FINAXIONResearch
Finaxion Research · Seguimiento de tendencia · Actualizado 2026-09-10

Solo invertir por encima de la media de 200

Funciona en pocos mercados

Su terreno: cripto, en diario, comprando varios activos en señal — bate en 44 de 961 combinaciones.

Mercados que bate
40 / 489
Vs. índice
-3.3 pts/año
Rendimiento total
×11
Sharpe
0.33
Caída máxima
-30.0%
Operaciones
215
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 Solo invertir por encima de la media de 200?

La estrategia Solo invertir por encima de la media de 200 no funciona de forma consistente en ninguna clase de activo; donde menos mal va es en criptomonedas: 2 de 14 (14%). Funciona como cartera, no como acción suelta: como cesta bate en 3 de 3, activo por activo en 41 de 958, y donde peor va es en acciones sueltas: bate en 35 de 904. De los 40 mercados diarios donde bate, 16 aguantan fuera de muestra (40%); envejeció en 63 mercados, ningún parámetro vecino bate al índice, mejora al alargar la vela de 5 minutos (0 de 118) a 4 horas (4 de 118), y su mejor mercado diario es NVDA (+29,5 puntos al año sobre el S&P 500 en 28 años, 123 operaciones) frente a su peor, NCLH (-21,6 puntos al año).

  1. No hay una clase de activo donde Solo invertir por encima de la media de 200 funcione de forma consistente; donde menos mal va es en criptomonedas: 2 de 14 (14 %).
  2. Donde peor va es en acciones sueltas: bate en 35 de 904.
  3. Funciona como cartera, no como acción suelta: como cesta bate en 3 de 3, activo por activo en 41 de 958.
  4. De los 40 mercados diarios donde bate, 16 aguantan fuera de muestra (40 %).
  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 4 de 118.
  7. Envejeció: en 63 mercados batía en la primera mitad del histórico y dejó de hacerlo en la segunda; lo contrario solo pasa en 31.
  8. Su mejor mercado diario es NVDA: +29,5 puntos al año sobre el S&P 500 en 28 años, 123 operaciones.
  9. Su peor mercado diario es NCLH: -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 7a691ad4255c.

Lo que se promete

«Nunca compres una acción por debajo de su media de 200 días. Mientras el precio esté por encima, mantente dentro; cuando la pierda, vende.»

Lo que probamos exactamente

Largo mientras el cierre esté por encima de la SMA de 200; salida cuando el cierre cruza por debajo. Ejecución al cierre siguiente.

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)+1041.0%+3081.0%-2040.0%-3.3 pts215OVERFIT
Nasdaq-100 (QQQ)+589.0%+1565.8%-976.8%-1.3 pts187OVERFIT
Russell 2000 (IWM)+151.6%+801.9%-650.3%-5.1 pts233OVERFIT
Emergentes (EEM)+199.6%+830.9%-631.4%-6.9 pts211OVERFIT
Oro (GLD)+366.0%+820.3%-454.3%-3.6 pts162OVERFIT
Bonos 20 años (TLT)-9.7%+131.2%-140.9%-11.7 pts264OVERFIT

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)+29254.9%+3081.0%+26173.9%+7.6 pts1728

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)+79483.2%+3081.0%+76402.1%+11.2 pts3770

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)+9707.2%+3081.0%+6626.2%+3.8 pts5135

Acciones, una a una (Dow 30 + Nasdaq-100) · 31 / 470 · contra el s&p 500 en la misma ventana: 58 / 216

