FINAXIONResearch
Finaxion Research · Reversión a la media · Actualizado 2026-09-10

Estocástico: cruce en sobreventa (14, 3)

Funciona en pocos mercados

Su terreno: divisas, en 4 horas, comprando varios activos en señal — bate en 23 de 961 combinaciones.

Mercados que bate
16 / 489
Vs. índice
-7.8 pts/año
Rendimiento total
176.6%
Sharpe
0.00
Caída máxima
-45.1%
Operaciones
423
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 Estocástico: cruce en sobreventa (14, 3)?

El Estocástico: cruce en sobreventa (14, 3) no funciona de forma consistente en ninguna clase de activo; donde menos mal va es en divisas con 4 de 40 (10 %), mientras que en criptomonedas bate en 0 de 14. Funciona como cartera, no como acción suelta: como cesta bate en 3 de 3, pero activo por activo en 20 de 958. Mejora al alargar la vela, ya que en 5 minutos bate en 0 de 118 y en 4 horas en 6 de 118; su mejor mercado diario es SMCI con +11,6 puntos al año sobre el S&P 500 en 19 años y 262 operaciones, y su peor es MSTR con -21,6 puntos al año frente al S&P 500.

  1. No hay una clase de activo donde Estocástico: cruce en sobreventa (14, 3) funcione de forma consistente; donde menos mal va es en divisas: 4 de 40 (10 %).
  2. Donde peor va es en criptomonedas: bate en 0 de 14.
  3. Funciona como cartera, no como acción suelta: como cesta bate en 3 de 3, activo por activo en 20 de 958.
  4. De los 16 mercados diarios donde bate, 11 aguantan fuera de muestra (69 %).
  5. Ningún parámetro vecino bate al índice: el ajuste publicado es un punto, no una zona.
  6. Mejora al alargar la vela: en 5 minutos bate en 0 de 118; en 4 horas, en 6 de 118.
  7. Su mejor mercado diario es SMCI: +11,6 puntos al año sobre el S&P 500 en 19 años, 262 operaciones.
  8. Su peor mercado diario es MSTR: -21,6 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 f4bff284709b.

Lo que se promete

«Cuando %K cruza por encima de %D por debajo de 20, el precio está barato y va a rebotar.»

Lo que probamos exactamente

%K(14) cruza sobre %D(3) en zona de sobreventa → entrada. Se mantiene hasta que %K supera 80 → salida.

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)+176.6%+3081.0%-2904.4%-7.8 pts423OVERFIT
Nasdaq-100 (QQQ)+4.9%+1565.8%-1560.9%-8.4 pts347OVERFIT
Russell 2000 (IWM)+180.6%+801.9%-621.3%-4.6 pts365OVERFIT
Emergentes (EEM)+125.2%+830.9%-705.7%-8.1 pts338OVERFIT
Oro (GLD)+116.5%+820.3%-703.8%-7.3 pts312OVERFIT
Bonos 20 años (TLT)-3.5%+131.2%-134.7%-11.4 pts336OVERFIT

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Dow 30 (cartera) (30 · máx. 10)+17889.3%+3081.0%+14808.3%+5.9 pts8822

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Nasdaq-100 (cartera) (98 · máx. 20)+44699.0%+3081.0%+41618.0%+9.1 pts19667

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
S&P 500 (cartera) (498 · máx. 25)+17125.9%+3081.0%+14044.9%+5.7 pts28917

Acciones, una a una (Dow 30 + Nasdaq-100) · 10 / 470 · contra el s&p 500 en la misma ventana: 21 / 216

