Funciona en pocos mercados
Su terreno: cripto, en diario, comprando varios activos en señal — bate en 30 de 961 combinaciones.
Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.
La estrategia Ichimoku: comprar por encima de la nube no funciona de forma consistente en ninguna clase de activo; donde menos mal va es en criptomonedas, con 2 de 14 (14%), mientras que en divisas bate en 1 de 40. Funciona como cartera, no como acción suelta: como cesta bate en 2 de 3, pero activo por activo en 28 de 958. De los 25 mercados diarios donde bate, 11 aguantan fuera de muestra (44%), y ningún parámetro vecino bate al índice, lo que indica que el ajuste publicado es un punto, no una zona.
Hallazgos derivados del panel completo. Cada uno lleva su número y su denominador; los cálculos son reproducibles con el artefacto 3da70cf34031.
«Si el precio está por encima de la nube de Ichimoku, la tendencia es alcista y solo hay que estar comprado.»
Largo mientras el cierre esté por encima de las dos líneas de la nube (Senkou A y B; 9/26/52); salida cuando el cierre cae por debajo de cualquiera de las dos.
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +303.6% | +3081.0% | -2777.4% | -6.6 pts | 435 | OVERFIT |
| Nasdaq-100 (QQQ) | +355.5% | +1565.8% | -1210.3% | -2.9 pts | 350 | OVERFIT |
| Russell 2000 (IWM) | +92.5% | +801.9% | -709.4% | -6.1 pts | 349 | OVERFIT |
| Emergentes (EEM) | +330.3% | +830.9% | -500.6% | -5.2 pts | 295 | OVERFIT |
| Oro (GLD) | +155.0% | +820.3% | -665.3% | -6.6 pts | 303 | OVERFIT |
| Bonos 20 años (TLT) | +29.0% | +131.2% | -102.2% | -10.2 pts | 306 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · máx. 10) | +3841.1% | +3081.0% | +760.1% | +0.7 pts | 4918 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · máx. 20) | +28184.4% | +3081.0% | +25103.4% | +7.5 pts | 10765 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · máx. 25) | +1218.5% | +3081.0% | -1862.5% | -2.9 pts | 14521 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| AAPL | +51318.8% | +322813.1% | -271494.2% | antes de 1993 | 607 | MARGINAL |
| AMGN | +4507.6% | +187272.6% | -182765.0% | antes de 1993 | 607 | OVERFIT |
| AMZN | +6421.0% | +265196.1% | -258775.1% | +5.7 pts | 355 | MARGINAL |
| AXP | +416.2% | +27029.4% | -26613.2% | antes de 1993 | 694 | OVERFIT |
| BA | +14432.9% | +108724.7% | -94291.8% | antes de 1993 | 770 | OVERFIT |
| CAT | +4040.6% | +172708.3% | -168667.7% | antes de 1993 | 732 | OVERFIT |
| CRM | +985.5% | +5992.9% | -5007.4% | +0.4 pts | 271 | MARGINAL |
| CSCO | +8038.8% | +222956.6% | -214917.8% | antes de 1993 | 486 | OVERFIT |
| CVX | -54.0% | +68037.6% | -68091.7% | antes de 1993 | 1003 | OVERFIT |
| DIS | +43036.0% | +189847.3% | -146811.3% | antes de 1993 | 783 | OVERFIT |
| GOOGL | +918.8% | +13534.3% | -12615.5% | -0.1 pts | 248 | OVERFIT |
| GS | +486.1% | +2027.1% | -1541.1% | -1.8 pts | 342 | OVERFIT |
| HD | +7918.6% | +1985758.9% | -1977840.3% | antes de 1993 | 634 | OVERFIT |
| HON | +58.5% | +21058.8% | -21000.3% | antes de 1993 | 1010 | OVERFIT |
| IBM | +535.1% | +16203.8% | -15668.7% | antes de 1993 | 784 | OVERFIT |
| JNJ | +1186.6% | +445196.6% | -444010.0% | antes de 1993 | 887 | OVERFIT |
| JPM | +349.1% | +34522.5% | -34173.4% | antes de 1993 | 661 | OVERFIT |
| KO | +879.4% | +199349.6% | -198470.1% | antes de 1993 | 921 | MARGINAL |
| MCD | +1293.2% | +236707.0% | -235413.7% | antes de 1993 | 852 | MARGINAL |
| MMM | -14.3% | +31160.0% | -31174.3% | antes de 1993 | 947 | OVERFIT |
| MRK | +2545.3% | +233375.1% | -230829.8% | antes de 1993 | 853 | OVERFIT |
| MSFT | +1870.7% | +859506.0% | -857635.2% | antes de 1993 | 557 | MARGINAL |
| NKE | +4877.8% | +32003.7% | -27125.8% | antes de 1993 | 556 | OVERFIT |
| NVDA | +76200.6% | +587720.8% | -511520.2% | +18.5 pts | 331 | MARGINAL |
| PG | +123.8% | +59706.6% | -59582.8% | antes de 1993 | 940 | OVERFIT |
| SHW | +898.2% | +231766.6% | -230868.3% | antes de 1993 | 649 | OVERFIT |
| TRV | +31.1% | +12287.7% | -12256.6% | antes de 1993 | 715 | OVERFIT |
| UNH | +1547.6% | +353381.4% | -351833.8% | antes de 1993 | 576 | MARGINAL |
| V | +207.6% | +2961.1% | -2753.6% | -5.8 pts | 267 | INCONCLUSIVE |
| WMT | +4521.1% | +915365.3% | -910844.2% | antes de 1993 | 750 | MARGINAL |
| ABNB | no aplica · history < 10y (5.7y) | |||||
| ADBE | +3956.8% | +147731.1% | -143774.3% | antes de 1993 | 485 | OVERFIT |
| ADI | -35.7% | +81534.0% | -81569.7% | antes de 1993 | 734 | OVERFIT |
| ADP | +307.3% | +74205.9% | -73898.6% | antes de 1993 | 719 | OVERFIT |
| ADSK | +2506.3% | +58084.6% | -55578.3% | antes de 1993 | 521 | MARGINAL |
| AEP | +438.2% | +13797.6% | -13359.4% | antes de 1993 | 862 | OVERFIT |
| ALAB | no aplica · history < 10y (2.4y) | |||||
| ALNY | +261.8% | +3338.4% | -3076.6% | -5.1 pts | 298 | OVERFIT |
| AMAT | +36773.9% | +664974.8% | -628200.9% | antes de 1993 | 554 | MARGINAL |
| AMD | +242336.8% | +14863.3% | +227473.5% | antes de 1993 | 464 | GENERALIZED |
| APP | no aplica · history < 10y (5.4y) | |||||
| ARM | no aplica · history < 10y (3.0y) | |||||
| ASML | +12350.8% | +96277.5% | -83926.7% | +5.6 pts | 426 | MARGINAL |
| AVGO | +292.6% | +32512.1% | -32219.5% | -6.3 pts | 318 | INCONCLUSIVE |
| AXON | +123075.5% | +123065.2% | +10.3% | +23.2 pts | 257 | MARGINAL |
| BKNG | +3056.4% | +922.2% | +2134.2% | +4.8 pts | 331 | OVERFIT |
| BKR | -2.6% | +933.9% | -936.5% | antes de 1993 | 537 | OVERFIT |
| CCEP | +238.7% | +7081.8% | -6843.2% | antes de 1993 | 585 | OVERFIT |
| CDNS | +1004.3% | +16839.0% | -15834.7% | antes de 1993 | 528 | MARGINAL |
| CEG | no aplica · history < 10y (4.6y) | |||||
| CMCSA | +526.9% | +47049.9% | -46523.0% | antes de 1993 | 589 | OVERFIT |
| COST | +226.8% | +12800.7% | -12573.9% | antes de 1993 | 546 | OVERFIT |
| CPRT | +1345.8% | +21554.9% | -20209.2% | -2.3 pts | 419 | OVERFIT |
| CRWD | no aplica · history < 10y (7.2y) | |||||
| CSX | +72.0% | +40426.1% | -40354.2% | antes de 1993 | 645 | OVERFIT |
| CTAS | +1285.9% | +123411.3% | -122125.4% | antes de 1993 | 607 | MARGINAL |
| DASH | no aplica · history < 10y (5.7y) | |||||