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
AAPL+176733.6%+322813.1%-146079.5%antes de 1993265MARGINAL
AMGN+4112.6%+187272.6%-183160.0%antes de 1993441OVERFIT
AMZN+6433.2%+265196.1%-258762.9%+5.7 pts223MARGINAL
AXP+1116.1%+27029.4%-25913.3%antes de 1993456OVERFIT
BA+37576.6%+108724.7%-71148.1%antes de 1993484MARGINAL
CAT+8439.8%+172708.3%-164268.5%antes de 1993507OVERFIT
CRM+1181.8%+5992.9%-4811.1%+1.2 pts145OVERFIT
CSCO+89498.4%+222956.6%-133458.2%antes de 1993171MARGINAL
CVX+187.4%+68037.6%-67850.2%antes de 1993695OVERFIT
DIS+16598.5%+189847.3%-173248.8%antes de 1993487OVERFIT
GOOGL+1787.8%+13534.3%-11746.5%+3.0 pts135OVERFIT
GS+672.3%+2027.1%-1354.8%-0.7 pts181OVERFIT
HD+44408.1%+1985758.9%-1941350.8%antes de 1993322MARGINAL
HON+551.9%+21058.8%-20506.9%antes de 1993612OVERFIT
IBM+1546.9%+16203.8%-14656.9%antes de 1993482OVERFIT
JNJ+17042.8%+445196.6%-428153.8%antes de 1993505OVERFIT
JPM+547.1%+34522.5%-33975.4%antes de 1993407OVERFIT
KO+12944.6%+199349.6%-186405.0%antes de 1993481OVERFIT
MCD+3246.9%+236707.0%-233460.0%antes de 1993504MARGINAL
MMM+1162.3%+31160.0%-29997.7%antes de 1993553OVERFIT
MRK+31922.2%+233375.1%-201452.9%antes de 1993455MARGINAL
MSFT+31304.8%+859506.0%-828201.1%antes de 1993307MARGINAL
NKE+4836.5%+32003.7%-27167.2%antes de 1993328MARGINAL
NVDA+749911.9%+587720.8%+162191.1%+29.5 pts123OVERFIT
PG+1461.9%+59706.6%-58244.7%antes de 1993538OVERFIT
SHW+1158.1%+231766.6%-230608.4%antes de 1993469MARGINAL
TRV+246.6%+12287.7%-12041.1%antes de 1993413OVERFIT
UNH+8248.5%+353381.4%-345132.9%antes de 1993303OVERFIT
V+429.7%+2961.1%-2531.4%-2.7 pts163INCONCLUSIVE
WMT+17911.5%+915365.3%-897453.9%antes de 1993440OVERFIT
ABNBno aplica · history < 10y (5.7y)
ADBE+1067.6%+147731.1%-146663.5%antes de 1993319OVERFIT
ADI+1128.7%+81534.0%-80405.4%antes de 1993391OVERFIT
ADP+2124.1%+74205.9%-72081.8%antes de 1993353OVERFIT
ADSK+233.2%+58084.6%-57851.3%antes de 1993361OVERFIT
AEP+1205.1%+13797.6%-12592.5%antes de 1993578OVERFIT
ALABno aplica · history < 10y (2.4y)
ALNY+242.9%+3338.4%-3095.5%-5.3 pts174OVERFIT
AMAT+19698.0%+664974.8%-645276.8%antes de 1993353OVERFIT
AMD+19093.2%+14863.3%+4230.0%antes de 1993303OVERFIT
APPno aplica · history < 10y (5.4y)
ARMno aplica · history < 10y (3.0y)
ASML+20310.0%+96277.5%-75967.4%+7.4 pts219MARGINAL
AVGO+1934.7%+32512.1%-30577.4%+4.7 pts161INCONCLUSIVE
AXON+25080.0%+123065.2%-97985.3%+15.1 pts159MARGINAL
BKNG+797.1%+922.2%-125.1%-0.2 pts197OVERFIT
BKR-48.0%+933.9%-981.9%antes de 1993393OVERFIT
CCEP+857.9%+7081.8%-6223.9%antes de 1993315OVERFIT
CDNS+3002.2%+16839.0%-13836.8%antes de 1993293MARGINAL
CEGno aplica · history < 10y (4.6y)
CMCSA+1951.9%+47049.9%-45098.0%antes de 1993359MARGINAL
COST+654.1%+12800.7%-12146.6%antes de 1993380OVERFIT
CPRT+1938.4%+21554.9%-19616.5%-1.2 pts286OVERFIT
CRWDno aplica · history < 10y (7.2y)
CSX+1419.1%+40426.1%-39007.0%antes de 1993419OVERFIT
CTAS+3944.3%+123411.3%-119467.0%antes de 1993339MARGINAL
DASHno aplica · history < 10y (5.7y)
DDOGno aplica · history < 10y (6.9y)
DXCM+1046.2%+3002.6%-1956.3%+0.9 pts131OVERFIT
EAno aplica · history < 10y (9.0y)
EXC+5471.7%+17730.6%-12258.8%antes de 1993392MARGINAL
FANG+272.2%+1406.8%-1134.6%-4.9 pts99INCONCLUSIVE
FAST+954.7%+262350.7%-261396.0%antes de 1993343MARGINAL
FER+177.8%+593.7%-415.9%-7.2 pts50INCONCLUSIVE
FTNT+582.0%+10184.6%-9602.5%-2.1 pts125INCONCLUSIVE
GEHCno aplica · history < 10y (3.7y)
GILD+243.1%+33594.8%-33351.7%antes de 1993359MARGINAL
HONAno aplica · history < 10y (0.2y)
IDXX+4143.8%+58789.5%-54645.7%antes de 1993266MARGINAL
INTC+8310.6%+49216.9%-40906.3%antes de 1993301OVERFIT
INTU+601.0%+15430.2%-14829.2%-4.8 pts264MARGINAL
ISRG+2245.8%+18484.9%-16239.1%+4.4 pts204MARGINAL
KDP+221.0%+1090.2%-869.2%-5.2 pts193INCONCLUSIVE
KHC-23.0%-42.2%+19.2%-16.6 pts79INCONCLUSIVE
KLAC+33145.2%+289399.1%-256254.0%antes de 1993297MARGINAL
LIN+500.1%+10777.0%-10276.9%antes de 1993285OVERFIT
LITE+687.8%+5280.9%-4593.1%+6.2 pts107INCONCLUSIVE
LRCX+31794.8%+159814.6%-128019.8%antes de 1993259MARGINAL
MAR+1057.8%+2539.5%-1481.6%+0.1 pts197MARGINAL
MCHP+1.8%+41961.5%-41959.8%-10.8 pts300OVERFIT
MDLZ-45.2%+461.4%-506.6%-11.8 pts303OVERFIT
MELI+1522.2%+6911.0%-5388.9%+4.6 pts131INCONCLUSIVE