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
AAPL-17.4%+322813.1%-322830.5%antes de 1993586OVERFIT
AMGN+868.3%+187272.6%-186404.3%antes de 1993584OVERFIT
AMZN+738.0%+265196.1%-264458.2%-2.1 pts387GENERALIZED
AXP+11673.7%+27029.4%-15355.6%antes de 1993795OVERFIT
BA-1.6%+108724.7%-108726.2%antes de 1993843OVERFIT
CAT+4311.8%+172708.3%-168396.5%antes de 1993907OVERFIT
CRM+497.7%+5992.9%-5495.2%-2.5 pts298OVERFIT
CSCO+4420.2%+222956.6%-218536.4%antes de 1993495MARGINAL
CVX+4100.1%+68037.6%-63937.5%antes de 1993942MARGINAL
DIS+160.9%+189847.3%-189686.4%antes de 1993870OVERFIT
GOOGL+121.9%+13534.3%-13412.4%-7.6 pts281OVERFIT
GS+101.6%+2027.1%-1925.6%-5.9 pts382OVERFIT
HD+2271.8%+1985758.9%-1983487.1%antes de 1993585MARGINAL
HON+7962.8%+21058.8%-13096.0%antes de 1993951OVERFIT
IBM-61.8%+16203.8%-16265.6%antes de 1993857OVERFIT
JNJ+4063.8%+445196.6%-441132.8%antes de 1993892OVERFIT
JPM+647.6%+34522.5%-33874.8%antes de 1993639OVERFIT
KO+5741.7%+199349.6%-193607.9%antes de 1993894OVERFIT
MCD+1068.4%+236707.0%-235638.6%antes de 1993833MARGINAL
MMM+2299.8%+31160.0%-28860.2%antes de 1993925OVERFIT
MRK+1393.5%+233375.1%-231981.6%antes de 1993884MARGINAL
MSFT+989.9%+859506.0%-858516.1%antes de 1993534OVERFIT
NKE+1802.6%+32003.7%-30201.1%antes de 1993611OVERFIT
NVDA+20.4%+587720.8%-587700.4%-8.1 pts354OVERFIT
PG+1502.6%+59706.6%-58204.0%antes de 1993867MARGINAL
SHW+4388.7%+231766.6%-227377.9%antes de 1993645MARGINAL
TRV+1136.2%+12287.7%-11151.5%antes de 1993689OVERFIT
UNH+11859.4%+353381.4%-341521.9%antes de 1993563MARGINAL
V+594.9%+2961.1%-2366.2%-1.0 pts228INCONCLUSIVE
WMT+2709.5%+915365.3%-912655.9%antes de 1993737OVERFIT
ABNBno aplica · history < 10y (5.7y)
ADBE+874.6%+147731.1%-146856.5%antes de 1993518MARGINAL
ADI+36715.5%+81534.0%-44818.5%antes de 1993667MARGINAL
ADP+3118.5%+74205.9%-71087.4%antes de 1993636MARGINAL
ADSK+1048.2%+58084.6%-57036.4%antes de 1993570OVERFIT
AEP+135.7%+13797.6%-13661.9%antes de 1993835OVERFIT
ALABno aplica · history < 10y (2.4y)
ALNY+113.3%+3338.4%-3225.1%-7.5 pts292OVERFIT
AMAT+5642.2%+664974.8%-659332.7%antes de 1993647MARGINAL
AMD-87.2%+14863.3%-14950.5%antes de 1993599OVERFIT
APPno aplica · history < 10y (5.4y)
ARMno aplica · history < 10y (3.0y)
ASML+1127.9%+96277.5%-95149.6%-2.7 pts436OVERFIT
AVGO+2043.3%+32512.1%-30468.8%+5.0 pts231INCONCLUSIVE
AXON+242.8%+123065.2%-122822.4%-4.5 pts340OVERFIT
BKNG-71.6%+922.2%-993.8%-13.1 pts367OVERFIT
BKR+127.0%+933.9%-806.8%antes de 1993541OVERFIT
CCEP+69.2%+7081.8%-7012.6%antes de 1993540OVERFIT
CDNS+532.7%+16839.0%-16306.3%antes de 1993516OVERFIT
CEGno aplica · history < 10y (4.6y)
CMCSA+10623.8%+47049.9%-36426.0%antes de 1993642MARGINAL
COST+963.9%+12800.7%-11836.8%antes de 1993531OVERFIT
CPRT+1481.1%+21554.9%-20073.9%-2.0 pts434MARGINAL
CRWDno aplica · history < 10y (7.2y)
CSX+496.4%+40426.1%-39929.7%antes de 1993634OVERFIT
CTAS+757.0%+123411.3%-122654.3%antes de 1993584OVERFIT
DASHno aplica · history < 10y (5.7y)
DDOGno aplica · history < 10y (6.9y)
DXCM+22.2%+3002.6%-2980.3%-10.3 pts270OVERFIT
EAno aplica · history < 10y (9.0y)
EXC+1123.3%+17730.6%-16607.2%antes de 1993711OVERFIT
FANG+325.6%+1406.8%-1081.2%-3.8 pts198INCONCLUSIVE
FAST+5692.3%+262350.7%-256658.4%antes de 1993533OVERFIT
FER+101.3%+593.7%-492.4%-9.7 pts95INCONCLUSIVE
FTNT+790.5%+10184.6%-9394.0%-0.2 pts242INCONCLUSIVE
GEHCno aplica · history < 10y (3.7y)
GILD+8222.1%+33594.8%-25372.7%antes de 1993504MARGINAL
HONAno aplica · history < 10y (0.2y)
IDXX+3040.5%+58789.5%-55749.0%antes de 1993497OVERFIT
INTC+690.1%+49216.9%-48526.8%antes de 1993643OVERFIT
INTU+1727.0%+15430.2%-13703.2%-1.7 pts464OVERFIT
ISRG+296.5%+18484.9%-18188.4%-3.0 pts341OVERFIT
KDP+260.7%+1090.2%-829.5%-4.5 pts266INCONCLUSIVE
KHC-35.5%-42.2%+6.7%-18.2 pts138INCONCLUSIVE
KLAC+10075.4%+289399.1%-279323.7%antes de 1993651OVERFIT
LIN+3926.3%+10777.0%-6850.7%antes de 1993503MARGINAL
LITE+346.4%+5280.9%-4934.6%+0.2 pts147INCONCLUSIVE
LRCX+8072.1%+159814.6%-151742.5%antes de 1993579MARGINAL
MAR+165.9%+2539.5%-2373.7%-5.4 pts369OVERFIT
MCHP+33280.7%+41961.5%-8680.9%+8.2 pts489MARGINAL
MDLZ+161.8%+461.4%-299.6%-5.5 pts364OVERFIT
MELI+616.2%+6911.0%-6294.9%-0.3 pts276INCONCLUSIVE
