK-51.5%+13724.5%-13776.0%-11.4 pts464OVERFIT
BMY-82.3%+23662.6%-23744.9%antes de 1993912OVERFIT
BNY-44.6%+32230.3%-32275.0%antes de 1993836OVERFIT
BR-32.3%+1234.2%-1266.5%-13.0 pts292INCONCLUSIVE
BRK-B-2.9%+2072.5%-2075.4%-10.5 pts422OVERFIT
BRO+3.0%+76212.8%-76209.8%antes de 1993686OVERFIT
BSX-67.8%+1028.2%-1096.0%antes de 1993536OVERFIT
BX+43.8%+1023.3%-979.6%-8.9 pts316INCONCLUSIVE
BXP-42.5%+888.9%-931.5%-11.4 pts448OVERFIT
C-62.3%+1897.9%-1960.2%antes de 1993784OVERFIT
CAH+36.8%+39284.8%-39247.9%antes de 1993684OVERFIT
CARRno aplica · history < 10y (6.5y)
CASY+29.5%+80461.2%-80431.7%antes de 1993706OVERFIT
CB-55.5%+6587.6%-6643.1%-13.2 pts534OVERFIT
CBOE-33.4%+1060.1%-1093.5%-17.1 pts304INCONCLUSIVE
CBRE-59.2%+2283.8%-2343.1%-14.9 pts356OVERFIT
CCI-29.8%+899.9%-929.7%-10.3 pts418OVERFIT
CCL-58.0%+1154.4%-1212.4%antes de 1993570OVERFIT
CDW+23.1%+858.2%-835.1%-12.9 pts212INCONCLUSIVE
CF-55.2%+5815.9%-5871.2%-14.8 pts380OVERFIT
CFG-3.4%+349.9%-353.3%-14.1 pts186INCONCLUSIVE
CHD-62.9%+93736.5%-93799.5%antes de 1993794OVERFIT
CHRW-50.4%+4307.6%-4358.1%-11.8 pts464OVERFIT
CHTR+7.0%+335.5%-328.6%-13.7 pts276INCONCLUSIVE
CI-41.9%+12980.8%-13022.8%antes de 1993706OVERFIT
CIEN-81.8%+195.6%-277.3%-15.4 pts488OVERFIT
CINF-28.1%+41545.9%-41574.0%antes de 1993808OVERFIT
CL-85.3%+20919.0%-21004.3%antes de 1993886OVERFIT
CLX-86.4%+6184.2%-6270.6%antes de 1993918OVERFIT
CME+4.8%+6884.2%-6879.3%-11.2 pts376OVERFIT
CMG-34.0%+4221.6%-4255.6%-13.1 pts326OVERFIT
CMI-6.0%+28968.2%-28974.3%antes de 1993810OVERFIT
CMS-37.5%+630.8%-668.3%antes de 1993854OVERFIT
CNC+10.3%+4388.8%-4378.5%-9.7 pts424OVERFIT
CNP-29.4%+13998.0%-14027.4%antes de 19931066OVERFIT
COF-76.6%+5724.6%-5801.1%-15.6 pts506OVERFIT
COHR-83.4%+68288.9%-68372.3%antes de 1993608OVERFIT
COINno aplica · history < 10y (5.4y)
COO-35.6%+879.8%-915.5%antes de 1993658OVERFIT
COP-83.4%+13561.7%-13645.1%antes de 1993702OVERFIT
COR+2.4%+17062.1%-17059.7%-10.9 pts532OVERFIT
CPAY-34.6%+1383.7%-1418.3%-17.0 pts232INCONCLUSIVE
CPT-30.0%+2453.9%-2484.0%-12.0 pts518OVERFIT
CRH-78.5%+7617.9%-7696.4%antes de 1993578OVERFIT
CRL-50.3%+1210.2%-1260.5%-11.1 pts420OVERFIT
CSGP-24.4%+3390.6%-3415.0%-9.8 pts484OVERFIT
CTSH-1.9%+35498.3%-35500.2%-9.1 pts454OVERFIT
CTVAno aplica · history < 10y (7.3y)
CVNAno aplica · history < 10y (9.3y)
CVS-63.9%+15658.6%-15722.5%antes de 1993880OVERFIT
D-45.6%+17762.4%-17808.0%antes de 1993776OVERFIT
DAL-44.8%+339.1%-383.9%-13.8 pts318INCONCLUSIVE
DD-70.7%+10113.6%-10184.4%antes de 1993908OVERFIT
DE-74.1%+101089.1%-101163.2%antes de 1993868OVERFIT
DECK-49.4%+7024.7%-7074.1%-12.8 pts538OVERFIT
DELL+7.3%+4059.8%-4052.5%-14.4 pts174INCONCLUSIVE
DG-57.5%+550.3%-607.7%-19.3 pts276INCONCLUSIVE
DGX-64.8%+9626.0%-9690.8%-13.6 pts502OVERFIT
DHI-76.1%+13111.0%-13187.2%antes de 1993536OVERFIT
DHR-35.2%+483557.2%-483592.5%antes de 1993740OVERFIT
DLR-61.6%+3540.7%-3602.3%-15.5 pts400OVERFIT
DLTR-64.1%+10731.5%-10795.6%-14.3 pts540OVERFIT
DOC-67.7%+6136.8%-6204.5%antes de 1993704OVERFIT
DOV-51.4%+29264.8%-29316.2%antes de 1993738OVERFIT
DOWno aplica · history < 10y (7.4y)
DPZ-3.1%+5638.6%-5641.7%-11.2 pts378OVERFIT
DRI-69.9%+6998.7%-7068.6%-14.6 pts514OVERFIT
DTE-19.4%+35264.3%-35283.8%antes de 19931076OVERFIT
DUK-49.4%+16239.0%-16288.4%antes de 1993828OVERFIT
DVA-2.2%+4219.3%-4221.4%-10.7 pts494OVERFIT
