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

Parabolic SAR: seguir los puntos

Funciona en pocos mercados

Su terreno: divisas, en 4 horas, en un activo suelto — bate en 10 de 961 combinaciones.

Mercados que bate
8 / 489
Vs. índice
-10.4 pts/año
Rendimiento total
17.1%
Sharpe
-0.23
Caída máxima
-59.1%
Operaciones
829
10×19941997200020032006200920122015201820212024
EstrategiaComprar y mantener

Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.

¿Qué funciona y qué no de Parabolic SAR: seguir los puntos?

  1. No hay una clase de activo donde Parabolic SAR: seguir los puntos funcione de forma consistente; donde menos mal va es en divisas: 3 de 40 (8 %).
  2. Donde peor va es en acciones sueltas: bate en 6 de 904.
  3. De los 8 mercados diarios donde bate, 1 aguantan fuera de muestra (12 %).
  4. Ningún parámetro vecino bate al índice: el ajuste publicado es un punto, no una zona.
  5. Mejora al alargar la vela: en 5 minutos bate en 0 de 118; en 4 horas, en 2 de 118.
  6. Envejeció: en 39 mercados batía en la primera mitad del histórico y dejó de hacerlo en la segunda; lo contrario solo pasa en 18.
  7. Su mejor mercado diario es AXON: +15,2 puntos al año sobre el S&P 500 en 25 años, 502 operaciones.
  8. Su peor mercado diario es NCLH: -23,0 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 566419a0cec8.

Lo que se promete

«Cuando los puntos del SAR pasan por debajo del precio, compra. Cuando pasan por encima, vende. No hay que pensar.»

Lo que probamos exactamente

Largo mientras el cierre esté por encima del SAR (0.02, 0.02, 0.2); salida cuando el cierre cae por debajo del SAR.

Por qué

En cada mercado

Índices y ETFs · 0 / 6 · contra el s&p 500 en la misma ventana: 0 / 6

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
S&P 500 (SPY)+17.1%+3081.0%-3064.0%-10.4 pts829OVERFIT
Nasdaq-100 (QQQ)+52.5%+1565.8%-1513.4%-7.0 pts678OVERFIT
Russell 2000 (IWM)+65.5%+801.9%-736.4%-6.7 pts652OVERFIT
Emergentes (EEM)+21.9%+830.9%-809.1%-10.8 pts511OVERFIT
Oro (GLD)+214.2%+820.3%-606.0%-5.5 pts442OVERFIT
Bonos 20 años (TLT)-2.4%+131.2%-133.6%-11.4 pts521OVERFIT

Cartera con balance: Dow 30 (máx. 10 posiciones) · 0 / 1 · contra el s&p 500 en la misma ventana: 0 / 1

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Dow 30 (cartera) (30 · máx. 10)+1093.4%+3081.0%-1987.6%-3.2 pts14088

Cartera con balance: Nasdaq-100 (máx. 20 posiciones) · 0 / 1 · contra el s&p 500 en la misma ventana: 0 / 1

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Nasdaq-100 (cartera) (98 · máx. 20)+1758.5%+3081.0%-1322.5%-1.8 pts29739

Cartera con balance: S&P 500 (máx. 25 posiciones) · 0 / 1 · contra el s&p 500 en la misma ventana: 0 / 1

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
S&P 500 (cartera) (498 · máx. 25)+35.9%+3081.0%-3045.2%-9.9 pts40509

Acciones, una a una (Dow 30 + Nasdaq-100) · 4 / 470 · contra el s&p 500 en la misma ventana: 19 / 216