META+1169.9%+1410.2%-240.4%+4.3 pts70INCONCLUSIVE
MNST+4217.2%+61968.9%-57751.7%antes de 1993328OVERFIT
MPWR+2946.2%+15002.1%-12055.9%+6.0 pts145OVERFIT
MRVL+1720.1%+1645.0%+75.0%+3.3 pts179OVERFIT
MSTR+10839.1%+1158.6%+9680.5%+9.1 pts198OVERFIT
MU+72867.8%+70877.8%+1990.0%antes de 1993295MARGINAL
NFLX+114857.6%+67643.2%+47214.4%+23.4 pts106GENERALIZED
NXPI+86.7%+1721.2%-1634.4%-10.7 pts128INCONCLUSIVE
ODFL+870.3%+36444.7%-35574.4%antes de 1993325OVERFIT
ORLY+3359.3%+55255.7%-51896.5%+0.3 pts254MARGINAL
PANW+1239.9%+4215.4%-2975.5%+5.3 pts85INCONCLUSIVE
PCAR+518.2%+57106.4%-56588.2%antes de 1993423OVERFIT
PDDno aplica · history < 10y (8.1y)
PEP+1173.2%+37760.7%-36587.6%antes de 1993424MARGINAL
PLTRno aplica · history < 10y (5.9y)
PYPL+68.3%+44.7%+23.5%-9.5 pts83INCONCLUSIVE
QCOM+383.1%+50430.1%-50047.1%antes de 1993322OVERFIT
REGN-9.2%+3718.3%-3727.5%antes de 1993291OVERFIT
ROP+3764.0%+26003.6%-22239.6%antes de 1993273MARGINAL
ROST+19539.8%+55801.1%-36261.3%antes de 1993259MARGINAL
SBUX+941.9%+43019.5%-42077.7%antes de 1993285OVERFIT
SHOP+2445.5%+8568.8%-6123.3%+19.4 pts65INCONCLUSIVE
SNDKno aplica · history < 10y (1.5y)
SNPS+40.8%+5482.1%-5441.3%antes de 1993312OVERFIT
STX+5092.6%+15614.6%-10522.0%+6.7 pts145OVERFIT
TER+12072.3%+31309.8%-19237.5%antes de 1993383MARGINAL
TMUS+369.6%+318.0%+51.6%-2.6 pts124INCONCLUSIVE
TRI+213.0%+578.4%-365.4%-5.8 pts199OVERFIT
TSLA+1171.3%+23002.8%-21831.4%+1.9 pts168INCONCLUSIVE
TTWO-12.2%+5509.7%-5521.9%-10.5 pts285OVERFIT
TXN+739.1%+38040.6%-37301.5%antes de 1993475OVERFIT
VRTX+75.3%+12000.4%-11925.1%antes de 1993345OVERFIT
WBD+105.3%+302.2%-196.9%-7.6 pts181OVERFIT
WDAY-13.1%+305.5%-318.7%-15.8 pts135INCONCLUSIVE
WDC+16129.5%+66202.2%-50072.8%antes de 1993351OVERFIT
XEL+888.4%+7388.9%-6500.5%antes de 1993500OVERFIT
A+236.9%+486.3%-249.4%-3.7 pts199OVERFIT
ABBV+85.7%+1156.0%-1070.3%-10.2 pts131INCONCLUSIVE
ABT+2445.5%+62056.2%-59610.7%antes de 1993349OVERFIT
ACGL+708.9%+4268.0%-3559.2%-3.5 pts259GENERALIZED
ACN+220.1%+1726.5%-1506.4%-4.8 pts214OVERFIT
ADM+229.6%+9265.6%-9036.0%antes de 1993431OVERFIT
AEE+122.1%+813.9%-691.8%-6.5 pts270OVERFIT
AES+1374.5%+647.5%+727.1%antes de 1993299OVERFIT
AFL+3405.0%+205848.4%-202443.4%antes de 1993437OVERFIT
AIG+878.8%+468.3%+410.5%antes de 1993450OVERFIT
AIZ+637.0%+1585.5%-948.5%-1.6 pts147OVERFIT
AJG+2257.6%+41899.5%-39641.9%antes de 1993309OVERFIT
AKAM+2403.8%-25.2%+2429.0%+4.3 pts165OVERFIT
ALB+909.5%+3091.3%-2181.9%-3.5 pts252MARGINAL
ALGN+4340.5%+846.9%+3493.6%+7.1 pts148OVERFIT
ALL+1490.3%+3674.2%-2184.0%-2.1 pts237OVERFIT
ALLE+7.8%+265.9%-258.1%-13.4 pts113INCONCLUSIVE
AMCR-42.7%+100.6%-143.3%-18.8 pts119INCONCLUSIVE
AME+936.6%+25325.0%-24388.4%antes de 1993341OVERFIT
AMP+456.6%+2154.1%-1697.5%-2.6 pts173MARGINAL
AMT+661.8%+1310.2%-648.4%-1.7 pts230OVERFIT
ANET+781.3%+5592.8%-4811.5%+5.8 pts77INCONCLUSIVE
AON+437.3%+29815.0%-29377.7%antes de 1993397OVERFIT
AOS+3899.9%+13924.9%-10025.0%antes de 1993310OVERFIT
APA-28.5%+2417.2%-2445.8%antes de 1993441OVERFIT
APD+239.2%+20722.2%-20483.0%antes de 1993431OVERFIT
APH+29369.7%+146951.6%-117581.9%antes de 1993211GENERALIZED
APO+478.1%+1845.9%-1367.8%-1.9 pts123INCONCLUSIVE
APTV+152.6%+174.0%-21.4%-8.7 pts112INCONCLUSIVE
ARE+103.6%+624.3%-520.7%-7.2 pts273OVERFIT
ARES+404.5%+1191.9%-787.3%+0.1 pts89INCONCLUSIVE
ATO+214.7%+13696.4%-13481.6%antes de 1993420OVERFIT
AVB+49.8%+42.3%+7.5%-11.1 pts47INCONCLUSIVE
AVY-30.5%+8544.4%-8574.8%antes de 1993559OVERFIT
AWK+164.6%+950.9%-786.3%-6.4 pts139INCONCLUSIVE
AZO+376.1%+40631.8%-40255.7%antes de 1993292OVERFIT
BAC+628.6%+4053.1%-3424.5%antes de 1993453OVERFIT
BALL+1825.8%+49568.6%-47742.7%antes de 1993471MARGINAL
BAX+320.8%+1778.4%-1457.6%antes de 1993367MARGINAL
BBY+3038.2%+89506.6%-86468.4%antes de 1993323OVERFIT
BDX+356.1%+21440.4%-21084.2%antes de 1993489OVERFIT
BEN+22411.4%+130378.8%-107967.4%antes de 1993283MARGINAL
BF-B+253.4%+14873.5%-14620.1%antes de 1993437OVERFIT
BG+110.1%+1105.5%-995.4%-6.5 pts252OVERFIT
BIIB+1021.1%+6832.8%-5811.7%antes de 1993263OVERFIT
BLDR+44.0%+393.7%-349.8%-9.4 pts214OVERFIT
BLK+754.4%+13724.5%-12970.1%-0.4 pts209OVERFIT
BMY+3361.0%+23662.6%-20301.6%antes de 1993415OVERFIT