DVN-70.0%+1411.9%-1482.0%antes de 1993672OVERFIT
EBAY+12.1%+14035.1%-14023.0%-8.9 pts428OVERFIT
ECHO+108.4%+227.3%-118.9%-7.3 pts254INCONCLUSIVE
ECL-56.3%+20174.1%-20230.4%antes de 1993868OVERFIT
ED+12.6%+45081.6%-45069.1%antes de 19931120OVERFIT
EFX-44.5%+77234.4%-77278.9%antes de 1993776OVERFIT
EG-61.3%+2975.7%-3037.0%-13.6 pts512OVERFIT
EIX-45.7%+14610.5%-14656.2%antes de 1993964OVERFIT
EL-21.4%+1551.3%-1572.8%-11.3 pts510OVERFIT
ELV-45.0%+2326.9%-2371.9%-12.6 pts410OVERFIT
EME-32.4%+59203.5%-59235.9%-12.4 pts512OVERFIT
EMR-64.5%+19839.1%-19903.6%antes de 1993848OVERFIT
EOG-41.5%+9279.7%-9321.2%antes de 1993554OVERFIT
EQIX+78.1%+240.5%-162.4%-6.2 pts414OVERFIT
EQR-27.3%+44.2%-71.5%-18.3 pts162INCONCLUSIVE
EQT-40.2%+19557.1%-19597.3%antes de 1993732OVERFIT
ERIE-16.3%+3362.8%-3379.1%-11.2 pts500OVERFIT
ES-57.5%+2960.1%-3017.6%antes de 1993886OVERFIT
ESS-45.9%+5274.8%-5320.7%-13.0 pts550OVERFIT
ETN-41.2%+116541.5%-116582.7%antes de 1993866OVERFIT
ETR-66.5%+19797.9%-19864.5%antes de 1993860OVERFIT
EVRG-57.0%+5086.7%-5143.7%antes de 1993862OVERFIT
EW-11.4%+6500.0%-6511.4%-8.7 pts452OVERFIT
EXEno aplica · history < 10y (5.6y)
EXPD+16.9%+148324.6%-148307.7%antes de 1993698OVERFIT
EXPE-39.0%+916.1%-955.2%-13.4 pts322OVERFIT
EXR-49.2%+2698.9%-2748.1%-14.3 pts380OVERFIT
F-45.6%+6752.4%-6797.9%antes de 1993862OVERFIT
FCX-52.9%+1061.6%-1114.5%-13.1 pts522OVERFIT
FDS-34.5%+9088.9%-9123.4%-11.7 pts510OVERFIT
FDX-45.1%+53776.9%-53822.0%antes de 1993736OVERFIT
FDXFno aplica · history < 10y (0.3y)
FE-60.2%+563.0%-623.2%-12.6 pts478OVERFIT
FFIV-82.3%+5374.0%-5456.3%-14.7 pts454OVERFIT
FICO-28.3%+94747.8%-94776.1%antes de 1993636OVERFIT
FIS-38.9%+363.8%-402.7%-11.4 pts384OVERFIT
FITB+10.5%+28280.0%-28269.5%antes de 1993726OVERFIT
FIX-50.4%+11966.2%-12016.6%-11.9 pts460OVERFIT
FLEX-84.8%+7898.6%-7983.4%-16.6 pts490OVERFIT
FOXno aplica · history < 10y (7.5y)
FOXAno aplica · history < 10y (7.5y)
FRT-85.7%+24360.2%-24446.0%antes de 1993908OVERFIT
FSLR-58.9%+716.1%-775.0%-15.4 pts310OVERFIT
FTV-23.7%+100.1%-123.9%-18.1 pts164INCONCLUSIVE
GD-55.5%+221689.9%-221745.3%antes de 19931068OVERFIT
GDDY-39.6%+389.4%-429.0%-18.4 pts170INCONCLUSIVE
GE-40.4%+54356.2%-54396.6%antes de 1993976OVERFIT
GEN-74.1%+12085.6%-12159.7%antes de 1993625OVERFIT
GEVno aplica · history < 10y (2.4y)
GIS-62.0%+15015.5%-15077.5%antes de 1993776OVERFIT
GL-42.8%+12680.6%-12723.4%antes de 1993750OVERFIT
GLW+0.4%+19301.2%-19300.8%antes de 1993716OVERFIT
GM-20.2%+240.1%-260.2%-15.9 pts232INCONCLUSIVE
GNRC+28.7%+2091.1%-2062.3%-13.0 pts266INCONCLUSIVE
GPC-36.3%+12785.5%-12821.8%antes de 1993744OVERFIT
GPN-47.2%+2567.9%-2615.1%-11.5 pts394OVERFIT
GRMN-70.7%+5377.3%-5448.0%-13.6 pts456OVERFIT
GWW+65.8%+55300.2%-55234.3%antes de 1993888OVERFIT
HAL-85.2%+2860.8%-2946.0%antes de 1993804OVERFIT
HAS-38.2%+201529.8%-201568.0%antes de 1993782OVERFIT
HBAN-67.9%+3799.5%-3867.4%antes de 1993728OVERFIT
HCA-48.7%+1699.7%-1748.4%-18.4 pts278INCONCLUSIVE
HIG-61.1%+951.1%-1012.2%-13.5 pts538OVERFIT
HII+26.6%+883.6%-857.1%-12.7 pts262INCONCLUSIVE
HLT-23.2%+659.1%-682.4%-16.2 pts206INCONCLUSIVE
HOODno aplica · history < 10y (5.1y)
HPE+15.7%+625.0%-609.4%-13.5 pts164INCONCLUSIVE
HPQ-80.4%+77945.5%-78025.9%antes de 19931080OVERFIT
HRL-56.6%+19046.1%-19102.7%antes de 1993758OVERFIT
