Funciona en pocos mercados
Su terreno: cripto, en 4 horas, comprando varios activos en señal — bate en 19 de 961 combinaciones.
Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.
El cruce del MACD (12/26/9) 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 acciones sueltas bate en 12 de 904. De los 11 mercados diarios donde bate, 5 aguantan fuera de muestra (45%), y ningún parámetro vecino bate al índice, lo que indica que el ajuste publicado es un punto, no una zona. El desempeño mejora al alargar la vela: en 5 minutos bate en 0 de 118, y en 4 horas, en 6 de 118; su mejor mercado diario es BTC/USD con +25,1 puntos al año sobre el S&P 500 en 12 años y 291 operaciones, y su peor mercado diario es KHC con -21,2 puntos al año frente al S&P 500.
Hallazgos derivados del panel completo. Cada uno lleva su número y su denominador; los cálculos son reproducibles con el artefacto 71812b470df2.
«Cuando la línea MACD cruza por encima de su señal, el momentum cambia a alcista: compra. Cuando cruza por debajo, vende.»
Largo mientras la línea MACD(12,26) esté por encima de su señal(9); fuera cuando esté por debajo. Ejecución al cierre siguiente.
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +108.9% | +3081.0% | -2972.2% | -8.6 pts | 714 | OVERFIT |
| Nasdaq-100 (QQQ) | -20.5% | +1565.8% | -1586.3% | -9.4 pts | 560 | OVERFIT |
| Russell 2000 (IWM) | +117.5% | +801.9% | -684.4% | -5.7 pts | 540 | OVERFIT |
| Emergentes (EEM) | +32.4% | +830.9% | -798.6% | -10.4 pts | 477 | OVERFIT |
| Oro (GLD) | +188.3% | +820.3% | -632.0% | -6.0 pts | 435 | OVERFIT |
| Bonos 20 años (TLT) | -16.3% | +131.2% | -147.5% | -12.0 pts | 479 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) (30 · máx. 10) | +486.9% | +3081.0% | -2594.1% | -5.4 pts | 12168 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) (98 · máx. 20) | +14714.1% | +3081.0% | +11633.1% | +5.2 pts | 26597 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) (498 · máx. 25) | +95.0% | +3081.0% | -2986.1% | -8.8 pts | 36740 | — |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| AAPL | +8500.3% | +322813.1% | -314312.7% | antes de 1993 | 871 | OVERFIT |
| AMGN | +3017.2% | +187272.6% | -184255.3% | antes de 1993 | 859 | MARGINAL |
| AMZN | +2257.1% | +265196.1% | -262939.0% | +1.7 pts | 588 | OVERFIT |
| AXP | -82.3% | +27029.4% | -27111.7% | antes de 1993 | 1122 | OVERFIT |
| BA | +2701.2% | +108724.7% | -106023.5% | antes de 1993 | 1280 | MARGINAL |
| CAT | +2836.6% | +172708.3% | -169871.7% | antes de 1993 | 1254 | OVERFIT |
| CRM | +387.9% | +5992.9% | -5605.1% | -3.5 pts | 443 | OVERFIT |
| CSCO | +234.0% | +222956.6% | -222722.6% | antes de 1993 | 744 | OVERFIT |
| CVX | +202.7% | +68037.6% | -67834.9% | antes de 1993 | 1312 | OVERFIT |
| DIS | +1029.7% | +189847.3% | -188817.5% | antes de 1993 | 1307 | OVERFIT |
| GOOGL | +511.2% | +13534.3% | -13023.1% | -2.7 pts | 446 | OVERFIT |
| GS | -6.6% | +2027.1% | -2033.7% | -8.7 pts | 563 | OVERFIT |
| HD | +797.6% | +1985758.9% | -1984961.3% | antes de 1993 | 930 | OVERFIT |
| HON | +2.1% | +21058.8% | -21056.8% | antes de 1993 | 1336 | OVERFIT |
| IBM | +14369.2% | +16203.8% | -1834.6% | antes de 1993 | 1173 | MARGINAL |
| JNJ | +121.0% | +445196.6% | -445075.6% | antes de 1993 | 1323 | OVERFIT |
| JPM | +262.7% | +34522.5% | -34259.8% | antes de 1993 | 938 | OVERFIT |
| KO | +10.9% | +199349.6% | -199338.7% | antes de 1993 | 1348 | OVERFIT |
| MCD | +286.5% | +236707.0% | -236420.4% | antes de 1993 | 1256 | OVERFIT |
| MMM | +154.9% | +31160.0% | -31005.0% | antes de 1993 | 1302 | OVERFIT |
| MRK | +188.2% | +233375.1% | -233186.9% | antes de 1993 | 1319 | OVERFIT |
| MSFT | +3034.9% | +859506.0% | -856471.1% | antes de 1993 | 794 | OVERFIT |
| NKE | +954.9% | +32003.7% | -31048.8% | antes de 1993 | 872 | OVERFIT |
| NVDA | +3527.5% | +587720.8% | -584193.3% | +5.2 pts | 546 | MARGINAL |
| PG | +29.0% | +59706.6% | -59677.6% | antes de 1993 | 1368 | OVERFIT |
| SHW | +179.9% | +231766.6% | -231586.6% | antes de 1993 | 980 | OVERFIT |
| TRV | +662.0% | +12287.7% | -11625.7% | antes de 1993 | 978 | OVERFIT |
| UNH | +2700.6% | +353381.4% | -350680.8% | antes de 1993 | 847 | OVERFIT |
| V | -18.7% | +2961.1% | -2979.8% | -13.2 pts | 395 | INCONCLUSIVE |
| WMT | +699.6% | +915365.3% | -914665.7% | antes de 1993 | 1088 | OVERFIT |
| ABNB | no aplica · history < 10y (5.7y) | |||||
| ADBE | +38.2% | +147731.1% | -147692.9% | antes de 1993 | 817 | OVERFIT |
| ADI | +80.7% | +81534.0% | -81453.3% | antes de 1993 | 946 | OVERFIT |
| ADP | +22.9% | +74205.9% | -74183.0% | antes de 1993 | 981 | OVERFIT |
| ADSK | +306.3% | +58084.6% | -57778.2% | antes de 1993 | 853 | OVERFIT |
| AEP | +821.6% | +13797.6% | -12976.0% | antes de 1993 | 1286 | OVERFIT |
| ALAB | no aplica · history < 10y (2.4y) | |||||
| ALNY | +3312.6% | +3338.4% | -25.8% | +6.2 pts | 405 | OVERFIT |
| AMAT | +493.1% | +664974.8% | -664481.7% | antes de 1993 | 944 | OVERFIT |
| AMD | +7552.5% | +14863.3% | -7310.8% | antes de 1993 | 894 | MARGINAL |
| APP | no aplica · history < 10y (5.4y) | |||||
| ARM | no aplica · history < 10y (3.0y) | |||||
| ASML | +933.6% | +96277.5% | -95343.9% | -3.3 pts | 644 | MARGINAL |
| AVGO | +548.0% | +32512.1% | -31964.0% | -3.1 pts | 350 | INCONCLUSIVE |
| AXON | +28656.4% | +123065.2% | -94408.8% | +15.7 pts | 430 | OVERFIT |
| BKNG | -2.0% | +922.2% | -924.2% | -8.7 pts | 548 | OVERFIT |
| BKR | -41.0% | +933.9% | -974.8% | antes de 1993 | 820 | OVERFIT |
| CCEP | +874.9% | +7081.8% | -6206.9% | antes de 1993 | 772 | OVERFIT |
| CDNS | +79.5% | +16839.0% | -16759.5% | antes de 1993 | 787 | MARGINAL |
| CEG | no aplica · history < 10y (4.6y) | |||||
| CMCSA | +21.2% | +47049.9% | -47028.6% | antes de 1993 | 957 | OVERFIT |
| COST | +92.5% | +12800.7% | -12708.2% | antes de 1993 | 838 | OVERFIT |
| CPRT | +1455.5% | +21554.9% | -20099.5% | -2.1 pts | 635 | MARGINAL |
| CRWD | no aplica · history < 10y (7.2y) | |||||