| DDOG | no aplica · history < 10y (6.9y) | |||||
| DXCM | +282.3% | +3002.6% | -2720.3% | -4.8 pts | 261 | OVERFIT |
| EA | no aplica · history < 10y (9.0y) | |||||
| EXC | +1173.7% | +17730.6% | -16556.9% | antes de 1993 | 760 | OVERFIT |
| FANG | +57.0% | +1406.8% | -1349.8% | -11.5 pts | 233 | INCONCLUSIVE |
| FAST | +338.7% | +262350.7% | -262012.0% | antes de 1993 | 493 | OVERFIT |
| FER | +30.5% | +593.7% | -563.2% | -12.9 pts | 110 | INCONCLUSIVE |
| FTNT | +720.3% | +10184.6% | -9464.3% | -0.8 pts | 189 | INCONCLUSIVE |
| GEHC | no aplica · history < 10y (3.7y) | |||||
| GILD | +121.4% | +33594.8% | -33473.4% | antes de 1993 | 487 | OVERFIT |
| HONA | no aplica · history < 10y (0.2y) | |||||
| IDXX | +923.1% | +58789.5% | -57866.4% | antes de 1993 | 479 | OVERFIT |
| INTC | +4890.5% | +49216.9% | -44326.4% | antes de 1993 | 598 | MARGINAL |
| INTU | +152.2% | +15430.2% | -15278.0% | -8.0 pts | 451 | OVERFIT |
| ISRG | +2469.7% | +18484.9% | -16015.2% | +4.8 pts | 264 | MARGINAL |
| KDP | +151.4% | +1090.2% | -938.9% | -6.6 pts | 259 | INCONCLUSIVE |
| KHC | -36.0% | -42.2% | +6.1% | -18.3 pts | 131 | INCONCLUSIVE |
| KLAC | +2789.8% | +289399.1% | -286609.4% | antes de 1993 | 566 | OVERFIT |
| LIN | +56.8% | +10777.0% | -10720.2% | antes de 1993 | 486 | OVERFIT |
| LITE | +968.5% | +5280.9% | -4312.5% | +9.6 pts | 141 | INCONCLUSIVE |
| LRCX | +16443.0% | +159814.6% | -143371.6% | antes de 1993 | 500 | OVERFIT |
| MAR | +116.4% | +2539.5% | -2423.1% | -6.2 pts | 404 | OVERFIT |
| MCHP | +27.6% | +41961.5% | -41933.9% | -10.1 pts | 526 | OVERFIT |
| MDLZ | -56.4% | +461.4% | -517.8% | -12.7 pts | 407 | OVERFIT |
| MELI | +1794.3% | +6911.0% | -5116.7% | +5.6 pts | 197 | INCONCLUSIVE |
| META | +986.3% | +1410.2% | -423.9% | +3.0 pts | 152 | INCONCLUSIVE |
| MNST | +2633.3% | +61968.9% | -59335.6% | antes de 1993 | 480 | MARGINAL |
| MPWR | +1119.8% | +15002.1% | -13882.3% | +1.2 pts | 252 | MARGINAL |
| MRVL | +819.1% | +1645.0% | -825.9% | +0.4 pts | 326 | OVERFIT |
| MSTR | +3760.5% | +1158.6% | +2601.9% | +4.8 pts | 304 | MARGINAL |
| MU | +31598.8% | +70877.8% | -39278.9% | antes de 1993 | 486 | MARGINAL |
| NFLX | +7097.0% | +67643.2% | -60546.2% | +9.0 pts | 269 | MARGINAL |
| NXPI | +131.0% | +1721.2% | -1590.2% | -9.3 pts | 204 | INCONCLUSIVE |
| ODFL | -85.4% | +36444.7% | -36530.1% | antes de 1993 | 636 | OVERFIT |
| ORLY | +418.8% | +55255.7% | -54837.0% | -5.9 pts | 518 | OVERFIT |
| PANW | +388.2% | +4215.4% | -3827.2% | -3.0 pts | 165 | INCONCLUSIVE |
| PCAR | +520.0% | +57106.4% | -56586.4% | antes de 1993 | 636 | OVERFIT |
| PDD | no aplica · history < 10y (8.1y) | |||||
| PEP | +103.2% | +37760.7% | -37657.5% | antes de 1993 | 822 | OVERFIT |
| PLTR | no aplica · history < 10y (5.9y) | |||||
| PYPL | -5.3% | +44.7% | -50.0% | -14.8 pts | 159 | INCONCLUSIVE |
| QCOM | +2648.0% | +50430.1% | -47782.2% | antes de 1993 | 432 | MARGINAL |
| REGN | +111.0% | +3718.3% | -3607.3% | antes de 1993 | 477 | OVERFIT |
| ROP | +611.0% | +26003.6% | -25392.5% | antes de 1993 | 493 | OVERFIT |
| ROST | +3668.9% | +55801.1% | -52132.2% | antes de 1993 | 473 | MARGINAL |
| SBUX | +1008.3% | +43019.5% | -42011.2% | antes de 1993 | 431 | MARGINAL |
| SHOP | +743.3% | +8568.8% | -7825.5% | +7.0 pts | 137 | INCONCLUSIVE |
| SNDK | no aplica · history < 10y (1.5y) | |||||
| SNPS | -46.4% | +5482.1% | -5528.4% | antes de 1993 | 512 | OVERFIT |
| STX | +15522.8% | +15614.6% | -91.8% | +12.3 pts | 242 | OVERFIT |
| TER | +17409.5% | +31309.8% | -13900.2% | antes de 1993 | 668 | MARGINAL |
| TMUS | +64.0% | +318.0% | -253.9% | -8.3 pts | 274 | INCONCLUSIVE |
| TRI | -13.2% | +578.4% | -591.6% | -11.2 pts | 353 | OVERFIT |
| TSLA | +1926.1% | +23002.8% | -21076.7% | +5.3 pts | 208 | INCONCLUSIVE |
| TTWO | +115.1% | +5509.7% | -5394.6% | -7.4 pts | 378 | OVERFIT |
| TXN | +1270.4% | +38040.6% | -36770.2% | antes de 1993 | 726 | OVERFIT |
| VRTX | +3.7% | +12000.4% | -11996.8% | antes de 1993 | 481 | MARGINAL |
| WBD | +116.9% | +302.2% | -185.2% | -7.4 pts | 271 | MARGINAL |
| WDAY | +13.2% | +305.5% | -292.4% | -13.9 pts | 197 | INCONCLUSIVE |
| WDC | +12788.0% | +66202.2% | -53414.2% | antes de 1993 | 574 | OVERFIT |
| XEL | +60.0% | +7388.9% | -7328.9% | antes de 1993 | 816 | OVERFIT |
| A | +349.4% | +486.3% | -136.9% | -2.6 pts | 307 | OVERFIT |
| ABBV | +14.5% | +1156.0% | -1141.5% | -13.8 pts | 207 | INCONCLUSIVE |
| ABT | +224.5% | +62056.2% | -61831.7% | antes de 1993 | 653 | OVERFIT |
| ACGL | +23.6% | +4268.0% | -4244.4% | -9.9 pts | 512 | OVERFIT |
| ACN | +398.4% | +1726.5% | -1328.1% | -2.9 pts | 285 | OVERFIT |
| ADM | +102.3% | +9265.6% | -9163.4% | antes de 1993 | 660 | OVERFIT |
| AEE | -8.9% | +813.9% | -822.9% | -9.7 pts | 438 | OVERFIT |
| AES | +1341.3% | +647.5% | +693.8% | antes de 1993 | 489 | OVERFIT |
| AFL | +779.7% | +205848.4% | -205068.8% | antes de 1993 | 730 | OVERFIT |
| AIG | +1583.2% | +468.3% | +1115.0% | antes de 1993 | 666 | OVERFIT |
| AIZ | +289.6% | +1585.5% | -1295.9% | -4.6 pts | 297 | OVERFIT |
| AJG | +979.1% | +41899.5% | -40920.3% | antes de 1993 | 533 | OVERFIT |
| AKAM | +100.9% | -25.2% | +126.1% | -5.9 pts | 340 | OVERFIT |
| ALB | +116.3% | +3091.3% | -2975.1% | -8.5 pts | 478 | OVERFIT |
| ALGN | +1264.1% | +846.9% | +417.2% | +1.9 pts | 284 | OVERFIT |
| ALL | +38.5% | +3674.2% | -3635.8% | -9.8 pts | 477 | OVERFIT |
| ALLE | +24.7% | +265.9% | -241.2% | -12.2 pts | 161 | INCONCLUSIVE |
| AMCR | -22.9% | +100.6% | -123.5% | -16.8 pts | 163 | INCONCLUSIVE |
| AME | +21.5% | +25325.0% | -25303.6% | antes de 1993 | 649 | OVERFIT |
| AMP | +294.3% | +2154.1% | -1859.8% | -4.4 pts | 283 | OVERFIT |
| AMT | +285.2% | +1310.2% | -1024.9% | -4.2 pts | 412 | OVERFIT |
| ANET | +308.5% | +5592.8% | -5284.3% | -1.5 pts | 163 | INCONCLUSIVE |
| AON | +207.9% | +29815.0% | -29607.2% | antes de 1993 | 610 | OVERFIT |
| AOS | +2659.5% | +13924.9% | -11265.4% | antes de 1993 | 513 | OVERFIT |
| APA | -57.4% | +2417.2% | -2474.6% | antes de 1993 | 657 | OVERFIT |
| APD | +1.8% | +20722.2% | -20720.4% | antes de 1993 | 733 | OVERFIT |
