Funciona en pocos mercados
Su terreno: divisas, en diario, en un activo suelto — bate en 13 de 961 combinaciones.
Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.
Hallazgos derivados del panel completo. Cada uno lleva su número y su denominador; los cálculos son reproducibles con el artefacto 6540eaf5c46b.
«KAMA se adapta a la volatilidad: compra cuando el precio la cruza al alza y evita los latigazos de las medias normales.»
Cierre cruza por encima de KAMA(10, 2, 30) → entrada; cierre cruza por debajo → salida.
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | -45.4% | +3081.0% | -3126.4% | -12.6 pts | 1281 | OVERFIT |
| Nasdaq-100 (QQQ) | -47.7% | +1565.8% | -1613.5% | -10.9 pts | 1023 | OVERFIT |
| Russell 2000 (IWM) | -76.7% | +801.9% | -878.6% | -14.1 pts | 1054 | OVERFIT |
| Emergentes (EEM) | +31.5% | +830.9% | -799.4% | -10.5 pts | 851 | OVERFIT |
| Oro (GLD) | +59.6% | +820.3% | -760.6% | -8.8 pts | 742 | OVERFIT |
| Bonos 20 años (TLT) | -55.6% | +131.2% | -186.8% | -14.6 pts | 861 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · máx. 10) | +253.6% | +3081.0% | -2827.5% | -7.0 pts | 13318 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · máx. 20) | +1439.6% | +3081.0% | -1641.4% | -2.4 pts | 33490 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · máx. 25) | +81.7% | +3081.0% | -2999.3% | -9.0 pts | 51917 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| AAPL | +1831.7% | +322813.1% | -320981.3% | antes de 1993 | 1593 | OVERFIT |
| AMGN | +1583.0% | +187272.6% | -185689.6% | antes de 1993 | 1497 | OVERFIT |
| AMZN | +4744.5% | +265196.1% | -260451.6% | +4.5 pts | 1021 | OVERFIT |
| AXP | -83.9% | +27029.4% | -27113.2% | antes de 1993 | 1996 | OVERFIT |
| BA | +3399.4% | +108724.7% | -105325.3% | antes de 1993 | 2262 | OVERFIT |
| CAT | +4380.8% | +172708.3% | -168327.5% | antes de 1993 | 2222 | OVERFIT |
| CRM | +160.3% | +5992.9% | -5832.6% | -6.5 pts | 749 | OVERFIT |
| CSCO | +529.9% | +222956.6% | -222426.7% | antes de 1993 | 1308 | OVERFIT |
| CVX | -58.4% | +68037.6% | -68096.0% | antes de 1993 | 2413 | OVERFIT |
| DIS | +6617.1% | +189847.3% | -183230.2% | antes de 1993 | 2243 | OVERFIT |
| GOOGL | +464.7% | +13534.3% | -13069.6% | -3.1 pts | 773 | OVERFIT |
| GS | +151.1% | +2027.1% | -1876.0% | -5.0 pts | 954 | OVERFIT |
| HD | +1595.0% | +1985758.9% | -1984163.9% | antes de 1993 | 1558 | OVERFIT |
| HON | -65.1% | +21058.8% | -21123.9% | antes de 1993 | 2390 | OVERFIT |
| IBM | +13.0% | +16203.8% | -16190.8% | antes de 1993 | 2321 | OVERFIT |
| JNJ | +105.1% | +445196.6% | -445091.5% | antes de 1993 | 2241 | OVERFIT |
| JPM | +38.1% | +34522.5% | -34484.4% | antes de 1993 | 1609 | OVERFIT |
| KO | +36.8% | +199349.6% | -199312.8% | antes de 1993 | 2416 | OVERFIT |
| MCD | +495.2% | +236707.0% | -236211.7% | antes de 1993 | 2104 | OVERFIT |
| MMM | -55.0% | +31160.0% | -31215.0% | antes de 1993 | 2330 | OVERFIT |
| MRK | +80.1% | +233375.1% | -233295.0% | antes de 1993 | 2267 | OVERFIT |
| MSFT | +590.5% | +859506.0% | -858915.4% | antes de 1993 | 1481 | OVERFIT |
| NKE | +555.4% | +32003.7% | -31448.2% | antes de 1993 | 1526 | OVERFIT |
| NVDA | +5859.1% | +587720.8% | -581861.7% | +7.2 pts | 979 | OVERFIT |
| PG | -41.7% | +59706.6% | -59748.4% | antes de 1993 | 2346 | OVERFIT |
| SHW | +9.3% | +231766.6% | -231757.3% | antes de 1993 | 1684 | OVERFIT |
| TRV | +721.0% | +12287.7% | -11566.7% | antes de 1993 | 1820 | MARGINAL |
| UNH | +267.0% | +353381.4% | -353114.4% | antes de 1993 | 1522 | OVERFIT |
| V | -55.0% | +2961.1% | -3016.1% | -16.4 pts | 719 | INCONCLUSIVE |
| WMT | +22.6% | +915365.3% | -915342.8% | antes de 1993 | 2004 | OVERFIT |
| ABNB | no aplica · history < 10y (5.7y) | |||||
| ADBE | +264.1% | +147731.1% | -147467.0% | antes de 1993 | 1417 | OVERFIT |
| ADI | -84.1% | +81534.0% | -81618.2% | antes de 1993 | 1760 | OVERFIT |
| ADP | -66.7% | +74205.9% | -74272.6% | antes de 1993 | 1717 | OVERFIT |
| ADSK | +932.6% | +58084.6% | -57152.0% | antes de 1993 | 1443 | OVERFIT |
| AEP | +120.9% | +13797.6% | -13676.7% | antes de 1993 | 2394 | OVERFIT |
| ALAB | no aplica · history < 10y (2.4y) | |||||
| ALNY | +674.6% | +3338.4% | -2663.8% | -1.4 pts | 789 | OVERFIT |
| AMAT | +288.9% | +664974.8% | -664686.0% | antes de 1993 | 1666 | OVERFIT |
| AMD | +595.2% | +14863.3% | -14268.1% | antes de 1993 | 1624 | MARGINAL |
| APP | no aplica · history < 10y (5.4y) | |||||
| ARM | no aplica · history < 10y (3.0y) | |||||
| ASML | +33.8% | +96277.5% | -96243.7% | -10.1 pts | 1120 | OVERFIT |
| AVGO | +235.8% | +32512.1% | -32276.2% | -7.3 pts | 643 | INCONCLUSIVE |
| AXON | +28328.1% | +123065.2% | -94737.1% | +15.7 pts | 849 | MARGINAL |
| BKNG | -20.0% | +922.2% | -942.2% | -9.4 pts | 994 | OVERFIT |
| BKR | -89.3% | +933.9% | -1023.1% | antes de 1993 | 1418 | OVERFIT |
| CCEP | -19.0% | +7081.8% | -7100.8% | antes de 1993 | 1491 | OVERFIT |
| CDNS | -53.3% | +16839.0% | -16892.3% | antes de 1993 | 1435 | OVERFIT |
| CEG | no aplica · history < 10y (4.6y) | |||||
| CMCSA | -38.7% | +47049.9% | -47088.6% | antes de 1993 | 1743 | OVERFIT |
| COST | +23.0% | +12800.7% | -12777.8% | antes de 1993 | 1512 | OVERFIT |
| CPRT | +969.5% | +21554.9% | -20585.5% | -3.3 pts | 1177 | OVERFIT |
| CRWD | no aplica · history < 10y (7.2y) | |||||
| CSX | -88.3% | +40426.1% | -40514.4% | antes de 1993 | 1717 | OVERFIT |
| CTAS | +534.0% | +123411.3% | -122877.3% | antes de 1993 | 1559 | OVERFIT |
| DASH | no aplica · history < 10y (5.7y) | |||||
| DDOG | no aplica · history < 10y (6.9y) | |||||
| DXCM | +2424.2% | +3002.6% | -578.4% | +5.1 pts | 751 | MARGINAL |
| EA | no aplica · history < 10y (9.0y) | |||||
| EXC | -18.0% | +17730.6% | -17748.5% | antes de 1993 | 2036 | OVERFIT |
| FANG | +36.9% | +1406.8% | -1369.9% | -12.5 pts | 518 | INCONCLUSIVE |
| FAST | +2340.3% | +262350.7% | -260010.3% | antes de 1993 | 1386 | OVERFIT |
| FER | +36.4% | +593.7% | -557.2% | -12.6 pts | 234 | INCONCLUSIVE |