META+150.1%+1410.2%-1260.1%-8.6 pts195INCONCLUSIVE
MNST+853.8%+61968.9%-61115.1%antes de 1993435MARGINAL
MPWR+324.0%+15002.1%-14678.1%-4.1 pts293OVERFIT
MRVL+13.8%+1645.0%-1631.2%-8.0 pts346OVERFIT
MSTR-97.7%+1158.6%-1256.3%-21.6 pts340OVERFIT
MU+5295.1%+70877.8%-65582.7%antes de 1993605OVERFIT
NFLX+755.7%+67643.2%-66887.5%-1.1 pts318MARGINAL
NXPI+239.9%+1721.2%-1481.3%-6.8 pts223INCONCLUSIVE
ODFL+5365.1%+36444.7%-31079.6%antes de 1993493OVERFIT
ORLY+2450.2%+55255.7%-52805.5%-0.7 pts464OVERFIT
PANW+664.4%+4215.4%-3551.0%+0.6 pts195INCONCLUSIVE
PCAR+2685.8%+57106.4%-54420.6%antes de 1993651OVERFIT
PDDno aplica · history < 10y (8.1y)
PEP+1473.2%+37760.7%-36287.5%antes de 1993741OVERFIT
PLTRno aplica · history < 10y (5.9y)
PYPL+60.1%+44.7%+15.4%-10.0 pts142INCONCLUSIVE
QCOM+179.1%+50430.1%-50251.1%antes de 1993469MARGINAL
REGN+4039.8%+3718.3%+321.4%antes de 1993482MARGINAL
ROP+2138.0%+26003.6%-23865.5%antes de 1993472MARGINAL
ROST+473.1%+55801.1%-55328.1%antes de 1993531OVERFIT
SBUX+3033.8%+43019.5%-39985.8%antes de 1993468MARGINAL
SHOP+439.0%+8568.8%-8129.9%+2.2 pts154INCONCLUSIVE
SNDKno aplica · history < 10y (1.5y)
SNPS+213.7%+5482.1%-5268.4%antes de 1993470OVERFIT
STX+23.8%+15614.6%-15590.8%-10.5 pts321OVERFIT
TER+1059.3%+31309.8%-30250.5%antes de 1993743OVERFIT
TMUS+12.0%+318.0%-305.9%-10.3 pts264INCONCLUSIVE
TRI+112.0%+578.4%-466.5%-7.5 pts314OVERFIT
TSLA+52.8%+23002.8%-22949.9%-12.5 pts216INCONCLUSIVE
TTWO+925.2%+5509.7%-4584.5%-1.8 pts399GENERALIZED
TXN+6221.8%+38040.6%-31818.8%antes de 1993779OVERFIT
VRTX+1989.5%+12000.4%-10011.0%antes de 1993506OVERFIT
WBD-17.4%+302.2%-319.6%-12.0 pts272OVERFIT
WDAY+66.4%+305.5%-239.1%-11.1 pts184INCONCLUSIVE
WDC+1073.9%+66202.2%-65128.3%antes de 1993631MARGINAL
XEL+152.8%+7388.9%-7236.1%antes de 1993729OVERFIT
A-30.7%+486.3%-517.0%-9.7 pts346OVERFIT
ABBV+141.3%+1156.0%-1014.7%-8.2 pts176INCONCLUSIVE
ABT+3546.6%+62056.2%-58509.6%antes de 1993668OVERFIT
ACGL+1033.8%+4268.0%-3234.2%-2.4 pts426OVERFIT
ACN+136.0%+1726.5%-1590.5%-6.0 pts346OVERFIT
ADM+526.8%+9265.6%-8738.8%antes de 1993644OVERFIT
AEE+167.1%+813.9%-646.8%-5.8 pts379OVERFIT
AES-33.3%+647.5%-680.8%antes de 1993478OVERFIT
AFL+9595.9%+205848.4%-196252.6%antes de 1993653MARGINAL
AIG-18.0%+468.3%-486.3%antes de 1993753OVERFIT
AIZ+57.4%+1585.5%-1528.1%-8.8 pts303OVERFIT
AJG+74.8%+41899.5%-41824.7%antes de 1993536OVERFIT
AKAM-56.4%-25.2%-31.2%-11.6 pts373OVERFIT
ALB+100.0%+3091.3%-2991.4%-8.7 pts438OVERFIT
ALGN+74.4%+846.9%-772.5%-6.7 pts343OVERFIT
ALL+184.3%+3674.2%-3490.0%-7.6 pts441OVERFIT
ALLE+181.2%+265.9%-84.7%-5.5 pts179INCONCLUSIVE
AMCR+70.7%+100.6%-29.9%-11.2 pts144INCONCLUSIVE
AME+397.5%+25325.0%-24927.5%antes de 1993559OVERFIT
AMP+154.9%+2154.1%-1999.2%-6.6 pts290OVERFIT
AMT+114.8%+1310.2%-1195.3%-6.4 pts380OVERFIT
ANET+477.6%+5592.8%-5115.2%+1.7 pts165INCONCLUSIVE
AON+4671.4%+29815.0%-25143.6%antes de 1993645MARGINAL
AOS+901.9%+13924.9%-13023.0%antes de 1993598OVERFIT
APA+368.9%+2417.2%-2048.3%antes de 1993658OVERFIT
APD+1523.9%+20722.2%-19198.3%antes de 1993670OVERFIT
APH+900.5%+146951.6%-146051.1%antes de 1993495OVERFIT
APO+143.9%+1845.9%-1702.0%-8.0 pts197INCONCLUSIVE
APTV-36.9%+174.0%-210.8%-18.3 pts203INCONCLUSIVE
ARE+84.3%+624.3%-540.0%-7.5 pts404OVERFIT
ARES+169.4%+1191.9%-1022.5%-5.6 pts160INCONCLUSIVE
ATO+5203.8%+13696.4%-8492.6%antes de 1993605MARGINAL
AVB+41.9%+42.3%-0.4%-11.6 pts135INCONCLUSIVE
AVY+2604.6%+8544.4%-5939.8%antes de 1993758OVERFIT
AWK+575.6%+950.9%-375.3%-0.8 pts274INCONCLUSIVE
AZO+1717.4%+40631.8%-38914.3%antes de 1993485MARGINAL
BAC+244.2%+4053.1%-3808.9%antes de 1993701OVERFIT
BALL+496.0%+49568.6%-49072.6%antes de 1993702OVERFIT
BAX+480.3%+1778.4%-1298.1%antes de 1993611OVERFIT
BBY+138.1%+89506.6%-89368.6%antes de 1993546OVERFIT
BDX+1632.3%+21440.4%-19808.1%antes de 1993738OVERFIT
BEN+4137.2%+130378.8%-126241.6%antes de 1993609OVERFIT
BF-B+818.5%+14873.5%-14055.0%antes de 1993630MARGINAL
BG+405.6%+1105.5%-699.9%-2.9 pts340OVERFIT
BIIB+57.2%+6832.8%-6775.6%antes de 1993458OVERFIT
BLDR+120.7%+393.7%-273.0%-7.3 pts288OVERFIT
BLK+308.0%+13724.5%-13416.5%-3.4 pts370OVERFIT
BMY+2777.1%+23662.6%-20885.5%antes de 1993764OVERFIT