HSIC-34.2%+1913.1%-1947.3%-11.9 pts468OVERFIT
HST-79.4%+12843.9%-12923.3%antes de 1993696OVERFIT
HSY-75.2%+53964.6%-54039.8%antes de 1993814OVERFIT
HUBB-53.5%+3853.5%-3907.0%-13.4 pts524OVERFIT
HUM-54.8%+20168.9%-20223.7%antes de 1993738OVERFIT
HWMno aplica · history < 10y (9.8y)
IBKR+4.1%+1526.1%-1522.0%-10.6 pts334INCONCLUSIVE
ICE-35.2%+2307.9%-2343.0%-13.3 pts342OVERFIT
IEX-50.5%+12761.2%-12811.7%antes de 1993678OVERFIT
IFF-62.4%+4754.9%-4817.3%antes de 1993804OVERFIT
INCY+17.6%+6471.7%-6454.1%-10.4 pts522OVERFIT
INVHno aplica · history < 10y (9.6y)
IP-74.8%+4590.1%-4665.0%antes de 1993966OVERFIT
IQV-3.0%+520.3%-523.3%-14.5 pts196INCONCLUSIVE
IRno aplica · history < 10y (9.3y)
IRM+31.4%+9911.6%-9880.1%-9.4 pts490OVERFIT
IT-48.4%+6431.0%-6479.4%-12.8 pts568OVERFIT
ITW-70.6%+51254.1%-51324.7%antes de 1993872OVERFIT
IVZ-75.5%+1093.8%-1169.3%-15.1 pts478OVERFIT
J+47.4%+33544.7%-33497.3%antes de 1993708OVERFIT
JBHT-33.1%+24926.6%-24959.8%antes de 1993686OVERFIT
JBL-37.6%+41217.7%-41255.3%-12.3 pts538OVERFIT
JCI-17.8%+4376.5%-4394.2%antes de 1993614OVERFIT
JKHY-58.3%+71288.2%-71346.6%antes de 1993668OVERFIT
KEY-57.8%+1405.6%-1463.4%antes de 1993618OVERFIT
KEYS-24.9%+1042.3%-1067.2%-16.7 pts206INCONCLUSIVE
KIM-34.8%+3036.5%-3071.3%antes de 1993580OVERFIT
KKR-34.9%+1784.9%-1819.7%-17.4 pts294INCONCLUSIVE
KMB-68.9%+16039.9%-16108.8%antes de 1993774OVERFIT
KMI-22.9%+117.5%-140.3%-15.6 pts218INCONCLUSIVE
KR-7.4%+182706.1%-182713.5%antes de 19931044OVERFIT
KVUEno aplica · history < 10y (3.3y)
L-60.9%+22398.8%-22459.7%antes de 1993762OVERFIT
LDOS-32.6%+530.2%-562.9%-13.1 pts290OVERFIT
LEN-40.6%+29032.9%-29073.5%antes de 1993708OVERFIT
LH-72.2%+1408.2%-1480.5%antes de 1993650OVERFIT
LHX-66.7%+8519.5%-8586.2%antes de 1993716OVERFIT
LII-38.6%+3122.4%-3161.0%-10.3 pts456OVERFIT
LLY-26.6%+129720.0%-129746.6%antes de 1993872OVERFIT
LMT-58.7%+67444.7%-67503.3%antes de 19931038OVERFIT
LNT-62.6%+9408.5%-9471.1%antes de 1993852OVERFIT
LOW+96.2%+77328.4%-77232.2%antes de 1993704OVERFIT
LULU+2.3%+759.0%-756.7%-11.0 pts298INCONCLUSIVE
LUV-84.8%+24508.5%-24593.3%antes de 1993764OVERFIT
LVS+29.0%+50.3%-21.4%-9.7 pts294OVERFIT
LYB-52.2%+648.8%-701.0%-18.5 pts272INCONCLUSIVE
LYV-62.3%+1558.0%-1620.3%-15.7 pts326OVERFIT
MA+4.1%+14066.9%-14062.9%-11.1 pts330OVERFIT
MAA-17.1%+3525.2%-3542.2%-11.4 pts532OVERFIT
MAS-22.7%+7423.1%-7445.8%antes de 1993664OVERFIT
MCK-29.1%+6946.5%-6975.6%-12.2 pts562OVERFIT
MCO-56.5%+7753.9%-7810.4%-13.6 pts564OVERFIT
MDT-68.8%+51421.0%-51489.8%antes de 1993864OVERFIT
MET-49.1%+1176.9%-1226.0%-10.8 pts386OVERFIT
MGM+142.7%+1501.4%-1358.7%antes de 1993572OVERFIT
MKC-52.2%+14401.8%-14454.1%antes de 1993830OVERFIT
MLM-28.2%+3089.6%-3117.7%-11.9 pts524OVERFIT
MO-26.7%+2914781.4%-2914808.1%antes de 19931034OVERFIT
MOS-60.0%+268.9%-328.9%antes de 1993584OVERFIT
MPC-10.3%+2972.8%-2983.0%-15.3 pts276INCONCLUSIVE
MRNAno aplica · history < 10y (7.7y)
MRSH-53.5%+21192.9%-21246.4%antes de 1993888OVERFIT
MS-48.9%+6159.1%-6208.0%-12.9 pts568OVERFIT
MSCI-51.2%+2406.7%-2457.9%-15.0 pts298INCONCLUSIVE
MSI-57.1%+79243.2%-79300.3%antes de 19931048OVERFIT
MTB+50.1%+105049.8%-104999.8%antes de 1993782OVERFIT
MTD+16.8%+9346.3%-9329.5%-8.9 pts490OVERFIT
NCLH-57.1%-34.9%-22.2%-20.8 pts194INCONCLUSIVE
NDAQ+22.4%+2371.2%-2348.8%-10.1 pts414OVERFIT