| CSX | +88.8% | +40426.1% | -40337.3% | antes de 1993 | 959 | OVERFIT |
| CTAS | +1383.3% | +123411.3% | -122028.0% | antes de 1993 | 848 | OVERFIT |
| DASH | no aplica · history < 10y (5.7y) | |||||
| DDOG | no aplica · history < 10y (6.9y) | |||||
| DXCM | +1266.5% | +3002.6% | -1736.1% | +1.8 pts | 418 | OVERFIT |
| EA | no aplica · history < 10y (9.0y) | |||||
| EXC | +150.6% | +17730.6% | -17580.0% | antes de 1993 | 1082 | OVERFIT |
| FANG | +116.6% | +1406.8% | -1290.2% | -9.1 pts | 292 | INCONCLUSIVE |
| FAST | +3040.2% | +262350.7% | -259310.4% | antes de 1993 | 776 | OVERFIT |
| FER | -18.6% | +593.7% | -612.3% | -16.3 pts | 246 | INCONCLUSIVE |
| FTNT | +104.8% | +10184.6% | -10079.8% | -9.8 pts | 353 | INCONCLUSIVE |
| GEHC | no aplica · history < 10y (3.7y) | |||||
| GILD | -49.2% | +33594.8% | -33644.0% | antes de 1993 | 751 | OVERFIT |
| HONA | no aplica · history < 10y (0.2y) | |||||
| IDXX | +504.1% | +58789.5% | -58285.4% | antes de 1993 | 704 | OVERFIT |
| INTC | +212.8% | +49216.9% | -49004.0% | antes de 1993 | 928 | OVERFIT |
| INTU | +229.3% | +15430.2% | -15200.8% | -7.2 pts | 700 | OVERFIT |
| ISRG | +439.7% | +18484.9% | -18045.2% | -1.8 pts | 538 | OVERFIT |
| KDP | +59.9% | +1090.2% | -1030.3% | -9.2 pts | 397 | INCONCLUSIVE |
| KHC | -55.0% | -42.2% | -12.8% | -21.2 pts | 232 | INCONCLUSIVE |
| KLAC | -26.5% | +289399.1% | -289425.6% | antes de 1993 | 952 | OVERFIT |
| LIN | -42.6% | +10777.0% | -10819.6% | antes de 1993 | 713 | OVERFIT |
| LITE | +81.1% | +5280.9% | -5199.8% | -8.7 pts | 209 | INCONCLUSIVE |
| LRCX | -12.8% | +159814.6% | -159827.3% | antes de 1993 | 888 | OVERFIT |
| MAR | +371.3% | +2539.5% | -2168.2% | -3.3 pts | 567 | MARGINAL |
| MCHP | -33.4% | +41961.5% | -41995.0% | -12.0 pts | 700 | OVERFIT |
| MDLZ | +58.3% | +461.4% | -403.1% | -7.6 pts | 528 | OVERFIT |
| MELI | +425.8% | +6911.0% | -6485.2% | -2.0 pts | 381 | INCONCLUSIVE |
| META | +39.1% | +1410.2% | -1371.1% | -12.9 pts | 295 | INCONCLUSIVE |
| MNST | +9000.5% | +61968.9% | -52968.4% | antes de 1993 | 859 | MARGINAL |
| MPWR | +1129.4% | +15002.1% | -13872.8% | +1.2 pts | 428 | OVERFIT |
| MRVL | -38.3% | +1645.0% | -1683.3% | -10.3 pts | 529 | OVERFIT |
| MSTR | +43486.3% | +1158.6% | +42327.7% | +15.1 pts | 509 | MARGINAL |
| MU | +1987.8% | +70877.8% | -68890.0% | antes de 1993 | 849 | MARGINAL |
| NFLX | +500.0% | +67643.2% | -67143.2% | -2.6 pts | 481 | OVERFIT |
| NXPI | +139.3% | +1721.2% | -1581.8% | -9.1 pts | 323 | INCONCLUSIVE |
| ODFL | -17.6% | +36444.7% | -36462.3% | antes de 1993 | 792 | OVERFIT |
| ORLY | +516.2% | +55255.7% | -54739.5% | -5.3 pts | 706 | MARGINAL |
| PANW | +379.8% | +4215.4% | -3835.6% | -3.2 pts | 266 | INCONCLUSIVE |
| PCAR | +2394.3% | +57106.4% | -54712.1% | antes de 1993 | 904 | MARGINAL |
| PDD | no aplica · history < 10y (8.1y) | |||||
| PEP | -48.2% | +37760.7% | -37808.9% | antes de 1993 | 1159 | OVERFIT |
| PLTR | no aplica · history < 10y (5.9y) | |||||
| PYPL | -38.5% | +44.7% | -83.2% | -18.6 pts | 228 | INCONCLUSIVE |
| QCOM | +344.8% | +50430.1% | -50085.3% | antes de 1993 | 703 | OVERFIT |
| REGN | +1541.8% | +3718.3% | -2176.5% | antes de 1993 | 704 | OVERFIT |
| ROP | +59.2% | +26003.6% | -25944.4% | antes de 1993 | 741 | OVERFIT |
| ROST | +428.7% | +55801.1% | -55372.4% | antes de 1993 | 866 | MARGINAL |
| SBUX | -67.9% | +43019.5% | -43087.5% | antes de 1993 | 753 | OVERFIT |
| SHOP | +103.1% | +8568.8% | -8465.7% | -7.4 pts | 238 | INCONCLUSIVE |
| SNDK | no aplica · history < 10y (1.5y) | |||||
| SNPS | -41.8% | +5482.1% | -5523.9% | antes de 1993 | 699 | OVERFIT |
| STX | +8557.5% | +15614.6% | -7057.1% | +9.3 pts | 436 | MARGINAL |
| TER | -39.8% | +31309.8% | -31349.6% | antes de 1993 | 1090 | OVERFIT |
| TMUS | -76.2% | +318.0% | -394.2% | -18.1 pts | 407 | INCONCLUSIVE |
| TRI | +29.2% | +578.4% | -549.2% | -9.6 pts | 500 | OVERFIT |
| TSLA | +12238.1% | +23002.8% | -10764.6% | +19.6 pts | 317 | INCONCLUSIVE |
| TTWO | +207.7% | +5509.7% | -5302.0% | -6.2 pts | 586 | OVERFIT |
| TXN | +112.3% | +38040.6% | -37928.3% | antes de 1993 | 1094 | OVERFIT |
| VRTX | +608.1% | +12000.4% | -11392.3% | antes de 1993 | 703 | MARGINAL |
| WBD | +47.2% | +302.2% | -254.9% | -9.3 pts | 409 | OVERFIT |
| WDAY | -6.6% | +305.5% | -312.1% | -15.3 pts | 294 | INCONCLUSIVE |
| WDC | +12850.9% | +66202.2% | -53351.3% | antes de 1993 | 941 | GENERALIZED |
| XEL | +477.8% | +7388.9% | -6911.1% | antes de 1993 | 1086 | OVERFIT |
| A | +7.8% | +486.3% | -478.5% | -8.1 pts | 525 | OVERFIT |
| ABBV | +87.6% | +1156.0% | -1068.4% | -10.1 pts | 273 | INCONCLUSIVE |
| ABT | -75.5% | +62056.2% | -62131.7% | antes de 1993 | 1028 | OVERFIT |
| ACGL | +7.7% | +4268.0% | -4260.3% | -10.3 pts | 665 | OVERFIT |
| ACN | +106.0% | +1726.5% | -1620.5% | -6.6 pts | 509 | OVERFIT |
| ADM | -63.7% | +9265.6% | -9329.3% | antes de 1993 | 972 | OVERFIT |
| AEE | +175.9% | +813.9% | -638.1% | -5.7 pts | 562 | OVERFIT |
| AES | +175.5% | +647.5% | -472.0% | antes de 1993 | 748 | OVERFIT |
| AFL | +768.9% | +205848.4% | -205079.5% | antes de 1993 | 982 | OVERFIT |
| AIG | -18.8% | +468.3% | -487.0% | antes de 1993 | 1096 | OVERFIT |
| AIZ | +150.7% | +1585.5% | -1434.8% | -6.7 pts | 476 | OVERFIT |
| AJG | +2734.4% | +41899.5% | -39165.1% | antes de 1993 | 841 | OVERFIT |
| AKAM | -49.4% | -25.2% | -24.2% | -11.0 pts | 508 | OVERFIT |
| ALB | +153.8% | +3091.3% | -2937.5% | -8.0 pts | 651 | OVERFIT |
| ALGN | +171.9% | +846.9% | -675.0% | -4.9 pts | 486 | MARGINAL |
| ALL | -28.3% | +3674.2% | -3702.5% | -11.8 pts | 728 | OVERFIT |
| ALLE | +68.8% | +265.9% | -197.2% | -9.8 pts | 262 | INCONCLUSIVE |
| AMCR | -10.7% | +100.6% | -111.3% | -15.8 pts | 266 | INCONCLUSIVE |
| AME | +193.8% | +25325.0% | -25131.2% | antes de 1993 | 866 | OVERFIT |
| AMP | +229.2% | +2154.1% | -1924.9% | -5.3 pts | 426 | OVERFIT |
| AMT | +13.9% | +1310.2% | -1296.2% | -8.6 pts | 571 | OVERFIT |
| ANET | +77.1% | +5592.8% | -5515.7% | -8.9 pts | 254 | INCONCLUSIVE |