| APH | +1314.0% | +146951.6% | -145637.6% | antes de 1993 | 462 | MARGINAL |
| APO | +750.2% | +1845.9% | -1095.7% | +0.9 pts | 181 | INCONCLUSIVE |
| APTV | +46.7% | +174.0% | -127.2% | -12.6 pts | 174 | INCONCLUSIVE |
| ARE | -25.5% | +624.3% | -649.8% | -10.7 pts | 443 | OVERFIT |
| ARES | +215.1% | +1191.9% | -976.8% | -4.2 pts | 143 | INCONCLUSIVE |
| ATO | -53.6% | +13696.4% | -13750.0% | antes de 1993 | 768 | OVERFIT |
| AVB | -26.5% | +42.3% | -68.8% | -18.2 pts | 160 | INCONCLUSIVE |
| AVY | +65.6% | +8544.4% | -8478.8% | antes de 1993 | 713 | OVERFIT |
| AWK | +44.4% | +950.9% | -906.5% | -9.8 pts | 249 | INCONCLUSIVE |
| AZO | +632.6% | +40631.8% | -39999.1% | antes de 1993 | 432 | MARGINAL |
| BAC | +575.4% | +4053.1% | -3477.7% | antes de 1993 | 645 | OVERFIT |
| BALL | +485.9% | +49568.6% | -49082.7% | antes de 1993 | 713 | OVERFIT |
| BAX | -82.6% | +1778.4% | -1861.0% | antes de 1993 | 743 | OVERFIT |
| BBY | +69116.8% | +89506.6% | -20389.9% | antes de 1993 | 501 | OVERFIT |
| BDX | -40.8% | +21440.4% | -21481.2% | antes de 1993 | 815 | OVERFIT |
| BEN | +1767.5% | +130378.8% | -128611.3% | antes de 1993 | 537 | OVERFIT |
| BF-B | -17.0% | +14873.5% | -14890.5% | antes de 1993 | 671 | OVERFIT |
| BG | +78.2% | +1105.5% | -1027.4% | -7.2 pts | 332 | OVERFIT |
| BIIB | +158.6% | +6832.8% | -6674.2% | antes de 1993 | 483 | OVERFIT |
| BLDR | +776.1% | +393.7% | +382.3% | -0.3 pts | 220 | OVERFIT |
| BLK | +390.5% | +13724.5% | -13334.0% | -2.6 pts | 351 | OVERFIT |
| BMY | -52.6% | +23662.6% | -23715.2% | antes de 1993 | 835 | OVERFIT |
| BNY | -7.2% | +32230.3% | -32237.5% | antes de 1993 | 783 | OVERFIT |
| BR | +546.5% | +1234.2% | -687.7% | -0.9 pts | 239 | INCONCLUSIVE |
| BRK-B | +40.3% | +2072.5% | -2032.2% | -9.2 pts | 497 | OVERFIT |
| BRO | +678.5% | +76212.8% | -75534.3% | antes de 1993 | 729 | OVERFIT |
| BSX | +139.9% | +1028.2% | -888.2% | antes de 1993 | 462 | OVERFIT |
| BX | +753.8% | +1023.3% | -269.6% | +1.0 pts | 221 | INCONCLUSIVE |
| BXP | +63.7% | +888.9% | -825.3% | -7.8 pts | 411 | OVERFIT |
| C | +120.3% | +1897.9% | -1777.6% | antes de 1993 | 646 | OVERFIT |
| CAH | +436.9% | +39284.8% | -38847.8% | antes de 1993 | 567 | OVERFIT |
| CARR | no aplica · history < 10y (6.5y) | |||||
| CASY | +234.5% | +80461.2% | -80226.7% | antes de 1993 | 644 | OVERFIT |
| CB | +81.4% | +6587.6% | -6506.2% | -9.0 pts | 504 | OVERFIT |
| CBOE | +224.7% | +1060.1% | -835.4% | -7.1 pts | 209 | INCONCLUSIVE |
| CBRE | +867.1% | +2283.8% | -1416.7% | -0.2 pts | 283 | OVERFIT |
| CCI | +37.6% | +899.9% | -862.3% | -7.9 pts | 452 | OVERFIT |
| CCL | +18.2% | +1154.4% | -1136.2% | antes de 1993 | 532 | OVERFIT |
| CDW | +52.6% | +858.2% | -805.6% | -11.2 pts | 175 | INCONCLUSIVE |
| CF | +1013.7% | +5815.9% | -4802.3% | +1.1 pts | 277 | OVERFIT |
| CFG | +95.5% | +349.9% | -254.3% | -8.0 pts | 152 | INCONCLUSIVE |
| CHD | +410.8% | +93736.5% | -93325.7% | antes de 1993 | 651 | MARGINAL |
| CHRW | -39.2% | +4307.6% | -4346.9% | -11.1 pts | 434 | OVERFIT |
| CHTR | +107.1% | +335.5% | -228.4% | -9.7 pts | 193 | INCONCLUSIVE |
| CI | +1792.1% | +12980.8% | -11188.8% | antes de 1993 | 550 | GENERALIZED |
| CIEN | +381.9% | +195.6% | +186.3% | -4.4 pts | 324 | OVERFIT |
| CINF | +636.6% | +41545.9% | -40909.3% | antes de 1993 | 610 | OVERFIT |
| CL | -51.2% | +20919.0% | -20970.2% | antes de 1993 | 836 | OVERFIT |
| CLX | -7.1% | +6184.2% | -6191.3% | antes de 1993 | 759 | OVERFIT |
| CME | +777.9% | +6884.2% | -6106.3% | -1.8 pts | 321 | MARGINAL |
| CMG | +823.9% | +4221.6% | -3397.7% | +0.3 pts | 253 | OVERFIT |
| CMI | +35307.9% | +28968.2% | +6339.6% | antes de 1993 | 626 | MARGINAL |
| CMS | +1126.0% | +630.8% | +495.2% | antes de 1993 | 664 | MARGINAL |
| CNC | +13.1% | +4388.8% | -4375.8% | -9.6 pts | 342 | OVERFIT |
| CNP | +185.6% | +13998.0% | -13812.4% | antes de 1993 | 930 | OVERFIT |
| COF | +194.7% | +5724.6% | -5529.8% | -7.7 pts | 433 | OVERFIT |
| COHR | +2461.6% | +68288.9% | -65827.3% | antes de 1993 | 532 | OVERFIT |
| COIN | no aplica · history < 10y (5.4y) | |||||
| COO | +1665.6% | +879.8% | +785.8% | antes de 1993 | 491 | OVERFIT |
| COP | +166.6% | +13561.7% | -13395.1% | antes de 1993 | 695 | OVERFIT |
| COR | +1152.2% | +17062.1% | -15909.9% | -2.6 pts | 385 | MARGINAL |
| CPAY | +51.0% | +1383.7% | -1332.7% | -11.6 pts | 209 | INCONCLUSIVE |
| CPT | -17.0% | +2453.9% | -2471.0% | -11.5 pts | 514 | OVERFIT |
| CRH | -4.2% | +7617.9% | -7622.0% | antes de 1993 | 522 | OVERFIT |
| CRL | +151.8% | +1210.2% | -1058.4% | -4.9 pts | 371 | OVERFIT |
| CSGP | +1274.8% | +3390.6% | -2115.9% | +0.9 pts | 351 | MARGINAL |
| CTSH | +1227.2% | +35498.3% | -34271.1% | +0.6 pts | 359 | OVERFIT |
| CTVA | no aplica · history < 10y (7.3y) | |||||
| CVNA | no aplica · history < 10y (9.3y) | |||||
| CVS | +387.6% | +15658.6% | -15271.0% | antes de 1993 | 722 | OVERFIT |
| D | +23.6% | +17762.4% | -17738.8% | antes de 1993 | 720 | OVERFIT |
| DAL | -58.9% | +339.1% | -398.0% | -15.3 pts | 288 | INCONCLUSIVE |
| DD | -52.6% | +10113.6% | -10166.3% | antes de 1993 | 880 | OVERFIT |
| DE | +1021.6% | +101089.1% | -100067.5% | antes de 1993 | 705 | OVERFIT |
| DECK | +701.1% | +7024.7% | -6323.6% | -4.3 pts | 470 | OVERFIT |
| DELL | +1556.5% | +4059.8% | -2503.2% | +17.2 pts | 85 | INCONCLUSIVE |
| DG | +31.7% | +550.3% | -518.5% | -12.6 pts | 223 | INCONCLUSIVE |
| DGX | +326.7% | +9626.0% | -9299.3% | -5.1 pts | 367 | OVERFIT |
| DHI | +117.2% | +13111.0% | -12993.9% | antes de 1993 | 494 | OVERFIT |
| DHR | +988.7% | +483557.2% | -482568.6% | antes de 1993 | 729 | OVERFIT |
| DLR | +135.8% | +3540.7% | -3404.9% | -7.2 pts | 313 | OVERFIT |
| DLTR | +475.4% | +10731.5% | -10256.0% | -5.4 pts | 373 | OVERFIT |
| DOC | +100.3% | +6136.8% | -6036.6% | antes de 1993 | 570 | OVERFIT |
| DOV | +227.5% | +29264.8% | -29037.3% | antes de 1993 | 644 | OVERFIT |
| DOW | no aplica · history < 10y (7.4y) | |||||
| DPZ | +1412.3% | +5638.6% | -4226.2% | +2.0 pts | 225 | OVERFIT |
| DRI | +36.7% | +6998.7% | -6962.0% | -9.8 pts | 473 | OVERFIT |
| DTE | +146.0% | +35264.3% | -35118.3% | antes de 1993 | 984 | OVERFIT |