| FTNT | +64.7% | +10184.6% | -10119.9% | -11.2 pts | 621 | INCONCLUSIVE |
| GEHC | no aplica · history < 10y (3.7y) | |||||
| GILD | +29.1% | +33594.8% | -33565.7% | antes de 1993 | 1267 | OVERFIT |
| HONA | no aplica · history < 10y (0.2y) | |||||
| IDXX | +636.1% | +58789.5% | -58153.4% | antes de 1993 | 1268 | OVERFIT |
| INTC | -42.3% | +49216.9% | -49259.1% | antes de 1993 | 1678 | OVERFIT |
| INTU | -1.7% | +15430.2% | -15431.8% | -10.8 pts | 1263 | OVERFIT |
| ISRG | +630.2% | +18484.9% | -17854.7% | -0.5 pts | 918 | MARGINAL |
| KDP | +184.4% | +1090.2% | -905.8% | -5.9 pts | 621 | INCONCLUSIVE |
| KHC | -56.7% | -42.2% | -14.5% | -21.6 pts | 365 | INCONCLUSIVE |
| KLAC | -58.3% | +289399.1% | -289457.4% | antes de 1993 | 1770 | OVERFIT |
| LIN | -71.3% | +10777.0% | -10848.3% | antes de 1993 | 1284 | OVERFIT |
| LITE | +654.3% | +5280.9% | -4626.6% | +5.8 pts | 379 | INCONCLUSIVE |
| LRCX | -68.4% | +159814.6% | -159883.0% | antes de 1993 | 1624 | OVERFIT |
| MAR | +26.3% | +2539.5% | -2513.2% | -8.1 pts | 1016 | OVERFIT |
| MCHP | -77.2% | +41961.5% | -42038.7% | -15.1 pts | 1226 | OVERFIT |
| MDLZ | -60.8% | +461.4% | -522.2% | -13.1 pts | 984 | OVERFIT |
| MELI | +533.8% | +6911.0% | -6377.3% | -1.0 pts | 663 | INCONCLUSIVE |
| META | -62.8% | +1410.2% | -1473.1% | -21.9 pts | 563 | INCONCLUSIVE |
| MNST | +671.8% | +61968.9% | -61297.1% | antes de 1993 | 1346 | MARGINAL |
| MPWR | +526.0% | +15002.1% | -14476.1% | -2.2 pts | 732 | OVERFIT |
| MRVL | +124.0% | +1645.0% | -1521.1% | -5.3 pts | 958 | OVERFIT |
| MSTR | +14596.0% | +1158.6% | +13437.4% | +10.4 pts | 989 | OVERFIT |
| MU | +816.2% | +70877.8% | -70061.6% | antes de 1993 | 1508 | MARGINAL |
| NFLX | +1451.9% | +67643.2% | -66191.3% | +1.7 pts | 815 | GENERALIZED |
| NXPI | +34.4% | +1721.2% | -1686.8% | -12.8 pts | 586 | INCONCLUSIVE |
| ODFL | -97.5% | +36444.7% | -36542.2% | antes de 1993 | 1428 | OVERFIT |
| ORLY | +498.4% | +55255.7% | -54757.3% | -5.4 pts | 1234 | OVERFIT |
| PANW | +375.7% | +4215.4% | -3839.7% | -3.3 pts | 469 | INCONCLUSIVE |
| PCAR | +322.0% | +57106.4% | -56784.4% | antes de 1993 | 1674 | MARGINAL |
| PDD | no aplica · history < 10y (8.1y) | |||||
| PEP | -78.8% | +37760.7% | -37839.5% | antes de 1993 | 1965 | OVERFIT |
| PLTR | no aplica · history < 10y (5.9y) | |||||
| PYPL | -50.3% | +44.7% | -95.0% | -20.4 pts | 382 | INCONCLUSIVE |
| QCOM | -19.0% | +50430.1% | -50449.1% | antes de 1993 | 1291 | OVERFIT |
| REGN | -62.6% | +3718.3% | -3780.9% | antes de 1993 | 1340 | OVERFIT |
| ROP | +143.8% | +26003.6% | -25859.8% | antes de 1993 | 1271 | OVERFIT |
| ROST | +595.6% | +55801.1% | -55205.6% | antes de 1993 | 1440 | MARGINAL |
| SBUX | +97.3% | +43019.5% | -42922.2% | antes de 1993 | 1181 | MARGINAL |
| SHOP | +234.1% | +8568.8% | -8334.7% | -2.6 pts | 393 | INCONCLUSIVE |
| SNDK | no aplica · history < 10y (1.5y) | |||||
| SNPS | -93.3% | +5482.1% | -5575.4% | antes de 1993 | 1299 | OVERFIT |
| STX | +7524.3% | +15614.6% | -8090.3% | +8.7 pts | 818 | OVERFIT |
| TER | +1446.9% | +31309.8% | -29862.9% | antes de 1993 | 1846 | MARGINAL |
| TMUS | -34.8% | +318.0% | -352.7% | -13.1 pts | 725 | INCONCLUSIVE |
| TRI | -12.9% | +578.4% | -591.4% | -11.2 pts | 897 | OVERFIT |
| TSLA | +5036.2% | +23002.8% | -17966.5% | +12.5 pts | 539 | INCONCLUSIVE |
| TTWO | -23.4% | +5509.7% | -5533.1% | -11.0 pts | 1086 | OVERFIT |
| TXN | -62.5% | +38040.6% | -38103.1% | antes de 1993 | 1942 | OVERFIT |
| VRTX | +59.2% | +12000.4% | -11941.2% | antes de 1993 | 1353 | MARGINAL |
| WBD | +335.0% | +302.2% | +32.8% | -3.9 pts | 757 | MARGINAL |
| WDAY | -25.8% | +305.5% | -331.3% | -16.9 pts | 515 | INCONCLUSIVE |
| WDC | +3409.8% | +66202.2% | -62792.4% | antes de 1993 | 1676 | MARGINAL |
| XEL | +71.8% | +7388.9% | -7317.1% | antes de 1993 | 1984 | OVERFIT |
| A | +211.6% | +486.3% | -274.7% | -4.0 pts | 925 | MARGINAL |
| ABBV | +92.5% | +1156.0% | -1063.5% | -9.9 pts | 478 | INCONCLUSIVE |
| ABT | -65.7% | +62056.2% | -62121.8% | antes de 1993 | 1682 | OVERFIT |
| ACGL | -78.1% | +4268.0% | -4346.2% | -15.3 pts | 1194 | OVERFIT |
| ACN | +105.8% | +1726.5% | -1620.7% | -6.6 pts | 861 | OVERFIT |
| ADM | -91.4% | +9265.6% | -9357.1% | antes de 1993 | 1716 | OVERFIT |
| AEE | +7.9% | +813.9% | -806.0% | -9.0 pts | 1032 | OVERFIT |
| AES | -11.6% | +647.5% | -659.1% | antes de 1993 | 1321 | OVERFIT |
| AFL | -40.0% | +205848.4% | -205888.4% | antes de 1993 | 1780 | OVERFIT |
| AIG | -25.3% | +468.3% | -493.6% | antes de 1993 | 1847 | OVERFIT |
| AIZ | +39.7% | +1585.5% | -1545.8% | -9.4 pts | 795 | OVERFIT |
| AJG | +2756.3% | +41899.5% | -39143.2% | antes de 1993 | 1415 | OVERFIT |
| AKAM | -14.9% | -25.2% | +10.3% | -9.1 pts | 910 | OVERFIT |
| ALB | -68.2% | +3091.3% | -3159.6% | -14.4 pts | 1181 | OVERFIT |
| ALGN | +15.2% | +846.9% | -831.7% | -8.3 pts | 892 | OVERFIT |
| ALL | -84.3% | +3674.2% | -3758.5% | -16.3 pts | 1294 | OVERFIT |
| ALLE | +36.2% | +265.9% | -229.7% | -11.5 pts | 442 | INCONCLUSIVE |
| AMCR | -52.9% | +100.6% | -153.5% | -20.2 pts | 383 | INCONCLUSIVE |
| AME | -81.3% | +25325.0% | -25406.3% | antes de 1993 | 1640 | OVERFIT |
| AMP | +32.9% | +2154.1% | -2121.2% | -9.8 pts | 756 | OVERFIT |
| AMT | +129.8% | +1310.2% | -1180.4% | -6.1 pts | 1021 | OVERFIT |
| ANET | +1.2% | +5592.8% | -5591.6% | -13.6 pts | 415 | INCONCLUSIVE |
| AON | +199.4% | +29815.0% | -29615.6% | antes de 1993 | 1700 | OVERFIT |
| AOS | +3750.3% | +13924.9% | -10174.6% | antes de 1993 | 1477 | OVERFIT |
| APA | -98.9% | +2417.2% | -2516.1% | antes de 1993 | 1811 | OVERFIT |
| APD | -55.2% | +20722.2% | -20777.4% | antes de 1993 | 1689 | OVERFIT |
| APH | +135.8% | +146951.6% | -146815.8% | antes de 1993 | 1224 | MARGINAL |
| APO | +98.7% | +1845.9% | -1747.1% | -9.4 pts | 583 | INCONCLUSIVE |
| APTV | -19.0% | +174.0% | -193.0% | -16.7 pts | 518 | INCONCLUSIVE |
| ARE | -39.9% | +624.3% | -664.2% | -11.4 pts | 1081 | OVERFIT |