NDSN-38.1%+37769.3%-37807.4%antes de 1993770OVERFIT
NEE+36.6%+23772.9%-23736.3%antes de 1993928OVERFIT
NEM-85.0%+2099.8%-2184.8%antes de 1993734OVERFIT
NI-25.3%+5234.9%-5260.2%antes de 1993852OVERFIT
NOC-17.9%+23369.3%-23387.2%antes de 1993710OVERFIT
NOW+19.9%+2907.9%-2888.0%-13.6 pts219INCONCLUSIVE
NRG-27.9%+1442.6%-1470.4%-12.5 pts370OVERFIT
NSC-74.8%+24520.7%-24595.5%antes de 1993772OVERFIT
NTAP-63.9%+19659.8%-19723.7%-13.8 pts494OVERFIT
NTRS+66.7%+53074.8%-53008.1%antes de 1993786OVERFIT
NUE-35.7%+70209.1%-70244.8%antes de 1993736OVERFIT
NVR+13.1%+61512.0%-61498.9%-10.5 pts544OVERFIT
NWS+26.6%+152.4%-125.8%-12.6 pts190INCONCLUSIVE
NWSA-18.2%+122.2%-140.4%-15.9 pts190INCONCLUSIVE
O-58.6%+5366.4%-5425.0%-13.8 pts556OVERFIT
OKE-74.1%+19101.6%-19175.7%antes de 1993704OVERFIT
OMC-69.5%+15677.5%-15747.0%antes de 1993748OVERFIT
ON-22.1%+208.7%-230.8%-9.4 pts422OVERFIT
ORCL-51.4%+296729.4%-296780.8%antes de 1993664OVERFIT
OTISno aplica · history < 10y (6.5y)
OXY-88.3%+3580.0%-3668.3%antes de 1993728OVERFIT
PCG-26.4%+1389.7%-1416.0%antes de 1993886OVERFIT
PEG-41.2%+18884.4%-18925.6%antes de 1993780OVERFIT
PFE-73.2%+20062.7%-20135.9%antes de 1993906OVERFIT
PFG-74.9%+920.1%-995.0%-15.6 pts396OVERFIT
PGR-49.4%+819581.9%-819631.3%antes de 1993754OVERFIT
PH-24.2%+41129.4%-41153.7%antes de 1993738OVERFIT
PHM-48.3%+95847.7%-95896.0%antes de 1993772OVERFIT
PLD-55.2%+1782.5%-1837.7%-12.1 pts508OVERFIT
PM-27.9%+785.7%-813.6%-14.0 pts274INCONCLUSIVE
PNC-53.0%+37937.9%-37990.8%antes de 1993806OVERFIT
PNR+5.7%+11510.8%-11505.2%antes de 1993832OVERFIT
PNW-48.3%+2247.6%-2295.9%antes de 1993842OVERFIT
PODD-13.8%+831.5%-845.2%-11.6 pts304INCONCLUSIVE
PPG-27.0%+21327.4%-21354.4%antes de 1993710OVERFIT
PPL+34.7%+7311.8%-7277.1%antes de 1993726OVERFIT
PRU-64.8%+767.8%-832.6%-14.2 pts402OVERFIT
PSA-58.9%+13958.7%-14017.6%antes de 1993754OVERFIT
PSKY-68.2%-34.8%-33.4%-16.5 pts320OVERFIT
PSX-7.9%+1071.7%-1079.5%-15.2 pts226INCONCLUSIVE
PTC-82.7%+8443.5%-8526.2%antes de 1993566OVERFIT
PWR-29.8%+8155.1%-8184.9%-10.4 pts468OVERFIT
Qno aplica · history < 10y (0.8y)
RCL-47.6%+4611.6%-4659.2%-12.8 pts556OVERFIT
REG-54.3%+2046.5%-2100.8%-13.2 pts546OVERFIT
RF-70.7%+7230.0%-7300.7%antes de 1993720OVERFIT
RJF-46.0%+52691.1%-52737.1%antes de 1993674OVERFIT
RL-78.6%+1376.9%-1455.6%-14.7 pts472OVERFIT
RMD+18.1%+43254.4%-43236.2%-10.3 pts516OVERFIT
ROK-67.3%+57325.7%-57393.1%antes de 1993712OVERFIT
ROL-73.9%+36503.9%-36577.8%antes de 1993768OVERFIT
RSG-44.1%+1977.7%-2021.8%-10.9 pts474OVERFIT
RTX-50.6%+231131.9%-231182.5%antes de 19931050OVERFIT
RVTY-54.8%+25547.2%-25602.0%antes de 1993839OVERFIT
SBAC-25.3%+2259.6%-2284.9%-9.6 pts456OVERFIT
SCHW+22.9%+45501.9%-45479.0%antes de 1993632OVERFIT
SJM-70.6%+1119.0%-1189.5%-14.8 pts495OVERFIT
SLB-67.9%+1125.4%-1193.3%antes de 1993656OVERFIT
SMCI-64.5%+4155.7%-4220.2%-16.3 pts308INCONCLUSIVE
SNA-79.5%+12522.0%-12601.5%antes de 1993790OVERFIT
SO-50.2%+32617.4%-32667.6%antes de 1993858OVERFIT
SOLVno aplica · history < 10y (2.4y)
SPG-38.5%+5330.6%-5369.0%-12.4 pts580OVERFIT
SPGI-66.3%+140503.3%-140569.6%antes de 1993908OVERFIT
SRE-74.4%+1463.0%-1537.4%-13.6 pts474OVERFIT
STE-24.0%+15491.4%-15515.4%antes de 1993556OVERFIT
STLD-47.1%+7831.8%-7878.9%-12.1 pts514OVERFIT
STT+254.4%+199686.1%-199431.7%antes de 1993738OVERFIT