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
AAPL+11154.2%+322813.1%-311658.8%antes de 1993992MARGINAL
AMGN+873.1%+187272.6%-186399.4%antes de 1993952OVERFIT
AMZN+4489.8%+265196.1%-260706.4%+4.3 pts634MARGINAL
AXP-74.5%+27029.4%-27103.9%antes de 19931221OVERFIT
BA+5703.9%+108724.7%-103020.7%antes de 19931384MARGINAL
CAT+3730.8%+172708.3%-168977.4%antes de 19931378MARGINAL
CRM+896.7%+5992.9%-5096.2%-0.0 pts465MARGINAL
CSCO+178.7%+222956.6%-222777.9%antes de 1993822OVERFIT
CVX+11.2%+68037.6%-68026.4%antes de 19931452OVERFIT
DIS+1270.7%+189847.3%-188576.6%antes de 19931407OVERFIT
GOOGL+1930.3%+13534.3%-11604.0%+3.4 pts472MARGINAL
GS+86.8%+2027.1%-1940.4%-6.2 pts627OVERFIT
HD+815.7%+1985758.9%-1984943.1%antes de 19931002OVERFIT
HON-68.8%+21058.8%-21127.6%antes de 19931458OVERFIT
IBM+523.1%+16203.8%-15680.7%antes de 19931423OVERFIT
JNJ+377.9%+445196.6%-444818.7%antes de 19931435OVERFIT
JPM+1430.0%+34522.5%-33092.5%antes de 19931006MARGINAL
KO+266.8%+199349.6%-199082.8%antes de 19931443OVERFIT
MCD+958.9%+236707.0%-235748.1%antes de 19931346MARGINAL
MMM+110.6%+31160.0%-31049.4%antes de 19931448OVERFIT
MRK+886.2%+233375.1%-232488.9%antes de 19931405OVERFIT
MSFT+1100.8%+859506.0%-858405.2%antes de 1993943MARGINAL
NKE+172.9%+32003.7%-31830.8%antes de 1993992OVERFIT
NVDA+5530.6%+587720.8%-582190.2%+7.0 pts589OVERFIT
PG-41.2%+59706.6%-59747.9%antes de 19931512OVERFIT
SHW+15.1%+231766.6%-231751.5%antes de 19931046OVERFIT
TRV+554.1%+12287.7%-11733.7%antes de 19931115OVERFIT
UNH+1162.6%+353381.4%-352218.8%antes de 1993915OVERFIT
V-19.7%+2961.1%-2980.8%-13.3 pts423INCONCLUSIVE
WMT+1435.6%+915365.3%-913929.8%antes de 19931176MARGINAL
ABNBno aplica · history < 10y (5.7y)
ADBE+270.0%+147731.1%-147461.1%antes de 1993879OVERFIT
ADI-48.3%+81534.0%-81582.4%antes de 19931034OVERFIT
ADP+80.8%+74205.9%-74125.1%antes de 19931081OVERFIT
ADSK+383.1%+58084.6%-57701.4%antes de 1993889MARGINAL
AEP+516.7%+13797.6%-13281.0%antes de 19931448OVERFIT
ALABno aplica · history < 10y (2.4y)
ALNY+319.1%+3338.4%-3019.3%-4.4 pts498MARGINAL
AMAT+13.8%+664974.8%-664961.0%antes de 19931050OVERFIT
AMD+1328.1%+14863.3%-13535.1%antes de 1993977OVERFIT
APPno aplica · history < 10y (5.4y)
ARMno aplica · history < 10y (3.0y)
ASML+90.4%+96277.5%-96187.0%-8.9 pts660OVERFIT
AVGO+309.0%+32512.1%-32203.1%-6.1 pts390INCONCLUSIVE
AXON+25803.4%+123065.2%-97261.8%+15.2 pts502MARGINAL
BKNG+141.2%+922.2%-781.0%-5.3 pts592OVERFIT
BKR-74.3%+933.9%-1008.1%antes de 1993916OVERFIT