| ARES | +251.4% | +1191.9% | -940.5% | -3.2 pts | 417 | INCONCLUSIVE |
| ATO | -55.4% | +13696.4% | -13751.8% | antes de 1993 | 1637 | OVERFIT |
| AVB | -60.4% | +42.3% | -102.7% | -24.1 pts | 408 | INCONCLUSIVE |
| AVY | -85.6% | +8544.4% | -8630.0% | antes de 1993 | 1933 | OVERFIT |
| AWK | -30.8% | +950.9% | -981.7% | -13.8 pts | 701 | INCONCLUSIVE |
| AZO | +211.0% | +40631.8% | -40420.8% | antes de 1993 | 1254 | OVERFIT |
| BAC | +277.0% | +4053.1% | -3776.1% | antes de 1993 | 1872 | OVERFIT |
| BALL | +534.8% | +49568.6% | -49033.7% | antes de 1993 | 1877 | OVERFIT |
| BAX | -97.8% | +1778.4% | -1876.2% | antes de 1993 | 1686 | OVERFIT |
| BBY | +1856.3% | +89506.6% | -87650.3% | antes de 1993 | 1482 | OVERFIT |
| BDX | -86.7% | +21440.4% | -21527.0% | antes de 1993 | 2015 | OVERFIT |
| BEN | +739.4% | +130378.8% | -129639.3% | antes de 1993 | 1539 | OVERFIT |
| BF-B | +110.5% | +14873.5% | -14763.0% | antes de 1993 | 1658 | OVERFIT |
| BG | +10.1% | +1105.5% | -1095.5% | -9.2 pts | 898 | OVERFIT |
| BIIB | -4.6% | +6832.8% | -6837.4% | antes de 1993 | 1275 | OVERFIT |
| BLDR | -78.5% | +393.7% | -472.2% | -18.2 pts | 816 | OVERFIT |
| BLK | +22.0% | +13724.5% | -13702.5% | -8.0 pts | 1019 | OVERFIT |
| BMY | -12.4% | +23662.6% | -23675.0% | antes de 1993 | 1911 | OVERFIT |
| BNY | -50.9% | +32230.3% | -32281.3% | antes de 1993 | 1867 | OVERFIT |
| BR | +157.9% | +1234.2% | -1076.4% | -6.0 pts | 627 | INCONCLUSIVE |
| BRK-B | -39.3% | +2072.5% | -2111.8% | -12.0 pts | 1108 | OVERFIT |
| BRO | +659.5% | +76212.8% | -75553.3% | antes de 1993 | 1529 | OVERFIT |
| BSX | -68.2% | +1028.2% | -1096.4% | antes de 1993 | 1202 | OVERFIT |
| BX | +99.8% | +1023.3% | -923.6% | -7.2 pts | 687 | INCONCLUSIVE |
| BXP | -45.2% | +888.9% | -934.1% | -11.6 pts | 1005 | OVERFIT |
| C | -52.2% | +1897.9% | -1950.2% | antes de 1993 | 1800 | OVERFIT |
| CAH | +1193.4% | +39284.8% | -38091.4% | antes de 1993 | 1515 | OVERFIT |
| CARR | no aplica · history < 10y (6.5y) | |||||
| CASY | +121.0% | +80461.2% | -80340.2% | antes de 1993 | 1580 | OVERFIT |
| CB | +61.8% | +6587.6% | -6525.8% | -9.3 pts | 1244 | OVERFIT |
| CBOE | +80.8% | +1060.1% | -979.3% | -10.9 pts | 589 | INCONCLUSIVE |
| CBRE | +13.2% | +2283.8% | -2270.6% | -10.4 pts | 783 | OVERFIT |
| CCI | +278.7% | +899.9% | -621.2% | -4.2 pts | 1026 | OVERFIT |
| CCL | -34.3% | +1154.4% | -1188.7% | antes de 1993 | 1380 | OVERFIT |
| CDW | +76.3% | +858.2% | -781.9% | -10.1 pts | 471 | INCONCLUSIVE |
| CF | +144.6% | +5815.9% | -5671.3% | -6.7 pts | 735 | OVERFIT |
| CFG | -8.5% | +349.9% | -358.4% | -14.5 pts | 428 | INCONCLUSIVE |
| CHD | +171.2% | +93736.5% | -93565.3% | antes de 1993 | 1645 | OVERFIT |
| CHRW | -55.7% | +4307.6% | -4363.3% | -12.1 pts | 1065 | OVERFIT |
| CHTR | +21.5% | +335.5% | -314.1% | -13.0 pts | 592 | INCONCLUSIVE |
| CI | +879.5% | +12980.8% | -12101.4% | antes de 1993 | 1514 | OVERFIT |
| CIEN | +607.8% | +195.6% | +412.2% | -3.0 pts | 982 | OVERFIT |
| CINF | +1357.1% | +41545.9% | -40188.8% | antes de 1993 | 1651 | OVERFIT |
| CL | -83.0% | +20919.0% | -21002.0% | antes de 1993 | 1922 | OVERFIT |
| CLX | -69.3% | +6184.2% | -6253.4% | antes de 1993 | 1910 | OVERFIT |
| CME | +239.9% | +6884.2% | -6644.3% | -6.1 pts | 857 | OVERFIT |
| CMG | +768.2% | +4221.6% | -3453.4% | -0.0 pts | 687 | MARGINAL |
| CMI | +2597.9% | +28968.2% | -26370.4% | antes de 1993 | 1912 | OVERFIT |
| CMS | +492.6% | +630.8% | -138.2% | antes de 1993 | 1898 | OVERFIT |
| CNC | -31.6% | +4388.8% | -4420.4% | -11.6 pts | 891 | OVERFIT |
| CNP | +201.7% | +13998.0% | -13796.3% | antes de 1993 | 2354 | OVERFIT |
| COF | -13.5% | +5724.6% | -5738.0% | -11.6 pts | 1128 | OVERFIT |
| COHR | +77.0% | +68288.9% | -68212.0% | antes de 1993 | 1492 | OVERFIT |
| COIN | no aplica · history < 10y (5.4y) | |||||
| COO | +276.5% | +879.8% | -603.3% | antes de 1993 | 1512 | OVERFIT |
| COP | -21.2% | +13561.7% | -13582.9% | antes de 1993 | 1616 | OVERFIT |
| COR | +1421.4% | +17062.1% | -15640.6% | -1.9 pts | 1097 | OVERFIT |
| CPAY | +23.2% | +1383.7% | -1360.5% | -13.0 pts | 557 | INCONCLUSIVE |
| CPT | +7.9% | +2453.9% | -2446.1% | -10.7 pts | 1222 | OVERFIT |
| CRH | -86.4% | +7617.9% | -7704.3% | antes de 1993 | 1284 | OVERFIT |
| CRL | -6.8% | +1210.2% | -1216.9% | -8.8 pts | 889 | OVERFIT |
| CSGP | +1112.8% | +3390.6% | -2277.8% | +0.4 pts | 1059 | OVERFIT |
| CTSH | +93.6% | +35498.3% | -35404.7% | -6.6 pts | 1047 | OVERFIT |
| CTVA | no aplica · history < 10y (7.3y) | |||||
| CVNA | no aplica · history < 10y (9.3y) | |||||
| CVS | -42.3% | +15658.6% | -15701.0% | antes de 1993 | 1918 | OVERFIT |
| D | +237.1% | +17762.4% | -17525.3% | antes de 1993 | 1626 | OVERFIT |
| DAL | +26.6% | +339.1% | -312.5% | -9.6 pts | 674 | INCONCLUSIVE |
| DD | -63.4% | +10113.6% | -10177.0% | antes de 1993 | 1964 | OVERFIT |
| DE | -58.2% | +101089.1% | -101147.2% | antes de 1993 | 1965 | OVERFIT |
| DECK | -81.0% | +7024.7% | -7105.8% | -15.7 pts | 1290 | OVERFIT |
| DELL | +970.2% | +4059.8% | -3089.5% | +11.6 pts | 331 | INCONCLUSIVE |
| DG | +5.6% | +550.3% | -544.6% | -14.0 pts | 583 | INCONCLUSIVE |
| DGX | +204.1% | +9626.0% | -9421.9% | -6.3 pts | 1029 | OVERFIT |
| DHI | -69.7% | +13111.0% | -13180.7% | antes de 1993 | 1324 | OVERFIT |
| DHR | -84.9% | +483557.2% | -483642.2% | antes de 1993 | 1837 | OVERFIT |
| DLR | -18.8% | +3540.7% | -3559.6% | -12.1 pts | 793 | OVERFIT |
| DLTR | +1040.6% | +10731.5% | -9690.9% | -3.0 pts | 1038 | OVERFIT |
| DOC | -72.4% | +6136.8% | -6209.3% | antes de 1993 | 1560 | OVERFIT |
| DOV | +665.3% | +29264.8% | -28599.5% | antes de 1993 | 1594 | MARGINAL |
| DOW | no aplica · history < 10y (7.4y) | |||||
| DPZ | +77.9% | +5638.6% | -5560.7% | -8.5 pts | 780 | OVERFIT |
| DRI | -30.5% | +6998.7% | -7029.2% | -12.0 pts | 1168 | OVERFIT |
| DTE | -27.4% | +35264.3% | -35291.7% | antes de 1993 | 2480 | OVERFIT |
| DUK | +200.6% | +16239.0% | -16038.5% | antes de 1993 | 1638 | OVERFIT |