| AON | -2.1% | +29815.0% | -29817.1% | antes de 1993 | 958 | OVERFIT |
| AOS | +1042.5% | +13924.9% | -12882.4% | antes de 1993 | 858 | MARGINAL |
| APA | -8.0% | +2417.2% | -2425.2% | antes de 1993 | 948 | OVERFIT |
| APD | +37.1% | +20722.2% | -20685.0% | antes de 1993 | 970 | OVERFIT |
| APH | +2817.4% | +146951.6% | -144134.2% | antes de 1993 | 674 | MARGINAL |
| APO | +484.9% | +1845.9% | -1360.9% | -1.8 pts | 296 | INCONCLUSIVE |
| APTV | +52.9% | +174.0% | -121.1% | -12.3 pts | 310 | INCONCLUSIVE |
| ARE | +190.5% | +624.3% | -433.8% | -5.9 pts | 585 | OVERFIT |
| ARES | +196.4% | +1191.9% | -995.4% | -4.7 pts | 236 | INCONCLUSIVE |
| ATO | +75.5% | +13696.4% | -13620.9% | antes de 1993 | 930 | OVERFIT |
| AVB | -21.1% | +42.3% | -63.4% | -17.5 pts | 216 | INCONCLUSIVE |
| AVY | +207.8% | +8544.4% | -8336.6% | antes de 1993 | 1076 | OVERFIT |
| AWK | +34.0% | +950.9% | -916.9% | -10.2 pts | 400 | INCONCLUSIVE |
| AZO | +417.5% | +40631.8% | -40214.3% | antes de 1993 | 730 | OVERFIT |
| BAC | +696.9% | +4053.1% | -3356.2% | antes de 1993 | 1014 | OVERFIT |
| BALL | +1287.7% | +49568.6% | -48280.9% | antes de 1993 | 1081 | OVERFIT |
| BAX | -94.4% | +1778.4% | -1872.8% | antes de 1993 | 940 | OVERFIT |
| BBY | +1028.6% | +89506.6% | -88478.1% | antes de 1993 | 822 | OVERFIT |
| BDX | +199.2% | +21440.4% | -21241.2% | antes de 1993 | 1060 | OVERFIT |
| BEN | +2921.1% | +130378.8% | -127457.7% | antes de 1993 | 848 | MARGINAL |
| BF-B | +1056.9% | +14873.5% | -13816.6% | antes de 1993 | 906 | OVERFIT |
| BG | +91.9% | +1105.5% | -1013.6% | -6.9 pts | 497 | OVERFIT |
| BIIB | +62.9% | +6832.8% | -6769.9% | antes de 1993 | 709 | OVERFIT |
| BLDR | +85.6% | +393.7% | -308.1% | -8.2 pts | 430 | OVERFIT |
| BLK | +221.8% | +13724.5% | -13502.7% | -4.3 pts | 560 | OVERFIT |
| BMY | -61.1% | +23662.6% | -23723.7% | antes de 1993 | 1153 | OVERFIT |
| BNY | +338.2% | +32230.3% | -31892.1% | antes de 1993 | 1044 | OVERFIT |
| BR | +252.7% | +1234.2% | -981.6% | -4.3 pts | 375 | INCONCLUSIVE |
| BRK-B | +84.7% | +2072.5% | -1987.8% | -8.3 pts | 626 | OVERFIT |
| BRO | +1214.5% | +76212.8% | -74998.2% | antes de 1993 | 940 | OVERFIT |
| BSX | -70.4% | +1028.2% | -1098.6% | antes de 1993 | 712 | OVERFIT |
| BX | +343.7% | +1023.3% | -679.6% | -2.8 pts | 348 | INCONCLUSIVE |
| BXP | -15.4% | +888.9% | -904.3% | -10.1 pts | 629 | OVERFIT |
| C | -40.3% | +1897.9% | -1938.2% | antes de 1993 | 980 | OVERFIT |
| CAH | +1356.5% | +39284.8% | -37928.2% | antes de 1993 | 846 | OVERFIT |
| CARR | no aplica · history < 10y (6.5y) | |||||
| CASY | +376.0% | +80461.2% | -80085.2% | antes de 1993 | 858 | OVERFIT |
| CB | +172.9% | +6587.6% | -6414.7% | -7.8 pts | 712 | OVERFIT |
| CBOE | +126.0% | +1060.1% | -934.0% | -9.4 pts | 363 | INCONCLUSIVE |
| CBRE | -9.4% | +2283.8% | -2293.2% | -11.4 pts | 448 | OVERFIT |
| CCI | +122.5% | +899.9% | -777.4% | -6.1 pts | 563 | OVERFIT |
| CCL | +1455.5% | +1154.4% | +301.1% | antes de 1993 | 750 | OVERFIT |
| CDW | +101.3% | +858.2% | -756.9% | -9.0 pts | 251 | INCONCLUSIVE |
| CF | +356.1% | +5815.9% | -5459.8% | -3.6 pts | 447 | OVERFIT |
| CFG | +54.0% | +349.9% | -295.9% | -10.1 pts | 248 | INCONCLUSIVE |
| CHD | +665.7% | +93736.5% | -93070.8% | antes de 1993 | 951 | OVERFIT |
| CHRW | +42.5% | +4307.6% | -4265.2% | -8.1 pts | 601 | OVERFIT |
| CHTR | -19.1% | +335.5% | -354.7% | -15.4 pts | 326 | INCONCLUSIVE |
| CI | +57.6% | +12980.8% | -12923.2% | antes de 1993 | 891 | OVERFIT |
| CIEN | -5.3% | +195.6% | -200.9% | -10.0 pts | 589 | OVERFIT |
| CINF | +4114.4% | +41545.9% | -37431.5% | antes de 1993 | 885 | OVERFIT |
| CL | -81.4% | +20919.0% | -21000.4% | antes de 1993 | 1160 | OVERFIT |
| CLX | +170.3% | +6184.2% | -6013.9% | antes de 1993 | 1068 | OVERFIT |
| CME | +426.7% | +6884.2% | -6457.5% | -4.1 pts | 475 | OVERFIT |
| CMG | +111.8% | +4221.6% | -4109.8% | -7.4 pts | 419 | OVERFIT |
| CMI | +6405.2% | +28968.2% | -22563.1% | antes de 1993 | 1040 | MARGINAL |
| CMS | +77.0% | +630.8% | -553.8% | antes de 1993 | 1058 | OVERFIT |
| CNC | +49.5% | +4388.8% | -4339.3% | -8.4 pts | 506 | OVERFIT |
| CNP | +922.9% | +13998.0% | -13075.1% | antes de 1993 | 1298 | OVERFIT |
| COF | +31.3% | +5724.6% | -5693.3% | -10.3 pts | 656 | OVERFIT |
| COHR | +853.0% | +68288.9% | -67435.9% | antes de 1993 | 778 | MARGINAL |
| COIN | no aplica · history < 10y (5.4y) | |||||
| COO | +454.6% | +879.8% | -425.2% | antes de 1993 | 884 | OVERFIT |
| COP | +73.5% | +13561.7% | -13488.2% | antes de 1993 | 929 | OVERFIT |
| COR | +853.5% | +17062.1% | -16208.5% | -3.5 pts | 641 | OVERFIT |
| CPAY | +210.4% | +1383.7% | -1173.2% | -6.8 pts | 286 | INCONCLUSIVE |
| CPT | +140.5% | +2453.9% | -2313.4% | -8.2 pts | 674 | OVERFIT |
| CRH | -46.5% | +7617.9% | -7664.4% | antes de 1993 | 755 | OVERFIT |
| CRL | -10.8% | +1210.2% | -1221.0% | -8.9 pts | 510 | OVERFIT |
| CSGP | +887.9% | +3390.6% | -2502.7% | -0.4 pts | 565 | OVERFIT |
| CTSH | +897.4% | +35498.3% | -34600.8% | -0.5 pts | 551 | MARGINAL |
| CTVA | no aplica · history < 10y (7.3y) | |||||
| CVNA | no aplica · history < 10y (9.3y) | |||||
| CVS | -35.7% | +15658.6% | -15694.3% | antes de 1993 | 1094 | OVERFIT |
| D | +245.0% | +17762.4% | -17517.4% | antes de 1993 | 958 | OVERFIT |
| DAL | +215.1% | +339.1% | -124.0% | -4.7 pts | 370 | INCONCLUSIVE |
| DD | +150.3% | +10113.6% | -9963.3% | antes de 1993 | 1092 | OVERFIT |
| DE | -38.7% | +101089.1% | -101127.8% | antes de 1993 | 1161 | OVERFIT |
| DECK | -92.0% | +7024.7% | -7116.7% | -18.2 pts | 730 | OVERFIT |
| DELL | +336.5% | +4059.8% | -3723.2% | +0.7 pts | 196 | INCONCLUSIVE |
| DG | +28.7% | +550.3% | -521.6% | -12.8 pts | 328 | INCONCLUSIVE |
| DGX | +307.8% | +9626.0% | -9318.2% | -5.3 pts | 550 | OVERFIT |
| DHI | +20.5% | +13111.0% | -13090.5% | antes de 1993 | 723 | OVERFIT |
| DHR | +467.1% | +483557.2% | -483090.2% | antes de 1993 | 987 | OVERFIT |
| DLR | -13.6% | +3540.7% | -3554.3% | -11.8 pts | 468 | OVERFIT |