CCEP+160.9%+7081.8%-6920.9%antes de 1993906OVERFIT
CDNS+158.8%+16839.0%-16680.2%antes de 1993855OVERFIT
CEGno aplica · history < 10y (4.6y)
CMCSA-63.8%+47049.9%-47113.7%antes de 19931023OVERFIT
COST-23.1%+12800.7%-12823.8%antes de 1993910OVERFIT
CPRT+245.7%+21554.9%-21309.3%-7.0 pts707OVERFIT
CRWDno aplica · history < 10y (7.2y)
CSX-67.2%+40426.1%-40493.3%antes de 19931051OVERFIT
CTAS+1144.9%+123411.3%-122266.4%antes de 1993949OVERFIT
DASHno aplica · history < 10y (5.7y)
DDOGno aplica · history < 10y (6.9y)
DXCM+763.4%+3002.6%-2239.1%-0.6 pts474OVERFIT
EAno aplica · history < 10y (9.0y)
EXC+854.1%+17730.6%-16876.4%antes de 19931156MARGINAL
FANG+123.5%+1406.8%-1283.3%-8.8 pts322INCONCLUSIVE
FAST+663.8%+262350.7%-261686.9%antes de 1993870MARGINAL
FER+90.1%+593.7%-503.6%-10.1 pts122INCONCLUSIVE
FTNT+353.6%+10184.6%-9831.0%-4.8 pts387INCONCLUSIVE
GEHCno aplica · history < 10y (3.7y)
GILD+312.3%+33594.8%-33282.4%antes de 1993769OVERFIT
HONAno aplica · history < 10y (0.2y)
IDXX+298.4%+58789.5%-58491.1%antes de 1993744OVERFIT
INTC+670.3%+49216.9%-48546.6%antes de 19931048OVERFIT
INTU+158.5%+15430.2%-15271.7%-7.9 pts760OVERFIT
ISRG+8490.2%+18484.9%-9994.7%+10.1 pts552OVERFIT
KDP+117.1%+1090.2%-973.2%-7.4 pts443INCONCLUSIVE
KHC-48.9%-42.2%-6.8%-20.2 pts253INCONCLUSIVE
KLAC-72.6%+289399.1%-289471.7%antes de 19931030OVERFIT
LIN+27.2%+10777.0%-10749.8%antes de 1993787OVERFIT
LITE+93.6%+5280.9%-5187.4%-8.1 pts247INCONCLUSIVE
LRCX+4.4%+159814.6%-159810.1%antes de 1993940OVERFIT
MAR+1.0%+2539.5%-2538.5%-8.9 pts666OVERFIT
MCHP+70.4%+41961.5%-41891.2%-9.2 pts768OVERFIT
MDLZ-45.7%+461.4%-507.1%-11.8 pts593OVERFIT
MELI+61.5%+6911.0%-6849.6%-8.6 pts429INCONCLUSIVE
META-35.6%+1410.2%-1445.8%-18.3 pts324INCONCLUSIVE
MNST+1826.1%+61968.9%-60142.8%antes de 1993714OVERFIT
MPWR+227.4%+15002.1%-14774.8%-5.4 pts522OVERFIT
MRVL+292.7%+1645.0%-1352.3%-3.1 pts582OVERFIT
MSTR+23667.6%+1158.6%+22509.0%+12.4 pts587OVERFIT
MU+1088.8%+70877.8%-69789.0%antes de 1993928OVERFIT
NFLX+2471.9%+67643.2%-65171.3%+4.0 pts509MARGINAL
NXPI+5.6%+1721.2%-1715.5%-14.4 pts362INCONCLUSIVE
ODFL-35.7%+36444.7%-36480.4%antes de 1993792OVERFIT
ORLY+1161.0%+55255.7%-54094.7%-3.0 pts692MARGINAL
PANW+161.2%+4215.4%-4054.2%-7.9 pts311INCONCLUSIVE
PCAR+1147.1%+57106.4%-55959.3%antes de 1993988OVERFIT
PDDno aplica · history < 10y (8.1y)
PEP-69.7%+37760.7%-37830.4%antes de 19931271OVERFIT
PLTRno aplica · history < 10y (5.9y)
PYPL-40.8%+44.7%-85.5%-18.9 pts254INCONCLUSIVE