| DVA | +83.2% | +4219.3% | -4136.1% | -8.6 pts | 1120 | OVERFIT |
| DVN | +12.3% | +1411.9% | -1399.6% | antes de 1993 | 1494 | OVERFIT |
| EBAY | +740.5% | +14035.1% | -13294.6% | -1.3 pts | 992 | MARGINAL |
| ECHO | +40.8% | +227.3% | -186.5% | -9.5 pts | 638 | INCONCLUSIVE |
| ECL | -51.8% | +20174.1% | -20225.9% | antes de 1993 | 1969 | OVERFIT |
| ED | +958.7% | +45081.6% | -44122.9% | antes de 1993 | 2320 | OVERFIT |
| EFX | +512.5% | +77234.4% | -76721.8% | antes de 1993 | 1665 | OVERFIT |
| EG | -18.0% | +2975.7% | -2993.7% | -11.2 pts | 1125 | OVERFIT |
| EIX | +57.4% | +14610.5% | -14553.2% | antes de 1993 | 1919 | OVERFIT |
| EL | -15.2% | +1551.3% | -1566.6% | -11.1 pts | 1069 | OVERFIT |
| ELV | +66.5% | +2326.9% | -2260.3% | -8.2 pts | 919 | OVERFIT |
| EME | +1365.1% | +59203.5% | -57838.4% | -2.3 pts | 1126 | OVERFIT |
| EMR | -78.0% | +19839.1% | -19917.1% | antes de 1993 | 2047 | OVERFIT |
| EOG | -51.4% | +9279.7% | -9331.1% | antes de 1993 | 1398 | OVERFIT |
| EQIX | +207.2% | +240.5% | -33.3% | -4.0 pts | 913 | OVERFIT |
| EQR | -36.9% | +44.2% | -81.1% | -19.7 pts | 362 | INCONCLUSIVE |
| EQT | +1036.0% | +19557.1% | -18521.2% | antes de 1993 | 1641 | OVERFIT |
| ERIE | +66.6% | +3362.8% | -3296.2% | -8.9 pts | 1193 | OVERFIT |
| ES | -77.5% | +2960.1% | -3037.5% | antes de 1993 | 1984 | OVERFIT |
| ESS | -27.2% | +5274.8% | -5302.0% | -12.0 pts | 1214 | OVERFIT |
| ETN | +3375.2% | +116541.5% | -113166.3% | antes de 1993 | 1858 | MARGINAL |
| ETR | +33.7% | +19797.9% | -19764.2% | antes de 1993 | 1992 | OVERFIT |
| EVRG | -44.4% | +5086.7% | -5131.1% | antes de 1993 | 1974 | OVERFIT |
| EW | +163.5% | +6500.0% | -6336.5% | -4.5 pts | 922 | OVERFIT |
| EXE | no aplica · history < 10y (5.6y) | |||||
| EXPD | +92.2% | +148324.6% | -148232.4% | antes de 1993 | 1623 | OVERFIT |
| EXPE | +4.3% | +916.1% | -911.8% | -10.9 pts | 749 | OVERFIT |
| EXR | +176.6% | +2698.9% | -2522.3% | -6.6 pts | 772 | OVERFIT |
| F | +13.8% | +6752.4% | -6738.6% | antes de 1993 | 1972 | OVERFIT |
| FCX | +10.2% | +1061.6% | -1051.4% | -10.4 pts | 1153 | OVERFIT |
| FDS | +2365.2% | +9088.9% | -6723.7% | +0.9 pts | 999 | OVERFIT |
| FDX | +843.0% | +53776.9% | -52933.9% | antes de 1993 | 1689 | OVERFIT |
| FDXF | no aplica · history < 10y (0.3y) | |||||
| FE | -58.5% | +563.0% | -621.6% | -12.5 pts | 1046 | OVERFIT |
| FFIV | +732.4% | +5374.0% | -4641.6% | -0.4 pts | 913 | MARGINAL |
| FICO | +75.4% | +94747.8% | -94672.4% | antes de 1993 | 1423 | OVERFIT |
| FIS | -68.9% | +363.8% | -432.6% | -14.0 pts | 916 | OVERFIT |
| FITB | +1634.3% | +28280.0% | -26645.7% | antes de 1993 | 1600 | OVERFIT |
| FIX | +54.0% | +11966.2% | -11912.2% | -8.0 pts | 1052 | OVERFIT |
| FLEX | +118.1% | +7898.6% | -7780.5% | -8.5 pts | 1192 | OVERFIT |
| FOX | no aplica · history < 10y (7.5y) | |||||
| FOXA | no aplica · history < 10y (7.5y) | |||||
| FRT | -70.2% | +24360.2% | -24430.5% | antes de 1993 | 2024 | OVERFIT |
| FSLR | -64.0% | +716.1% | -780.1% | -16.0 pts | 746 | OVERFIT |
| FTV | -16.2% | +100.1% | -116.4% | -17.2 pts | 372 | INCONCLUSIVE |
| GD | +2088.8% | +221689.9% | -219601.0% | antes de 1993 | 2306 | OVERFIT |
| GDDY | -41.7% | +389.4% | -431.1% | -18.7 pts | 419 | INCONCLUSIVE |
| GE | +15.5% | +54356.2% | -54340.8% | antes de 1993 | 2314 | OVERFIT |
| GEN | +202.6% | +12085.6% | -11883.0% | antes de 1993 | 1269 | OVERFIT |
| GEV | no aplica · history < 10y (2.4y) | |||||
| GIS | -62.6% | +15015.5% | -15078.2% | antes de 1993 | 1689 | OVERFIT |
| GL | +379.3% | +12680.6% | -12301.2% | antes de 1993 | 1644 | OVERFIT |
| GLW | +664.9% | +19301.2% | -18636.3% | antes de 1993 | 1542 | OVERFIT |
| GM | +7.4% | +240.1% | -232.7% | -14.0 pts | 563 | INCONCLUSIVE |
| GNRC | +103.7% | +2091.1% | -1987.4% | -10.2 pts | 590 | INCONCLUSIVE |
| GPC | -82.1% | +12785.5% | -12867.7% | antes de 1993 | 1773 | OVERFIT |
| GPN | -15.6% | +2567.9% | -2583.5% | -9.7 pts | 891 | OVERFIT |
| GRMN | +138.1% | +5377.3% | -5239.3% | -5.5 pts | 878 | OVERFIT |
| GWW | +274.2% | +55300.2% | -55026.0% | antes de 1993 | 1983 | OVERFIT |
| HAL | +47.4% | +2860.8% | -2813.3% | antes de 1993 | 1887 | OVERFIT |
| HAS | +610.5% | +201529.8% | -200919.2% | antes de 1993 | 1681 | OVERFIT |
| HBAN | -75.0% | +3799.5% | -3874.5% | antes de 1993 | 1694 | OVERFIT |
| HCA | +120.4% | +1699.7% | -1579.3% | -8.9 pts | 509 | INCONCLUSIVE |
| HIG | -3.0% | +951.1% | -954.1% | -10.5 pts | 1146 | OVERFIT |
| HII | +276.9% | +883.6% | -606.8% | -5.2 pts | 532 | INCONCLUSIVE |
| HLT | +28.3% | +659.1% | -630.9% | -12.1 pts | 468 | INCONCLUSIVE |
| HOOD | no aplica · history < 10y (5.1y) | |||||
| HPE | +170.0% | +625.0% | -455.1% | -5.3 pts | 382 | INCONCLUSIVE |
| HPQ | -3.7% | +77945.5% | -77949.2% | antes de 1993 | 2339 | OVERFIT |
| HRL | -15.3% | +19046.1% | -19061.4% | antes de 1993 | 1664 | OVERFIT |
| HSIC | -2.4% | +1913.1% | -1915.4% | -10.6 pts | 1223 | OVERFIT |
| HST | +89.1% | +12843.9% | -12754.7% | antes de 1993 | 1666 | OVERFIT |
| HSY | -35.4% | +53964.6% | -54000.0% | antes de 1993 | 1724 | OVERFIT |
| HUBB | +10.4% | +3853.5% | -3843.1% | -10.8 pts | 1158 | OVERFIT |
| HUM | +553.2% | +20168.9% | -19615.7% | antes de 1993 | 1561 | OVERFIT |
| HWM | no aplica · history < 10y (9.8y) | |||||
| IBKR | +2.3% | +1526.1% | -1523.8% | -10.7 pts | 723 | INCONCLUSIVE |
| ICE | -23.4% | +2307.9% | -2331.3% | -12.5 pts | 803 | OVERFIT |
| IEX | +103.7% | +12761.2% | -12657.5% | antes de 1993 | 1355 | OVERFIT |
| IFF | -92.4% | +4754.9% | -4847.4% | antes de 1993 | 1919 | OVERFIT |
| INCY | +1087.3% | +6471.7% | -5384.4% | -3.1 pts | 1185 | OVERFIT |
| INVH | no aplica · history < 10y (9.6y) | |||||
| IP | -78.4% | +4590.1% | -4668.6% | antes de 1993 | 2368 | OVERFIT |
| IQV | -36.6% | +520.3% | -556.9% | -17.6 pts | 497 | INCONCLUSIVE |
| IR | no aplica · history < 10y (9.3y) | |||||
| IRM | +532.8% | +9911.6% | -9378.7% | -4.1 pts | 1102 | OVERFIT |