| DLTR | +19.1% | +10731.5% | -10712.4% | -10.5 pts | 658 | OVERFIT |
| DOC | +151.4% | +6136.8% | -5985.5% | antes de 1993 | 831 | OVERFIT |
| DOV | +1180.9% | +29264.8% | -28083.9% | antes de 1993 | 910 | OVERFIT |
| DOW | no aplica · history < 10y (7.4y) | |||||
| DPZ | +378.8% | +5638.6% | -5259.8% | -3.8 pts | 442 | OVERFIT |
| DRI | +29.2% | +6998.7% | -6969.5% | -10.0 pts | 674 | OVERFIT |
| DTE | +348.0% | +35264.3% | -34916.3% | antes de 1993 | 1350 | OVERFIT |
| DUK | +391.0% | +16239.0% | -15848.0% | antes de 1993 | 960 | OVERFIT |
| DVA | +99.9% | +4219.3% | -4119.3% | -8.3 pts | 599 | OVERFIT |
| DVN | +151.9% | +1411.9% | -1260.0% | antes de 1993 | 797 | MARGINAL |
| EBAY | +863.9% | +14035.1% | -13171.2% | -0.8 pts | 537 | MARGINAL |
| ECHO | -28.3% | +227.3% | -255.6% | -13.1 pts | 369 | INCONCLUSIVE |
| ECL | +86.6% | +20174.1% | -20087.5% | antes de 1993 | 1115 | OVERFIT |
| ED | +6831.4% | +45081.6% | -38250.2% | antes de 1993 | 1207 | OVERFIT |
| EFX | +404.3% | +77234.4% | -76830.1% | antes de 1993 | 957 | OVERFIT |
| EG | -4.7% | +2975.7% | -2980.5% | -10.8 pts | 657 | OVERFIT |
| EIX | +4695.3% | +14610.5% | -9915.3% | antes de 1993 | 1031 | OVERFIT |
| EL | -19.4% | +1551.3% | -1570.8% | -11.2 pts | 625 | OVERFIT |
| ELV | +62.2% | +2326.9% | -2264.6% | -8.3 pts | 519 | OVERFIT |
| EME | +1715.5% | +59203.5% | -57488.0% | -1.6 pts | 628 | OVERFIT |
| EMR | -45.9% | +19839.1% | -19885.0% | antes de 1993 | 1114 | OVERFIT |
| EOG | +114.5% | +9279.7% | -9165.2% | antes de 1993 | 754 | OVERFIT |
| EQIX | +110.0% | +240.5% | -130.5% | -5.5 pts | 509 | MARGINAL |
| EQR | +38.1% | +44.2% | -6.1% | -11.9 pts | 186 | INCONCLUSIVE |
| EQT | +175.4% | +19557.1% | -19381.7% | antes de 1993 | 961 | OVERFIT |
| ERIE | +238.3% | +3362.8% | -3124.6% | -6.6 pts | 634 | OVERFIT |
| ES | +420.8% | +2960.1% | -2539.3% | antes de 1993 | 1090 | OVERFIT |
| ESS | +98.3% | +5274.8% | -5176.5% | -8.9 pts | 666 | OVERFIT |
| ETN | +8395.1% | +116541.5% | -108146.3% | antes de 1993 | 1040 | MARGINAL |
| ETR | +311.9% | +19797.9% | -19486.0% | antes de 1993 | 1135 | OVERFIT |
| EVRG | -30.9% | +5086.7% | -5117.6% | antes de 1993 | 1128 | OVERFIT |
| EW | +150.6% | +6500.0% | -6349.4% | -4.7 pts | 526 | OVERFIT |
| EXE | no aplica · history < 10y (5.6y) | |||||
| EXPD | +5349.4% | +148324.6% | -142975.2% | antes de 1993 | 867 | OVERFIT |
| EXPE | +211.4% | +916.1% | -704.7% | -5.5 pts | 404 | OVERFIT |
| EXR | +132.2% | +2698.9% | -2566.8% | -7.4 pts | 462 | OVERFIT |
| F | +322.7% | +6752.4% | -6429.7% | antes de 1993 | 1096 | OVERFIT |
| FCX | +602.5% | +1061.6% | -459.1% | -4.2 pts | 617 | OVERFIT |
| FDS | +416.1% | +9088.9% | -8672.8% | -4.7 pts | 581 | OVERFIT |
| FDX | +235.4% | +53776.9% | -53541.5% | antes de 1993 | 991 | OVERFIT |
| FDXF | no aplica · history < 10y (0.3y) | |||||
| FE | +120.9% | +563.0% | -442.2% | -6.7 pts | 584 | OVERFIT |
| FFIV | +423.2% | +5374.0% | -4950.8% | -2.2 pts | 559 | OVERFIT |
| FICO | +279.7% | +94747.8% | -94468.1% | antes de 1993 | 845 | OVERFIT |
| FIS | -51.9% | +363.8% | -415.7% | -12.4 pts | 510 | OVERFIT |
| FITB | +1395.6% | +28280.0% | -26884.5% | antes de 1993 | 894 | OVERFIT |
| FIX | +1543.3% | +11966.2% | -10422.9% | +0.6 pts | 550 | OVERFIT |
| FLEX | +102.5% | +7898.6% | -7796.1% | -8.7 pts | 652 | OVERFIT |
| FOX | no aplica · history < 10y (7.5y) | |||||
| FOXA | no aplica · history < 10y (7.5y) | |||||
| FRT | +162.5% | +24360.2% | -24197.8% | antes de 1993 | 1088 | OVERFIT |
| FSLR | -68.5% | +716.1% | -784.6% | -16.7 pts | 404 | OVERFIT |
| FTV | -26.5% | +100.1% | -126.7% | -18.5 pts | 212 | INCONCLUSIVE |
| GD | +1080.4% | +221689.9% | -220609.5% | antes de 1993 | 1306 | MARGINAL |
| GDDY | +1.0% | +389.4% | -388.4% | -13.9 pts | 237 | INCONCLUSIVE |
| GE | +295.0% | +54356.2% | -54061.2% | antes de 1993 | 1298 | OVERFIT |
| GEN | +95.1% | +12085.6% | -11990.5% | antes de 1993 | 735 | OVERFIT |
| GEV | no aplica · history < 10y (2.4y) | |||||
| GIS | -54.9% | +15015.5% | -15070.4% | antes de 1993 | 1001 | OVERFIT |
| GL | +773.4% | +12680.6% | -11907.2% | antes de 1993 | 942 | OVERFIT |
| GLW | +1183.9% | +19301.2% | -18117.3% | antes de 1993 | 841 | OVERFIT |
| GM | +70.0% | +240.1% | -170.1% | -11.1 pts | 310 | INCONCLUSIVE |
| GNRC | +278.5% | +2091.1% | -1812.6% | -6.2 pts | 338 | INCONCLUSIVE |
| GPC | +191.6% | +12785.5% | -12594.0% | antes de 1993 | 952 | OVERFIT |
| GPN | -47.5% | +2567.9% | -2615.4% | -11.5 pts | 522 | OVERFIT |
| GRMN | -18.9% | +5377.3% | -5396.3% | -9.8 pts | 518 | OVERFIT |
| GWW | +627.0% | +55300.2% | -54673.2% | antes de 1993 | 1067 | OVERFIT |
| HAL | -18.6% | +2860.8% | -2879.4% | antes de 1993 | 1075 | OVERFIT |
| HAS | +1293.3% | +201529.8% | -200236.5% | antes de 1993 | 920 | OVERFIT |
| HBAN | +128.5% | +3799.5% | -3671.0% | antes de 1993 | 950 | OVERFIT |
| HCA | +224.9% | +1699.7% | -1474.8% | -6.2 pts | 299 | INCONCLUSIVE |
| HIG | +124.7% | +951.1% | -826.4% | -7.7 pts | 624 | OVERFIT |
| HII | +182.9% | +883.6% | -700.8% | -7.2 pts | 302 | INCONCLUSIVE |
| HLT | +93.2% | +659.1% | -566.0% | -8.8 pts | 263 | INCONCLUSIVE |
| HOOD | no aplica · history < 10y (5.1y) | |||||
| HPE | +277.7% | +625.0% | -347.3% | -1.8 pts | 208 | INCONCLUSIVE |
| HPQ | -2.5% | +77945.5% | -77948.0% | antes de 1993 | 1280 | OVERFIT |
| HRL | +359.1% | +19046.1% | -18687.0% | antes de 1993 | 942 | OVERFIT |
| HSIC | -2.8% | +1913.1% | -1915.9% | -10.7 pts | 634 | OVERFIT |
| HST | +2031.6% | +12843.9% | -10812.3% | antes de 1993 | 936 | MARGINAL |
| HSY | +57.0% | +53964.6% | -53907.5% | antes de 1993 | 976 | OVERFIT |
| HUBB | +157.1% | +3853.5% | -3696.4% | -8.0 pts | 668 | OVERFIT |
| HUM | +173.5% | +20168.9% | -19995.4% | antes de 1993 | 939 | OVERFIT |
| HWM | no aplica · history < 10y (9.8y) | |||||
| IBKR | -54.6% | +1526.1% | -1580.8% | -14.8 pts | 417 | INCONCLUSIVE |
| ICE | +128.9% | +2307.9% | -2179.0% | -7.1 pts | 431 | OVERFIT |
| IEX | +549.0% | +12761.2% | -12212.3% | antes de 1993 | 760 | OVERFIT |