BNY+1270.5%+32230.3%-30959.9%antes de 1993411OVERFIT
BR+662.1%+1234.2%-572.1%+0.0 pts101INCONCLUSIVE
BRK-B+269.8%+2072.5%-1802.8%-6.0 pts245OVERFIT
BRO+8725.2%+76212.8%-67487.5%antes de 1993361MARGINAL
BSX+110.8%+1028.2%-917.4%antes de 1993304OVERFIT
BX+1181.2%+1023.3%+157.9%+3.4 pts127INCONCLUSIVE
BXP+98.2%+888.9%-790.7%-7.1 pts263OVERFIT
C+1753.7%+1897.9%-144.2%antes de 1993373OVERFIT
CAH+898.8%+39284.8%-38385.9%antes de 1993403OVERFIT
CARRno aplica · history < 10y (6.5y)
CASY+2803.6%+80461.2%-77657.7%antes de 1993377MARGINAL
CB+841.1%+6587.6%-5746.5%-3.9 pts239OVERFIT
CBOE+210.7%+1060.1%-849.3%-7.4 pts135INCONCLUSIVE
CBRE+899.9%+2283.8%-1383.9%-0.0 pts152OVERFIT
CCI+375.4%+899.9%-524.5%-3.3 pts284OVERFIT
CCL+10.0%+1154.4%-1144.3%antes de 1993336OVERFIT
CDW+263.0%+858.2%-595.1%-4.2 pts67INCONCLUSIVE
CF+2210.7%+5815.9%-3605.2%+5.1 pts171OVERFIT
CFG+263.0%+349.9%-86.9%-2.4 pts63INCONCLUSIVE
CHD+2839.6%+93736.5%-90896.9%antes de 1993367MARGINAL
CHRW+10.3%+4307.6%-4297.3%-9.0 pts326OVERFIT
CHTR+258.2%+335.5%-77.4%-6.2 pts116INCONCLUSIVE
CI+440.1%+12980.8%-12540.7%antes de 1993389OVERFIT
CIEN+91.6%+195.6%-104.0%-7.6 pts259OVERFIT
CINF+3056.3%+41545.9%-38489.6%antes de 1993431OVERFIT
CL+0.6%+20919.0%-20918.4%antes de 1993555OVERFIT
CLX+796.0%+6184.2%-5388.2%antes de 1993415OVERFIT
CME+1575.5%+6884.2%-5308.7%+1.3 pts141MARGINAL
CMG+3351.4%+4221.6%-870.1%+7.7 pts107OVERFIT
CMI+16958.9%+28968.2%-12009.3%antes de 1993338MARGINAL
CMS+2116.4%+630.8%+1485.6%antes de 1993408OVERFIT
CNC+55.4%+4388.8%-4333.4%-8.3 pts245OVERFIT
CNP+1022.3%+13998.0%-12975.7%antes de 1993598OVERFIT
COF+377.4%+5724.6%-5347.1%-6.1 pts289OVERFIT
COHR+1514.0%+68288.9%-66774.9%antes de 1993377MARGINAL
COINno aplica · history < 10y (5.4y)
COO+820.1%+879.8%-59.7%antes de 1993320OVERFIT
COP+223.4%+13561.7%-13338.3%antes de 1993479OVERFIT
COR+1299.1%+17062.1%-15763.0%-2.2 pts246OVERFIT
CPAY+219.4%+1383.7%-1164.3%-6.6 pts99INCONCLUSIVE
CPT+577.8%+2453.9%-1876.2%-5.0 pts258OVERFIT
CRH+418.1%+7617.9%-7199.7%antes de 1993290OVERFIT
CRL+58.0%+1210.2%-1152.2%-6.7 pts229OVERFIT
CSGP+29.5%+3390.6%-3361.1%-7.9 pts258OVERFIT
CTSH+497.9%+35498.3%-35000.4%-2.4 pts223OVERFIT
CTVAno aplica · history < 10y (7.3y)
CVNAno aplica · history < 10y (9.3y)
CVS+2228.9%+15658.6%-13429.8%antes de 1993395MARGINAL
D+986.9%+17762.4%-16775.5%antes de 1993389OVERFIT
DAL-0.4%+339.1%-339.5%-10.8 pts187INCONCLUSIVE
DD+176.1%+10113.6%-9937.6%antes de 1993547OVERFIT
DE+1251.4%+101089.1%-99837.7%antes de 1993431OVERFIT
DECK+6627.3%+7024.7%-397.4%+2.9 pts288MARGINAL
DELL+796.0%+4059.8%-3263.7%+9.3 pts59INCONCLUSIVE
DG+167.0%+550.3%-383.3%-8.2 pts121INCONCLUSIVE
DGX+860.2%+9626.0%-8765.8%-2.2 pts189MARGINAL
DHI+499.1%+13111.0%-12612.0%antes de 1993282OVERFIT
DHR+12026.3%+483557.2%-471530.9%antes de 1993343MARGINAL
DLR+136.1%+3540.7%-3404.6%-7.2 pts185OVERFIT
DLTR+1280.1%+10731.5%-9451.4%-2.4 pts217OVERFIT
DOC+390.4%+6136.8%-5746.5%antes de 1993341OVERFIT
DOV+1087.2%+29264.8%-28177.6%antes de 1993366MARGINAL
DOWno aplica · history < 10y (7.4y)
DPZ+2626.5%+5638.6%-3012.1%+5.0 pts114MARGINAL
DRI+112.6%+6998.7%-6886.1%-8.4 pts301OVERFIT
DTE+3521.5%+35264.3%-31742.8%antes de 1993540OVERFIT
DUK+1170.4%+16239.0%-15068.6%antes de 1993398MARGINAL
DVA+1272.8%+4219.3%-2946.5%-1.7 pts205GENERALIZED
DVN+2105.3%+1411.9%+693.4%antes de 1993339OVERFIT
EBAY+84.7%+14035.1%-13950.4%-7.0 pts261OVERFIT
ECHO+261.0%+227.3%+33.7%-4.2 pts146INCONCLUSIVE
ECL+110.5%+20174.1%-20063.6%antes de 1993461OVERFIT
ED+5869.1%+45081.6%-39212.5%antes de 1993561OVERFIT
EFX+2097.1%+77234.4%-75137.3%antes de 1993369MARGINAL
EG+103.3%+2975.7%-2872.5%-8.3 pts291OVERFIT
EIX+1677.9%+14610.5%-12932.6%antes de 1993437OVERFIT
EL+202.5%+1551.3%-1348.8%-6.8 pts273OVERFIT
ELV+340.5%+2326.9%-1986.4%-4.1 pts199OVERFIT
EME+2781.3%+59203.5%-56422.1%+0.0 pts261OVERFIT
EMR+246.5%+19839.1%-19592.6%antes de 1993569OVERFIT
EOG+413.0%+9279.7%-8866.7%antes de 1993337OVERFIT
EQIX+1027.9%+240.5%+787.4%+1.3 pts193OVERFIT
EQR+34.7%+44.2%-9.5%-12.2 pts65INCONCLUSIVE
EQT+3059.0%+19557.1%-16498.2%antes de 1993370OVERFIT
ERIE+88.7%+3362.8%-3274.1%-8.5 pts297OVERFIT
ES+297.1%+2960.1%-2663.0%antes de 1993477OVERFIT