| IT | +257.2% | +6431.0% | -6173.8% | -6.9 pts | 1199 | OVERFIT |
| ITW | +363.8% | +51254.1% | -50890.3% | antes de 1993 | 1994 | OVERFIT |
| IVZ | -6.9% | +1093.8% | -1100.7% | -10.9 pts | 1089 | OVERFIT |
| J | +1243.4% | +33544.7% | -32301.3% | antes de 1993 | 1615 | MARGINAL |
| JBHT | +957.0% | +24926.6% | -23969.6% | antes de 1993 | 1522 | OVERFIT |
| JBL | +1169.5% | +41217.7% | -40048.2% | -3.0 pts | 1210 | MARGINAL |
| JCI | -57.6% | +4376.5% | -4434.1% | antes de 1993 | 1504 | OVERFIT |
| JKHY | +16.3% | +71288.2% | -71271.9% | antes de 1993 | 1497 | OVERFIT |
| KEY | -98.7% | +1405.6% | -1504.3% | antes de 1993 | 1546 | OVERFIT |
| KEYS | +42.0% | +1042.3% | -1000.3% | -11.3 pts | 414 | INCONCLUSIVE |
| KIM | +63.5% | +3036.5% | -2973.0% | antes de 1993 | 1188 | OVERFIT |
| KKR | -22.4% | +1784.9% | -1807.3% | -16.4 pts | 615 | INCONCLUSIVE |
| KMB | -11.2% | +16039.9% | -16051.1% | antes de 1993 | 1614 | OVERFIT |
| KMI | +15.4% | +117.5% | -102.1% | -13.0 pts | 546 | INCONCLUSIVE |
| KR | +160.1% | +182706.1% | -182545.9% | antes de 1993 | 2298 | OVERFIT |
| KVUE | no aplica · history < 10y (3.3y) | |||||
| L | +699.8% | +22398.8% | -21699.0% | antes de 1993 | 1602 | MARGINAL |
| LDOS | +19.3% | +530.2% | -510.9% | -10.2 pts | 720 | OVERFIT |
| LEN | -36.8% | +29032.9% | -29069.8% | antes de 1993 | 1718 | OVERFIT |
| LH | -70.0% | +1408.2% | -1478.2% | antes de 1993 | 1355 | OVERFIT |
| LHX | +4.6% | +8519.5% | -8514.9% | antes de 1993 | 1576 | OVERFIT |
| LII | -65.7% | +3122.4% | -3188.2% | -12.4 pts | 1018 | OVERFIT |
| LLY | +115.8% | +129720.0% | -129604.2% | antes de 1993 | 1906 | OVERFIT |
| LMT | -50.4% | +67444.7% | -67495.1% | antes de 1993 | 2400 | OVERFIT |
| LNT | +21.2% | +9408.5% | -9387.2% | antes de 1993 | 1956 | OVERFIT |
| LOW | +4407.4% | +77328.4% | -72921.0% | antes de 1993 | 1572 | OVERFIT |
| LULU | +89.9% | +759.0% | -669.1% | -7.7 pts | 710 | INCONCLUSIVE |
| LUV | +476.9% | +24508.5% | -24031.7% | antes de 1993 | 1632 | OVERFIT |
| LVS | +23.5% | +50.3% | -26.8% | -9.9 pts | 774 | OVERFIT |
| LYB | -1.7% | +648.8% | -650.6% | -14.2 pts | 584 | INCONCLUSIVE |
| LYV | +229.0% | +1558.0% | -1328.9% | -5.2 pts | 732 | OVERFIT |
| MA | +53.4% | +14066.9% | -14013.5% | -9.1 pts | 759 | OVERFIT |
| MAA | -65.6% | +3525.2% | -3590.8% | -14.1 pts | 1230 | OVERFIT |
| MAS | +340.9% | +7423.1% | -7082.2% | antes de 1993 | 1626 | OVERFIT |
| MCK | -4.3% | +6946.5% | -6950.8% | -11.3 pts | 1185 | OVERFIT |
| MCO | -19.5% | +7753.9% | -7773.5% | -11.7 pts | 1211 | OVERFIT |
| MDT | +92.5% | +51421.0% | -51328.5% | antes de 1993 | 1840 | OVERFIT |
| MET | -60.2% | +1176.9% | -1237.1% | -11.7 pts | 941 | OVERFIT |
| MGM | +518.3% | +1501.4% | -983.1% | antes de 1993 | 1294 | MARGINAL |
| MKC | +248.6% | +14401.8% | -14153.3% | antes de 1993 | 1933 | OVERFIT |
| MLM | -10.8% | +3089.6% | -3100.4% | -11.2 pts | 1172 | OVERFIT |
| MO | +2548.7% | +2914781.4% | -2912232.7% | antes de 1993 | 2165 | OVERFIT |
| MOS | +55.1% | +268.9% | -213.8% | antes de 1993 | 1337 | OVERFIT |
| MPC | +959.8% | +2972.8% | -2012.9% | +2.3 pts | 511 | INCONCLUSIVE |
| MRNA | no aplica · history < 10y (7.7y) | |||||
| MRSH | +235.7% | +21192.9% | -20957.2% | antes de 1993 | 1967 | OVERFIT |
| MS | -31.8% | +6159.1% | -6190.9% | -12.0 pts | 1155 | OVERFIT |
| MSCI | -50.9% | +2406.7% | -2457.6% | -15.0 pts | 738 | INCONCLUSIVE |
| MSI | +148.8% | +79243.2% | -79094.4% | antes de 1993 | 2247 | OVERFIT |
| MTB | +881.1% | +105049.8% | -104168.8% | antes de 1993 | 1652 | OVERFIT |
| MTD | +97.3% | +9346.3% | -9249.0% | -7.1 pts | 1009 | OVERFIT |
| NCLH | -62.9% | -34.9% | -28.0% | -21.8 pts | 480 | INCONCLUSIVE |
| NDAQ | +48.3% | +2371.2% | -2322.9% | -9.3 pts | 875 | OVERFIT |
| NDSN | +376.3% | +37769.3% | -37393.0% | antes de 1993 | 1695 | OVERFIT |
| NEE | +531.5% | +23772.9% | -23241.4% | antes de 1993 | 1972 | OVERFIT |
| NEM | -86.1% | +2099.8% | -2185.9% | antes de 1993 | 1705 | OVERFIT |
| NI | -74.6% | +5234.9% | -5309.4% | antes de 1993 | 2026 | OVERFIT |
| NOC | +957.8% | +23369.3% | -22411.5% | antes de 1993 | 1567 | OVERFIT |
| NOW | -6.5% | +2907.9% | -2914.4% | -15.4 pts | 545 | INCONCLUSIVE |
| NRG | +65.9% | +1442.6% | -1376.6% | -8.8 pts | 862 | OVERFIT |
| NSC | -35.6% | +24520.7% | -24556.3% | antes de 1993 | 1653 | OVERFIT |
| NTAP | +532.7% | +19659.8% | -19127.0% | -4.3 pts | 1146 | MARGINAL |
| NTRS | +868.7% | +53074.8% | -52206.1% | antes de 1993 | 1590 | OVERFIT |
| NUE | +715.9% | +70209.1% | -69493.1% | antes de 1993 | 1608 | OVERFIT |
| NVR | +1901.2% | +61512.0% | -59610.8% | -1.3 pts | 1157 | OVERFIT |
| NWS | +9.7% | +152.4% | -142.7% | -13.7 pts | 473 | INCONCLUSIVE |
| NWSA | -18.6% | +122.2% | -140.9% | -15.9 pts | 497 | INCONCLUSIVE |
| O | +18.8% | +5366.4% | -5347.7% | -10.5 pts | 1098 | OVERFIT |
| OKE | +572.2% | +19101.6% | -18529.4% | antes de 1993 | 1623 | OVERFIT |
| OMC | +194.2% | +15677.5% | -15483.3% | antes de 1993 | 1679 | OVERFIT |
| ON | +468.6% | +208.7% | +259.9% | -1.6 pts | 944 | OVERFIT |
| ORCL | -48.7% | +296729.4% | -296778.2% | antes de 1993 | 1589 | OVERFIT |
| OTIS | no aplica · history < 10y (6.5y) | |||||
| OXY | -85.1% | +3580.0% | -3665.1% | antes de 1993 | 1655 | OVERFIT |
| PCG | -84.6% | +1389.7% | -1474.3% | antes de 1993 | 2048 | OVERFIT |
| PEG | +38.2% | +18884.4% | -18846.2% | antes de 1993 | 1796 | OVERFIT |
| PFE | -84.7% | +20062.7% | -20147.3% | antes de 1993 | 1953 | OVERFIT |
| PFG | -82.8% | +920.1% | -1002.9% | -17.0 pts | 954 | OVERFIT |
| PGR | +28460.1% | +819581.9% | -791121.8% | antes de 1993 | 1553 | OVERFIT |
| PH | +2438.1% | +41129.4% | -38691.4% | antes de 1993 | 1592 | OVERFIT |
| PHM | +382.3% | +95847.7% | -95465.4% | antes de 1993 | 1648 | OVERFIT |
| PLD | -37.6% | +1782.5% | -1820.1% | -10.9 pts | 988 | OVERFIT |
| PM | +132.9% | +785.7% | -652.8% | -7.5 pts | 641 | INCONCLUSIVE |
| PNC | +225.7% | +37937.9% | -37712.1% | antes de 1993 | 1780 | OVERFIT |