| IFF | +54.7% | +4754.9% | -4700.2% | antes de 1993 | 1039 | OVERFIT |
| INCY | +3027.9% | +6471.7% | -3443.8% | +0.2 pts | 581 | MARGINAL |
| INVH | no aplica · history < 10y (9.6y) | |||||
| IP | +139.0% | +4590.1% | -4451.1% | antes de 1993 | 1288 | OVERFIT |
| IQV | +74.1% | +520.3% | -446.1% | -10.0 pts | 253 | INCONCLUSIVE |
| IR | no aplica · history < 10y (9.3y) | |||||
| IRM | +156.6% | +9911.6% | -9755.0% | -7.2 pts | 626 | OVERFIT |
| IT | +363.5% | +6431.0% | -6067.5% | -6.1 pts | 646 | OVERFIT |
| ITW | +2031.9% | +51254.1% | -49222.2% | antes de 1993 | 1050 | OVERFIT |
| IVZ | +41.5% | +1093.8% | -1052.4% | -9.6 pts | 617 | OVERFIT |
| J | +256.8% | +33544.7% | -33287.9% | antes de 1993 | 919 | OVERFIT |
| JBHT | +1002.6% | +24926.6% | -23924.0% | antes de 1993 | 844 | OVERFIT |
| JBL | +902.6% | +41217.7% | -40315.1% | -3.7 pts | 684 | MARGINAL |
| JCI | +822.7% | +4376.5% | -3553.8% | antes de 1993 | 770 | OVERFIT |
| JKHY | +412.1% | +71288.2% | -70876.1% | antes de 1993 | 853 | OVERFIT |
| KEY | -84.8% | +1405.6% | -1490.4% | antes de 1993 | 810 | OVERFIT |
| KEYS | +117.9% | +1042.3% | -924.4% | -7.5 pts | 234 | INCONCLUSIVE |
| KIM | +174.5% | +3036.5% | -2862.0% | antes de 1993 | 678 | OVERFIT |
| KKR | +26.8% | +1784.9% | -1758.0% | -13.3 pts | 320 | INCONCLUSIVE |
| KMB | +123.0% | +16039.9% | -15916.9% | antes de 1993 | 917 | OVERFIT |
| KMI | +0.1% | +117.5% | -117.3% | -13.9 pts | 300 | INCONCLUSIVE |
| KR | +83.9% | +182706.1% | -182622.1% | antes de 1993 | 1357 | OVERFIT |
| KVUE | no aplica · history < 10y (3.3y) | |||||
| L | +83.0% | +22398.8% | -22315.8% | antes de 1993 | 934 | OVERFIT |
| LDOS | +73.6% | +530.2% | -456.6% | -8.3 pts | 374 | OVERFIT |
| LEN | +54.9% | +29032.9% | -28978.0% | antes de 1993 | 945 | OVERFIT |
| LH | +175.6% | +1408.2% | -1232.6% | antes de 1993 | 766 | OVERFIT |
| LHX | +379.8% | +8519.5% | -8139.8% | antes de 1993 | 904 | OVERFIT |
| LII | +54.6% | +3122.4% | -3067.8% | -6.9 pts | 549 | OVERFIT |
| LLY | +1264.7% | +129720.0% | -128455.3% | antes de 1993 | 1064 | OVERFIT |
| LMT | +158.9% | +67444.7% | -67285.8% | antes de 1993 | 1310 | OVERFIT |
| LNT | -21.3% | +9408.5% | -9429.8% | antes de 1993 | 1144 | OVERFIT |
| LOW | +1117.8% | +77328.4% | -76210.6% | antes de 1993 | 902 | OVERFIT |
| LULU | +187.1% | +759.0% | -571.9% | -5.4 pts | 360 | INCONCLUSIVE |
| LUV | +306.5% | +24508.5% | -24202.0% | antes de 1993 | 960 | OVERFIT |
| LVS | +175.8% | +50.3% | +125.5% | -6.1 pts | 416 | OVERFIT |
| LYB | +56.6% | +648.8% | -592.2% | -11.3 pts | 312 | INCONCLUSIVE |
| LYV | +210.1% | +1558.0% | -1347.8% | -5.5 pts | 382 | OVERFIT |
| MA | +50.2% | +14066.9% | -14016.7% | -9.2 pts | 447 | OVERFIT |
| MAA | -39.2% | +3525.2% | -3564.4% | -12.3 pts | 706 | OVERFIT |
| MAS | +1160.7% | +7423.1% | -6262.4% | antes de 1993 | 930 | OVERFIT |
| MCK | +92.0% | +6946.5% | -6854.5% | -9.1 pts | 633 | OVERFIT |
| MCO | -44.8% | +7753.9% | -7798.7% | -12.9 pts | 687 | OVERFIT |
| MDT | +83.0% | +51421.0% | -51338.0% | antes de 1993 | 1086 | OVERFIT |
| MET | -55.5% | +1176.9% | -1232.5% | -11.3 pts | 552 | OVERFIT |
| MGM | +1432.5% | +1501.4% | -68.9% | antes de 1993 | 718 | MARGINAL |
| MKC | +101.1% | +14401.8% | -14300.7% | antes de 1993 | 1046 | OVERFIT |
| MLM | +98.2% | +3089.6% | -2991.3% | -8.8 pts | 665 | OVERFIT |
| MO | +1647.5% | +2914781.4% | -2913133.9% | antes de 1993 | 1297 | OVERFIT |
| MOS | +30.6% | +268.9% | -238.4% | antes de 1993 | 753 | OVERFIT |
| MPC | +1748.6% | +2972.8% | -1224.2% | +6.7 pts | 297 | INCONCLUSIVE |
| MRNA | no aplica · history < 10y (7.7y) | |||||
| MRSH | +420.1% | +21192.9% | -20772.7% | antes de 1993 | 1118 | OVERFIT |
| MS | -1.6% | +6159.1% | -6160.7% | -10.9 pts | 692 | OVERFIT |
| MSCI | -12.8% | +2406.7% | -2419.5% | -12.0 pts | 425 | INCONCLUSIVE |
| MSI | -6.1% | +79243.2% | -79249.2% | antes de 1993 | 1319 | OVERFIT |
| MTB | +2998.8% | +105049.8% | -102051.0% | antes de 1993 | 920 | OVERFIT |
| MTD | +138.1% | +9346.3% | -9208.2% | -6.4 pts | 564 | OVERFIT |
| NCLH | +74.6% | -34.9% | +109.5% | -10.6 pts | 252 | INCONCLUSIVE |
| NDAQ | +272.8% | +2371.2% | -2098.4% | -5.3 pts | 455 | OVERFIT |
| NDSN | +6564.9% | +37769.3% | -31204.4% | antes de 1993 | 933 | OVERFIT |
| NEE | +1425.0% | +23772.9% | -22347.8% | antes de 1993 | 1080 | OVERFIT |
| NEM | +342.4% | +2099.8% | -1757.4% | antes de 1993 | 931 | OVERFIT |
| NI | -16.9% | +5234.9% | -5251.8% | antes de 1993 | 1090 | OVERFIT |
| NOC | +997.6% | +23369.3% | -22371.7% | antes de 1993 | 885 | MARGINAL |
| NOW | +128.2% | +2907.9% | -2779.7% | -8.9 pts | 287 | INCONCLUSIVE |
| NRG | +190.7% | +1442.6% | -1251.8% | -6.2 pts | 434 | OVERFIT |
| NSC | +80.4% | +24520.7% | -24440.3% | antes de 1993 | 933 | OVERFIT |
| NTAP | +781.9% | +19659.8% | -18877.9% | -3.2 pts | 600 | OVERFIT |
| NTRS | +767.5% | +53074.8% | -52307.4% | antes de 1993 | 902 | OVERFIT |
| NUE | +812.1% | +70209.1% | -69396.9% | antes de 1993 | 930 | OVERFIT |
| NVR | +43.0% | +61512.0% | -61469.0% | -9.8 pts | 731 | OVERFIT |
| NWS | +92.8% | +152.4% | -59.6% | -9.3 pts | 247 | INCONCLUSIVE |
| NWSA | +41.9% | +122.2% | -80.3% | -11.7 pts | 255 | INCONCLUSIVE |
| O | +300.2% | +5366.4% | -5066.2% | -6.6 pts | 654 | MARGINAL |
| OKE | +2288.5% | +19101.6% | -16813.1% | antes de 1993 | 891 | OVERFIT |
| OMC | -5.3% | +15677.5% | -15682.8% | antes de 1993 | 966 | OVERFIT |
| ON | -3.5% | +208.7% | -212.2% | -8.6 pts | 543 | OVERFIT |
| ORCL | +333.6% | +296729.4% | -296395.8% | antes de 1993 | 813 | MARGINAL |
| OTIS | no aplica · history < 10y (6.5y) | |||||
| OXY | +173.2% | +3580.0% | -3406.8% | antes de 1993 | 878 | OVERFIT |
| PCG | -29.0% | +1389.7% | -1418.7% | antes de 1993 | 1136 | OVERFIT |
| PEG | +336.0% | +18884.4% | -18548.4% | antes de 1993 | 988 | OVERFIT |
| PFE | -28.3% | +20062.7% | -20091.0% | antes de 1993 | 1119 | OVERFIT |
| PFG | +129.7% | +920.1% | -790.4% | -6.7 pts | 494 | OVERFIT |