| DUK | +197.7% | +16239.0% | -16041.4% | antes de 1993 | 666 | OVERFIT |
| DVA | +288.2% | +4219.3% | -3931.0% | -6.1 pts | 414 | OVERFIT |
| DVN | +441.1% | +1411.9% | -970.9% | antes de 1993 | 565 | OVERFIT |
| EBAY | +13.0% | +14035.1% | -14022.1% | -8.8 pts | 422 | OVERFIT |
| ECHO | +12.8% | +227.3% | -214.4% | -10.7 pts | 226 | INCONCLUSIVE |
| ECL | +183.8% | +20174.1% | -19990.2% | antes de 1993 | 717 | OVERFIT |
| ED | +1697.2% | +45081.6% | -43384.4% | antes de 1993 | 760 | OVERFIT |
| EFX | +4245.5% | +77234.4% | -72988.9% | antes de 1993 | 593 | MARGINAL |
| EG | -61.4% | +2975.7% | -3037.2% | -13.6 pts | 503 | OVERFIT |
| EIX | +521.3% | +14610.5% | -14089.2% | antes de 1993 | 746 | OVERFIT |
| EL | +74.4% | +1551.3% | -1476.9% | -8.7 pts | 417 | OVERFIT |
| ELV | +136.2% | +2326.9% | -2190.7% | -6.7 pts | 334 | OVERFIT |
| EME | +744.4% | +59203.5% | -58459.0% | -4.2 pts | 462 | OVERFIT |
| EMR | -54.6% | +19839.1% | -19893.8% | antes de 1993 | 869 | OVERFIT |
| EOG | +208.1% | +9279.7% | -9071.6% | antes de 1993 | 483 | OVERFIT |
| EQIX | +1354.3% | +240.5% | +1113.8% | +2.4 pts | 353 | OVERFIT |
| EQR | +2.8% | +44.2% | -41.4% | -14.9 pts | 122 | INCONCLUSIVE |
| EQT | +207.2% | +19557.1% | -19350.0% | antes de 1993 | 667 | OVERFIT |
| ERIE | +190.0% | +3362.8% | -3172.8% | -7.1 pts | 443 | OVERFIT |
| ES | +85.1% | +2960.1% | -2875.0% | antes de 1993 | 748 | OVERFIT |
| ESS | +187.9% | +5274.8% | -5086.9% | -7.7 pts | 434 | OVERFIT |
| ETN | +2104.7% | +116541.5% | -114436.8% | antes de 1993 | 689 | OVERFIT |
| ETR | +1302.8% | +19797.9% | -18495.1% | antes de 1993 | 678 | MARGINAL |
| EVRG | +79.9% | +5086.7% | -5006.8% | antes de 1993 | 810 | OVERFIT |
| EW | -17.5% | +6500.0% | -6517.5% | -8.9 pts | 379 | OVERFIT |
| EXE | no aplica · history < 10y (5.6y) | |||||
| EXPD | -51.5% | +148324.6% | -148376.1% | antes de 1993 | 739 | OVERFIT |
| EXPE | +50.5% | +916.1% | -865.7% | -9.1 pts | 263 | OVERFIT |
| EXR | +158.1% | +2698.9% | -2540.8% | -6.9 pts | 308 | OVERFIT |
| F | +3702.3% | +6752.4% | -3050.1% | antes de 1993 | 706 | OVERFIT |
| FCX | +1050.1% | +1061.6% | -11.5% | -2.5 pts | 387 | OVERFIT |
| FDS | +606.1% | +9088.9% | -8482.9% | -3.6 pts | 391 | OVERFIT |
| FDX | +1020.9% | +53776.9% | -52756.1% | antes de 1993 | 675 | OVERFIT |
| FDXF | no aplica · history < 10y (0.3y) | |||||
| FE | +0.0% | +563.0% | -563.0% | -9.5 pts | 378 | OVERFIT |
| FFIV | +489.2% | +5374.0% | -4884.8% | -1.8 pts | 319 | OVERFIT |
| FICO | +213.8% | +94747.8% | -94534.0% | antes de 1993 | 538 | OVERFIT |
| FIS | +152.8% | +363.8% | -211.0% | -5.7 pts | 324 | OVERFIT |
| FITB | +1822.8% | +28280.0% | -26457.3% | antes de 1993 | 572 | OVERFIT |
| FIX | +726.7% | +11966.2% | -11239.5% | -2.0 pts | 400 | OVERFIT |
| FLEX | +1948.6% | +7898.6% | -5950.0% | -1.1 pts | 456 | OVERFIT |
| FOX | no aplica · history < 10y (7.5y) | |||||
| FOXA | no aplica · history < 10y (7.5y) | |||||
| FRT | +2.6% | +24360.2% | -24357.7% | antes de 1993 | 804 | OVERFIT |
| FSLR | +513.2% | +716.1% | -202.9% | -1.4 pts | 176 | OVERFIT |
| FTV | -23.4% | +100.1% | -123.6% | -18.1 pts | 148 | INCONCLUSIVE |
| GD | +12957.1% | +221689.9% | -208732.8% | antes de 1993 | 849 | MARGINAL |
| GDDY | +27.7% | +389.4% | -361.7% | -11.9 pts | 129 | INCONCLUSIVE |
| GE | +3550.7% | +54356.2% | -50805.5% | antes de 1993 | 854 | OVERFIT |
| GEN | +241.1% | +12085.6% | -11844.5% | antes de 1993 | 469 | MARGINAL |
| GEV | no aplica · history < 10y (2.4y) | |||||
| GIS | -15.5% | +15015.5% | -15031.0% | antes de 1993 | 699 | OVERFIT |
| GL | +375.7% | +12680.6% | -12304.9% | antes de 1993 | 664 | OVERFIT |
| GLW | +21477.2% | +19301.2% | +2176.0% | antes de 1993 | 546 | OVERFIT |
| GM | +90.4% | +240.1% | -149.7% | -10.3 pts | 175 | INCONCLUSIVE |
| GNRC | +332.7% | +2091.1% | -1758.4% | -5.3 pts | 216 | INCONCLUSIVE |
| GPC | -79.1% | +12785.5% | -12864.6% | antes de 1993 | 795 | OVERFIT |
| GPN | +126.2% | +2567.9% | -2441.7% | -5.8 pts | 321 | OVERFIT |
| GRMN | +1948.2% | +5377.3% | -3429.2% | +3.5 pts | 301 | OVERFIT |
| GWW | +1420.1% | +55300.2% | -53880.0% | antes de 1993 | 672 | OVERFIT |
| HAL | +1767.0% | +2860.8% | -1093.8% | antes de 1993 | 646 | OVERFIT |
| HAS | +615.5% | +201529.8% | -200914.3% | antes de 1993 | 657 | OVERFIT |
| HBAN | +39.0% | +3799.5% | -3760.5% | antes de 1993 | 670 | OVERFIT |
| HCA | +43.1% | +1699.7% | -1656.7% | -11.8 pts | 233 | INCONCLUSIVE |
| HIG | +630.8% | +951.1% | -320.3% | -3.7 pts | 411 | MARGINAL |
| HII | +865.0% | +883.6% | -18.6% | +1.7 pts | 138 | INCONCLUSIVE |
| HLT | +35.8% | +659.1% | -623.4% | -11.7 pts | 204 | INCONCLUSIVE |
| HOOD | no aplica · history < 10y (5.1y) | |||||
| HPE | +107.6% | +625.0% | -517.5% | -7.9 pts | 169 | INCONCLUSIVE |
| HPQ | +2397.9% | +77945.5% | -75547.6% | antes de 1993 | 791 | OVERFIT |
| HRL | +205.8% | +19046.1% | -18840.3% | antes de 1993 | 692 | OVERFIT |
| HSIC | +16.2% | +1913.1% | -1896.9% | -10.1 pts | 467 | OVERFIT |
| HST | +388.8% | +12843.9% | -12455.0% | antes de 1993 | 656 | OVERFIT |
| HSY | +389.6% | +53964.6% | -53575.0% | antes de 1993 | 628 | MARGINAL |
| HUBB | +60.0% | +3853.5% | -3793.5% | -9.6 pts | 490 | OVERFIT |
| HUM | +276.7% | +20168.9% | -19892.2% | antes de 1993 | 572 | OVERFIT |
| HWM | no aplica · history < 10y (9.8y) | |||||
| IBKR | +487.8% | +1526.1% | -1038.3% | -1.2 pts | 219 | INCONCLUSIVE |
| ICE | -0.9% | +2307.9% | -2308.7% | -11.2 pts | 305 | OVERFIT |
| IEX | +972.3% | +12761.2% | -11788.9% | antes de 1993 | 499 | MARGINAL |
| IFF | -76.5% | +4754.9% | -4831.5% | antes de 1993 | 763 | OVERFIT |
| INCY | +1884.5% | +6471.7% | -4587.3% | -1.4 pts | 369 | OVERFIT |
| INVH | no aplica · history < 10y (9.6y) | |||||
| IP | -63.0% | +4590.1% | -4653.2% | antes de 1993 | 983 | OVERFIT |
| IQV | +121.7% | +520.3% | -398.5% | -8.1 pts | 159 | INCONCLUSIVE |
| IR | no aplica · history < 10y (9.3y) | |||||
| IRM | +358.9% | +9911.6% | -9552.7% | -5.2 pts | 442 | OVERFIT |
| IT | +1145.2% | +6431.0% | -5285.8% | -2.9 pts | 423 | OVERFIT |
| ITW | +644.8% | +51254.1% | -50609.2% | antes de 1993 | 731 | MARGINAL |