STZ-22.7%+10007.0%-10029.6%antes de 1993564OVERFIT
SW+47.1%+775.0%-727.8%-9.9 pts262INCONCLUSIVE
SWK-82.0%+5887.9%-5969.9%antes de 1993718OVERFIT
SWKS-86.3%+1317.3%-1403.5%antes de 1993648OVERFIT
SYF-17.8%+325.2%-343.1%-15.6 pts184INCONCLUSIVE
SYK-18.3%+430371.4%-430389.8%antes de 1993770OVERFIT
SYY-57.7%+115885.9%-115943.7%antes de 1993846OVERFIT
T-34.8%+10219.8%-10254.5%antes de 1993656OVERFIT
TAP-52.3%+518.8%-571.0%antes de 1993770OVERFIT
TDG-13.5%+13285.3%-13298.8%-11.8 pts360OVERFIT
TDY+5.2%+7164.6%-7159.4%-8.2 pts416OVERFIT
TECH-84.9%+79246.8%-79331.7%antes de 1993588OVERFIT
TEL-8.6%+671.1%-679.6%-11.2 pts282INCONCLUSIVE
TFC-1.5%+10226.4%-10228.0%antes de 1993760OVERFIT
TGT-23.9%+90566.5%-90590.4%antes de 1993852OVERFIT
TJX-70.5%+36154.4%-36224.9%antes de 1993692OVERFIT
TKO+22.9%+1638.9%-1615.9%-8.0 pts448OVERFIT
TMO-28.4%+36784.3%-36812.7%antes de 1993760OVERFIT
TPL+1193.1%+75277.1%-74084.0%antes de 1993738OVERFIT
TPR-52.9%+7766.6%-7819.5%-11.5 pts418OVERFIT
TRGP-21.6%+2202.9%-2224.5%-15.9 pts262INCONCLUSIVE
TRMB-70.7%+3366.4%-3437.1%antes de 1993550OVERFIT
TROW+3.1%+35932.6%-35929.5%antes de 1993636OVERFIT
TSCO+158.0%+15199.0%-15041.0%-8.0 pts456OVERFIT
TSN-17.2%+4340.8%-4358.0%antes de 1993698OVERFIT
TT-24.4%+49748.2%-49772.6%antes de 1993768OVERFIT
TTDno aplica · history < 10y (9.9y)
TXT-42.6%+4901.2%-4943.8%antes de 1993806OVERFIT
TYL+66.3%+43359.1%-43292.7%antes de 1993763OVERFIT
UAL-49.9%+240.6%-290.5%-14.5 pts294OVERFIT
UBERno aplica · history < 10y (7.3y)
UDR-65.1%+14119.5%-14184.6%antes de 1993814OVERFIT
UHS+65.8%+15293.2%-15227.4%antes de 1993690OVERFIT
ULTA-49.6%+1721.3%-1770.9%-14.5 pts298INCONCLUSIVE
UNP-66.9%+30311.4%-30378.3%antes de 1993780OVERFIT
UPS-22.8%+233.2%-256.0%-9.5 pts396OVERFIT
URI-4.1%+7088.3%-7092.4%-9.5 pts460OVERFIT
USB+33.6%+44799.0%-44765.4%antes de 1993850OVERFIT
VEEV-37.3%+668.8%-706.1%-17.8 pts245INCONCLUSIVE
VICIno aplica · history < 10y (8.7y)
VLO-74.7%+23394.0%-23468.7%antes de 1993742OVERFIT
VLTOno aplica · history < 10y (2.9y)
VMC+153.9%+48759.3%-48605.4%antes de 1993830OVERFIT
VRSK-37.9%+648.8%-686.7%-17.2 pts268INCONCLUSIVE
VRSN-48.0%+5322.0%-5370.1%-11.6 pts504OVERFIT
VRTno aplica · history < 10y (8.1y)
VSTno aplica · history < 10y (9.9y)
VTR-48.2%+1496.8%-1545.1%-12.0 pts502OVERFIT
VTRS-69.8%+1568.8%-1638.6%antes de 1993742OVERFIT
VZ-54.1%+4889.1%-4943.2%antes de 1993640OVERFIT
WAB-71.0%+4137.7%-4208.7%-14.7 pts550OVERFIT
WAT-32.9%+10865.4%-10898.3%-11.8 pts474OVERFIT
WEC-54.7%+23656.8%-23711.4%antes de 1993754OVERFIT
WELL-21.6%+58774.1%-58795.8%antes de 1993756OVERFIT
WFC-64.5%+63452.2%-63516.8%antes de 1993898OVERFIT
WM+14.2%+8471.2%-8457.0%antes de 1993622OVERFIT
WMB-84.9%+11974.1%-12059.0%antes de 1993738OVERFIT
WSM-15.2%+69865.8%-69880.9%antes de 1993710OVERFIT
WST+91.9%+79208.6%-79116.7%antes de 1993782OVERFIT
WTW-37.4%+1181.6%-1219.0%-11.2 pts400OVERFIT
WY-78.0%+1781.4%-1859.4%antes de 1993814OVERFIT
WYNN+35.3%+1217.6%-1182.3%-10.1 pts352OVERFIT
XOM-81.8%+183657.9%-183739.7%antes de 19931038OVERFIT
XYL-21.3%+455.0%-476.4%-16.8 pts234INCONCLUSIVE
XYZ-18.2%+527.5%-545.8%-16.6 pts192INCONCLUSIVE
YUM-55.7%+4282.5%-4338.2%-12.1 pts462OVERFIT
ZBH-59.1%+292.2%-351.3%-13.2 pts400OVERFIT
ZBRA+0.6%+8617.7%-8617.0%antes de 1993558OVERFIT
ZTS-14.8%+179.3%-194.0%-15.8 pts190INCONCLUSIVE