| PGR | +12843.8% | +819581.9% | -806738.2% | antes de 1993 | 879 | MARGINAL |
| PH | +8986.3% | +41129.4% | -32143.1% | antes de 1993 | 896 | GENERALIZED |
| PHM | +49.2% | +95847.7% | -95798.5% | antes de 1993 | 956 | OVERFIT |
| PLD | -14.6% | +1782.5% | -1797.1% | -9.9 pts | 619 | OVERFIT |
| PM | +101.1% | +785.7% | -684.6% | -8.3 pts | 381 | INCONCLUSIVE |
| PNC | +728.2% | +37937.9% | -37209.7% | antes de 1993 | 990 | OVERFIT |
| PNR | +1254.6% | +11510.8% | -10256.3% | antes de 1993 | 1046 | OVERFIT |
| PNW | +447.9% | +2247.6% | -1799.7% | antes de 1993 | 1052 | OVERFIT |
| PODD | +422.8% | +831.5% | -408.7% | -1.8 pts | 360 | INCONCLUSIVE |
| PPG | +350.4% | +21327.4% | -20977.0% | antes de 1993 | 926 | OVERFIT |
| PPL | +642.0% | +7311.8% | -6669.9% | antes de 1993 | 874 | OVERFIT |
| PRU | +46.9% | +767.8% | -720.8% | -8.5 pts | 540 | OVERFIT |
| PSA | +20.9% | +13958.7% | -13937.8% | antes de 1993 | 950 | OVERFIT |
| PSKY | +33.1% | -34.8% | +67.9% | -9.7 pts | 409 | OVERFIT |
| PSX | +693.4% | +1071.7% | -378.2% | +0.9 pts | 277 | INCONCLUSIVE |
| PTC | +451.8% | +8443.5% | -7991.6% | antes de 1993 | 698 | MARGINAL |
| PWR | +278.4% | +8155.1% | -7876.6% | -4.4 pts | 606 | OVERFIT |
| Q | no aplica · history < 10y (0.8y) | |||||
| RCL | +3557.1% | +4611.6% | -1054.5% | +0.5 pts | 664 | OVERFIT |
| REG | +62.7% | +2046.5% | -1983.8% | -9.3 pts | 700 | OVERFIT |
| RF | +74.1% | +7230.0% | -7155.9% | antes de 1993 | 914 | OVERFIT |
| RJF | +146.6% | +52691.1% | -52544.4% | antes de 1993 | 884 | MARGINAL |
| RL | -46.4% | +1376.9% | -1423.3% | -11.6 pts | 586 | OVERFIT |
| RMD | +2166.2% | +43254.4% | -41088.2% | -0.3 pts | 585 | MARGINAL |
| ROK | +798.1% | +57325.7% | -56527.6% | antes de 1993 | 932 | OVERFIT |
| ROL | -24.3% | +36503.9% | -36528.2% | antes de 1993 | 1001 | OVERFIT |
| RSG | +249.1% | +1977.7% | -1728.6% | -4.3 pts | 575 | OVERFIT |
| RTX | +438.6% | +231131.9% | -230693.3% | antes de 1993 | 1358 | OVERFIT |
| RVTY | +7.1% | +25547.2% | -25540.1% | antes de 1993 | 1079 | OVERFIT |
| SBAC | +7066.5% | +2259.6% | +4806.9% | +8.5 pts | 551 | OVERFIT |
| SCHW | +427.7% | +45501.9% | -45074.2% | antes de 1993 | 800 | OVERFIT |
| SJM | -54.5% | +1119.0% | -1173.4% | -13.5 pts | 659 | OVERFIT |
| SLB | -63.5% | +1125.4% | -1189.0% | antes de 1993 | 877 | OVERFIT |
| SMCI | +271.6% | +4155.7% | -3884.1% | -4.1 pts | 371 | INCONCLUSIVE |
| SNA | -42.2% | +12522.0% | -12564.2% | antes de 1993 | 1110 | OVERFIT |
| SO | +379.8% | +32617.4% | -32237.5% | antes de 1993 | 930 | OVERFIT |
| SOLV | no aplica · history < 10y (2.4y) | |||||
| SPG | +282.2% | +5330.6% | -5048.4% | -6.7 pts | 634 | OVERFIT |
| SPGI | +854.7% | +140503.3% | -139648.6% | antes de 1993 | 1079 | OVERFIT |
| SRE | +2.6% | +1463.0% | -1460.3% | -8.8 pts | 637 | OVERFIT |
| STE | +33.0% | +15491.4% | -15458.4% | antes de 1993 | 682 | OVERFIT |
| STLD | +278.9% | +7831.8% | -7552.9% | -5.4 pts | 612 | OVERFIT |
| STT | +1386.1% | +199686.1% | -198300.1% | antes de 1993 | 911 | OVERFIT |
| STZ | -9.1% | +10007.0% | -10016.1% | antes de 1993 | 683 | OVERFIT |
| SW | +131.3% | +775.0% | -643.7% | -7.3 pts | 302 | INCONCLUSIVE |
| SWK | -79.7% | +5887.9% | -5967.6% | antes de 1993 | 1012 | OVERFIT |
| SWKS | -93.5% | +1317.3% | -1410.8% | antes de 1993 | 908 | OVERFIT |
| SYF | +94.9% | +325.2% | -230.4% | -8.3 pts | 252 | INCONCLUSIVE |
| SYK | +728.1% | +430371.4% | -429643.4% | antes de 1993 | 936 | OVERFIT |
| SYY | +486.6% | +115885.9% | -115399.3% | antes de 1993 | 1066 | OVERFIT |
| T | +0.6% | +10219.8% | -10219.1% | antes de 1993 | 905 | OVERFIT |
| TAP | -99.0% | +518.8% | -617.8% | antes de 1993 | 1122 | OVERFIT |
| TDG | +65.0% | +13285.3% | -13220.3% | -8.6 pts | 440 | OVERFIT |
| TDY | +177.7% | +7164.6% | -6986.9% | -4.5 pts | 556 | OVERFIT |
| TECH | +110.3% | +79246.8% | -79136.5% | antes de 1993 | 772 | OVERFIT |
| TEL | +138.4% | +671.1% | -532.7% | -6.2 pts | 386 | INCONCLUSIVE |
| TFC | +1938.3% | +10226.4% | -8288.2% | antes de 1993 | 904 | MARGINAL |
| TGT | +1231.2% | +90566.5% | -89335.2% | antes de 1993 | 1061 | OVERFIT |
| TJX | -15.1% | +36154.4% | -36169.6% | antes de 1993 | 866 | OVERFIT |
| TKO | +383.1% | +1638.9% | -1255.7% | -2.8 pts | 516 | OVERFIT |
| TMO | +148.5% | +36784.3% | -36635.8% | antes de 1993 | 937 | OVERFIT |
| TPL | +10783.5% | +75277.1% | -64493.7% | antes de 1993 | 863 | MARGINAL |
| TPR | -29.1% | +7766.6% | -7795.7% | -10.0 pts | 510 | OVERFIT |
| TRGP | +397.1% | +2202.9% | -1805.8% | -3.6 pts | 337 | INCONCLUSIVE |
| TRMB | +112.4% | +3366.4% | -3254.0% | antes de 1993 | 735 | OVERFIT |
| TROW | +207.2% | +35932.6% | -35725.4% | antes de 1993 | 805 | OVERFIT |
| TSCO | +650.5% | +15199.0% | -14548.6% | -4.5 pts | 666 | OVERFIT |
| TSN | +480.0% | +4340.8% | -3860.8% | antes de 1993 | 904 | OVERFIT |
| TT | +9153.5% | +49748.2% | -40594.7% | antes de 1993 | 888 | MARGINAL |
| TTD | no aplica · history < 10y (9.9y) | |||||
| TXT | +163.6% | +4901.2% | -4737.6% | antes de 1993 | 1058 | OVERFIT |
| TYL | -11.8% | +43359.1% | -43370.8% | antes de 1993 | 1031 | OVERFIT |
| UAL | +66.5% | +240.6% | -174.1% | -8.7 pts | 390 | MARGINAL |
| UBER | no aplica · history < 10y (7.3y) | |||||
| UDR | +49.3% | +14119.5% | -14070.2% | antes de 1993 | 979 | OVERFIT |
| UHS | +4709.4% | +15293.2% | -10583.8% | antes de 1993 | 852 | OVERFIT |
| ULTA | +7.1% | +1721.3% | -1714.2% | -10.6 pts | 383 | INCONCLUSIVE |
| UNP | +133.0% | +30311.4% | -30178.4% | antes de 1993 | 951 | OVERFIT |
| UPS | +0.7% | +233.2% | -232.5% | -8.5 pts | 529 | OVERFIT |
| URI | +6469.2% | +7088.3% | -619.1% | +6.3 pts | 518 | GENERALIZED |
| USB | +7666.6% | +44799.0% | -37132.4% | antes de 1993 | 1052 | OVERFIT |
| VEEV | +63.2% | +668.8% | -605.6% | -10.3 pts | 269 | INCONCLUSIVE |
| VICI | no aplica · history < 10y (8.7y) | |||||
| VLO | +14031.5% | +23394.0% | -9362.5% | antes de 1993 | 864 | OVERFIT |
| VLTO | no aplica · history < 10y (2.9y) | |||||