BNY+1837.7%+32230.3%-30392.7%antes de 1993728OVERFIT
BR+114.6%+1234.2%-1119.7%-7.0 pts258INCONCLUSIVE
BRK-B+462.2%+2072.5%-1610.4%-4.5 pts423OVERFIT
BRO+1582.2%+76212.8%-74630.6%antes de 1993498OVERFIT
BSX+301.4%+1028.2%-726.8%antes de 1993470OVERFIT
BX+97.8%+1023.3%-925.6%-7.2 pts254INCONCLUSIVE
BXP+406.1%+888.9%-482.9%-3.8 pts412MARGINAL
C-1.5%+1897.9%-1899.4%antes de 1993687OVERFIT
CAH+566.8%+39284.8%-38718.0%antes de 1993577OVERFIT
CARRno aplica · history < 10y (6.5y)
CASY+1764.5%+80461.2%-78696.7%antes de 1993583OVERFIT
CB+1237.5%+6587.6%-5350.1%-2.7 pts497MARGINAL
CBOE+182.2%+1060.1%-877.9%-8.0 pts216INCONCLUSIVE
CBRE+272.4%+2283.8%-2011.4%-4.9 pts298MARGINAL
CCI+1338.1%+899.9%+438.2%+1.0 pts394OVERFIT
CCL+19.7%+1154.4%-1134.7%antes de 1993547OVERFIT
CDW+102.8%+858.2%-755.4%-9.0 pts184INCONCLUSIVE
CF+157.0%+5815.9%-5658.9%-6.5 pts294OVERFIT
CFG+25.7%+349.9%-324.2%-11.9 pts163INCONCLUSIVE
CHD+25399.3%+93736.5%-68337.3%antes de 1993602MARGINAL
CHRW+1531.6%+4307.6%-2776.0%+0.8 pts390OVERFIT
CHTR+17.1%+335.5%-318.4%-13.2 pts215INCONCLUSIVE
CI+227.1%+12980.8%-12753.7%antes de 1993609OVERFIT
CIEN-83.9%+195.6%-279.5%-15.9 pts385OVERFIT
CINF+607.4%+41545.9%-40938.5%antes de 1993611OVERFIT
CL+6391.2%+20919.0%-14527.8%antes de 1993763MARGINAL
CLX+1012.4%+6184.2%-5171.8%antes de 1993744OVERFIT
CME+758.3%+6884.2%-6125.9%-1.9 pts334OVERFIT
CMG+58.1%+4221.6%-4163.5%-8.9 pts272OVERFIT
CMI-35.6%+28968.2%-29003.8%antes de 1993721OVERFIT
CMS-80.0%+630.8%-710.8%antes de 1993697OVERFIT
CNC+709.1%+4388.8%-3679.7%-1.2 pts317OVERFIT
CNP+154.0%+13998.0%-13844.0%antes de 1993867OVERFIT
COF+250.9%+5724.6%-5473.6%-7.1 pts433OVERFIT
COHR+142.4%+68288.9%-68146.5%antes de 1993483OVERFIT
COINno aplica · history < 10y (5.4y)
COO-44.7%+879.8%-924.5%antes de 1993584OVERFIT
COP+1341.0%+13561.7%-12220.7%antes de 1993666MARGINAL
COR+111.0%+17062.1%-16951.1%-8.5 pts404OVERFIT
CPAY+182.1%+1383.7%-1201.5%-7.5 pts194INCONCLUSIVE
CPT+292.4%+2453.9%-2161.5%-6.7 pts463MARGINAL
CRH+3676.4%+7617.9%-3941.5%antes de 1993475MARGINAL
CRL+186.2%+1210.2%-1023.9%-4.4 pts348OVERFIT
CSGP+57.0%+3390.6%-3333.6%-7.2 pts386MARGINAL
CTSH+1366.6%+35498.3%-34131.7%+1.0 pts402OVERFIT
CTVAno aplica · history < 10y (7.3y)
CVNAno aplica · history < 10y (9.3y)
CVS+236.8%+15658.6%-15421.8%antes de 1993751OVERFIT
D+1363.4%+17762.4%-16399.0%antes de 1993619OVERFIT
DAL-26.6%+339.1%-365.7%-12.4 pts253INCONCLUSIVE
DD+1793.4%+10113.6%-8320.2%antes de 1993793OVERFIT
DE+5545.9%+101089.1%-95543.2%antes de 1993766OVERFIT
DECK+8378.3%+7024.7%+1353.6%+3.7 pts459MARGINAL
DELL+474.7%+4059.8%-3585.1%+3.9 pts121INCONCLUSIVE
DG+83.9%+550.3%-466.3%-10.6 pts215INCONCLUSIVE
DGX+513.6%+9626.0%-9112.5%-3.8 pts390OVERFIT
DHI+1760.9%+13111.0%-11350.1%antes de 1993465MARGINAL
DHR+4217.1%+483557.2%-479340.2%antes de 1993670OVERFIT
DLR+516.1%+3540.7%-3024.6%-2.5 pts303MARGINAL
DLTR+2313.6%+10731.5%-8417.8%-0.4 pts416MARGINAL
DOC+266.3%+6136.8%-5870.5%antes de 1993544OVERFIT
DOV+576.2%+29264.8%-28688.7%antes de 1993645OVERFIT
DOWno aplica · history < 10y (7.4y)
DPZ+322.3%+5638.6%-5316.2%-4.4 pts297OVERFIT
DRI+594.4%+6998.7%-6404.3%-4.5 pts436OVERFIT
DTE+133.7%+35264.3%-35130.7%antes de 1993831OVERFIT
DUK+345.5%+16239.0%-15893.6%antes de 1993605OVERFIT
DVA+681.0%+4219.3%-3538.2%-3.7 pts435OVERFIT
DVN+45.0%+1411.9%-1366.9%antes de 1993584OVERFIT
EBAY+254.1%+14035.1%-13781.0%-4.6 pts403OVERFIT
ECHO+4.3%+227.3%-223.0%-11.1 pts243INCONCLUSIVE
ECL+628.0%+20174.1%-19546.0%antes de 1993710OVERFIT
ED+30.4%+45081.6%-45051.2%antes de 1993841OVERFIT
EFX+828.2%+77234.4%-76406.2%antes de 1993632OVERFIT
EG+1487.5%+2975.7%-1488.2%-1.2 pts460OVERFIT
EIX+43.6%+14610.5%-14566.9%antes de 1993690OVERFIT
EL+345.8%+1551.3%-1205.6%-5.5 pts422MARGINAL
ELV+238.5%+2326.9%-2088.4%-5.2 pts354OVERFIT
EME+610.0%+59203.5%-58593.5%-4.8 pts433OVERFIT
EMR+2097.9%+19839.1%-17741.2%antes de 1993781OVERFIT
EOG+765.7%+9279.7%-8514.0%antes de 1993518OVERFIT
EQIX+1.2%+240.5%-239.3%-8.4 pts346OVERFIT
EQR+37.7%+44.2%-6.5%-11.9 pts135INCONCLUSIVE
EQT+2711.4%+19557.1%-16845.7%antes de 1993644OVERFIT
ERIE+91.4%+3362.8%-3271.5%-8.5 pts398OVERFIT
ES+287.2%+2960.1%-2672.9%antes de 1993707OVERFIT