Divisas · 4 / 8 · contra el s&p 500 en la misma ventana: 0 / 8

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
EUR/USD-4.8%-3.1%-1.7%-11.2 pts340OVERFIT
GBP/USD+2.6%-21.2%+23.8%-10.9 pts332OVERFIT
USD/JPY+9.9%+40.2%-30.3%-9.9 pts476OVERFIT
USD/MXN+3.7%+49.9%-46.2%-10.9 pts374OVERFIT
AUD/USD-9.6%-6.6%-2.9%-11.7 pts292OVERFIT
USD/CAD+4.0%+1.7%+2.3%-11.0 pts324OVERFIT
USD/CHF-2.9%-41.4%+38.5%-11.3 pts304OVERFIT
NZD/USD-6.3%-8.1%+1.8%-11.3 pts346OVERFIT

Cripto · 0 / 2 · contra el s&p 500 en la misma ventana: 0 / 2

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Bitcoin+126.3%+17075.3%-16949.0%-8.9 pts298INCONCLUSIVE
Etherno aplica · history < 10y (8.8y)
Litecoin+200.4%+859.3%-659.0%-7.2 pts296INCONCLUSIVE
Solanano aplica · history < 10y (6.4y)
Cardanono aplica · history < 10y (8.8y)
Dogecoinno aplica · history < 10y (8.8y)

¿Y en intradía?

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).