QCOM+614.7%+50430.1%-49815.4%antes de 1993763OVERFIT
REGN+207.7%+3718.3%-3510.6%antes de 1993756OVERFIT
ROP+90.6%+26003.6%-25913.0%antes de 1993785OVERFIT
ROST+393.0%+55801.1%-55408.2%antes de 1993920GENERALIZED
SBUX-16.7%+43019.5%-43036.3%antes de 1993803OVERFIT
SHOP+253.2%+8568.8%-8315.6%-2.0 pts261INCONCLUSIVE
SNDKno aplica · history < 10y (1.5y)
SNPS-72.5%+5482.1%-5554.6%antes de 1993793OVERFIT
STX+6408.6%+15614.6%-9206.0%+7.9 pts522OVERFIT
TER-60.1%+31309.8%-31369.9%antes de 19931152OVERFIT
TMUS-26.7%+318.0%-344.6%-12.5 pts433INCONCLUSIVE
TRI+23.0%+578.4%-555.5%-9.8 pts538OVERFIT
TSLA+385.3%+23002.8%-22617.5%-4.9 pts353INCONCLUSIVE
TTWO+43.1%+5509.7%-5466.6%-8.8 pts624OVERFIT
TXN+0.8%+38040.6%-38039.8%antes de 19931242OVERFIT
VRTX+574.4%+12000.4%-11426.0%antes de 1993719MARGINAL
WBD+51.9%+302.2%-250.2%-9.1 pts477OVERFIT
WDAY+78.7%+305.5%-226.8%-10.5 pts296INCONCLUSIVE
WDC+155.9%+66202.2%-66046.3%antes de 19931028MARGINAL
XEL+1150.7%+7388.9%-6238.2%antes de 19931186OVERFIT
A+50.4%+486.3%-435.9%-6.8 pts591OVERFIT
ABBV+85.9%+1156.0%-1070.1%-10.2 pts289INCONCLUSIVE
ABT-64.1%+62056.2%-62120.3%antes de 19931064OVERFIT
ACGL-39.4%+4268.0%-4307.4%-12.2 pts697OVERFIT
ACN+87.4%+1726.5%-1639.1%-7.0 pts559OVERFIT
ADM-78.1%+9265.6%-9343.8%antes de 19931040OVERFIT
AEE-19.5%+813.9%-833.4%-10.1 pts684OVERFIT
AES+531.4%+647.5%-116.1%antes de 1993780OVERFIT
AFL+312.8%+205848.4%-205535.6%antes de 19931014OVERFIT
AIG-54.0%+468.3%-522.2%antes de 19931148OVERFIT
AIZ+139.1%+1585.5%-1446.4%-6.9 pts524OVERFIT
AJG+6026.2%+41899.5%-35873.3%antes de 1993879MARGINAL
AKAM+43.2%-25.2%+68.4%-7.2 pts552OVERFIT
ALB-59.9%+3091.3%-3151.2%-13.7 pts732OVERFIT
ALGN+49.6%+846.9%-797.3%-7.3 pts522OVERFIT
ALL+14.6%+3674.2%-3659.7%-10.4 pts766OVERFIT
ALLE+17.7%+265.9%-248.2%-12.7 pts298INCONCLUSIVE
AMCR-36.9%+100.6%-137.5%-18.2 pts227INCONCLUSIVE
AME+62.2%+25325.0%-25262.9%antes de 1993952OVERFIT
AMP+76.9%+2154.1%-2077.2%-8.4 pts486OVERFIT
AMT+12.8%+1310.2%-1297.3%-8.6 pts655OVERFIT
ANET+441.0%+5592.8%-5151.8%+1.1 pts260INCONCLUSIVE
AON+33.9%+29815.0%-29781.2%antes de 19931029OVERFIT
AOS+571.3%+13924.9%-13353.6%antes de 1993901OVERFIT
APA-25.1%+2417.2%-2442.3%antes de 19931026OVERFIT
APD-14.2%+20722.2%-20736.4%antes de 19931055OVERFIT
APH+671.3%+146951.6%-146280.3%antes de 1993770OVERFIT
APO+50.2%+1845.9%-1795.7%-11.3 pts364INCONCLUSIVE
APTV-14.5%+174.0%-188.4%-16.3 pts344INCONCLUSIVE
ARE+81.8%+624.3%-542.5%-7.6 pts667OVERFIT