ESS+581.5%+5274.8%-4693.3%-4.9 pts452GENERALIZED
ETN+158.0%+116541.5%-116383.5%antes de 1993715OVERFIT
ETR+499.9%+19797.9%-19298.1%antes de 1993701OVERFIT
EVRG+1716.2%+5086.7%-3370.5%antes de 1993745OVERFIT
EW+2014.6%+6500.0%-4485.3%+4.1 pts365GENERALIZED
EXEno aplica · history < 10y (5.6y)
EXPD+4079.8%+148324.6%-144244.8%antes de 1993570MARGINAL
EXPE+380.1%+916.1%-536.0%-3.4 pts294OVERFIT
EXR+598.1%+2698.9%-2100.9%-2.1 pts301MARGINAL
F-14.5%+6752.4%-6766.9%antes de 1993743OVERFIT
FCX-61.9%+1061.6%-1123.5%-13.7 pts404OVERFIT
FDS+476.2%+9088.9%-8612.7%-4.3 pts414MARGINAL
FDX+6031.4%+53776.9%-47745.5%antes de 1993684MARGINAL
FDXFno aplica · history < 10y (0.3y)
FE+149.4%+563.0%-413.6%-6.3 pts389OVERFIT
FFIV-35.5%+5374.0%-5409.5%-10.1 pts371OVERFIT
FICO+85.6%+94747.8%-94662.2%antes de 1993492OVERFIT
FIS+196.6%+363.8%-167.2%-5.1 pts339OVERFIT
FITB+142.8%+28280.0%-28137.3%antes de 1993587OVERFIT
FIX+225.9%+11966.2%-11740.3%-5.4 pts393OVERFIT
FLEX+6369.1%+7898.6%-1529.5%+2.8 pts475OVERFIT
FOXno aplica · history < 10y (7.5y)
FOXAno aplica · history < 10y (7.5y)
FRT+1200.5%+24360.2%-23159.8%antes de 1993731OVERFIT
FSLR+28.3%+716.1%-687.8%-9.7 pts273OVERFIT
FTV+64.9%+100.1%-35.2%-10.4 pts147INCONCLUSIVE
GD+844.7%+221689.9%-220845.2%antes de 1993869OVERFIT
GDDY+164.7%+389.4%-224.7%-5.1 pts152INCONCLUSIVE
GE+382.3%+54356.2%-53974.0%antes de 1993889OVERFIT
GEN+130.8%+12085.6%-11954.8%antes de 1993494OVERFIT
GEVno aplica · history < 10y (2.4y)
GIS+1376.8%+15015.5%-13638.7%antes de 1993660MARGINAL
GL+100.6%+12680.6%-12580.0%antes de 1993619OVERFIT
GLW-38.9%+19301.2%-19340.0%antes de 1993579OVERFIT
GM+47.1%+240.1%-193.0%-12.0 pts211INCONCLUSIVE
GNRC+51.6%+2091.1%-2039.5%-12.0 pts211INCONCLUSIVE
GPC+631.4%+12785.5%-12154.1%antes de 1993670OVERFIT
GPN+951.0%+2567.9%-1616.9%+0.6 pts352MARGINAL
GRMN+1568.9%+5377.3%-3808.4%+2.6 pts365OVERFIT
GWW+932.0%+55300.2%-54368.1%antes de 1993772OVERFIT
HAL+143.9%+2860.8%-2716.9%antes de 1993752OVERFIT
HAS+515.8%+201529.8%-201014.0%antes de 1993616OVERFIT
HBAN+1254.0%+3799.5%-2545.6%antes de 1993641OVERFIT
HCA+383.4%+1699.7%-1316.3%-3.4 pts218INCONCLUSIVE
HIG-19.5%+951.1%-970.6%-11.1 pts409OVERFIT
HII+5.8%+883.6%-877.8%-13.8 pts201INCONCLUSIVE
HLT+206.6%+659.1%-452.5%-4.9 pts174INCONCLUSIVE
HOODno aplica · history < 10y (5.1y)
HPE+122.7%+625.0%-502.3%-7.2 pts159INCONCLUSIVE
HPQ+845.9%+77945.5%-77099.6%antes de 1993897OVERFIT
HRL+1007.5%+19046.1%-18038.6%antes de 1993651OVERFIT
HSIC+554.0%+1913.1%-1359.1%-4.3 pts442MARGINAL
HST+345.2%+12843.9%-12498.6%antes de 1993653OVERFIT
HSY+843.8%+53964.6%-53120.8%antes de 1993630OVERFIT
HUBB+123.7%+3853.5%-3729.8%-8.5 pts421OVERFIT
HUM+4953.9%+20168.9%-15214.9%antes de 1993622MARGINAL
HWMno aplica · history < 10y (9.8y)
IBKR+235.2%+1526.1%-1291.0%-4.3 pts262INCONCLUSIVE
ICE+187.9%+2307.9%-2120.0%-6.0 pts274OVERFIT
IEX+496.0%+12761.2%-12265.3%antes de 1993521OVERFIT
IFF+1210.6%+4754.9%-3544.4%antes de 1993744OVERFIT
INCY+134.4%+6471.7%-6337.3%-8.3 pts436OVERFIT
INVHno aplica · history < 10y (9.6y)
IP+2873.5%+4590.1%-1716.6%antes de 1993913OVERFIT
IQV+212.6%+520.3%-307.6%-5.3 pts180INCONCLUSIVE
IRno aplica · history < 10y (9.3y)
IRM+907.2%+9911.6%-9004.4%-2.5 pts411GENERALIZED
IT+70.3%+6431.0%-6360.7%-9.2 pts416OVERFIT
ITW+2066.0%+51254.1%-49188.0%antes de 1993769MARGINAL
IVZ+55.6%+1093.8%-1038.2%-9.2 pts428OVERFIT
J+753.7%+33544.7%-32791.0%antes de 1993636OVERFIT
JBHT+7332.4%+24926.6%-17594.2%antes de 1993609MARGINAL
JBL+459.7%+41217.7%-40758.0%-5.6 pts471OVERFIT
JCI+355.9%+4376.5%-4020.6%antes de 1993537OVERFIT
JKHY+1094.9%+71288.2%-70193.3%antes de 1993532OVERFIT
KEY+591.5%+1405.6%-814.1%antes de 1993543OVERFIT
KEYS+293.4%+1042.3%-748.9%-2.1 pts181INCONCLUSIVE
KIM+64.4%+3036.5%-2972.1%antes de 1993471OVERFIT
KKR+339.6%+1784.9%-1445.2%-5.2 pts227INCONCLUSIVE
KMB+1798.3%+16039.9%-14241.6%antes de 1993653OVERFIT
KMI-24.9%+117.5%-142.4%-15.7 pts199INCONCLUSIVE
KR+7292.5%+182706.1%-175413.5%antes de 1993882MARGINAL
KVUEno aplica · history < 10y (3.3y)
L+51.0%+22398.8%-22347.8%antes de 1993629OVERFIT
LDOS+1.9%+530.2%-528.3%-11.0 pts259OVERFIT
LEN+6257.7%+29032.9%-22775.2%antes de 1993650MARGINAL
LH+18.9%+1408.2%-1389.3%antes de 1993476OVERFIT