Activo5 min15 min1 hora4 horasDiario
Litecoin-1348.2%-1348.2%-1348.2%-1230.2%-659.0%
Solanano aplicano aplicano aplicano aplicano aplica
Cardanono aplicano aplicano aplicano aplicano aplica
Dogecoinno aplicano aplicano aplicano aplicano aplica
EUR/USD-87.6%-81.3%-61.8%-15.4%-1.7%
GBP/USD-87.4%-79.9%-39.7%-17.3%+23.8%
USD/JPY-135.8%-123.9%-73.1%-38.1%-30.3%
AUD/USD-2.9%
USD/CAD-136.6%-128.9%-75.8%-37.0%+2.3%
USD/CHF-85.0%-78.2%-24.5%+8.6%+38.5%
NZD/USD-82.5%-77.0%-63.4%-12.3%+1.8%
S&P 500 (SPY)-454.0%-452.4%-409.6%-372.5%-3112.7%
Nasdaq-100 (QQQ)-705.1%-703.9%-658.7%-613.5%-1604.9%
Russell 2000 (IWM)-307.3%-306.4%-262.6%-223.4%-825.7%
Emergentes (EEM)-269.1%-267.9%-221.9%-184.4%-833.7%
Oro (GLD)-397.4%-395.8%-360.2%-310.1%-820.3%
Bonos 20 años (TLT)-91.8%-90.8%-59.7%-11.7%-182.9%
AAPL-1349.6%-1348.0%-1295.3%-1257.0%-322728.8%
AMGN-379.1%-378.0%-330.3%-304.0%-187316.3%
AMZN-836.5%-834.7%-770.5%-724.8%-265220.5%
AXP-573.8%-572.3%-533.3%-492.3%-27087.2%
BA-166.5%-164.9%-114.8%-62.6%-108754.9%
CAT-1513.0%-1511.6%-1462.8%-1394.3%-172645.8%
CRM-339.5%-337.8%-302.9%-254.8%-6011.9%
CSCO-570.4%-569.8%-532.0%-491.9%-223003.0%
CVX-358.2%-357.5%-325.6%-299.1%-68087.7%
DIS-114.8%-113.1%-64.7%-64.2%-189779.2%
GOOGL-920.8%-919.5%-880.6%-860.3%-13472.9%
GS-723.2%-722.1%-680.3%-616.8%-2083.8%
HD-324.2%-323.3%-293.0%-255.3%-1985809.8%
HON-280.6%-279.3%-245.2%-210.5%-21131.0%
IBM-286.6%-285.1%-245.1%-220.5%-16240.8%
JNJ-357.5%-356.8%-325.5%-268.9%-445229.2%
JPM-742.2%-741.3%-714.8%-661.7%-34598.2%
KO-293.4%-292.8%-266.4%-229.2%-199394.4%
MCD-285.6%-284.7%-256.2%-235.4%-236759.0%
MMM-200.3%-199.1%-161.1%-123.6%-31218.8%
MRK-412.7%-411.7%-377.6%-329.4%-233452.8%
MSFT-1077.0%-1076.0%-1044.5%-974.5%-859546.8%
NKE-74.3%-73.0%-31.8%-9.2%-32062.8%
NVDA-27586.0%-27582.8%-27515.7%-27477.0%-587757.2%
PG-246.9%-245.9%-213.8%-198.1%-59755.4%
SHW-449.0%-447.7%-418.5%-385.9%-231838.9%
TRV-422.1%-421.0%-395.1%-346.6%-12222.8%
UNH-401.4%-400.6%-361.5%-293.8%-353413.2%
V-543.9%-542.8%-512.5%-480.2%-2994.0%
WMT-607.6%-606.8%-573.1%-543.1%-915361.8%
ABNBno aplicano aplicano aplicano aplicano aplica
ADBE-317.0%-316.1%-280.0%-241.1%-147789.2%
ADI-814.6%-813.4%-773.8%-703.5%-81613.8%
ADP-441.3%-440.6%-401.4%-356.5%-74240.5%
ADSK-432.2%-430.4%-390.9%-372.8%-58130.2%
AEP-305.4%-304.7%-273.3%-240.3%-13829.1%
ALABno aplicano aplicano aplicano aplicano aplica
ALNY-254.9%-253.5%-212.4%-140.1%-3326.6%
AMAT-2817.9%-2816.5%-2780.2%-2713.4%-665028.2%
AMD-16807.9%-16803.5%-16716.6%-16605.8%-14807.0%
APPno aplicano aplicano aplicano aplicano aplica
ARMno aplicano aplicano aplicano aplicano aplica
ASML-2158.7%-2157.6%-2115.3%-2078.3%-96351.2%
AVGO-3403.2%-3402.1%-3352.0%-3301.0%-32512.4%
AXON-3569.4%-3568.0%-3520.4%-3389.5%-122764.4%
BKNG-421.6%-419.5%-350.0%-357.9%-952.9%
BKRno aplicano aplicano aplicano aplica-961.2%
CCEP-415.8%-414.8%-380.2%-343.6%-7140.5%
CDNS-1658.0%-1656.8%-1609.9%-1574.9%-16853.1%
CEGno aplicano aplicano aplicano aplicano aplica
CMCSA-135.8%-135.3%-102.1%-62.2%-47120.4%
COST-707.4%-706.4%-671.4%-610.6%-12862.0%
CPRT-700.6%-699.7%-664.1%-575.4%-21598.4%
CRWDno aplicano aplicano aplicano aplicano aplica
CSX-696.6%-695.6%-664.6%-632.5%-40492.7%
CTAS-1031.2%-1030.3%-997.7%-932.3%-123454.0%
DASHno aplicano aplicano aplicano aplicano aplica
DDOGno aplicano aplicano aplicano aplicano aplica
DXCM-462.8%-460.6%-404.4%-354.6%-3031.8%
EAno aplica
EXC-318.9%-318.3%-283.3%-263.7%-17776.5%
FANG-393.3%-391.4%-365.2%-308.5%-1460.1%
FAST-656.9%-655.8%-622.3%-602.4%-262343.0%
FERno aplicano aplicano aplicano aplica-615.4%
FTNT-2745.6%-2745.2%-2709.4%-2638.4%-10230.6%
GEHCno aplicano aplicano aplicano aplicano aplica
GILD-214.0%-212.4%-183.3%-134.8%-33664.9%
HONAno aplicano aplicano aplicano aplicano aplica
IDXX-780.4%-778.5%-748.7%-715.9%-58835.2%
INTC-333.1%-332.3%-299.2%-232.0%-49279.3%
INTU-414.2%-413.1%-374.0%-334.4%-15436.2%
ISRG-612.6%-611.2%-573.4%-508.3%-18498.2%
KHC-56.8%-56.1%-31.6%+25.4%+23.2%
KLAC-3063.6%-3062.9%-3024.2%-2978.8%-289481.6%
LINno aplicano aplicano aplicano aplica-10847.2%
LITE-4008.1%-4005.3%-3983.6%-3929.7%-5263.9%
LRCX-4481.4%-4479.7%-4441.6%-4395.0%-159870.1%
MAR-594.3%-591.6%-561.3%-485.9%-2560.1%
MCHP-391.6%-390.4%-337.2%-308.3%-42047.9%
MDLZ-182.0%-181.1%-153.9%-111.1%-506.3%
MELI-1800.1%-1799.3%-1754.2%-1680.7%-6938.8%
META-570.4%-568.0%-515.9%-513.2%-1457.8%
MNST-194.8%-194.0%-162.9%-122.1%-61880.6%
MPWR-2250.5%-2249.7%-2219.7%-2170.3%-15054.7%
MRVL-2679.8%-2679.1%-2631.7%-2610.6%-1637.8%
MSTR-743.9%-739.9%-574.0%-655.6%-433.9%
MU-6675.8%-6675.2%-6627.6%-6538.1%-70942.7%
NFLX-743.2%-741.6%-693.6%-624.1%-67690.3%
NXPI-300.5%-299.2%-267.8%-241.1%-1766.4%
ODFL-1063.8%-1062.6%-1006.8%-971.6%-36513.9%
ORLY-539.4%-538.5%-501.5%-465.9%-55254.8%
PANW-1299.9%-1299.2%-1275.9%-1167.1%-4202.7%
PCAR-580.1%-578.9%-535.5%-496.3%-57135.3%
PDDno aplicano aplicano aplicano aplicano aplica
PEP-196.8%-196.3%-175.3%-137.8%-37829.2%
PLTRno aplicano aplicano aplicano aplicano aplica
PYPL-155.8%-155.3%-126.0%-65.9%-72.5%
QCOM-438.6%-437.4%-361.6%-363.7%-50415.2%
REGN-155.2%-154.1%-123.8%-69.9%-3370.8%
ROP-244.2%-243.7%-211.1%-188.0%-26009.7%
ROST-465.7%-464.0%-432.5%-399.5%-55856.0%
SBUX-232.0%-230.4%-192.5%-171.6%-43075.0%
SHOP-5944.8%-5943.9%-5905.5%-5732.1%-8571.2%
SNDKno aplicano aplicano aplicano aplicano aplica
SNPS-985.3%-984.5%-947.5%-915.8%-5528.6%
STX-3652.5%-3651.5%-3634.1%-3597.1%-15633.8%
TER-1857.0%-1856.3%-1805.8%-1745.1%-31383.7%
TMUS-489.7%-489.2%-450.3%-431.0%-361.8%
TRI-362.7%-361.1%-330.5%-308.8%-644.9%
TSLA-2341.6%-2336.8%-2189.2%-2061.6%-22549.8%
TTWO-688.9%-688.1%-652.9%-612.8%-5588.5%
TXN-637.7%-636.5%-595.2%-561.4%-38121.7%
VRTX-440.8%-439.7%-409.4%-384.3%-12025.2%
WBDno aplicano aplicano aplicano aplica-307.9%
WDAY-263.3%-262.5%-223.6%-197.2%-349.5%
WDC-1171.5%-1170.6%-1143.0%-1108.4%-66255.6%
XEL-295.9%-295.3%-267.9%-230.6%-7438.5%
KDP-278.1%-277.2%-240.2%-215.7%-1142.8%
USD/MXN-134.9%-127.1%-118.8%-80.7%-46.2%
Bitcoin-18084.8%-18084.8%-18084.6%-17946.2%-16949.0%
Etherno aplica