ESS+1296.8%+5274.8%-3978.1%-2.5 pts245OVERFIT
ETN+5881.1%+116541.5%-110660.4%antes de 1993405MARGINAL
ETR+1343.1%+19797.9%-18454.8%antes de 1993463OVERFIT
EVRG+1202.2%+5086.7%-3884.5%antes de 1993429MARGINAL
EW+410.0%+6500.0%-6090.0%-1.8 pts195OVERFIT
EXEno aplica · history < 10y (5.6y)
EXPD+2512.5%+148324.6%-145812.1%antes de 1993391OVERFIT
EXPE+51.3%+916.1%-864.9%-9.1 pts155OVERFIT
EXR+1432.6%+2698.9%-1266.3%+1.9 pts135OVERFIT
F+661.0%+6752.4%-6091.4%antes de 1993543OVERFIT
FCX+250.1%+1061.6%-811.5%-6.6 pts281OVERFIT
FDS+309.4%+9088.9%-8779.6%-5.5 pts259OVERFIT
FDX+268.6%+53776.9%-53508.3%antes de 1993463OVERFIT
FDXFno aplica · history < 10y (0.3y)
FE+51.5%+563.0%-511.5%-8.0 pts264OVERFIT
FFIV+1208.5%+5374.0%-4165.5%+1.4 pts169OVERFIT
FICO+1217.5%+94747.8%-93530.3%antes de 1993342OVERFIT
FIS+416.2%+363.8%+52.4%-2.8 pts152OVERFIT
FITB+8508.0%+28280.0%-19772.0%antes de 1993337OVERFIT
FIX+1777.7%+11966.2%-10188.5%+1.1 pts203OVERFIT
FLEX+2483.9%+7898.6%-5414.7%-0.4 pts275OVERFIT
FOXno aplica · history < 10y (7.5y)
FOXAno aplica · history < 10y (7.5y)
FRT+1494.8%+24360.2%-22865.5%antes de 1993457OVERFIT
FSLR+319.5%+716.1%-396.6%-3.5 pts126OVERFIT
FTV-8.5%+100.1%-108.7%-16.4 pts95INCONCLUSIVE
GD+26312.0%+221689.9%-195377.9%antes de 1993467MARGINAL
GDDY-42.2%+389.4%-431.6%-18.7 pts116INCONCLUSIVE
GE+21794.0%+54356.2%-32562.2%antes de 1993473OVERFIT
GEN+493.1%+12085.6%-11592.4%antes de 1993271MARGINAL
GEVno aplica · history < 10y (2.4y)
GIS+1098.1%+15015.5%-13917.5%antes de 1993343OVERFIT
GL+518.1%+12680.6%-12162.4%antes de 1993351MARGINAL
GLW+43724.2%+19301.2%+24423.0%antes de 1993309MARGINAL
GM-7.5%+240.1%-247.6%-15.0 pts139INCONCLUSIVE
GNRC+929.5%+2091.1%-1161.6%+0.6 pts112INCONCLUSIVE
GPC+29.2%+12785.5%-12756.3%antes de 1993495OVERFIT
GPN+464.1%+2567.9%-2103.8%-2.0 pts201OVERFIT
GRMN+5614.0%+5377.3%+236.7%+8.1 pts115MARGINAL
GWW+536.2%+55300.2%-54763.9%antes de 1993485OVERFIT
HAL+2908.1%+2860.8%+47.4%antes de 1993377OVERFIT
HAS+5716.9%+201529.8%-195812.9%antes de 1993349OVERFIT
HBAN+252.0%+3799.5%-3547.5%antes de 1993417OVERFIT
HCA+779.0%+1699.7%-920.8%+1.0 pts62INCONCLUSIVE
HIG+773.0%+951.1%-178.1%-3.1 pts247GENERALIZED
HII+530.6%+883.6%-353.1%-1.5 pts98INCONCLUSIVE
HLT+424.7%+659.1%-234.5%-0.1 pts45INCONCLUSIVE
HOODno aplica · history < 10y (5.1y)
HPE+60.5%+625.0%-564.6%-10.4 pts111INCONCLUSIVE
HPQ+4887.6%+77945.5%-73058.0%antes de 1993539OVERFIT
HRL+261.3%+19046.1%-18784.8%antes de 1993444OVERFIT
HSIC+99.8%+1913.1%-1813.3%-8.3 pts271OVERFIT
HST+1660.3%+12843.9%-11183.5%antes de 1993367OVERFIT
HSY+1206.5%+53964.6%-52758.0%antes de 1993388MARGINAL
HUBB+560.0%+3853.5%-3293.5%-4.9 pts222OVERFIT
HUM+666.0%+20168.9%-19502.9%antes de 1993329MARGINAL
HWMno aplica · history < 10y (9.8y)
IBKR+500.7%+1526.1%-1025.4%-1.0 pts139INCONCLUSIVE
ICE+438.3%+2307.9%-1869.6%-2.8 pts169OVERFIT
IEX+2707.2%+12761.2%-10054.0%antes de 1993241MARGINAL
IFF-24.7%+4754.9%-4779.7%antes de 1993503OVERFIT
INCY+4052.7%+6471.7%-2419.0%+1.1 pts239OVERFIT
INVHno aplica · history < 10y (9.6y)
IP-60.2%+4590.1%-4650.4%antes de 1993705OVERFIT
IQV+109.1%+520.3%-411.2%-8.6 pts99INCONCLUSIVE
IRno aplica · history < 10y (9.3y)
IRM+128.1%+9911.6%-9783.4%-7.6 pts271OVERFIT
IT+1089.3%+6431.0%-5341.7%-3.0 pts273MARGINAL
ITW+1496.4%+51254.1%-49757.6%antes de 1993453OVERFIT
IVZ+590.1%+1093.8%-503.7%-4.2 pts253OVERFIT
J+430.9%+33544.7%-33113.8%antes de 1993353OVERFIT
JBHT+762.7%+24926.6%-24163.9%antes de 1993351MARGINAL
JBL+2209.8%+41217.7%-39007.9%-1.0 pts295OVERFIT
JCI+1217.5%+4376.5%-3159.0%antes de 1993283MARGINAL
JKHY+4062.3%+71288.2%-67225.9%antes de 1993331OVERFIT
KEY+2082.2%+1405.6%+676.6%antes de 1993261OVERFIT
KEYS+293.1%+1042.3%-749.2%-2.1 pts95INCONCLUSIVE
KIM+869.9%+3036.5%-2166.6%antes de 1993233OVERFIT
KKR+346.8%+1784.9%-1438.1%-5.1 pts101INCONCLUSIVE
KMB+175.9%+16039.9%-15864.0%antes de 1993469OVERFIT
KMI+109.6%+117.5%-7.9%-9.0 pts113INCONCLUSIVE
KR+6975.7%+182706.1%-175730.4%antes de 1993546OVERFIT
KVUEno aplica · history < 10y (3.3y)
L+3474.0%+22398.8%-18924.8%antes de 1993349OVERFIT
LDOS+17.1%+530.2%-513.2%-10.3 pts200OVERFIT
LEN+2941.2%+29032.9%-26091.8%antes de 1993346MARGINAL
LH+406.2%+1408.2%-1002.1%antes de 1993301OVERFIT