| PNR | +1522.0% | +11510.8% | -9988.9% | antes de 1993 | 1760 | OVERFIT |
| PNW | +37.3% | +2247.6% | -2210.3% | antes de 1993 | 1952 | OVERFIT |
| PODD | +18.9% | +831.5% | -812.6% | -9.9 pts | 684 | INCONCLUSIVE |
| PPG | +245.3% | +21327.4% | -21082.1% | antes de 1993 | 1612 | MARGINAL |
| PPL | +382.8% | +7311.8% | -6929.1% | antes de 1993 | 1684 | OVERFIT |
| PRU | -41.2% | +767.8% | -809.0% | -12.2 pts | 915 | OVERFIT |
| PSA | -77.9% | +13958.7% | -14036.6% | antes de 1993 | 1744 | OVERFIT |
| PSKY | +60.1% | -34.8% | +94.9% | -8.8 pts | 745 | OVERFIT |
| PSX | +589.0% | +1071.7% | -482.7% | -0.2 pts | 495 | INCONCLUSIVE |
| PTC | -85.7% | +8443.5% | -8529.1% | antes de 1993 | 1373 | OVERFIT |
| PWR | +65.3% | +8155.1% | -8089.8% | -7.4 pts | 1066 | OVERFIT |
| Q | no aplica · history < 10y (0.8y) | |||||
| RCL | +4735.6% | +4611.6% | +124.0% | +1.4 pts | 1080 | MARGINAL |
| REG | -22.4% | +2046.5% | -2068.9% | -11.6 pts | 1240 | OVERFIT |
| RF | +18.0% | +7230.0% | -7212.0% | antes de 1993 | 1626 | OVERFIT |
| RJF | +391.7% | +52691.1% | -52299.4% | antes de 1993 | 1554 | OVERFIT |
| RL | -80.0% | +1376.9% | -1456.9% | -14.9 pts | 1082 | OVERFIT |
| RMD | +605.0% | +43254.4% | -42649.3% | -4.3 pts | 1101 | OVERFIT |
| ROK | +215.1% | +57325.7% | -57110.6% | antes de 1993 | 1636 | OVERFIT |
| ROL | -90.6% | +36503.9% | -36594.5% | antes de 1993 | 1746 | OVERFIT |
| RSG | -54.8% | +1977.7% | -2032.5% | -11.6 pts | 983 | OVERFIT |
| RTX | +237.7% | +231131.9% | -230894.1% | antes de 1993 | 2294 | OVERFIT |
| RVTY | +75.9% | +25547.2% | -25471.3% | antes de 1993 | 1927 | OVERFIT |
| SBAC | +6278.9% | +2259.6% | +4019.3% | +8.0 pts | 933 | OVERFIT |
| SCHW | +211.1% | +45501.9% | -45290.8% | antes de 1993 | 1378 | MARGINAL |
| SJM | -63.5% | +1119.0% | -1182.5% | -14.2 pts | 1151 | OVERFIT |
| SLB | -96.6% | +1125.4% | -1222.0% | antes de 1993 | 1675 | OVERFIT |
| SMCI | +8.2% | +4155.7% | -4147.5% | -10.7 pts | 665 | INCONCLUSIVE |
| SNA | -55.2% | +12522.0% | -12577.2% | antes de 1993 | 1895 | OVERFIT |
| SO | -38.3% | +32617.4% | -32655.7% | antes de 1993 | 1804 | OVERFIT |
| SOLV | no aplica · history < 10y (2.4y) | |||||
| SPG | +84.6% | +5330.6% | -5246.0% | -9.0 pts | 1212 | OVERFIT |
| SPGI | +128.1% | +140503.3% | -140375.2% | antes de 1993 | 1963 | OVERFIT |
| SRE | -45.3% | +1463.0% | -1508.3% | -11.0 pts | 1040 | OVERFIT |
| STE | -69.2% | +15491.4% | -15560.7% | antes de 1993 | 1225 | OVERFIT |
| STLD | +706.7% | +7831.8% | -7125.1% | -2.7 pts | 1048 | OVERFIT |
| STT | +10000.2% | +199686.1% | -189686.0% | antes de 1993 | 1633 | OVERFIT |
| STZ | +26.1% | +10007.0% | -9980.8% | antes de 1993 | 1202 | OVERFIT |
| SW | -52.3% | +775.0% | -827.3% | -16.0 pts | 457 | INCONCLUSIVE |
| SWK | -79.3% | +5887.9% | -5967.2% | antes de 1993 | 1712 | OVERFIT |
| SWKS | -83.3% | +1317.3% | -1400.6% | antes de 1993 | 1489 | OVERFIT |
| SYF | +94.6% | +325.2% | -230.6% | -8.3 pts | 431 | INCONCLUSIVE |
| SYK | +1774.6% | +430371.4% | -428596.9% | antes de 1993 | 1654 | OVERFIT |
| SYY | +54.0% | +115885.9% | -115831.9% | antes de 1993 | 1800 | OVERFIT |
| T | +37.0% | +10219.8% | -10182.7% | antes de 1993 | 1597 | OVERFIT |
| TAP | -96.4% | +518.8% | -615.2% | antes de 1993 | 1821 | OVERFIT |
| TDG | -1.4% | +13285.3% | -13286.7% | -11.1 pts | 778 | OVERFIT |
| TDY | +10.7% | +7164.6% | -7153.9% | -8.0 pts | 1018 | OVERFIT |
| TECH | +45.2% | +79246.8% | -79201.5% | antes de 1993 | 1341 | OVERFIT |
| TEL | +18.0% | +671.1% | -653.0% | -9.9 pts | 732 | INCONCLUSIVE |
| TFC | -18.4% | +10226.4% | -10244.8% | antes de 1993 | 1722 | OVERFIT |
| TGT | +214.9% | +90566.5% | -90351.5% | antes de 1993 | 1889 | OVERFIT |
| TJX | -30.1% | +36154.4% | -36184.5% | antes de 1993 | 1448 | OVERFIT |
| TKO | -34.2% | +1638.9% | -1673.0% | -10.4 pts | 992 | OVERFIT |
| TMO | +104.7% | +36784.3% | -36679.6% | antes de 1993 | 1671 | OVERFIT |
| TPL | +28336.4% | +75277.1% | -46940.8% | antes de 1993 | 1606 | OVERFIT |
| TPR | +90.6% | +7766.6% | -7676.0% | -6.1 pts | 920 | OVERFIT |
| TRGP | +986.1% | +2202.9% | -1216.8% | +2.1 pts | 541 | INCONCLUSIVE |
| TRMB | +85.9% | +3366.4% | -3280.5% | antes de 1993 | 1303 | OVERFIT |
| TROW | +343.0% | +35932.6% | -35589.6% | antes de 1993 | 1472 | OVERFIT |
| TSCO | +374.8% | +15199.0% | -14824.2% | -6.0 pts | 1216 | OVERFIT |
| TSN | +69.4% | +4340.8% | -4271.4% | antes de 1993 | 1620 | OVERFIT |
| TT | +798.2% | +49748.2% | -48949.9% | antes de 1993 | 1652 | MARGINAL |
| TTD | no aplica · history < 10y (9.9y) | |||||
| TXT | +745.3% | +4901.2% | -4155.9% | antes de 1993 | 1832 | MARGINAL |
| TYL | -78.1% | +43359.1% | -43437.1% | antes de 1993 | 1793 | OVERFIT |
| UAL | +31.1% | +240.6% | -209.5% | -9.8 pts | 754 | OVERFIT |
| UBER | no aplica · history < 10y (7.3y) | |||||
| UDR | -82.8% | +14119.5% | -14202.3% | antes de 1993 | 1680 | OVERFIT |
| UHS | +757.9% | +15293.2% | -14535.3% | antes de 1993 | 1621 | MARGINAL |
| ULTA | +2.1% | +1721.3% | -1719.2% | -10.9 pts | 639 | INCONCLUSIVE |
| UNP | +30.0% | +30311.4% | -30281.4% | antes de 1993 | 1693 | OVERFIT |
| UPS | -82.8% | +233.2% | -316.0% | -14.9 pts | 1013 | OVERFIT |
| URI | +8090.6% | +7088.3% | +1002.3% | +7.2 pts | 960 | GENERALIZED |
| USB | +1075.0% | +44799.0% | -43724.0% | antes de 1993 | 1748 | OVERFIT |
| VEEV | +43.3% | +668.8% | -625.5% | -11.4 pts | 429 | INCONCLUSIVE |
| VICI | no aplica · history < 10y (8.7y) | |||||
| VLO | +745.7% | +23394.0% | -22648.2% | antes de 1993 | 1555 | OVERFIT |
| VLTO | no aplica · history < 10y (2.9y) | |||||
| VMC | +4354.8% | +48759.3% | -44404.5% | antes de 1993 | 1926 | OVERFIT |
| VRSK | -24.0% | +648.8% | -672.8% | -16.1 pts | 629 | INCONCLUSIVE |
| VRSN | +1179.1% | +5322.0% | -4142.9% | +0.0 pts | 957 | MARGINAL |
| VRT | no aplica · history < 10y (8.1y) | |||||
| VST | no aplica · history < 10y (9.9y) | |||||
| VTR | -26.3% | +1496.8% | -1523.2% | -10.8 pts | 1072 | OVERFIT |