ARES+200.6%+1191.9%-991.3%-4.6 pts290INCONCLUSIVE
ATO+37.7%+13696.4%-13658.6%antes de 1993971OVERFIT
AVB+16.9%+42.3%-25.4%-13.6 pts244INCONCLUSIVE
AVY-47.6%+8544.4%-8592.0%antes de 19931139OVERFIT
AWK+11.0%+950.9%-939.9%-11.3 pts433INCONCLUSIVE
AZO+515.5%+40631.8%-40116.3%antes de 1993764OVERFIT
BAC+2006.7%+4053.1%-2046.4%antes de 19931118MARGINAL
BALL+2902.2%+49568.6%-46666.3%antes de 19931170OVERFIT
BAX-89.4%+1778.4%-1867.8%antes de 1993976OVERFIT
BBY+3292.9%+89506.6%-86213.8%antes de 1993890OVERFIT
BDX-58.7%+21440.4%-21499.0%antes de 19931205OVERFIT
BEN+740.2%+130378.8%-129638.6%antes de 1993958OVERFIT
BF-B+286.9%+14873.5%-14586.6%antes de 1993998MARGINAL
BG+49.9%+1105.5%-1055.6%-7.9 pts544OVERFIT
BIIB-5.7%+6832.8%-6838.5%antes de 1993731OVERFIT
BLDR+91.3%+393.7%-302.4%-8.0 pts460OVERFIT
BLK+86.3%+13724.5%-13638.2%-6.4 pts615OVERFIT
BMY-60.0%+23662.6%-23722.6%antes de 19931219OVERFIT
BNY+758.6%+32230.3%-31471.7%antes de 19931132OVERFIT
BR+161.5%+1234.2%-1072.8%-5.9 pts449INCONCLUSIVE
BRK-B-59.6%+2072.5%-2132.2%-13.3 pts674OVERFIT
BRO+4005.5%+76212.8%-72207.3%antes de 1993900OVERFIT
BSX-52.6%+1028.2%-1080.8%antes de 1993732OVERFIT
BX+91.1%+1023.3%-932.2%-7.4 pts428INCONCLUSIVE
BXP-55.5%+888.9%-944.4%-12.2 pts685OVERFIT
C-23.8%+1897.9%-1921.7%antes de 19931104OVERFIT
CAH+4379.2%+39284.8%-34905.6%antes de 1993908OVERFIT
CARRno aplica · history < 10y (6.5y)
CASY+123.9%+80461.2%-80337.3%antes de 1993920OVERFIT
CB+260.5%+6587.6%-6327.1%-6.9 pts766OVERFIT
CBOE+251.0%+1060.1%-809.0%-6.6 pts383INCONCLUSIVE
CBRE+521.8%+2283.8%-1762.0%-2.4 pts488OVERFIT
CCI-81.3%+899.9%-981.2%-14.8 pts651OVERFIT
CCL+14.1%+1154.4%-1140.3%antes de 1993854OVERFIT
CDW+149.6%+858.2%-708.6%-7.3 pts295INCONCLUSIVE
CF+136.9%+5815.9%-5679.0%-6.9 pts495OVERFIT
CFG+9.3%+349.9%-340.6%-13.1 pts270INCONCLUSIVE
CHD+286.7%+93736.5%-93449.8%antes de 1993997OVERFIT
CHRW+23.1%+4307.6%-4284.5%-8.6 pts621OVERFIT
CHTR-21.9%+335.5%-357.4%-15.6 pts364INCONCLUSIVE
CI+143.1%+12980.8%-12837.8%antes de 1993951OVERFIT
CIEN+87.6%+195.6%-108.0%-7.7 pts624OVERFIT
CINF+2859.4%+41545.9%-38686.5%antes de 19931012OVERFIT
CL-60.7%+20919.0%-20979.7%antes de 19931230OVERFIT
CLX+11.1%+6184.2%-6173.1%antes de 19931160OVERFIT
CME+50.4%+6884.2%-6833.8%-9.6 pts553OVERFIT
CMG+552.3%+4221.6%-3669.3%-1.6 pts455OVERFIT
CMI+6793.9%+28968.2%-22174.4%antes de 19931136OVERFIT
CMS+128.8%+630.8%-502.0%antes de 19931144OVERFIT
CNC+207.4%+4388.8%-4181.5%-5.4 pts523MARGINAL
CNP+1538.9%+13998.0%-12459.1%antes de 19931424OVERFIT