| IVZ | +368.7% | +1093.8% | -725.1% | -5.6 pts | 367 | OVERFIT |
| J | +1399.6% | +33544.7% | -32145.2% | antes de 1993 | 547 | MARGINAL |
| JBHT | +214.2% | +24926.6% | -24712.4% | antes de 1993 | 594 | OVERFIT |
| JBL | +3073.1% | +41217.7% | -38144.6% | +0.0 pts | 432 | MARGINAL |
| JCI | +544.4% | +4376.5% | -3832.2% | antes de 1993 | 544 | OVERFIT |
| JKHY | +1927.6% | +71288.2% | -69360.6% | antes de 1993 | 601 | OVERFIT |
| KEY | +7.1% | +1405.6% | -1398.5% | antes de 1993 | 512 | OVERFIT |
| KEYS | +36.9% | +1042.3% | -1005.4% | -11.7 pts | 176 | INCONCLUSIVE |
| KIM | +309.5% | +3036.5% | -2727.0% | antes de 1993 | 432 | MARGINAL |
| KKR | +371.6% | +1784.9% | -1413.3% | -4.7 pts | 201 | INCONCLUSIVE |
| KMB | +145.7% | +16039.9% | -15894.2% | antes de 1993 | 631 | MARGINAL |
| KMI | +22.6% | +117.5% | -94.9% | -12.6 pts | 202 | INCONCLUSIVE |
| KR | +6727.9% | +182706.1% | -175978.1% | antes de 1993 | 810 | OVERFIT |
| KVUE | no aplica · history < 10y (3.3y) | |||||
| L | +1644.4% | +22398.8% | -20754.4% | antes de 1993 | 630 | OVERFIT |
| LDOS | +74.6% | +530.2% | -455.6% | -8.2 pts | 241 | OVERFIT |
| LEN | -42.7% | +29032.9% | -29075.6% | antes de 1993 | 692 | OVERFIT |
| LH | -13.8% | +1408.2% | -1422.0% | antes de 1993 | 529 | OVERFIT |
| LHX | +546.8% | +8519.5% | -7972.7% | antes de 1993 | 532 | OVERFIT |
| LII | +416.3% | +3122.4% | -2706.2% | -2.3 pts | 330 | MARGINAL |
| LLY | +344.4% | +129720.0% | -129375.6% | antes de 1993 | 793 | OVERFIT |
| LMT | +2175.4% | +67444.7% | -65269.2% | antes de 1993 | 835 | OVERFIT |
| LNT | +63.1% | +9408.5% | -9345.4% | antes de 1993 | 770 | OVERFIT |
| LOW | +2223.7% | +77328.4% | -75104.7% | antes de 1993 | 578 | OVERFIT |
| LULU | +635.1% | +759.0% | -123.9% | -0.1 pts | 195 | INCONCLUSIVE |
| LUV | +3422.8% | +24508.5% | -21085.7% | antes de 1993 | 554 | MARGINAL |
| LVS | +182.3% | +50.3% | +132.0% | -6.0 pts | 276 | OVERFIT |
| LYB | +480.1% | +648.8% | -168.8% | -2.7 pts | 185 | INCONCLUSIVE |
| LYV | +101.0% | +1558.0% | -1456.9% | -7.7 pts | 289 | OVERFIT |
| MA | +1028.6% | +14066.9% | -13038.3% | +1.5 pts | 265 | OVERFIT |
| MAA | -19.2% | +3525.2% | -3544.3% | -11.5 pts | 540 | OVERFIT |
| MAS | -38.0% | +7423.1% | -7461.1% | antes de 1993 | 686 | OVERFIT |
| MCK | +1031.3% | +6946.5% | -5915.2% | -3.2 pts | 377 | OVERFIT |
| MCO | +354.6% | +7753.9% | -7399.3% | -6.2 pts | 433 | OVERFIT |
| MDT | +774.8% | +51421.0% | -50646.2% | antes de 1993 | 721 | OVERFIT |
| MET | -39.3% | +1176.9% | -1216.3% | -10.2 pts | 447 | OVERFIT |
| MGM | +32.3% | +1501.4% | -1469.1% | antes de 1993 | 496 | OVERFIT |
| MKC | +108.7% | +14401.8% | -14293.2% | antes de 1993 | 747 | OVERFIT |
| MLM | +157.1% | +3089.6% | -2932.4% | -7.9 pts | 434 | OVERFIT |
| MO | +86096.7% | +2914781.4% | -2828684.7% | antes de 1993 | 756 | MARGINAL |
| MOS | +69.4% | +268.9% | -199.5% | antes de 1993 | 457 | OVERFIT |
| MPC | +329.1% | +2972.8% | -2643.6% | -4.5 pts | 229 | INCONCLUSIVE |
| MRNA | no aplica · history < 10y (7.7y) | |||||
| MRSH | +203.6% | +21192.9% | -20989.2% | antes de 1993 | 729 | OVERFIT |
| MS | +368.9% | +6159.1% | -5790.2% | -6.2 pts | 418 | OVERFIT |
| MSCI | +87.8% | +2406.7% | -2318.9% | -7.8 pts | 248 | INCONCLUSIVE |
| MSI | +14613.9% | +79243.2% | -64629.2% | antes de 1993 | 753 | MARGINAL |
| MTB | +724.1% | +105049.8% | -104325.7% | antes de 1993 | 650 | OVERFIT |
| MTD | +539.8% | +9346.3% | -8806.5% | -2.8 pts | 343 | OVERFIT |
| NCLH | -48.8% | -34.9% | -13.9% | -19.6 pts | 184 | INCONCLUSIVE |
| NDAQ | +131.0% | +2371.2% | -2240.3% | -7.4 pts | 323 | OVERFIT |
| NDSN | +302.6% | +37769.3% | -37466.7% | antes de 1993 | 741 | OVERFIT |
| NEE | +555.9% | +23772.9% | -23217.0% | antes de 1993 | 656 | OVERFIT |
| NEM | -62.7% | +2099.8% | -2162.5% | antes de 1993 | 611 | OVERFIT |
| NI | +21.1% | +5234.9% | -5213.8% | antes de 1993 | 756 | OVERFIT |
| NOC | +613.2% | +23369.3% | -22756.1% | antes de 1993 | 619 | OVERFIT |
| NOW | +233.0% | +2907.9% | -2675.0% | -6.0 pts | 181 | INCONCLUSIVE |
| NRG | +272.0% | +1442.6% | -1170.6% | -5.1 pts | 282 | OVERFIT |
| NSC | +237.3% | +24520.7% | -24283.3% | antes de 1993 | 611 | OVERFIT |
| NTAP | +2301.4% | +19659.8% | -17358.3% | +0.4 pts | 415 | MARGINAL |
| NTRS | +971.4% | +53074.8% | -52103.4% | antes de 1993 | 621 | OVERFIT |
| NUE | +2051.2% | +70209.1% | -68157.8% | antes de 1993 | 583 | OVERFIT |
| NVR | +6488.8% | +61512.0% | -55023.2% | +2.7 pts | 406 | MARGINAL |
| NWS | -13.5% | +152.4% | -165.9% | -15.5 pts | 177 | INCONCLUSIVE |
| NWSA | -9.4% | +122.2% | -131.7% | -15.1 pts | 189 | INCONCLUSIVE |
| O | +2.9% | +5366.4% | -5363.5% | -11.0 pts | 514 | OVERFIT |
| OKE | +2089.7% | +19101.6% | -17011.9% | antes de 1993 | 645 | OVERFIT |
| OMC | +449.2% | +15677.5% | -15228.3% | antes de 1993 | 619 | MARGINAL |
| ON | +377.3% | +208.7% | +168.6% | -2.3 pts | 342 | OVERFIT |
| ORCL | +692.9% | +296729.4% | -296036.5% | antes de 1993 | 572 | OVERFIT |
| OTIS | no aplica · history < 10y (6.5y) | |||||
| OXY | +256.5% | +3580.0% | -3323.5% | antes de 1993 | 631 | OVERFIT |
| PCG | +458.5% | +1389.7% | -931.2% | antes de 1993 | 734 | OVERFIT |
| PEG | +280.0% | +18884.4% | -18604.3% | antes de 1993 | 672 | OVERFIT |
| PFE | +29.5% | +20062.7% | -20033.2% | antes de 1993 | 765 | OVERFIT |
| PFG | +48.3% | +920.1% | -871.8% | -8.5 pts | 347 | OVERFIT |
| PGR | +2963.1% | +819581.9% | -816618.8% | antes de 1993 | 620 | OVERFIT |
| PH | +412.6% | +41129.4% | -40716.8% | antes de 1993 | 589 | OVERFIT |
| PHM | +8096.7% | +95847.7% | -87751.0% | antes de 1993 | 588 | OVERFIT |
| PLD | +107.8% | +1782.5% | -1674.8% | -6.7 pts | 416 | OVERFIT |
| PM | +69.6% | +785.7% | -716.1% | -9.3 pts | 271 | INCONCLUSIVE |
| PNC | +375.7% | +37937.9% | -37562.1% | antes de 1993 | 709 | OVERFIT |
| PNR | +86.0% | +11510.8% | -11424.9% | antes de 1993 | 692 | OVERFIT |
| PNW | +117.5% | +2247.6% | -2130.1% | antes de 1993 | 728 | OVERFIT |
| PODD | +209.1% | +831.5% | -622.3% | -4.8 pts | 222 | INCONCLUSIVE |
| PPG | +639.5% | +21327.4% | -20687.9% | antes de 1993 | 614 | OVERFIT |