2 / 472 · contra el s&p 500 en la misma ventana: 0 / 472

¿Y si cambio un poco los parámetros? (sobre el índice)

ParámetrosRendimientoSharpeCaída máx.Vs. índice
period 20, std_dev 2.0-31.7%-2.30-32.0%-3112.7%
period 20, std_dev 1.5-58.6%-1.32-61.9%-3139.7%
period 20, std_dev 2.5-4.0%-6.08-4.9%-3085.0%
period 10, std_dev 2.0-22.9%-3.18-23.4%-3103.9%
period 50, std_dev 2.0-20.0%-1.88-24.1%-3101.0%

Una regla que solo funciona con los números exactos del libro y muere un paso más allá no es una ventaja: es suerte.

Fuera de muestra y robustez (sobre el índice)

Walk-forward: OVERFIT · 0%

Sharpe deflactado: 0.00 (< 0.95)

Suite de robustez: MODERATE

Por mitades: Primera mitad no batió (-11.6% vs +237.3%); Segunda mitad no batió (-22.7% 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.

Recibo

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 0a2f2c1b7ca1 · motor de Finaxion

Por mercado

Las páginas de cada mercado, ordenadas por exceso anual sobre el S&P 500. Mostramos los primeros 6; el resto está en el sitemap. Ver los 6 mercados

Fuentes de la afirmación

Cómo citar

Finaxion Research (2026). Ruptura de la banda superior de Bollinger: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 0a2f2c1b7ca1. https://finaxion.app/research/bollinger-ruptura

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