LHX+333.4%+8519.5%-8186.2%antes de 1993378OVERFIT
LII+367.0%+3122.4%-2755.4%-2.6 pts206OVERFIT
LLY+4618.8%+129720.0%-125101.2%antes de 1993421OVERFIT
LMT+1285.2%+67444.7%-66159.4%antes de 1993563OVERFIT
LNT+555.2%+9408.5%-8853.3%antes de 1993520OVERFIT
LOW+1061.2%+77328.4%-76267.2%antes de 1993434OVERFIT
LULU+753.7%+759.0%-5.3%+0.8 pts142INCONCLUSIVE
LUV+1122.4%+24508.5%-23386.1%antes de 1993416MARGINAL
LVS+760.2%+50.3%+709.9%-0.5 pts138OVERFIT
LYB+121.5%+648.8%-527.3%-9.0 pts113INCONCLUSIVE
LYV+182.2%+1558.0%-1375.7%-6.0 pts159OVERFIT
MA+1382.2%+14066.9%-12684.8%+3.0 pts123OVERFIT
MAA+558.6%+3525.2%-2966.6%-4.9 pts236OVERFIT
MAS+466.1%+7423.1%-6957.0%antes de 1993383OVERFIT
MCK+2230.6%+6946.5%-4715.9%-0.7 pts207OVERFIT
MCO+1115.8%+7753.9%-6638.1%-2.9 pts227OVERFIT
MDT+1777.1%+51421.0%-49643.8%antes de 1993421OVERFIT
MET-30.7%+1176.9%-1207.6%-9.7 pts265OVERFIT
MGM+1151.3%+1501.4%-350.1%antes de 1993261OVERFIT
MKC+1026.1%+14401.8%-13375.8%antes de 1993408OVERFIT
MLM+233.2%+3089.6%-2856.3%-7.1 pts256OVERFIT
MO+71547.2%+2914781.4%-2843234.2%antes de 1993489MARGINAL
MOS+643.1%+268.9%+374.2%antes de 1993278OVERFIT
MPC+1505.5%+2972.8%-1467.2%+5.5 pts73INCONCLUSIVE
MRNAno aplica · history < 10y (7.7y)
MRSH+1112.8%+21192.9%-20080.0%antes de 1993445OVERFIT
MS+1043.8%+6159.1%-5115.4%-3.3 pts255OVERFIT
MSCI+240.1%+2406.7%-2166.7%-4.5 pts146INCONCLUSIVE
MSI+6353.5%+79243.2%-72889.7%antes de 1993505MARGINAL
MTB+5016.2%+105049.8%-100033.7%antes de 1993335OVERFIT
MTD+975.5%+9346.3%-8370.8%-0.9 pts213GENERALIZED
NCLH-62.0%-34.9%-27.1%-21.6 pts114INCONCLUSIVE
NDAQ+761.0%+2371.2%-1610.2%-1.6 pts187OVERFIT
NDSN+4908.1%+37769.3%-32861.2%antes de 1993467OVERFIT
NEE+1113.7%+23772.9%-22659.2%antes de 1993476OVERFIT
NEM-59.3%+2099.8%-2159.1%antes de 1993413OVERFIT
NI+1978.3%+5234.9%-3256.6%antes de 1993414OVERFIT
NOC+3628.2%+23369.3%-19741.1%antes de 1993296OVERFIT
NOW+547.7%+2907.9%-2360.2%-0.8 pts115INCONCLUSIVE
NRG+765.8%+1442.6%-676.7%-1.1 pts170MARGINAL
NSC+513.2%+24520.7%-24007.4%antes de 1993377OVERFIT
NTAP+14567.3%+19659.8%-5092.4%+7.1 pts183MARGINAL
NTRS+4897.6%+53074.8%-48177.3%antes de 1993287OVERFIT
NUE+1918.8%+70209.1%-68290.3%antes de 1993367OVERFIT
NVR+10859.7%+61512.0%-50652.3%+4.5 pts212OVERFIT
NWS+32.5%+152.4%-119.9%-12.2 pts127INCONCLUSIVE
NWSA+54.1%+122.2%-68.2%-11.0 pts107INCONCLUSIVE
O+171.0%+5366.4%-5195.4%-7.9 pts295OVERFIT
OKE+4850.2%+19101.6%-14251.4%antes de 1993345OVERFIT
OMC+824.5%+15677.5%-14853.0%antes de 1993377OVERFIT
ON+206.5%+208.7%-2.2%-4.1 pts206OVERFIT
ORCL+13812.0%+296729.4%-282917.4%antes de 1993328MARGINAL
OTISno aplica · history < 10y (6.5y)
OXY+374.6%+3580.0%-3205.3%antes de 1993405OVERFIT
PCG+798.9%+1389.7%-590.8%antes de 1993382OVERFIT
PEG+552.1%+18884.4%-18332.3%antes de 1993466MARGINAL
PFE+722.2%+20062.7%-19340.5%antes de 1993503OVERFIT
PFG+68.1%+920.1%-852.0%-8.0 pts221OVERFIT
PGR+34692.5%+819581.9%-784889.5%antes de 1993293GENERALIZED
PH+1814.1%+41129.4%-39315.3%antes de 1993377OVERFIT
PHM+8630.8%+95847.7%-87216.9%antes de 1993351MARGINAL
PLD+509.2%+1782.5%-1273.4%-2.8 pts219MARGINAL
PM+160.5%+785.7%-625.2%-6.9 pts177INCONCLUSIVE
PNC+2892.7%+37937.9%-35045.1%antes de 1993415OVERFIT
PNR+747.6%+11510.8%-10763.2%antes de 1993440OVERFIT
PNW+680.7%+2247.6%-1566.8%antes de 1993425MARGINAL
PODD+558.6%+831.5%-272.9%-0.5 pts112INCONCLUSIVE
PPG+1816.1%+21327.4%-19511.3%antes de 1993359OVERFIT
PPL+1000.3%+7311.8%-6311.5%antes de 1993412MARGINAL
PRU+52.3%+767.8%-715.5%-8.3 pts239OVERFIT
PSA+2768.9%+13958.7%-11189.8%antes de 1993323OVERFIT
PSKY-5.7%-34.8%+29.1%-11.4 pts176OVERFIT
PSX+73.0%+1071.7%-998.6%-10.7 pts147INCONCLUSIVE
PTC+487.2%+8443.5%-7956.3%antes de 1993291OVERFIT
PWR+2653.8%+8155.1%-5501.3%+3.2 pts181OVERFIT
Qno aplica · history < 10y (0.8y)
RCL+2166.2%+4611.6%-2445.4%-1.1 pts242MARGINAL
REG+401.2%+2046.5%-1645.3%-5.8 pts307OVERFIT
RF+1704.4%+7230.0%-5525.6%antes de 1993387MARGINAL
RJF+2130.8%+52691.1%-50560.3%antes de 1993375OVERFIT
RL+117.6%+1376.9%-1259.4%-6.8 pts218OVERFIT
RMD+1616.8%+43254.4%-41637.5%-1.3 pts251GENERALIZED
ROK+2997.5%+57325.7%-54328.2%antes de 1993347OVERFIT
ROL+11.1%+36503.9%-36492.8%antes de 1993496OVERFIT
RSG+297.9%+1977.7%-1679.8%-3.8 pts211OVERFIT