| PPL | +616.8% | +7311.8% | -6695.0% | antes de 1993 | 604 | OVERFIT |
| PRU | +47.4% | +767.8% | -720.4% | -8.5 pts | 353 | OVERFIT |
| PSA | +19.0% | +13958.7% | -13939.7% | antes de 1993 | 646 | OVERFIT |
| PSKY | -4.4% | -34.8% | +30.4% | -11.3 pts | 231 | OVERFIT |
| PSX | +162.9% | +1071.7% | -908.7% | -7.6 pts | 169 | INCONCLUSIVE |
| PTC | -11.2% | +8443.5% | -8454.6% | antes de 1993 | 503 | OVERFIT |
| PWR | +455.0% | +8155.1% | -7700.1% | -3.0 pts | 418 | OVERFIT |
| Q | no aplica · history < 10y (0.8y) | |||||
| RCL | +692.8% | +4611.6% | -3918.8% | -4.5 pts | 432 | OVERFIT |
| REG | +43.1% | +2046.5% | -2003.3% | -9.7 pts | 472 | OVERFIT |
| RF | +98.9% | +7230.0% | -7131.1% | antes de 1993 | 588 | OVERFIT |
| RJF | +642.2% | +52691.1% | -52048.9% | antes de 1993 | 587 | OVERFIT |
| RL | +3.4% | +1376.9% | -1373.6% | -9.4 pts | 410 | OVERFIT |
| RMD | +301.6% | +43254.4% | -42952.8% | -6.2 pts | 385 | OVERFIT |
| ROK | +2005.0% | +57325.7% | -55320.7% | antes de 1993 | 636 | MARGINAL |
| ROL | -45.4% | +36503.9% | -36549.4% | antes de 1993 | 728 | OVERFIT |
| RSG | +3.4% | +1977.7% | -1974.3% | -8.7 pts | 427 | OVERFIT |
| RTX | +3633.5% | +231131.9% | -227498.3% | antes de 1993 | 807 | OVERFIT |
| RVTY | +4265.6% | +25547.2% | -21281.6% | antes de 1993 | 665 | OVERFIT |
| SBAC | +1222.8% | +2259.6% | -1036.8% | +1.5 pts | 362 | OVERFIT |
| SCHW | +1558.5% | +45501.9% | -43943.3% | antes de 1993 | 489 | OVERFIT |
| SJM | -59.5% | +1119.0% | -1178.4% | -13.9 pts | 443 | OVERFIT |
| SLB | -42.1% | +1125.4% | -1167.5% | antes de 1993 | 633 | OVERFIT |
| SMCI | +845.3% | +4155.7% | -3310.4% | +1.2 pts | 232 | INCONCLUSIVE |
| SNA | +14.1% | +12522.0% | -12507.9% | antes de 1993 | 730 | OVERFIT |
| SO | +294.3% | +32617.4% | -32323.1% | antes de 1993 | 654 | OVERFIT |
| SOLV | no aplica · history < 10y (2.4y) | |||||
| SPG | +332.5% | +5330.6% | -4998.1% | -6.3 pts | 442 | OVERFIT |
| SPGI | +4735.3% | +140503.3% | -135768.0% | antes de 1993 | 667 | MARGINAL |
| SRE | +76.4% | +1463.0% | -1386.6% | -6.8 pts | 356 | OVERFIT |
| STE | +89.1% | +15491.4% | -15402.3% | antes de 1993 | 467 | OVERFIT |
| STLD | +95.2% | +7831.8% | -7736.6% | -7.7 pts | 430 | OVERFIT |
| STT | +4041.2% | +199686.1% | -195644.9% | antes de 1993 | 603 | OVERFIT |
| STZ | +232.6% | +10007.0% | -9774.4% | antes de 1993 | 404 | OVERFIT |
| SW | +167.9% | +775.0% | -607.0% | -6.5 pts | 179 | INCONCLUSIVE |
| SWK | +267.8% | +5887.9% | -5620.1% | antes de 1993 | 655 | OVERFIT |
| SWKS | +29.5% | +1317.3% | -1287.8% | antes de 1993 | 590 | OVERFIT |
| SYF | +56.5% | +325.2% | -268.7% | -10.2 pts | 163 | INCONCLUSIVE |
| SYK | +795.0% | +430371.4% | -429576.5% | antes de 1993 | 689 | OVERFIT |
| SYY | +298.3% | +115885.9% | -115587.7% | antes de 1993 | 729 | OVERFIT |
| T | +243.9% | +10219.8% | -9975.9% | antes de 1993 | 595 | OVERFIT |
| TAP | -70.4% | +518.8% | -589.2% | antes de 1993 | 667 | OVERFIT |
| TDG | +123.4% | +13285.3% | -13161.9% | -7.0 pts | 336 | OVERFIT |
| TDY | -33.0% | +7164.6% | -7197.6% | -9.9 pts | 448 | OVERFIT |
| TECH | +1227.1% | +79246.8% | -78019.7% | antes de 1993 | 539 | OVERFIT |
| TEL | +160.8% | +671.1% | -510.2% | -5.7 pts | 262 | INCONCLUSIVE |
| TFC | +260.5% | +10226.4% | -9965.9% | antes de 1993 | 614 | OVERFIT |
| TGT | +2636.4% | +90566.5% | -87930.1% | antes de 1993 | 665 | OVERFIT |
| TJX | +277.7% | +36154.4% | -35876.8% | antes de 1993 | 616 | OVERFIT |
| TKO | +46.7% | +1638.9% | -1592.2% | -7.4 pts | 402 | OVERFIT |
| TMO | +1559.0% | +36784.3% | -35225.3% | antes de 1993 | 609 | OVERFIT |
| TPL | +124467.7% | +75277.1% | +49190.6% | antes de 1993 | 538 | MARGINAL |
| TPR | +1551.6% | +7766.6% | -6215.0% | +2.8 pts | 284 | OVERFIT |
| TRGP | +813.3% | +2202.9% | -1389.6% | +0.8 pts | 215 | INCONCLUSIVE |
| TRMB | +1736.8% | +3366.4% | -1629.6% | antes de 1993 | 405 | OVERFIT |
| TROW | +289.6% | +35932.6% | -35643.0% | antes de 1993 | 526 | OVERFIT |
| TSCO | +1023.3% | +15199.0% | -14175.7% | -3.2 pts | 403 | OVERFIT |
| TSN | +974.3% | +4340.8% | -3366.5% | antes de 1993 | 552 | OVERFIT |
| TT | +620.9% | +49748.2% | -49127.2% | antes de 1993 | 662 | OVERFIT |
| TTD | no aplica · history < 10y (9.9y) | |||||
| TXT | +1013.2% | +4901.2% | -3888.0% | antes de 1993 | 760 | OVERFIT |
| TYL | +3201.2% | +43359.1% | -40157.8% | antes de 1993 | 583 | OVERFIT |
| UAL | -44.1% | +240.6% | -284.8% | -14.0 pts | 328 | OVERFIT |
| UBER | no aplica · history < 10y (7.3y) | |||||
| UDR | +3.0% | +14119.5% | -14116.5% | antes de 1993 | 758 | OVERFIT |
| UHS | +2375.2% | +15293.2% | -12917.9% | antes de 1993 | 517 | OVERFIT |
| ULTA | +42.1% | +1721.3% | -1679.2% | -9.1 pts | 279 | INCONCLUSIVE |
| UNP | +109.9% | +30311.4% | -30201.5% | antes de 1993 | 721 | OVERFIT |
| UPS | -87.2% | +233.2% | -320.4% | -15.9 pts | 438 | OVERFIT |
| URI | +3766.4% | +7088.3% | -3321.9% | +4.2 pts | 284 | OVERFIT |
| USB | +1110.6% | +44799.0% | -43688.4% | antes de 1993 | 669 | OVERFIT |
| VEEV | +71.8% | +668.8% | -597.0% | -9.9 pts | 189 | INCONCLUSIVE |
| VICI | no aplica · history < 10y (8.7y) | |||||
| VLO | +709.4% | +23394.0% | -22684.6% | antes de 1993 | 595 | OVERFIT |
| VLTO | no aplica · history < 10y (2.9y) | |||||
| VMC | +364.5% | +48759.3% | -48394.8% | antes de 1993 | 732 | OVERFIT |
| VRSK | +53.4% | +648.8% | -595.4% | -11.9 pts | 223 | INCONCLUSIVE |
| VRSN | +1305.1% | +5322.0% | -4016.9% | +0.4 pts | 361 | OVERFIT |
| VRT | no aplica · history < 10y (8.1y) | |||||
| VST | no aplica · history < 10y (9.9y) | |||||
| VTR | +49.5% | +1496.8% | -1447.3% | -8.3 pts | 417 | OVERFIT |
| VTRS | -61.5% | +1568.8% | -1630.3% | antes de 1993 | 579 | OVERFIT |
| VZ | +114.6% | +4889.1% | -4774.5% | antes de 1993 | 563 | OVERFIT |
| WAB | +37.1% | +4137.7% | -4100.6% | -9.8 pts | 427 | OVERFIT |
| WAT | +612.9% | +10865.4% | -10252.5% | -3.9 pts | 389 | OVERFIT |
| WEC | +69.7% | +23656.8% | -23587.0% | antes de 1993 | 710 | OVERFIT |
| WELL | +834.6% | +58774.1% | -57939.5% | antes de 1993 | 629 | OVERFIT |
| WFC | +125.9% | +63452.2% | -63326.3% | antes de 1993 | 766 | OVERFIT |