| VMC | +4268.1% | +48759.3% | -44491.2% | antes de 1993 | 1040 | OVERFIT |
| VRSK | +24.4% | +648.8% | -624.4% | -13.1 pts | 361 | INCONCLUSIVE |
| VRSN | +274.1% | +5322.0% | -5047.9% | -4.6 pts | 565 | OVERFIT |
| VRT | no aplica · history < 10y (8.1y) | |||||
| VST | no aplica · history < 10y (9.9y) | |||||
| VTR | +133.0% | +1496.8% | -1363.9% | -6.8 pts | 561 | OVERFIT |
| VTRS | +54.5% | +1568.8% | -1514.2% | antes de 1993 | 919 | OVERFIT |
| VZ | -15.7% | +4889.1% | -4904.8% | antes de 1993 | 911 | OVERFIT |
| WAB | +116.7% | +4137.7% | -4021.0% | -8.3 pts | 628 | OVERFIT |
| WAT | +230.1% | +10865.4% | -10635.3% | -6.6 pts | 622 | MARGINAL |
| WEC | +605.8% | +23656.8% | -23051.0% | antes de 1993 | 952 | OVERFIT |
| WELL | +461.5% | +58774.1% | -58312.7% | antes de 1993 | 975 | OVERFIT |
| WFC | +237.8% | +63452.2% | -63214.4% | antes de 1993 | 1108 | OVERFIT |
| WM | +1461.9% | +8471.2% | -7009.4% | antes de 1993 | 758 | OVERFIT |
| WMB | -95.1% | +11974.1% | -12069.2% | antes de 1993 | 953 | OVERFIT |
| WSM | -11.2% | +69865.8% | -69877.0% | antes de 1993 | 916 | OVERFIT |
| WST | +1543.1% | +79208.6% | -77665.5% | antes de 1993 | 894 | OVERFIT |
| WTW | +3.7% | +1181.6% | -1177.9% | -9.2 pts | 514 | OVERFIT |
| WY | -72.7% | +1781.4% | -1854.1% | antes de 1993 | 1120 | OVERFIT |
| WYNN | +253.4% | +1217.6% | -964.1% | -5.9 pts | 482 | OVERFIT |
| XOM | -69.2% | +183657.9% | -183727.1% | antes de 1993 | 1452 | OVERFIT |
| XYL | +36.3% | +455.0% | -418.8% | -13.1 pts | 310 | INCONCLUSIVE |
| XYZ | +192.4% | +527.5% | -335.2% | -4.2 pts | 195 | INCONCLUSIVE |
| YUM | -6.2% | +4282.5% | -4288.7% | -9.6 pts | 595 | OVERFIT |
| ZBH | -55.3% | +292.2% | -347.4% | -12.8 pts | 512 | OVERFIT |
| ZBRA | +299.0% | +8617.7% | -8318.6% | antes de 1993 | 678 | MARGINAL |
| ZTS | -9.6% | +179.3% | -188.9% | -15.4 pts | 273 | INCONCLUSIVE |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| EUR/USD | -25.4% | -3.1% | -22.3% | -12.3 pts | 517 | OVERFIT |
| GBP/USD | -15.4% | -21.2% | +5.8% | -11.8 pts | 465 | OVERFIT |
| USD/JPY | -7.2% | +40.2% | -47.5% | -10.5 pts | 645 | OVERFIT |
| USD/MXN | +13.9% | +49.9% | -36.0% | -10.5 pts | 484 | OVERFIT |
| AUD/USD | -9.0% | -6.6% | -2.4% | -11.7 pts | 417 | OVERFIT |
| USD/CAD | -1.7% | +1.7% | -3.4% | -11.2 pts | 500 | OVERFIT |
| USD/CHF | -32.1% | -41.4% | +9.3% | -12.8 pts | 468 | OVERFIT |
| NZD/USD | -11.4% | -8.1% | -3.3% | -11.6 pts | 471 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Bitcoin | +29495.2% | +17075.3% | +12419.9% | +25.1 pts | 291 | INCONCLUSIVE |
| Ether | no aplica · history < 10y (8.8y) | |||||
| Litecoin | +1291.4% | +859.3% | +432.1% | +2.6 pts | 316 | 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% | -1348.1% | -1298.5% | +432.1% |
| 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% | -83.8% | -66.1% | -25.3% | -22.3% |
| GBP/USD | -87.5% | -84.5% | -51.6% | +10.6% | +5.8% |
| USD/JPY | -136.0% | -129.1% | -87.9% | +5.7% | -47.5% |
| AUD/USD | — | — | — | — | -2.4% |
| USD/CAD | -136.7% | -133.2% | -87.4% | -37.7% | -3.4% |
| USD/CHF | -85.1% | -83.5% | -45.1% | -1.4% | +9.3% |
| NZD/USD | -82.5% | -81.0% | -52.2% | -16.3% | -3.3% |
| S&P 500 (SPY) | -454.0% | -453.3% | -412.8% | -278.9% | -2972.2% |
| Nasdaq-100 (QQQ) | -705.1% | -704.4% | -630.9% | -531.8% | -1586.3% |
| Russell 2000 (IWM) | -307.3% | -307.1% | -280.7% | -185.8% | -684.4% |
| Emergentes (EEM) | -269.1% | -268.4% | -239.2% | -188.4% | -798.6% |
| Oro (GLD) | -397.4% | -396.5% | -351.4% | -234.6% | -632.0% |
| Bonos 20 años (TLT) | -91.8% | -91.5% | -73.4% | -35.4% | -147.5% |
| AAPL | -1349.6% | -1348.8% | -1209.6% | -1105.1% | -314312.7% |
| AMGN | -379.1% | -378.9% | -346.3% | -205.5% | -184255.3% |
| AMZN | -836.5% | -835.5% | -618.3% | -630.1% | -262939.0% |
| AXP | -573.8% | -572.6% | -455.6% | -249.8% | -27111.7% |
| BA | -166.5% | -165.6% | -110.5% | +39.9% | -106023.5% |
| CAT | -1513.0% | -1512.0% | -1350.3% | -1171.9% | -169871.7% |
| CRM | -339.5% | -339.2% | -309.3% | -193.5% | -5605.1% |
| CSCO | -570.4% | -570.2% | -513.5% | -486.9% | -222722.6% |
| CVX | -358.2% | -358.0% | -315.9% | -227.7% | -67834.9% |
| DIS | -114.8% | -114.2% | -99.8% | -34.7% | -188817.5% |
| GOOGL | -920.8% | -920.4% | -835.6% | -755.3% | -13023.1% |
| GS | -723.2% | -722.6% | -628.4% | -118.5% | -2033.7% |
| HD | -324.2% | -323.6% | -296.6% | -183.3% | -1984961.3% |
| HON | -280.6% | -280.3% | -246.3% | -161.3% | -21056.8% |
| IBM | -286.6% | -285.8% | -218.3% | -136.1% | -1834.6% |
| JNJ | -357.5% | -357.3% | -318.0% | -236.0% | -445075.6% |
| JPM | -742.2% | -741.5% | -718.6% | -408.5% | -34259.8% |
| KO | -293.4% | -293.2% | -263.2% | -167.2% | -199338.7% |
| MCD | -285.6% | -285.1% | -231.7% | -197.1% | -236420.4% |
| MMM | -200.3% | -200.0% | -153.9% | -90.7% | -31005.0% |
| MRK | -412.7% | -412.4% | -375.3% | -221.9% | -233186.9% |
| MSFT | -1077.0% | -1076.5% | -1028.9% | -887.6% | -856471.1% |
| NKE | -74.3% | -74.1% | -49.8% | +10.4% | -31048.8% |
| NVDA | -27586.0% | -27584.0% | -26496.7% | -25670.8% | -584193.3% |
| PG | -246.9% | -246.7% | -214.3% | -204.3% | -59677.6% |
| SHW | -449.0% | -448.6% | -419.6% | -370.9% | -231586.6% |
| TRV | -422.1% | -421.7% | -395.5% | -326.9% | -11625.7% |
| UNH | -401.4% | -400.8% | -324.8% | -304.5% | -350680.8% |
| V | -543.9% | -543.7% | -498.0% | -422.3% | -2979.8% |
| WMT | -607.6% | -607.2% | -544.5% | -492.0% | -914665.7% |
| ABNB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ADBE | -317.0% | -316.6% | -284.8% | -243.0% | -147692.9% |
| ADI | -814.6% | -813.7% | -769.7% | -617.4% | -81453.3% |
| ADP | -441.3% | -440.7% | -421.6% | -244.3% | -74183.0% |
| ADSK | -432.2% | -430.0% | -344.5% | -218.0% | -57778.2% |
| AEP | -305.4% | -305.0% | -256.1% | -162.1% | -12976.0% |
| ALAB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ALNY | -254.9% | -253.8% | -164.2% | -160.4% | -25.8% |
| AMAT | -2817.9% | -2816.9% | -2709.0% | -2595.9% | -664481.7% |