LHX+470.6%+8519.5%-8049.0%antes de 1993603OVERFIT
LII+1230.1%+3122.4%-1892.3%+1.5 pts379MARGINAL
LLY+2175.1%+129720.0%-127544.9%antes de 1993764OVERFIT
LMT+349.4%+67444.7%-67095.2%antes de 1993863OVERFIT
LNT+751.2%+9408.5%-8657.3%antes de 1993693OVERFIT
LOW+2833.9%+77328.4%-74494.4%antes de 1993652MARGINAL
LULU+110.5%+759.0%-648.5%-7.1 pts263INCONCLUSIVE
LUV+31.5%+24508.5%-24477.0%antes de 1993605OVERFIT
LVS-52.1%+50.3%-102.5%-14.2 pts288OVERFIT
LYB+183.8%+648.8%-465.1%-7.4 pts220INCONCLUSIVE
LYV+149.7%+1558.0%-1408.3%-6.6 pts284OVERFIT
MA+925.0%+14066.9%-13141.9%+0.9 pts262MARGINAL
MAA+530.0%+3525.2%-2995.2%-5.0 pts449MARGINAL
MAS+451.2%+7423.1%-6971.9%antes de 1993627OVERFIT
MCK+315.3%+6946.5%-6631.2%-6.6 pts418OVERFIT
MCO+426.8%+7753.9%-7327.1%-5.7 pts426MARGINAL
MDT+4942.2%+51421.0%-46478.8%antes de 1993738OVERFIT
MET+1393.3%+1176.9%+216.4%+2.5 pts389OVERFIT
MGM+218.7%+1501.4%-1282.7%antes de 1993515OVERFIT
MKC+4554.6%+14401.8%-9847.2%antes de 1993688MARGINAL
MLM+136.7%+3089.6%-2952.8%-8.2 pts433OVERFIT
MO+5165.1%+2914781.4%-2909616.2%antes de 1993852MARGINAL
MOS-43.0%+268.9%-311.9%antes de 1993522OVERFIT
MPC+15.8%+2972.8%-2956.9%-13.6 pts184INCONCLUSIVE
MRNAno aplica · history < 10y (7.7y)
MRSH+654.4%+21192.9%-20538.5%antes de 1993734OVERFIT
MS+1117.2%+6159.1%-5041.9%-3.1 pts481OVERFIT
MSCI+177.9%+2406.7%-2228.8%-5.7 pts265INCONCLUSIVE
MSI+614.9%+79243.2%-78628.2%antes de 1993902OVERFIT
MTB+1072.3%+105049.8%-103977.6%antes de 1993609OVERFIT
MTD+694.6%+9346.3%-8651.8%-2.0 pts411OVERFIT
NCLH-58.9%-34.9%-24.0%-21.1 pts169INCONCLUSIVE
NDAQ+81.6%+2371.2%-2289.7%-8.4 pts308OVERFIT
NDSN+495.8%+37769.3%-37273.5%antes de 1993552OVERFIT
NEE+141.1%+23772.9%-23631.7%antes de 1993703OVERFIT
NEM+382.1%+2099.8%-1717.7%antes de 1993644OVERFIT
NI+1317.1%+5234.9%-3917.8%antes de 1993745OVERFIT
NOC+58.7%+23369.3%-23310.5%antes de 1993582OVERFIT
NOW+525.1%+2907.9%-2382.8%-1.1 pts196INCONCLUSIVE
NRG+179.7%+1442.6%-1262.9%-6.4 pts303OVERFIT
NSC+800.1%+24520.7%-23720.5%antes de 1993604OVERFIT
NTAP-3.6%+19659.8%-19663.3%-10.6 pts423OVERFIT
NTRS+1020.6%+53074.8%-52054.2%antes de 1993609MARGINAL
NUE+1658.7%+70209.1%-68550.3%antes de 1993641OVERFIT
NVR+547.2%+61512.0%-60964.8%-5.0 pts439OVERFIT
NWS+49.6%+152.4%-102.7%-11.3 pts182INCONCLUSIVE
NWSA+19.8%+122.2%-102.4%-13.0 pts176INCONCLUSIVE
O+792.3%+5366.4%-4574.1%-4.0 pts435MARGINAL
OKE+259.4%+19101.6%-18842.2%antes de 1993612OVERFIT
OMC+3590.3%+15677.5%-12087.3%antes de 1993654OVERFIT
ON-81.0%+208.7%-289.8%-14.6 pts361OVERFIT
ORCL+623.8%+296729.4%-296105.7%antes de 1993545OVERFIT
OTISno aplica · history < 10y (6.5y)
OXY+620.0%+3580.0%-2959.9%antes de 1993618OVERFIT
PCG+76.0%+1389.7%-1313.6%antes de 1993744OVERFIT
PEG+890.5%+18884.4%-17993.9%antes de 1993663OVERFIT
PFE+1153.1%+20062.7%-18909.6%antes de 1993744OVERFIT
PFG+129.7%+920.1%-790.5%-6.7 pts347OVERFIT
PGR+576.6%+819581.9%-819005.4%antes de 1993594OVERFIT
PH+28.7%+41129.4%-41100.7%antes de 1993617OVERFIT
PHM+660.6%+95847.7%-95187.0%antes de 1993631OVERFIT
PLD+138.9%+1782.5%-1643.6%-6.2 pts400OVERFIT
PM+132.8%+785.7%-652.9%-7.5 pts252INCONCLUSIVE
PNC+682.4%+37937.9%-37255.5%antes de 1993648MARGINAL
PNR+1963.3%+11510.8%-9547.5%antes de 1993687MARGINAL
PNW+235.3%+2247.6%-2012.2%antes de 1993769OVERFIT
PODD+123.4%+831.5%-708.1%-6.6 pts265INCONCLUSIVE
PPG+870.4%+21327.4%-20457.1%antes de 1993667MARGINAL
PPL+169.1%+7311.8%-7142.8%antes de 1993619OVERFIT
PRU+99.4%+767.8%-668.3%-7.2 pts343OVERFIT
PSA+1443.1%+13958.7%-12515.6%antes de 1993613MARGINAL
PSKY-64.3%-34.8%-29.5%-16.0 pts280OVERFIT
PSX+3.7%+1071.7%-1068.0%-14.3 pts174INCONCLUSIVE
PTC+1782.1%+8443.5%-6661.4%antes de 1993514OVERFIT
PWR+27.8%+8155.1%-8127.3%-8.3 pts347OVERFIT
Qno aplica · history < 10y (0.8y)
RCL-88.1%+4611.6%-4699.7%-17.1 pts439OVERFIT
REG+778.5%+2046.5%-1268.0%-4.0 pts481OVERFIT
RF+203.7%+7230.0%-7026.3%antes de 1993599OVERFIT
RJF+1248.9%+52691.1%-51442.2%antes de 1993577OVERFIT
RL+798.5%+1376.9%-578.4%-1.7 pts421MARGINAL
RMD+1149.3%+43254.4%-42105.1%-2.4 pts394MARGINAL
ROK+537.8%+57325.7%-56787.9%antes de 1993607OVERFIT
ROL+3469.0%+36503.9%-33034.9%antes de 1993671MARGINAL
RSG+97.0%+1977.7%-1880.7%-6.4 pts368OVERFIT