| WM | +90.3% | +8471.2% | -8380.9% | antes de 1993 | 542 | OVERFIT |
| WMB | +4258.9% | +11974.1% | -7715.2% | antes de 1993 | 568 | OVERFIT |
| WSM | +2243.3% | +69865.8% | -67622.4% | antes de 1993 | 597 | OVERFIT |
| WST | +9292.3% | +79208.6% | -69916.3% | antes de 1993 | 502 | GENERALIZED |
| WTW | -32.2% | +1181.6% | -1213.9% | -10.9 pts | 377 | OVERFIT |
| WY | +0.5% | +1781.4% | -1780.9% | antes de 1993 | 806 | OVERFIT |
| WYNN | +195.7% | +1217.6% | -1021.8% | -6.7 pts | 302 | OVERFIT |
| XOM | -1.5% | +183657.9% | -183659.4% | antes de 1993 | 1021 | OVERFIT |
| XYL | +131.2% | +455.0% | -323.9% | -9.4 pts | 148 | INCONCLUSIVE |
| XYZ | +420.8% | +527.5% | -106.8% | +1.9 pts | 121 | INCONCLUSIVE |
| YUM | -35.0% | +4282.5% | -4317.5% | -10.8 pts | 502 | OVERFIT |
| ZBH | -7.3% | +292.2% | -299.4% | -10.0 pts | 343 | OVERFIT |
| ZBRA | +31.7% | +8617.7% | -8586.0% | antes de 1993 | 467 | OVERFIT |
| ZTS | +87.0% | +179.3% | -92.3% | -9.9 pts | 152 | INCONCLUSIVE |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| EUR/USD | -7.3% | -3.1% | -4.2% | -11.4 pts | 349 | OVERFIT |
| GBP/USD | -22.8% | -21.2% | -1.6% | -12.2 pts | 313 | OVERFIT |
| USD/JPY | +8.9% | +40.2% | -31.4% | -9.9 pts | 440 | OVERFIT |
| USD/MXN | +36.2% | +49.9% | -13.7% | -9.7 pts | 292 | OVERFIT |
| AUD/USD | +11.0% | -6.6% | +17.6% | -10.7 pts | 309 | OVERFIT |
| USD/CAD | -14.1% | +1.7% | -15.8% | -11.8 pts | 348 | OVERFIT |
| USD/CHF | -45.1% | -41.4% | -3.7% | -13.7 pts | 322 | OVERFIT |
| NZD/USD | -9.9% | -8.1% | -1.8% | -11.5 pts | 297 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Bitcoin | +28139.6% | +17075.3% | +11064.3% | +24.7 pts | 179 | INCONCLUSIVE |
| Ether | no aplica · history < 10y (8.8y) | |||||
| Litecoin | +1848.3% | +859.3% | +988.9% | +4.9 pts | 183 | INCONCLUSIVE |
| Solana | no aplica · history < 10y (6.4y) | |||||
| Cardano | no aplica · history < 10y (8.8y) | |||||
| Dogecoin | no aplica · history < 10y (8.8y) | |||||
Velas de 5 minutos a 4 horas, cada activo desde donde existe historia intradía (acciones 2016, divisas 2003, cripto 2015), contra mantener ese mismo activo. Diferencia frente a comprar y mantener. Sin walk-forward (ver protocolo).
| Activo | 5 min | 15 min | 1 hora | 4 horas | Diario |
|---|---|---|---|---|---|
| Litecoin | -1348.2% | -1348.2% | -1348.2% | -969.7% | +988.9% |
| Solana | no aplica | no aplica | no aplica | no aplica | no aplica |
| Cardano | no aplica | no aplica | no aplica | no aplica | no aplica |
| Dogecoin | no aplica | no aplica | no aplica | no aplica | no aplica |
| EUR/USD | -87.6% | -78.9% | -61.0% | -26.3% | -4.2% |
| GBP/USD | -87.5% | -79.8% | -28.3% | -25.0% | -1.6% |
| USD/JPY | -135.8% | -109.1% | -67.3% | -49.6% | -31.4% |
| AUD/USD | — | — | — | — | +17.6% |
| USD/CAD | -136.7% | -129.1% | -74.4% | -39.5% | -15.8% |
| USD/CHF | -85.1% | -80.9% | -35.1% | -7.3% | -3.7% |
| NZD/USD | -82.5% | -75.6% | -46.1% | -14.7% | -1.8% |
| S&P 500 (SPY) | -454.0% | -448.8% | -375.2% | -203.2% | -2777.4% |
| Nasdaq-100 (QQQ) | -705.1% | -696.5% | -534.5% | -349.2% | -1210.3% |
| Russell 2000 (IWM) | -307.3% | -303.4% | -233.7% | -137.8% | -709.4% |
| Emergentes (EEM) | -269.1% | -262.2% | -186.7% | -158.1% | -500.6% |
| Oro (GLD) | -397.4% | -390.8% | -313.3% | -230.3% | -665.3% |
| Bonos 20 años (TLT) | -91.8% | -89.6% | -55.8% | -22.2% | -102.2% |
| AAPL | -1349.6% | -1332.8% | -1080.1% | -806.7% | -271494.2% |
| AMGN | -379.1% | -377.9% | -244.7% | -188.4% | -182765.0% |
| AMZN | -836.5% | -787.9% | -719.2% | -557.6% | -258775.1% |
| AXP | -573.8% | -568.0% | -476.1% | -349.6% | -26613.2% |
| BA | -166.5% | -154.3% | -62.5% | -12.6% | -94291.8% |
| CAT | -1513.0% | -1496.5% | -1230.6% | -1145.0% | -168667.7% |
| CRM | -339.5% | -336.1% | -241.3% | -241.4% | -5007.4% |
| CSCO | -570.4% | -569.0% | -491.6% | -421.4% | -214917.8% |
| CVX | -358.2% | -356.6% | -290.9% | -273.2% | -68091.7% |
| DIS | -114.8% | -111.8% | -32.8% | +116.9% | -146811.3% |
| GOOGL | -920.8% | -915.7% | -865.3% | -759.9% | -12615.5% |
| GS | -723.2% | -715.1% | -502.9% | -486.9% | -1541.1% |
| HD | -324.2% | -321.0% | -233.0% | -110.9% | -1977840.3% |
| HON | -280.6% | -277.9% | -211.5% | -194.0% | -21000.3% |
| IBM | -286.6% | -278.9% | -128.6% | -202.3% | -15668.7% |
| JNJ | -357.5% | -355.8% | -300.1% | -199.5% | -444010.0% |
| JPM | -742.2% | -740.2% | -554.3% | -538.3% | -34173.4% |
| KO | -293.4% | -291.6% | -240.5% | -208.7% | -198470.1% |
| MCD | -285.6% | -282.8% | -242.5% | -201.6% | -235413.7% |
| MMM | -200.3% | -197.3% | -130.3% | -152.8% | -31174.3% |
| MRK | -412.7% | -410.9% | -336.4% | -324.0% | -230829.8% |
| MSFT | -1077.0% | -1071.3% | -962.5% | -916.8% | -857635.2% |
| NKE | -74.3% | -70.9% | -47.8% | -12.9% | -27125.8% |
| NVDA | -27585.9% | -27412.1% | -26727.4% | -23828.0% | -511520.2% |
| PG | -246.9% | -245.1% | -210.8% | -166.2% | -59582.8% |
| SHW | -449.0% | -446.6% | -385.4% | -290.5% | -230868.3% |
| TRV | -422.1% | -420.1% | -381.2% | -306.1% | -12256.6% |
| UNH | -401.4% | -396.6% | -343.4% | -302.9% | -351833.8% |
| V | -543.9% | -542.5% | -501.9% | -409.6% | -2753.6% |
| WMT | -607.6% | -602.9% | -540.8% | -483.1% | -910844.2% |
| ABNB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ADBE | -317.0% | -313.9% | -275.7% | -121.9% | -143774.3% |
| ADI | -814.6% | -812.3% | -753.2% | -741.4% | -81569.7% |
| ADP | -441.3% | -440.0% | -355.9% | -301.9% | -73898.6% |
| ADSK | -432.2% | -422.3% | -309.4% | -341.4% | -55578.3% |
| AEP | -305.4% | -301.7% | -258.5% | -141.1% | -13359.4% |
| ALAB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ALNY | -254.9% | -248.6% | -142.5% | -188.5% | -3076.6% |
| AMAT | -2817.9% | -2804.2% | -2512.2% | -2543.2% | -628200.9% |
| AMD | -16807.9% | -16332.9% | -16242.5% | -15258.5% | +227473.5% |
| APP | no aplica | no aplica | no aplica | no aplica | no aplica |
| ARM | no aplica | no aplica | no aplica | no aplica | no aplica |
| ASML | -2158.7% | -2154.1% | -1941.9% | -1805.7% | -83926.7% |
| AVGO | -3403.1% | -3386.4% | -3178.2% | -3192.6% | -32219.5% |