RTX+18255.2%+231131.9%-212876.6%antes de 1993427OVERFIT
RVTY+3178.6%+25547.2%-22368.6%antes de 1993383OVERFIT
SBAC+5469.1%+2259.6%+3209.4%+7.4 pts180OVERFIT
SCHW+3295.0%+45501.9%-42206.8%antes de 1993301OVERFIT
SJM-65.1%+1119.0%-1184.1%-14.3 pts365OVERFIT
SLB+188.5%+1125.4%-937.0%antes de 1993405OVERFIT
SMCI+211.3%+4155.7%-3944.4%-5.1 pts145INCONCLUSIVE
SNA+180.2%+12522.0%-12341.8%antes de 1993483OVERFIT
SO+1777.4%+32617.4%-30840.0%antes de 1993356OVERFIT
SOLVno aplica · history < 10y (2.4y)
SPG+982.2%+5330.6%-4348.4%-3.3 pts273OVERFIT
SPGI+2872.3%+140503.3%-137631.0%antes de 1993435OVERFIT
SRE+51.2%+1463.0%-1411.8%-7.4 pts304OVERFIT
STE-23.5%+15491.4%-15514.9%antes de 1993376OVERFIT
STLD+964.6%+7831.8%-6867.2%-1.7 pts251OVERFIT
STT+18420.5%+199686.1%-181265.6%antes de 1993297MARGINAL
STZ+713.4%+10007.0%-9293.6%antes de 1993276MARGINAL
SW+240.2%+775.0%-534.8%-5.1 pts115INCONCLUSIVE
SWK+44.0%+5887.9%-5844.0%antes de 1993509OVERFIT
SWKS+58.5%+1317.3%-1258.7%antes de 1993355OVERFIT
SYF+13.4%+325.2%-311.8%-12.9 pts91INCONCLUSIVE
SYK+4432.4%+430371.4%-425939.0%antes de 1993358MARGINAL
SYY+650.6%+115885.9%-115235.3%antes de 1993547OVERFIT
T+341.2%+10219.8%-9878.6%antes de 1993393MARGINAL
TAP-96.8%+518.8%-615.6%antes de 1993480OVERFIT
TDG+1157.7%+13285.3%-12127.6%+2.1 pts144OVERFIT
TDY+66.8%+7164.6%-7097.7%-6.5 pts255OVERFIT
TECH+6201.2%+79246.8%-73045.6%antes de 1993371OVERFIT
TEL+427.9%+671.1%-243.2%-1.7 pts126INCONCLUSIVE
TFC+560.0%+10226.4%-9666.4%antes de 1993423OVERFIT
TGT+5330.6%+90566.5%-85235.9%antes de 1993435MARGINAL
TJX+3153.8%+36154.4%-33000.6%antes de 1993332OVERFIT
TKO+489.1%+1638.9%-1149.7%-2.0 pts214OVERFIT
TMO+2530.1%+36784.3%-34254.2%antes de 1993357MARGINAL
TPL+17256.0%+75277.1%-58021.1%antes de 1993306MARGINAL
TPR+1439.1%+7766.6%-6327.5%+2.5 pts164OVERFIT
TRGP+2198.3%+2202.9%-4.6%+7.8 pts93INCONCLUSIVE
TRMB+1034.5%+3366.4%-2331.9%antes de 1993278OVERFIT
TROW+238.5%+35932.6%-35694.2%antes de 1993375MARGINAL
TSCO+2688.7%+15199.0%-12510.4%-0.1 pts224OVERFIT
TSN-10.5%+4340.8%-4351.3%antes de 1993404OVERFIT
TT+3393.9%+49748.2%-46354.3%antes de 1993341OVERFIT
TTDno aplica · history < 10y (9.9y)
TXT+2271.8%+4901.2%-2629.4%antes de 1993376OVERFIT
TYL+7060.1%+43359.1%-36298.9%antes de 1993355OVERFIT
UAL+3.1%+240.6%-237.6%-11.0 pts183OVERFIT
UBERno aplica · history < 10y (7.3y)
UDR+832.3%+14119.5%-13287.2%antes de 1993405OVERFIT
UHS+1010.6%+15293.2%-14282.6%antes de 1993302OVERFIT
ULTA+942.5%+1721.3%-778.8%+2.3 pts96INCONCLUSIVE
UNP+3356.1%+30311.4%-26955.3%antes de 1993355OVERFIT
UPS-46.9%+233.2%-280.1%-10.8 pts271OVERFIT
URI+771.2%+7088.3%-6317.1%-1.5 pts217OVERFIT
USB+759.8%+44799.0%-44039.2%antes de 1993455OVERFIT
VEEV+141.0%+668.8%-527.8%-7.1 pts117INCONCLUSIVE
VICIno aplica · history < 10y (8.7y)
VLO+11046.2%+23394.0%-12347.8%antes de 1993321MARGINAL
VLTOno aplica · history < 10y (2.9y)
VMC+738.8%+48759.3%-48020.5%antes de 1993474MARGINAL
VRSK+232.4%+648.8%-416.3%-7.1 pts104INCONCLUSIVE
VRSN+3232.6%+5322.0%-2089.4%+3.8 pts199OVERFIT
VRTno aplica · history < 10y (8.1y)
VSTno aplica · history < 10y (9.9y)
VTR+1917.7%+1496.8%+420.8%+1.1 pts191OVERFIT
VTRS-83.9%+1568.8%-1652.6%antes de 1993385OVERFIT
VZ+86.2%+4889.1%-4802.9%antes de 1993421OVERFIT
WAB+226.4%+4137.7%-3911.3%-6.9 pts249OVERFIT
WAT+673.3%+10865.4%-10192.1%-3.6 pts221OVERFIT
WEC+836.3%+23656.8%-22820.5%antes de 1993418OVERFIT
WELL+2568.5%+58774.1%-56205.7%antes de 1993341OVERFIT
WFC+469.7%+63452.2%-62982.6%antes de 1993489OVERFIT
WM+1006.9%+8471.2%-7464.4%antes de 1993294OVERFIT
WMB+7622.7%+11974.1%-4351.4%antes de 1993329OVERFIT
WSM+1601.8%+69865.8%-68264.0%antes de 1993365OVERFIT
WST+9023.9%+79208.6%-70184.7%antes de 1993269MARGINAL
WTW-39.0%+1181.6%-1220.7%-11.3 pts251OVERFIT
WY-57.1%+1781.4%-1838.4%antes de 1993588OVERFIT
WYNN+2072.3%+1217.6%+854.7%+2.4 pts130OVERFIT
XOM+10322.6%+183657.9%-173335.3%antes de 1993521MARGINAL
XYL+144.5%+455.0%-310.6%-9.0 pts118INCONCLUSIVE
XYZ+423.8%+527.5%-103.8%+2.0 pts57INCONCLUSIVE
YUM+147.3%+4282.5%-4135.2%-6.2 pts260OVERFIT
ZBH+14.7%+292.2%-277.4%-9.1 pts213OVERFIT
ZBRA+516.2%+8617.7%-8101.4%antes de 1993263OVERFIT
ZTS+217.7%+179.3%+38.4%-5.7 pts80INCONCLUSIVE