| AMD | -16807.9% | -16805.5% | -15667.2% | -16164.0% | -7310.8% |
| 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% | -2157.6% | -2053.8% | -1929.3% | -95343.9% |
| AVGO | -3403.2% | -3401.6% | -2943.2% | -3096.5% | -31964.0% |
| AXON | -3569.4% | -3567.2% | -3210.3% | -2466.9% | -94408.8% |
| BKNG | -421.6% | -420.9% | -372.7% | -76.4% | -924.2% |
| BKR | no aplica | no aplica | no aplica | no aplica | -974.8% |
| CCEP | -415.8% | -415.0% | -377.3% | -281.4% | -6206.9% |
| CDNS | -1658.0% | -1656.7% | -1569.0% | -1425.5% | -16759.5% |
| CEG | no aplica | no aplica | no aplica | no aplica | no aplica |
| CMCSA | -135.8% | -135.7% | -118.5% | -105.8% | -47028.6% |
| COST | -707.4% | -707.0% | -622.1% | -530.0% | -12708.2% |
| CPRT | -700.6% | -700.2% | -640.3% | -397.3% | -20099.5% |
| CRWD | no aplica | no aplica | no aplica | no aplica | no aplica |
| CSX | -696.6% | -696.0% | -655.6% | -524.1% | -40337.3% |
| CTAS | -1031.2% | -1030.2% | -958.7% | -716.0% | -122028.0% |
| 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% | -462.0% | -354.9% | -273.2% | -1736.1% |
| EA | — | — | — | — | no aplica |
| EXC | -318.9% | -318.2% | -300.0% | -225.2% | -17580.0% |
| FANG | -393.3% | -393.0% | -339.3% | -210.1% | -1290.2% |
| FAST | -656.9% | -656.4% | -628.1% | -522.7% | -259310.4% |
| FER | no aplica | no aplica | no aplica | no aplica | -612.3% |
| FTNT | -2745.6% | -2745.0% | -2682.2% | -2439.7% | -10079.8% |
| GEHC | no aplica | no aplica | no aplica | no aplica | no aplica |
| GILD | -214.0% | -213.4% | -193.7% | -120.8% | -33644.0% |
| HONA | no aplica | no aplica | no aplica | no aplica | no aplica |
| IDXX | -780.4% | -779.3% | -754.2% | -664.1% | -58285.4% |
| INTC | -333.1% | -332.3% | -263.1% | +267.2% | -49004.0% |
| INTU | -414.2% | -412.5% | -341.8% | -348.1% | -15200.8% |
| ISRG | -612.6% | -611.3% | -545.8% | -517.6% | -18045.2% |
| KHC | -56.8% | -56.7% | -38.3% | -16.4% | -12.8% |
| KLAC | -3063.6% | -3062.4% | -2887.2% | -2860.9% | -289425.6% |
| LIN | no aplica | no aplica | no aplica | no aplica | -10819.6% |
| LITE | -4008.1% | -4006.9% | -3921.2% | -3879.4% | -5199.8% |
| LRCX | -4481.4% | -4479.6% | -4177.4% | -4130.6% | -159827.3% |
| MAR | -594.3% | -593.5% | -500.9% | -353.7% | -2168.2% |
| MCHP | -391.6% | -391.0% | -285.5% | -209.1% | -41995.0% |
| MDLZ | -182.0% | -181.8% | -159.9% | -121.0% | -403.1% |
| MELI | -1800.1% | -1798.0% | -1598.2% | -1449.0% | -6485.2% |
| META | -570.4% | -568.9% | -535.7% | -498.2% | -1371.1% |
| MNST | -194.8% | -194.4% | -174.9% | -23.9% | -52968.4% |
| MPWR | -2250.5% | -2249.2% | -2162.6% | -2054.4% | -13872.8% |
| MRVL | -2679.8% | -2679.6% | -2404.2% | -2558.3% | -1683.3% |
| MSTR | -743.9% | -743.8% | -498.5% | +4045.4% | +42327.7% |
| MU | -6675.8% | -6671.7% | -6131.8% | -6090.7% | -68890.0% |
| NFLX | -743.2% | -742.8% | -702.7% | -598.9% | -67143.2% |
| NXPI | -300.5% | -299.7% | -274.1% | -217.0% | -1581.8% |
| ODFL | -1063.8% | -1063.2% | -978.6% | -752.7% | -36462.3% |
| ORLY | -539.4% | -539.2% | -502.5% | -453.9% | -54739.5% |
| PANW | -1299.9% | -1299.6% | -1121.2% | -873.4% | -3835.6% |
| PCAR | -580.1% | -579.8% | -531.6% | -509.7% | -54712.1% |
| PDD | no aplica | no aplica | no aplica | no aplica | no aplica |
| PEP | -196.8% | -196.5% | -176.0% | -136.1% | -37808.9% |
| PLTR | no aplica | no aplica | no aplica | no aplica | no aplica |
| PYPL | -155.8% | -155.7% | -129.2% | -62.0% | -83.2% |
| QCOM | -438.6% | -438.3% | -375.2% | -202.9% | -50085.3% |
| REGN | -155.2% | -155.1% | -131.5% | -96.7% | -2176.5% |
| ROP | -244.2% | -243.9% | -222.2% | -197.4% | -25944.4% |
| ROST | -465.7% | -465.3% | -383.3% | -356.7% | -55372.4% |
| SBUX | -232.0% | -231.5% | -199.9% | -168.0% | -43087.5% |
| SHOP | -5944.8% | -5943.4% | +64.6% | -5729.8% | -8465.7% |
| SNDK | no aplica | no aplica | no aplica | no aplica | no aplica |
| SNPS | -985.3% | -984.5% | -901.5% | -766.9% | -5523.9% |
| STX | -3652.5% | -3650.4% | -3466.3% | -3346.3% | -7057.1% |
| TER | -1857.0% | -1855.5% | -1716.3% | -1546.5% | -31349.6% |
| TMUS | -489.7% | -489.4% | -436.3% | -368.2% | -394.2% |
| TRI | -362.7% | -361.5% | -342.4% | -216.3% | -549.2% |
| TSLA | -2341.6% | -2337.4% | +62.0% | -86.0% | -10764.6% |
| TTWO | -688.9% | -688.6% | -649.9% | -600.6% | -5302.0% |
| TXN | -637.7% | -637.1% | -615.5% | -531.7% | -37928.3% |
| VRTX | -440.8% | -440.4% | -412.0% | -342.2% | -11392.3% |
| WBD | no aplica | no aplica | no aplica | no aplica | -254.9% |
| WDAY | -263.3% | -262.7% | -227.0% | -175.4% | -312.1% |
| WDC | -1171.5% | -1168.8% | -1075.7% | -831.3% | -53351.3% |
| XEL | -295.9% | -295.7% | -274.4% | -174.0% | -6911.1% |
| KDP | -278.1% | -277.9% | -233.3% | -190.8% | -1030.3% |
| USD/MXN | -135.0% | -133.0% | -121.5% | -60.6% | -36.0% |
| Bitcoin | -18084.8% | -18084.8% | -18084.4% | -17397.4% | +12419.9% |
| Ether | — | — | — | — | no aplica |
8 / 472 · contra el s&p 500 en la misma ventana: 10 / 472
| Parámetros | Rendimiento | Sharpe | Caída máx. | Vs. índice |
|---|---|---|---|---|
| fast 12, slow 26, signal_period 9 | 108.9% | -0.11 | -34.6% | -2972.2% |
| fast 8, slow 17, signal_period 9 | 33.9% | -0.22 | -55.8% | -3047.2% |
| fast 12, slow 26, signal_period 5 | 18.1% | -0.25 | -58.8% | -3062.9% |
| fast 19, slow 39, signal_period 9 | 99.2% | -0.12 | -49.1% | -2981.9% |
| fast 5, slow 35, signal_period 5 | -41.8% | -0.43 | -76.4% | -3122.9% |
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: 0.33 (< 0.95)
Suite de robustez: MODERATE
Por mitades: Primera mitad no batió (+6.8% vs +237.3%); Segunda mitad no batió (+95.6% 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 0.3332 < 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 71812b470df2 · 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 26 mercados
Finaxion Research (2026). El cruce del MACD (12/26/9): funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 71812b470df2. https://finaxion.app/research/macd-clasico