| AXON | -3569.4% | -3493.0% | -2970.0% | -3098.9% | +10.3% |
| BKNG | -421.6% | -415.5% | -299.9% | -353.0% | +2134.2% |
| BKR | no aplica | no aplica | no aplica | no aplica | -936.5% |
| CCEP | -415.8% | -413.5% | -352.7% | -299.4% | -6843.2% |
| CDNS | -1658.0% | -1651.3% | -1508.7% | -1386.0% | -15834.7% |
| CEG | no aplica | no aplica | no aplica | no aplica | no aplica |
| CMCSA | -135.8% | -135.1% | -116.5% | -67.6% | -46523.0% |
| COST | -707.4% | -700.4% | -572.7% | -462.5% | -12573.9% |
| CPRT | -700.6% | -695.5% | -501.9% | -358.0% | -20209.2% |
| CRWD | no aplica | no aplica | no aplica | no aplica | no aplica |
| CSX | -696.6% | -694.9% | -601.1% | -499.9% | -40354.2% |
| CTAS | -1031.2% | -1024.1% | -843.7% | -727.8% | -122125.4% |
| DASH | no aplica | no aplica | no aplica | no aplica | no aplica |
| DDOG | no aplica | no aplica | no aplica | no aplica | no aplica |
| DXCM | -462.8% | -459.7% | -367.8% | +48.4% | -2720.3% |
| EA | — | — | — | — | no aplica |
| EXC | -318.9% | -317.5% | -283.4% | -235.4% | -16556.9% |
| FANG | -393.3% | -388.5% | -336.9% | -338.9% | -1349.8% |
| FAST | -656.9% | -654.0% | -589.0% | -498.2% | -262012.0% |
| FER | no aplica | no aplica | no aplica | no aplica | -563.2% |
| FTNT | -2745.6% | -2738.7% | -2604.7% | -2321.3% | -9464.3% |
| GEHC | no aplica | no aplica | no aplica | no aplica | no aplica |
| GILD | -214.0% | -211.7% | -178.6% | -137.3% | -33473.4% |
| HONA | no aplica | no aplica | no aplica | no aplica | no aplica |
| IDXX | -780.4% | -777.5% | -710.9% | -621.9% | -57866.4% |
| INTC | -333.1% | -329.2% | -236.3% | -188.3% | -44326.4% |
| INTU | -414.2% | -409.4% | -343.9% | -334.3% | -15278.0% |
| ISRG | -612.6% | -607.7% | -565.6% | -192.2% | -16015.2% |
| KHC | -56.8% | -55.5% | -36.5% | +18.0% | +6.1% |
| KLAC | -3063.6% | -3059.2% | -2981.0% | -2719.6% | -286609.4% |
| LIN | no aplica | no aplica | no aplica | no aplica | -10720.2% |
| LITE | -4008.1% | -4003.5% | -3910.6% | -3583.0% | -4312.5% |
| LRCX | -4481.4% | -4473.8% | -4254.6% | -4187.3% | -143371.6% |
| MAR | -594.3% | -584.7% | -444.9% | -482.7% | -2423.1% |
| MCHP | -391.6% | -383.8% | -277.8% | -286.2% | -41933.9% |
| MDLZ | -182.0% | -180.5% | -154.4% | -127.8% | -517.8% |
| MELI | -1800.1% | -1778.5% | -1627.2% | -1447.8% | -5116.7% |
| META | -570.4% | -564.9% | -452.7% | -442.1% | -423.9% |
| MNST | -194.8% | -193.6% | -129.3% | -64.7% | -59335.6% |
| MPWR | -2250.5% | -2243.2% | -2202.5% | -2045.7% | -13882.3% |
| MRVL | -2679.8% | -2672.5% | -2566.7% | -2461.2% | -825.9% |
| MSTR | -743.9% | -725.5% | +469.8% | +240.2% | +2601.9% |
| MU | -6675.8% | -6583.3% | -6248.7% | -6362.1% | -39278.9% |
| NFLX | -743.2% | -738.1% | -513.1% | -422.2% | -60546.2% |
| NXPI | -300.5% | -299.0% | -265.2% | -241.3% | -1590.2% |
| ODFL | -1063.8% | -1054.8% | -927.5% | -890.9% | -36530.1% |
| ORLY | -539.4% | -536.1% | -488.6% | -443.1% | -54837.0% |
| PANW | -1299.9% | -1291.9% | -1106.9% | -1124.8% | -3827.2% |
| PCAR | -580.1% | -578.0% | -502.7% | -402.8% | -56586.4% |
| PDD | no aplica | no aplica | no aplica | no aplica | no aplica |
| PEP | -196.8% | -195.7% | -149.0% | -120.0% | -37657.5% |
| PLTR | no aplica | no aplica | no aplica | no aplica | no aplica |
| PYPL | -155.8% | -153.5% | -120.4% | -24.4% | -50.0% |
| QCOM | -438.6% | -435.9% | -334.0% | -188.3% | -47782.2% |
| REGN | -155.2% | -153.9% | -129.8% | -64.6% | -3607.3% |
| ROP | -244.2% | -243.2% | -185.6% | -134.1% | -25392.5% |
| ROST | -465.7% | -461.9% | -432.5% | -328.5% | -52132.2% |
| SBUX | -232.0% | -229.6% | -210.9% | -162.7% | -42011.2% |
| SHOP | -5944.8% | -5622.2% | -5699.1% | -5109.2% | -7825.5% |
| SNDK | no aplica | no aplica | no aplica | no aplica | no aplica |
| SNPS | -985.3% | -974.6% | -859.8% | -657.3% | -5528.4% |
| STX | -3652.5% | -3640.3% | -3443.2% | -3129.2% | -91.8% |
| TER | -1857.0% | -1851.6% | -1658.6% | -1505.0% | -13900.2% |
| TMUS | -489.7% | -487.6% | -419.2% | -409.1% | -253.9% |
| TRI | -362.7% | -356.2% | -283.8% | -145.1% | -591.6% |
| TSLA | -2341.5% | -794.4% | -891.4% | -1077.6% | -21076.7% |
| TTWO | -688.9% | -687.2% | -658.7% | -596.3% | -5394.6% |
| TXN | -637.7% | -636.7% | -570.5% | -572.9% | -36770.2% |
| VRTX | -440.8% | -439.3% | -416.2% | -411.7% | -11996.8% |
| WBD | no aplica | no aplica | no aplica | no aplica | -185.2% |
| WDAY | -263.3% | -258.5% | -185.4% | -179.6% | -292.4% |
| WDC | -1171.5% | -1156.9% | -1023.2% | -938.1% | -53414.2% |
| XEL | -295.9% | -293.8% | -244.2% | -187.7% | -7328.9% |
| KDP | -278.1% | -276.7% | -237.4% | -201.6% | -938.9% |
| USD/MXN | -135.0% | -126.1% | -99.9% | -50.4% | -13.7% |
| Bitcoin | -18084.8% | -18084.8% | -18067.7% | -16263.1% | +11064.3% |
| Ether | — | — | — | — | no aplica |
5 / 472 · contra el s&p 500 en la misma ventana: 11 / 472
| Parámetros | Rendimiento | Sharpe | Caída máx. | Vs. índice |
|---|---|---|---|---|
| tenkan 9, kijun 26, senkou_b_period 52 | 303.6% | 0.07 | -32.3% | -2777.4% |
| tenkan 7, kijun 22, senkou_b_period 44 | 302.5% | 0.07 | -40.6% | -2778.6% |
| tenkan 10, kijun 30, senkou_b_period 60 | 574.5% | 0.21 | -33.6% | -2506.5% |
| tenkan 20, kijun 60, senkou_b_period 120 | 540.9% | 0.19 | -38.7% | -2540.2% |
Una regla que solo funciona con los números exactos del libro y muere un paso más allá no es una ventaja: es suerte.
Walk-forward: OVERFIT · 20%
Sharpe deflactado: 0.51 (< 0.95)
Suite de robustez: MODERATE
Por mitades: Primera mitad no batió (+99.6% vs +237.3%); Segunda mitad no batió (+102.2% vs +843.1%).
5 fold(s) scored; 20% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = 3.427.
OOS Sharpe far exceeds IS (>ceiling) — likely a lucky short OOS window, not genuine generalization.
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 3da70cf34031 · motor de Finaxion
Las páginas de cada mercado, ordenadas por exceso anual sobre el S&P 500. Mostramos los primeros 12; el resto está en el sitemap. Ver los 33 mercados
Finaxion Research (2026). Ichimoku: comprar por encima de la nube: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 3da70cf34031. https://finaxion.app/research/ichimoku-nube