| VTRS | -83.5% | +1568.8% | -1652.3% | antes de 1993 | 1619 | OVERFIT |
| VZ | -69.2% | +4889.1% | -4958.3% | antes de 1993 | 1565 | OVERFIT |
| WAB | -49.7% | +4137.7% | -4187.4% | -13.0 pts | 1111 | OVERFIT |
| WAT | +51.5% | +10865.4% | -10813.9% | -9.2 pts | 1181 | OVERFIT |
| WEC | +173.8% | +23656.8% | -23482.9% | antes de 1993 | 1722 | OVERFIT |
| WELL | -66.4% | +58774.1% | -58840.6% | antes de 1993 | 1767 | OVERFIT |
| WFC | -51.1% | +63452.2% | -63503.4% | antes de 1993 | 1998 | OVERFIT |
| WM | +4.8% | +8471.2% | -8466.4% | antes de 1993 | 1394 | OVERFIT |
| WMB | +83.9% | +11974.1% | -11890.2% | antes de 1993 | 1585 | OVERFIT |
| WSM | -57.3% | +69865.8% | -69923.1% | antes de 1993 | 1619 | OVERFIT |
| WST | +3139.4% | +79208.6% | -76069.2% | antes de 1993 | 1614 | MARGINAL |
| WTW | -38.4% | +1181.6% | -1220.0% | -11.3 pts | 923 | OVERFIT |
| WY | -95.5% | +1781.4% | -1876.8% | antes de 1993 | 2050 | OVERFIT |
| WYNN | -33.9% | +1217.6% | -1251.5% | -13.1 pts | 864 | OVERFIT |
| XOM | -89.5% | +183657.9% | -183747.3% | antes de 1993 | 2422 | OVERFIT |
| XYL | +30.3% | +455.0% | -424.7% | -13.4 pts | 516 | INCONCLUSIVE |
| XYZ | +136.5% | +527.5% | -391.1% | -6.4 pts | 367 | INCONCLUSIVE |
| YUM | -44.0% | +4282.5% | -4326.4% | -11.3 pts | 992 | OVERFIT |
| ZBH | -14.7% | +292.2% | -306.8% | -10.3 pts | 861 | OVERFIT |
| ZBRA | +220.2% | +8617.7% | -8397.4% | antes de 1993 | 1196 | OVERFIT |
| ZTS | -14.6% | +179.3% | -193.9% | -15.8 pts | 488 | INCONCLUSIVE |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| EUR/USD | -23.8% | -3.1% | -20.6% | -12.2 pts | 875 | OVERFIT |
| GBP/USD | -17.9% | -21.2% | +3.3% | -11.9 pts | 895 | OVERFIT |
| USD/JPY | -3.0% | +40.2% | -43.3% | -10.3 pts | 1119 | OVERFIT |
| USD/MXN | -34.3% | +49.9% | -84.2% | -12.8 pts | 880 | OVERFIT |
| AUD/USD | -14.3% | -6.6% | -7.7% | -11.9 pts | 763 | OVERFIT |
| USD/CAD | -11.7% | +1.7% | -13.4% | -11.7 pts | 926 | OVERFIT |
| USD/CHF | -43.4% | -41.4% | -2.0% | -13.6 pts | 904 | OVERFIT |
| NZD/USD | +6.8% | -8.1% | +14.9% | -10.7 pts | 853 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Bitcoin | +11157.4% | +17075.3% | -5918.0% | +17.6 pts | 576 | INCONCLUSIVE |
| Ether | no aplica · history < 10y (8.8y) | |||||
| Litecoin | +326.0% | +859.3% | -533.4% | -5.1 pts | 634 | 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% | -1347.8% | -533.4% |
| 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 | -87.7% | -87.5% | -89.5% | -54.0% | -20.6% |
| GBP/USD | -87.5% | -87.4% | -72.2% | -23.7% | +3.3% |
| USD/JPY | -136.0% | -135.6% | -120.8% | -65.1% | -43.3% |
| AUD/USD | — | — | — | — | -7.7% |
| USD/CAD | -136.7% | -136.6% | -99.4% | -61.8% | -13.4% |
| USD/CHF | -85.1% | -85.0% | -55.6% | -32.1% | -2.0% |
| NZD/USD | -82.5% | -82.5% | -83.1% | -26.4% | +14.9% |
| S&P 500 (SPY) | -454.0% | -454.0% | -441.4% | -353.7% | -3126.4% |
| Nasdaq-100 (QQQ) | -705.1% | -705.1% | -680.8% | -606.8% | -1613.5% |
| Russell 2000 (IWM) | -307.3% | -307.3% | -296.6% | -222.0% | -878.6% |
| Emergentes (EEM) | -269.1% | -269.1% | -256.0% | -198.3% | -799.4% |
| Oro (GLD) | -397.4% | -397.4% | -372.9% | -251.0% | -760.6% |
| Bonos 20 años (TLT) | -91.8% | -91.8% | -84.1% | -41.4% | -186.8% |
| AAPL | -1349.6% | -1349.6% | -1311.6% | -964.0% | -320981.3% |
| AMGN | -379.1% | -379.1% | -361.5% | -243.2% | -185689.6% |
| AMZN | -836.5% | -836.5% | -786.5% | -692.6% | -260451.6% |
| AXP | -573.8% | -573.8% | -526.4% | -441.9% | -27113.2% |
| BA | -166.5% | -166.5% | -149.8% | +412.4% | -105325.3% |
| CAT | -1513.0% | -1513.0% | -1412.8% | -1157.2% | -168327.5% |
| CRM | -339.5% | -339.5% | -316.4% | -111.8% | -5832.6% |
| CSCO | -570.4% | -570.4% | -561.0% | -493.8% | -222426.7% |
| CVX | -358.2% | -358.2% | -350.8% | -304.2% | -68096.0% |
| DIS | -114.8% | -114.8% | -102.5% | -26.0% | -183230.2% |
| GOOGL | -920.8% | -920.8% | -901.3% | -839.2% | -13069.6% |
| GS | -723.2% | -723.2% | -692.1% | -544.3% | -1876.0% |
| HD | -324.2% | -324.2% | -310.2% | -200.1% | -1984163.9% |
| HON | -280.6% | -280.6% | -264.1% | -222.6% | -21123.9% |
| IBM | -286.6% | -286.6% | -255.4% | -110.9% | -16190.8% |
| JNJ | -357.5% | -357.5% | -349.5% | -283.4% | -445091.5% |
| JPM | -742.2% | -742.2% | -727.9% | -591.1% | -34484.4% |
| KO | -293.4% | -293.4% | -280.7% | -236.3% | -199312.8% |
| MCD | -285.6% | -285.6% | -267.9% | -207.9% | -236211.7% |
| MMM | -200.3% | -200.3% | -192.5% | -127.3% | -31215.0% |
| MRK | -409.4% | -409.4% | -400.1% | -313.1% | -233295.0% |
| MSFT | -1077.0% | -1077.0% | -1063.8% | -998.4% | -858915.4% |
| NKE | -74.3% | -74.3% | -69.8% | -32.1% | -31448.2% |
| NVDA | -27586.0% | -27585.8% | -27331.7% | -26179.6% | -581861.7% |
| PG | -246.9% | -246.9% | -234.5% | -188.1% | -59748.4% |
| SHW | -449.0% | -449.0% | -435.9% | -338.2% | -231757.3% |
| TRV | -422.1% | -422.1% | -416.3% | -359.9% | -11566.7% |
| UNH | -401.4% | -401.4% | -383.8% | -307.4% | -353114.4% |
| V | -543.9% | -543.9% | -537.4% | -498.9% | -3016.1% |
| WMT | -607.6% | -607.6% | -578.7% | -538.5% | -915342.8% |
| ABNB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ADBE | -317.0% | -317.0% | -301.1% | -193.7% | -147467.0% |
| ADI | -814.6% | -814.6% | -797.5% | -729.3% | -81618.2% |
| ADP | -441.3% | -441.3% | -430.9% | -358.7% | -74272.6% |
| ADSK | -432.2% | -432.2% | -412.4% | -382.1% | -57152.0% |
| AEP | -305.4% | -305.4% | -290.5% | -238.8% | -13676.7% |
| ALAB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ALNY | -254.9% | -254.9% | -243.4% | -216.0% | -2663.8% |
| AMAT | -2817.9% | -2817.9% | -2766.7% | -2673.2% | -664686.0% |
| AMD | -16807.9% | -16807.9% | -16680.0% | -16160.3% | -14268.1% |
| 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% | -2158.7% | -2144.3% | -1989.6% | -96243.7% |
| AVGO | -3403.2% | -3403.1% | -3271.8% | -3225.2% | -32276.2% |
| AXON | -3569.4% | -3569.3% | -3488.7% | -2803.1% | -94737.1% |
| BKNG | -421.6% | -421.5% | -393.7% | -316.3% | -942.2% |