RTX+452.2%+231131.9%-230679.6%antes de 1993843OVERFIT
RVTY+583.8%+25547.2%-24963.5%antes de 1993724OVERFIT
SBAC+116.8%+2259.6%-2142.8%-5.6 pts378OVERFIT
SCHW+518.0%+45501.9%-44983.9%antes de 1993546OVERFIT
SJM+712.8%+1119.0%-406.2%-4.2 pts440OVERFIT
SLB+261.0%+1125.4%-864.4%antes de 1993620OVERFIT
SMCI+5186.0%+4155.7%+1030.3%+11.6 pts262INCONCLUSIVE
SNA+1974.9%+12522.0%-10547.1%antes de 1993679OVERFIT
SO+696.5%+32617.4%-31920.9%antes de 1993595OVERFIT
SOLVno aplica · history < 10y (2.4y)
SPG+88.6%+5330.6%-5241.9%-8.9 pts431OVERFIT
SPGI+2870.0%+140503.3%-137633.3%antes de 1993730MARGINAL
SRE+499.2%+1463.0%-963.7%-2.3 pts399MARGINAL
STE+3326.0%+15491.4%-12165.4%antes de 1993482OVERFIT
STLD+75.8%+7831.8%-7756.0%-8.1 pts393OVERFIT
STT+4219.5%+199686.1%-195466.7%antes de 1993630OVERFIT
STZ+200.1%+10007.0%-9806.8%antes de 1993482OVERFIT
SW+34.3%+775.0%-740.6%-10.4 pts172INCONCLUSIVE
SWK+1458.3%+5887.9%-4429.6%antes de 1993659GENERALIZED
SWKS-3.4%+1317.3%-1320.7%antes de 1993549OVERFIT
SYF+43.0%+325.2%-282.2%-11.0 pts158INCONCLUSIVE
SYK+6013.9%+430371.4%-424357.5%antes de 1993643MARGINAL
SYY+1502.5%+115885.9%-114383.4%antes de 1993671OVERFIT
T+1922.7%+10219.8%-8297.1%antes de 1993590MARGINAL
TAP+2276.4%+518.8%+1757.7%antes de 1993697MARGINAL
TDG+1393.2%+13285.3%-11892.1%+3.1 pts283MARGINAL
TDY+1691.6%+7164.6%-5473.0%+3.0 pts381MARGINAL
TECH+3062.8%+79246.8%-76184.0%antes de 1993484MARGINAL
TEL+118.6%+671.1%-552.5%-6.6 pts285INCONCLUSIVE
TFC+204.9%+10226.4%-10021.5%antes de 1993569OVERFIT
TGT+605.6%+90566.5%-89960.9%antes de 1993736OVERFIT
TJX+1615.1%+36154.4%-34539.3%antes de 1993551OVERFIT
TKO+52.1%+1638.9%-1586.7%-7.2 pts366OVERFIT
TMO+477.9%+36784.3%-36306.4%antes de 1993634OVERFIT
TPL+54.5%+75277.1%-75222.6%antes de 1993617OVERFIT
TPR+477.2%+7766.6%-7289.4%-1.7 pts339OVERFIT
TRGP+24.6%+2202.9%-2178.3%-12.9 pts202INCONCLUSIVE
TRMB+290.1%+3366.4%-3076.3%antes de 1993468OVERFIT
TROW+1285.6%+35932.6%-34647.0%antes de 1993563OVERFIT
TSCO+381.6%+15199.0%-14817.4%-6.0 pts448OVERFIT
TSN+325.8%+4340.8%-4015.1%antes de 1993611OVERFIT
TT+323.8%+49748.2%-49424.4%antes de 1993641OVERFIT
TTDno aplica · history < 10y (9.9y)
TXT+137.9%+4901.2%-4763.3%antes de 1993735OVERFIT
TYL+655.9%+43359.1%-42703.1%antes de 1993596MARGINAL
UAL-46.8%+240.6%-287.5%-14.2 pts275OVERFIT
UBERno aplica · history < 10y (7.3y)
UDR+1520.8%+14119.5%-12598.7%antes de 1993576OVERFIT
UHS+176.2%+15293.2%-15117.0%antes de 1993608OVERFIT
ULTA+290.2%+1721.3%-1431.1%-3.5 pts271INCONCLUSIVE
UNP+2222.9%+30311.4%-28088.5%antes de 1993670OVERFIT
UPS+79.9%+233.2%-153.3%-6.3 pts370OVERFIT
URI+232.6%+7088.3%-6855.8%-5.1 pts367OVERFIT
USB+1852.0%+44799.0%-42947.0%antes de 1993623OVERFIT
VEEV+94.8%+668.8%-574.0%-8.9 pts164INCONCLUSIVE
VICIno aplica · history < 10y (8.7y)
VLO-54.2%+23394.0%-23448.2%antes de 1993586OVERFIT
VLTOno aplica · history < 10y (2.9y)
VMC+1102.3%+48759.3%-47657.0%antes de 1993747OVERFIT
VRSK+80.5%+648.8%-568.3%-10.9 pts217INCONCLUSIVE
VRSN-65.2%+5322.0%-5387.3%-13.0 pts364OVERFIT
VRTno aplica · history < 10y (8.1y)
VSTno aplica · history < 10y (9.9y)
VTR+305.1%+1496.8%-1191.8%-4.8 pts398MARGINAL
VTRS+471.0%+1568.8%-1097.7%antes de 1993600OVERFIT
VZ+990.8%+4889.1%-3898.3%antes de 1993588OVERFIT
WAB+598.0%+4137.7%-3539.8%-4.3 pts432OVERFIT
WAT+1673.6%+10865.4%-9191.8%-0.7 pts432OVERFIT
WEC+3342.6%+23656.8%-20314.2%antes de 1993665MARGINAL
WELL+1150.9%+58774.1%-57623.3%antes de 1993566OVERFIT
WFC+1008.1%+63452.2%-62444.1%antes de 1993735OVERFIT
WM+108.7%+8471.2%-8362.6%antes de 1993477OVERFIT
WMB+606.2%+11974.1%-11367.9%antes de 1993602OVERFIT
WSM+921.0%+69865.8%-68944.8%antes de 1993587OVERFIT
WST+752.3%+79208.6%-78456.2%antes de 1993608OVERFIT
WTW+420.8%+1181.6%-760.9%-2.6 pts350OVERFIT
WY+2237.3%+1781.4%+455.9%antes de 1993775MARGINAL
WYNN+22.0%+1217.6%-1195.6%-10.6 pts309OVERFIT
XOM+7358.3%+183657.9%-176299.5%antes de 1993914OVERFIT
XYL+48.1%+455.0%-406.9%-12.6 pts199INCONCLUSIVE
XYZ+73.0%+527.5%-454.6%-9.5 pts138INCONCLUSIVE
YUM+568.6%+4282.5%-3713.9%-2.6 pts410OVERFIT
ZBH+166.6%+292.2%-125.6%-5.7 pts344OVERFIT
ZBRA+792.2%+8617.7%-7825.5%antes de 1993489OVERFIT
ZTS+187.7%+179.3%+8.4%-6.5 pts195INCONCLUSIVE