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+23.2%-3.1%+26.3%-10.1 pts135OVERFIT
GBP/USD-3.4%-21.2%+17.8%-11.2 pts171OVERFIT
USD/JPY+1.1%+40.2%-39.2%-10.2 pts275OVERFIT
USD/MXN-19.8%+49.9%-69.7%-12.0 pts252OVERFIT
AUD/USD+22.3%-6.6%+28.9%-10.2 pts173OVERFIT
USD/CAD-9.1%+1.7%-10.8%-11.6 pts225OVERFIT
USD/CHF-40.0%-41.4%+1.4%-13.3 pts241OVERFIT
NZD/USD-25.0%-8.1%-16.9%-12.3 pts229OVERFIT

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Bitcoin+22368.7%+17075.3%+5293.4%+22.9 pts75INCONCLUSIVE
Etherno aplica · history < 10y (8.8y)
Litecoin+1254.5%+859.3%+395.2%+2.5 pts148INCONCLUSIVE
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%-1338.1%-1008.4%+395.2%
Solanano aplicano aplicano aplicano aplicano aplica
Cardanono aplicano aplicano aplicano aplicano aplica
Dogecoinno aplicano aplicano aplicano aplicano aplica
EUR/USD-86.9%-68.7%-32.4%-9.4%+26.3%
GBP/USD-86.8%-63.0%-9.7%-5.1%+17.8%
USD/JPY-133.1%-81.1%-60.0%-45.1%-39.2%
AUD/USD+28.9%
USD/CAD-136.1%-120.7%-46.1%-38.6%-10.8%
USD/CHF-84.8%-70.6%-22.9%-11.1%+1.4%
NZD/USD-82.2%-68.4%-40.2%-2.2%-16.9%
S&P 500 (SPY)-453.8%-421.4%-259.1%-190.8%-2040.0%
Nasdaq-100 (QQQ)-704.6%-654.4%-439.4%-374.7%-976.8%
Russell 2000 (IWM)-307.2%-289.9%-213.5%-147.8%-650.3%
Emergentes (EEM)-268.7%-240.0%-150.1%-76.8%-631.4%
Oro (GLD)-396.9%-365.7%-281.9%-159.4%-454.3%
Bonos 20 años (TLT)-91.7%-84.9%-29.3%-14.0%-140.9%
AAPL-1348.6%-1257.9%-583.6%-1030.7%-146079.5%
AMGN-379.1%-370.6%-228.3%-289.8%-183160.0%
AMZN-835.1%-769.1%-659.5%-683.6%-258762.9%
AXP-573.4%-538.6%-357.2%-402.2%-25913.3%
BA-166.1%-79.6%-17.5%-98.4%-71148.1%
CAT-1511.8%-1438.5%-1100.6%-866.5%-164268.5%
CRM-339.4%-308.2%-203.9%+76.9%-4811.1%
CSCO-570.4%-560.7%-444.0%-316.8%-133458.2%
CVX-358.1%-346.9%-283.5%-256.4%-67850.2%
DIS-114.7%-96.1%-16.9%-27.3%-173248.8%
GOOGL-920.5%-898.6%-717.8%-533.5%-11746.5%
GS-722.8%-678.3%-467.2%-367.2%-1354.8%
HD-324.0%-288.4%-160.2%-153.7%-1941350.8%
HON-280.6%-265.5%-189.7%-194.8%-20506.9%
IBM-286.1%-230.6%-178.4%-217.1%-14656.9%
JNJ-357.5%-348.9%-240.9%-259.2%-428153.8%
JPM-742.1%-708.2%-631.5%-497.8%-33975.4%
KO-293.4%-286.3%-233.3%-169.5%-186405.0%
MCD-285.6%-274.6%-206.3%-164.7%-233460.0%
MMM-200.2%-189.9%-121.8%-95.6%-29997.7%
MRK-412.7%-396.0%-324.7%-280.0%-201452.9%
MSFT-1076.9%-1053.0%-939.1%-659.8%-828201.1%
NKE-74.1%-62.1%-30.6%+19.8%-27167.2%
NVDA-27582.9%-27060.4%-25745.5%-17738.3%+162191.1%
PG-246.9%-239.6%-182.6%-129.8%-58244.7%
SHW-448.9%-436.5%-279.9%-280.5%-230608.4%
TRV-422.0%-412.4%-333.4%-301.6%-12041.1%
UNH-401.3%-390.2%-327.3%-298.7%-345132.9%
V-543.9%-533.6%-458.5%-413.3%-2531.4%
WMT-607.5%-591.7%-517.1%-400.4%-897453.9%
ABNBno aplicano aplicano aplicano aplicano aplica
ADBE-316.9%-304.2%-160.9%-34.6%-146663.5%
ADI-814.5%-798.3%-739.5%-717.0%-80405.4%
ADP-441.3%-422.1%-257.0%-295.5%-72081.8%
ADSK-431.8%-394.1%-343.1%-332.6%-57851.3%
AEP-305.3%-292.6%-154.3%-177.7%-12592.5%
ALABno aplicano aplicano aplicano aplicano aplica
ALNY-254.8%-241.0%-203.7%-190.0%-3095.5%
AMAT-2817.3%-2757.5%-2137.3%-1622.6%-645276.8%
AMD-16795.3%-15964.8%-14587.3%-13747.5%+4230.0%
APPno aplicano aplicano aplicano aplicano aplica
ARMno aplicano aplicano aplicano aplicano aplica
ASML-2158.1%-2088.7%-1755.0%-1213.9%-75967.4%
AVGO-3402.1%-3335.4%-3163.1%-2681.2%-30577.4%
AXON-3566.4%-3132.9%-3046.3%-2652.9%-97985.3%
BKNG-421.4%-385.7%-336.3%-302.8%-125.1%
BKRno aplicano aplicano aplicano aplica-981.9%
CCEP-415.7%-406.0%-329.5%-285.7%-6223.9%
CDNS-1657.8%-1616.0%-1518.4%-1230.7%-13836.8%
CEGno aplicano aplicano aplicano aplicano aplica
CMCSA-135.8%-133.5%-91.7%-38.1%-45098.0%
COST-707.2%-669.9%-392.4%-403.9%-12146.6%
CPRT-700.4%-659.0%-385.5%-115.5%-19616.5%
CRWDno aplicano aplicano aplicano aplicano aplica
CSX-696.5%-687.0%-596.0%-421.6%-39007.0%
CTAS-1031.0%-985.9%-775.2%-542.2%-119467.0%
DASHno aplicano aplicano aplicano aplicano aplica
DDOGno aplicano aplicano aplicano aplicano aplica
DXCM-462.7%-437.8%-205.4%-232.8%-1956.3%
EAno aplica
EXC-318.9%-306.5%-246.7%-230.9%-12258.8%
FANG-393.1%-377.7%-356.0%-307.7%-1134.6%
FAST-656.8%-650.2%-532.7%-542.3%-261396.0%
FERno aplicano aplicano aplicano aplica-415.9%
FTNT-2745.4%-2708.2%-2501.6%-2510.7%-9602.5%
GEHCno aplicano aplicano aplicano aplicano aplica
GILD-214.0%-208.1%-178.4%-85.3%-33351.7%
HONAno aplicano aplicano aplicano aplicano aplica
IDXX-780.3%-759.5%-625.5%-199.2%-54645.7%
INTC-332.9%-313.4%-244.0%-178.9%-40906.3%
INTU-413.9%-393.5%-323.9%-213.5%-14829.2%
ISRG-612.5%-588.3%-349.7%-171.0%-16239.1%
KHC-56.8%-55.1%-26.6%-17.2%+19.2%
KLAC-3063.1%-2931.5%-2750.4%-2706.1%-256254.0%
LINno aplicano aplicano aplicano aplica-10276.9%
LITE-4006.3%-3968.1%-3009.0%-3682.1%-4593.1%
LRCX-4480.7%-4407.9%-4014.4%-3036.9%-128019.8%
MAR-593.7%-549.0%-453.3%-461.3%-1481.6%
MCHP-391.4%-375.8%-246.9%-215.8%-41959.8%
MDLZ-182.0%-175.2%-132.1%-116.1%-506.6%
MELI-1799.0%-1742.7%-1346.1%-1549.5%-5388.9%
META-570.2%-507.9%-434.4%-269.1%-240.4%
MNST-194.8%-185.6%-73.7%-58.5%-57751.7%
MPWR-2250.3%-2227.6%-1968.5%-1844.2%-12055.9%
MRVL-2679.5%-2653.6%-2049.8%-2140.6%+75.0%
MSTR-743.4%-602.9%-160.9%-106.6%+9680.5%
MU-6672.2%-6392.6%-6222.5%-3290.7%+1990.0%
NFLX-743.0%-685.9%-320.2%-243.7%+47214.4%
NXPI-300.4%-293.4%-244.3%-168.2%-1634.4%
ODFL-1063.5%-1011.8%-929.6%-823.9%-35574.4%
ORLY-539.3%-526.9%-474.7%-407.0%-51896.5%
PANW-1299.6%-1197.3%-1074.2%-1049.8%-2975.5%
PCAR-580.1%-571.0%-482.6%-440.7%-56588.2%
PDDno aplicano aplicano aplicano aplicano aplica
PEP-196.8%-191.4%-133.3%-135.7%-36587.6%
PLTRno aplicano aplicano aplicano aplicano aplica
PYPL-155.7%-148.4%-56.1%-21.7%+23.5%
QCOM-438.6%-415.4%-259.9%-157.3%-50047.1%
REGN-155.2%-148.6%-91.5%+16.7%-3727.5%
ROP-244.1%-237.3%-155.1%-159.5%-22239.6%
ROST-465.6%-458.8%-358.5%-240.0%-36261.3%
SBUX-232.0%-225.7%-179.4%-114.0%-42077.7%
SHOP-5921.4%-5444.8%-4756.4%-4277.9%-6123.3%
SNDKno aplicano aplicano aplicano aplicano aplica
SNPS-984.9%-920.6%-672.2%-800.5%-5441.3%
STX-3651.4%-3580.3%-3103.6%-1624.7%-10522.0%
TER-1856.5%-1768.2%-1072.6%-1400.5%-19237.5%
TMUS-489.7%-483.0%-413.0%-299.2%+51.6%
TRI-362.4%-343.1%-224.6%-126.1%-365.4%
TSLA-2301.2%-1117.8%-373.9%-1864.9%-21831.4%
TTWO-688.8%-685.7%-630.2%-447.5%-5521.9%
TXN-637.6%-622.2%-563.9%-411.2%-37301.5%
VRTX-440.8%-435.6%-407.2%-315.8%-11925.1%
WBDno aplicano aplicano aplicano aplica-196.9%
WDAY-263.1%-235.4%-159.2%-115.3%-318.7%
WDC-1170.3%-1065.2%-840.0%+97.5%-50072.8%
XEL-295.9%-283.1%-219.2%-209.5%-6500.5%
KDP-278.1%-273.9%-217.2%-177.1%-869.2%
USD/MXN-134.2%-113.7%-95.8%-72.7%-69.7%
Bitcoin-18084.8%-18084.8%-17727.2%-4470.2%+5293.4%
Etherno aplica

4 / 472 · contra el s&p 500 en la misma ventana: 27 / 472

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

ParámetrosRendimientoSharpeCaída máx.Vs. índice
fast 1, slow 200×110.33-30.0%-2040.0%
fast 1, slow 150688.6%0.24-40.6%-2392.5%
fast 1, slow 100631.3%0.23-53.0%-2449.8%
fast 1, slow 250×110.32-25.8%-2050.2%
fast 1, slow 300×220.48-25.7%-953.0%

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: 0.90 (< 0.95)

Suite de robustez: MODERATE

Por mitades: Primera mitad no batió (+188.8% vs +237.3%); Segunda mitad no batió (+295.1% vs +843.1%).

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

Mean OOS/IS Sharpe degradation = 0.5993.

Deflated Sharpe 0.8951 < 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 7a691ad4255c · 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 48 mercados

Fuentes de la afirmación

Cómo citar

Finaxion Research (2026). Solo invertir por encima de la media de 200: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 7a691ad4255c. https://finaxion.app/research/filtro-sma-200

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