| BKR | no aplica | no aplica | no aplica | no aplica | -1023.1% |
| CCEP | -415.8% | -415.8% | -395.3% | -327.1% | -7100.8% |
| CDNS | -1658.0% | -1658.0% | -1637.5% | -1448.5% | -16892.3% |
| CEG | no aplica | no aplica | no aplica | no aplica | no aplica |
| CMCSA | -135.8% | -135.8% | -130.9% | -111.5% | -47088.6% |
| COST | -707.4% | -707.4% | -680.9% | -570.3% | -12777.8% |
| CPRT | -700.6% | -700.6% | -666.9% | -467.9% | -20585.5% |
| CRWD | no aplica | no aplica | no aplica | no aplica | no aplica |
| CSX | -696.6% | -696.6% | -687.7% | -588.1% | -40514.4% |
| CTAS | -1031.2% | -1031.2% | -1009.9% | -808.1% | -122877.3% |
| 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% | -462.8% | -454.5% | -353.3% | -578.4% |
| EA | — | — | — | — | no aplica |
| EXC | -318.9% | -318.9% | -309.7% | -264.2% | -17748.5% |
| FANG | -393.3% | -393.3% | -372.0% | -267.8% | -1369.9% |
| FAST | -656.9% | -656.9% | -647.2% | -578.0% | -260010.3% |
| FER | no aplica | no aplica | no aplica | no aplica | -557.2% |
| FTNT | -2745.6% | -2745.6% | -2728.8% | -2585.5% | -10119.9% |
| GEHC | no aplica | no aplica | no aplica | no aplica | no aplica |
| GILD | -214.0% | -214.0% | -211.2% | -177.0% | -33565.7% |
| HONA | no aplica | no aplica | no aplica | no aplica | no aplica |
| IDXX | -780.4% | -780.3% | -771.6% | -619.4% | -58153.4% |
| INTC | -333.1% | -333.1% | -319.8% | -228.5% | -49259.1% |
| INTU | -414.2% | -414.2% | -399.0% | -349.3% | -15431.8% |
| ISRG | -612.6% | -612.6% | -597.0% | -531.5% | -17854.7% |
| KHC | -56.8% | -56.8% | -52.9% | -25.5% | -14.5% |
| KLAC | -3063.6% | -3063.6% | -3035.9% | -2874.6% | -289457.4% |
| LIN | no aplica | no aplica | no aplica | no aplica | -10848.3% |
| LITE | -4008.1% | -4008.1% | -3991.1% | -3707.8% | -4626.6% |
| LRCX | -4481.4% | -4481.4% | -4462.0% | -4207.3% | -159883.0% |
| MAR | -594.3% | -594.3% | -566.7% | -434.5% | -2513.2% |
| MCHP | -391.6% | -391.6% | -376.1% | -230.7% | -42038.7% |
| MDLZ | -182.0% | -182.0% | -172.5% | -134.3% | -522.2% |
| MELI | -1800.1% | -1800.1% | -1743.6% | -1577.3% | -6377.3% |
| META | -570.4% | -570.4% | -557.2% | -450.9% | -1473.1% |
| MNST | -194.8% | -194.8% | -190.7% | -113.3% | -61297.1% |
| MPWR | -2250.5% | -2250.4% | -2237.7% | -2193.4% | -14476.1% |
| MRVL | -2679.8% | -2679.8% | -2661.2% | -2439.0% | -1521.1% |
| MSTR | -743.9% | -743.9% | -544.1% | +709.5% | +13437.4% |
| MU | -6675.8% | -6675.8% | -6521.1% | -6253.5% | -70061.6% |
| NFLX | -743.2% | -743.2% | -718.3% | -580.7% | -66191.3% |
| NXPI | -300.5% | -300.5% | -292.5% | -272.8% | -1686.8% |
| ODFL | -1063.8% | -1063.8% | -1034.0% | -837.3% | -36542.2% |
| ORLY | -539.4% | -539.4% | -519.2% | -427.7% | -54757.3% |
| PANW | -1299.9% | -1299.9% | -1231.9% | -876.7% | -3839.7% |
| PCAR | -580.1% | -580.1% | -572.9% | -519.0% | -56784.4% |
| PDD | no aplica | no aplica | no aplica | no aplica | no aplica |
| PEP | -196.8% | -196.8% | -191.0% | -151.1% | -37839.5% |
| PLTR | no aplica | no aplica | no aplica | no aplica | no aplica |
| PYPL | -155.8% | -155.8% | -150.7% | -102.9% | -95.0% |
| QCOM | -438.6% | -438.6% | -423.2% | -318.4% | -50449.1% |
| REGN | -155.2% | -155.2% | -149.2% | -100.4% | -3780.9% |
| ROP | -244.2% | -244.2% | -237.9% | -188.3% | -25859.8% |
| ROST | -465.7% | -465.7% | -456.1% | -385.3% | -55205.6% |
| SBUX | -232.0% | -232.0% | -225.1% | -158.2% | -42922.2% |
| SHOP | -5944.8% | -5944.6% | -5337.4% | -5473.8% | -8334.7% |
| SNDK | no aplica | no aplica | no aplica | no aplica | no aplica |
| SNPS | -985.3% | -985.3% | -954.1% | -906.3% | -5575.4% |
| STX | -3652.5% | -3652.5% | -3594.6% | -3468.8% | -8090.3% |
| TER | -1857.0% | -1857.0% | -1830.1% | -1451.6% | -29862.9% |
| TMUS | -489.7% | -489.7% | -480.3% | -448.1% | -352.7% |
| TRI | -362.7% | -362.7% | -345.6% | -245.2% | -591.4% |
| TSLA | -2341.6% | -2341.5% | -1836.8% | -519.0% | -17966.5% |
| TTWO | -688.9% | -688.9% | -681.5% | -645.2% | -5533.1% |
| TXN | -637.7% | -637.7% | -633.2% | -589.8% | -38103.1% |
| VRTX | -440.8% | -440.8% | -431.1% | -387.3% | -11941.2% |
| WBD | no aplica | no aplica | no aplica | no aplica | +32.8% |
| WDAY | -263.3% | -263.3% | -250.3% | -165.9% | -331.3% |
| WDC | -1171.5% | -1171.5% | -1103.1% | -824.4% | -62792.4% |
| XEL | -295.9% | -295.9% | -285.8% | -202.2% | -7317.1% |
| KDP | -278.1% | -278.1% | -263.5% | -207.1% | -905.8% |
| USD/MXN | -135.0% | -134.9% | -143.7% | -94.1% | -84.2% |
| Bitcoin | -18084.8% | -18084.8% | -18084.8% | -18059.0% | -5918.0% |
| Ether | — | — | — | — | no aplica |
2 / 472 · contra el s&p 500 en la misma ventana: 6 / 472
| Parámetros | Rendimiento | Sharpe | Caída máx. | Vs. índice |
|---|---|---|---|---|
| er_period 10, fast_sc 2, slow_sc 30 | -45.4% | -0.46 | -71.6% | -3126.4% |
| er_period 5, fast_sc 2, slow_sc 30 | -65.3% | -0.55 | -79.0% | -3146.4% |
| er_period 20, fast_sc 2, slow_sc 30 | 43.8% | -0.21 | -49.0% | -3037.2% |
| er_period 10, fast_sc 4, slow_sc 20 | 273.7% | 0.05 | -38.1% | -2807.3% |
Una regla que solo funciona con los números exactos del libro y muere un paso más allá no es una ventaja: es suerte.
Walk-forward: OVERFIT · 0%
Sharpe deflactado: 0.09 (< 0.95)
Suite de robustez: MODERATE
Por mitades: Primera mitad no batió (-56.0% vs +237.3%); Segunda mitad no batió (+24.0% vs +843.1%).
5 fold(s) scored; 0% within the robust degradation band [0.5, 1.5].
Mean OOS/IS Sharpe degradation = 0.
Deflated Sharpe 0.0905 < 0.95 — edge does not clear the multiple-trials selection-bias hurdle.
Calculado el 2026-09-10 · periodo: cada activo desde su primera vela (1962-01-01 a 2026-08-31) · costos por ida y vuelta: acciones e índice 10 pb, divisas 2 pb, cripto 30 pb · artefacto 6540eaf5c46b · 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 21 mercados
Finaxion Research (2026). La media adaptativa de Kaufman (KAMA): funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 6540eaf5c46b. https://finaxion.app/research/kama