Divisas · 3 / 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-11.6%-3.1%-8.4%-11.6 pts342OVERFIT
GBP/USD-22.5%-21.2%-1.3%-12.1 pts324OVERFIT
USD/JPY+0.4%+40.2%-39.8%-10.2 pts400OVERFIT
USD/MXN+39.4%+49.9%-10.5%-9.6 pts315OVERFIT
AUD/USD-11.2%-6.6%-4.6%-11.8 pts294OVERFIT
USD/CAD+15.9%+1.7%+14.2%-10.5 pts351OVERFIT
USD/CHF+19.5%-41.4%+61.0%-10.4 pts333OVERFIT
NZD/USD-5.3%-8.1%+2.8%-11.3 pts338OVERFIT

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-63.9%+17075.3%-17139.3%-19.5 pts226INCONCLUSIVE
Etherno aplica · history < 10y (8.8y)
Litecoin-73.7%+859.3%-933.1%-21.2 pts242INCONCLUSIVE
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%-1266.1%-933.1%
Solanano aplicano aplicano aplicano aplicano aplica
Cardanono aplicano aplicano aplicano aplicano aplica
Dogecoinno aplicano aplicano aplicano aplicano aplica
EUR/USD-87.2%-68.7%-44.7%-4.6%-8.4%
GBP/USD-86.9%-69.8%-40.1%-10.7%-1.3%
USD/JPY-135.8%-126.0%-106.0%-29.0%-39.8%
AUD/USD-4.6%
USD/CAD-135.9%-112.6%-33.6%-17.1%+14.2%
USD/CHF-83.8%-61.0%-4.5%+24.0%+61.0%
NZD/USD-81.7%-53.8%-30.0%-1.6%+2.8%
S&P 500 (SPY)-454.0%-449.8%-370.2%-320.4%-2904.4%
Nasdaq-100 (QQQ)-705.1%-701.9%-588.5%-546.9%-1560.9%
Russell 2000 (IWM)-307.3%-302.9%-249.1%-193.2%-621.3%
Emergentes (EEM)-269.1%-265.3%-200.9%-148.9%-705.7%
Oro (GLD)-397.4%-394.5%-342.2%-272.3%-703.8%
Bonos 20 años (TLT)-91.8%-90.2%-41.9%-23.4%-134.7%
AAPL-1349.6%-1344.4%-1243.8%-1214.4%-322830.5%
AMGN-379.1%-372.7%-326.4%-190.9%-186404.3%
AMZN-836.5%-835.1%-772.6%-533.0%-264458.2%
AXP-573.8%-570.7%-500.5%-416.0%-15355.6%
BA-166.5%-165.6%-152.7%-122.8%-108726.2%
CAT-1513.0%-1503.3%-1373.4%-1325.2%-168396.5%
CRM-339.5%-334.0%-225.9%-248.5%-5495.2%
CSCO-570.4%-562.9%-384.2%-336.9%-218536.4%
CVX-358.2%-352.8%-268.9%-217.5%-63937.5%
DIS-114.8%-112.8%-66.9%-77.3%-189686.4%
GOOGL-920.8%-915.5%-791.5%-575.7%-13412.4%
GS-723.2%-719.7%-643.4%-582.5%-1925.6%
HD-324.2%-322.4%-241.9%-141.9%-1983487.1%
HON-280.6%-275.6%-219.4%-110.3%-13096.0%
IBM-286.6%-284.9%-222.5%-182.0%-16265.6%
JNJ-357.5%-353.0%-269.8%-226.5%-441132.8%
JPM-742.2%-736.9%-612.4%-604.2%-33874.8%
KO-293.4%-290.0%-226.5%-130.4%-193607.9%
MCD-285.6%-282.1%-183.5%-155.8%-235638.6%
MMM-200.3%-197.6%-138.9%-127.7%-28860.2%
MRK-412.7%-406.2%-303.1%-246.9%-231981.6%
MSFT-1077.0%-1065.0%-747.6%-811.9%-858516.1%
NKE-74.3%-73.3%-51.7%+22.2%-30201.1%
NVDA-27586.0%-27573.0%-27322.1%-27181.8%-587700.4%
PG-246.9%-244.8%-156.5%-22.8%-58204.0%
SHW-449.0%-444.8%-349.7%-246.7%-227377.9%
TRV-422.1%-415.7%-286.3%-240.7%-11151.5%
UNH-401.4%-398.1%-350.9%-274.2%-341521.9%
V-543.9%-537.6%-365.8%-229.9%-2366.2%
WMT-607.6%-604.0%-497.0%-359.9%-912655.9%
ABNBno aplicano aplicano aplicano aplicano aplica
ADBE-317.0%-309.7%-275.8%-215.1%-146856.5%
ADI-814.6%-810.2%-494.4%-644.8%-44818.5%
ADP-441.3%-436.3%-316.4%-317.1%-71087.4%
ADSK-432.2%-429.3%-332.4%-153.4%-57036.4%
AEP-305.4%-299.8%-252.9%-128.0%-13661.9%
ALABno aplicano aplicano aplicano aplicano aplica
ALNY-254.9%-253.4%-204.0%-35.6%-3225.1%
AMAT-2817.9%-2806.5%-2522.4%-2499.0%-659332.7%
AMD-16807.9%-16786.3%-16261.6%-15176.7%-14950.5%
APPno aplicano aplicano aplicano aplicano aplica
ARMno aplicano aplicano aplicano aplicano aplica
ASML-2158.7%-2138.7%-1890.9%-1549.1%-95149.6%
AVGO-3403.1%-3394.4%-3259.5%-2897.9%-30468.8%
AXON-3569.4%-3559.7%-3433.7%-3330.1%-122822.4%
BKNG-421.6%-417.0%-364.7%-227.2%-993.8%
BKRno aplicano aplicano aplicano aplica-806.8%
CCEP-415.8%-410.2%-341.7%-346.3%-7012.6%
CDNS-1658.0%-1646.3%-1458.0%-1406.8%-16306.3%
CEGno aplicano aplicano aplicano aplicano aplica
CMCSA-135.8%-131.0%+27.0%+56.0%-36426.0%
COST-707.4%-703.1%-634.9%-577.9%-11836.8%
CPRT-700.6%-695.4%-634.6%-588.8%-20073.9%
CRWDno aplicano aplicano aplicano aplicano aplica
CSX-696.6%-692.6%-418.7%-532.1%-39929.7%
CTAS-1031.2%-1024.7%-926.0%-842.8%-122654.3%
DASHno aplicano aplicano aplicano aplicano aplica
DDOGno aplicano aplicano aplicano aplicano aplica
DXCM-462.8%-460.1%-419.6%-416.1%-2980.3%
EAno aplica
EXC-318.9%-312.7%-225.5%-179.8%-16607.2%
FANG-393.3%-391.0%-346.6%-228.3%-1081.2%
FAST-656.9%-646.7%-500.0%-388.2%-256658.4%
FERno aplicano aplicano aplicano aplica-492.4%
FTNT-2745.6%-2720.2%-2614.5%-2272.7%-9394.0%
GEHCno aplicano aplicano aplicano aplicano aplica
GILD-214.0%-209.3%-121.0%-20.0%-25372.7%
HONAno aplicano aplicano aplicano aplicano aplica
IDXX-780.3%-771.0%-540.8%-609.3%-55749.0%
INTC-333.1%-328.2%-264.1%-203.4%-48526.8%
INTU-414.2%-411.2%-329.1%-221.4%-13703.2%
ISRG-612.6%-606.6%-449.5%-450.9%-18188.4%
KHC-56.8%-55.1%-20.0%+12.7%+6.7%
KLAC-3063.6%-3051.4%-2720.5%-2546.3%-279323.7%
LINno aplicano aplicano aplicano aplica-6850.7%
LITE-4008.1%-3992.0%-2960.8%-3065.4%-4934.6%
LRCX-4481.4%-4470.6%-4216.6%-3651.8%-151742.5%
MAR-594.3%-591.2%-513.8%-398.7%-2373.7%
MCHP-391.6%-387.5%-246.8%-334.0%-8680.9%
MDLZ-182.0%-178.0%-117.0%-48.8%-299.6%
MELI-1800.1%-1792.5%-1551.8%-1538.9%-6294.9%
META-570.4%-565.6%-377.7%-175.2%-1260.1%
MNST-194.8%-188.7%-45.5%-60.1%-61115.1%
MPWR-2250.4%-2246.7%-1582.8%-1570.9%-14678.1%
MRVL-2679.8%-2668.3%-2540.1%-2164.2%-1631.2%
MSTR-743.9%-742.0%-727.9%-647.7%-1256.3%
MU-6675.8%-6671.2%-6471.6%-5213.5%-65582.7%
NFLX-743.2%-733.2%-555.2%-555.8%-66887.5%
NXPI-300.5%-295.5%-146.9%-115.6%-1481.3%
ODFL-1063.8%-1053.9%-947.3%-898.3%-31079.6%
ORLY-539.4%-533.1%-445.2%-301.9%-52805.5%
PANW-1299.9%-1286.3%-1254.0%-1120.3%-3551.0%
PCAR-580.1%-562.6%-375.7%-377.5%-54420.6%
PDDno aplicano aplicano aplicano aplicano aplica
PEP-196.8%-194.2%-102.6%-84.8%-36287.5%
PLTRno aplicano aplicano aplicano aplicano aplica
PYPL-155.8%-151.6%-48.0%-22.5%+15.4%
QCOM-438.6%-435.6%-294.7%-280.4%-50251.1%
REGN-155.2%-150.3%-115.5%-15.1%+321.4%
ROP-244.2%-235.6%-137.0%-118.9%-23865.5%
ROST-465.7%-451.5%-348.6%-260.8%-55328.1%
SBUX-232.0%-229.4%-141.9%+190.6%-39985.8%
SHOP-5944.8%-5940.0%-5870.6%-3531.2%-8129.9%
SNDKno aplicano aplicano aplicano aplicano aplica
SNPS-985.3%-978.4%-826.5%-811.9%-5268.4%
STX-3652.5%-3640.0%-3480.9%-3315.8%-15590.8%
TER-1857.0%-1847.0%-1299.7%-1785.0%-30250.5%
TMUS-489.7%-480.8%-343.5%-261.8%-305.9%
TRI-362.7%-360.3%-291.8%-256.2%-466.5%
TSLA-2341.6%-2340.7%-2305.0%-2273.9%-22949.9%
TTWO-688.9%-666.6%-514.4%-371.0%-4584.5%
TXN-637.7%-627.6%-267.1%-448.3%-31818.8%
VRTX-440.8%-433.3%-314.3%-133.5%-10011.0%
WBDno aplicano aplicano aplicano aplica-319.6%
WDAY-263.3%-259.0%-195.1%+3.2%-239.1%
WDC-1171.5%-1167.9%-1060.3%-983.5%-65128.3%
XEL-295.9%-291.8%-211.1%-170.1%-7236.1%
KDP-278.1%-273.0%-199.6%-103.0%-829.5%
USD/MXN-133.5%-88.4%-80.9%-61.8%-10.5%
Bitcoin-18084.8%-18084.8%-18084.8%-18074.7%-17139.3%
Etherno aplica

7 / 472 · contra el s&p 500 en la misma ventana: 10 / 472

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

ParámetrosRendimientoSharpeCaída máx.Vs. índice
k_period 14, d_period 3, oversold 20, overbought 80176.6%0.00-45.1%-2904.4%
k_period 5, d_period 3, oversold 20, overbought 80151.1%-0.04-46.7%-2930.0%
k_period 21, d_period 5, oversold 20, overbought 8042.4%-0.14-54.8%-3038.7%
k_period 14, d_period 3, oversold 30, overbought 70176.6%0.00-45.1%-2904.4%

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: 0.59 (< 0.95)

Suite de robustez: MODERATE

Por mitades: Primera mitad no batió (+22.0% vs +237.3%); Segunda mitad no batió (+126.7% vs +843.1%).

5 fold(s) scored; 0% within the robust degradation band [0.5, 1.5].

Mean OOS/IS Sharpe degradation = -0.3665.

Deflated Sharpe 0.5932 < 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 f4bff284709b · motor de Finaxion

Por mercado

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 39 mercados

Fuentes de la afirmación

Cómo citar

Finaxion Research (2026). Estocástico: cruce en sobreventa (14, 3): funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto f4bff284709b. https://finaxion.app/research/estocastico

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