COF-75.9%+5724.6%-5800.5%-15.5 pts718OVERFIT
COHR+3070.3%+68288.9%-65218.6%antes de 1993736OVERFIT
COINno aplica · history < 10y (5.4y)
COO+389.4%+879.8%-490.4%antes de 1993882OVERFIT
COP+49.3%+13561.7%-13512.4%antes de 19931006OVERFIT
COR+462.3%+17062.1%-16599.8%-5.3 pts697OVERFIT
CPAY+71.1%+1383.7%-1312.5%-10.8 pts348INCONCLUSIVE
CPT+93.6%+2453.9%-2360.3%-8.9 pts774OVERFIT
CRH-73.4%+7617.9%-7691.3%antes de 1993724OVERFIT
CRL+154.9%+1210.2%-1055.3%-4.8 pts561OVERFIT
CSGP+528.9%+3390.6%-2861.7%-2.1 pts613OVERFIT
CTSH+193.5%+35498.3%-35304.8%-5.1 pts629OVERFIT
CTVAno aplica · history < 10y (7.3y)
CVNAno aplica · history < 10y (9.3y)
CVS+11.8%+15658.6%-15646.9%antes de 19931186OVERFIT
D+143.7%+17762.4%-17618.7%antes de 19931054OVERFIT
DAL+192.0%+339.1%-147.0%-5.1 pts416INCONCLUSIVE
DD+23.9%+10113.6%-10089.7%antes de 19931224OVERFIT
DE+19.9%+101089.1%-101069.2%antes de 19931207OVERFIT
DECK-97.5%+7024.7%-7122.2%-21.4 pts680OVERFIT
DELL+768.1%+4059.8%-3291.7%+8.9 pts218INCONCLUSIVE
DG+9.2%+550.3%-541.0%-13.8 pts377INCONCLUSIVE
DGX+148.3%+9626.0%-9477.7%-7.0 pts651OVERFIT
DHI-21.8%+13111.0%-13132.9%antes de 1993766OVERFIT
DHR+909.3%+483557.2%-482647.9%antes de 19931013OVERFIT
DLR+44.6%+3540.7%-3496.1%-9.5 pts506OVERFIT
DLTR+351.9%+10731.5%-10379.6%-6.2 pts666OVERFIT
DOC-20.9%+6136.8%-6157.8%antes de 1993939OVERFIT
DOV+631.1%+29264.8%-28633.7%antes de 19931052OVERFIT
DOWno aplica · history < 10y (7.4y)
DPZ+299.4%+5638.6%-5339.2%-4.6 pts475OVERFIT
DRI+189.1%+6998.7%-6809.6%-7.4 pts694OVERFIT
DTE+990.7%+35264.3%-34273.6%antes de 19931456OVERFIT
DUK+423.9%+16239.0%-15815.2%antes de 19931050OVERFIT
DVA+353.7%+4219.3%-3865.5%-5.6 pts628OVERFIT
DVN+181.4%+1411.9%-1230.5%antes de 1993882OVERFIT
EBAY+657.6%+14035.1%-13377.4%-1.7 pts615OVERFIT
ECHO+110.3%+227.3%-117.0%-7.3 pts396INCONCLUSIVE
ECL+216.6%+20174.1%-19957.5%antes de 19931131OVERFIT
ED+5378.6%+45081.6%-39703.1%antes de 19931396OVERFIT
EFX+2475.6%+77234.4%-74758.8%antes de 1993983MARGINAL
EG+7.6%+2975.7%-2968.2%-10.3 pts717OVERFIT
EIX+543.4%+14610.5%-14067.1%antes de 19931187OVERFIT
EL+142.9%+1551.3%-1408.5%-7.6 pts659OVERFIT
ELV+103.2%+2326.9%-2223.7%-7.4 pts554OVERFIT
EME+1789.4%+59203.5%-57414.1%-1.5 pts678OVERFIT
EMR-85.4%+19839.1%-19924.5%antes de 19931254OVERFIT
EOG-37.4%+9279.7%-9317.1%antes de 1993843OVERFIT
EQIX-11.1%+240.5%-251.6%-8.9 pts585OVERFIT
EQR+4.5%+44.2%-39.7%-14.8 pts236INCONCLUSIVE
EQT+1049.0%+19557.1%-18508.2%antes de 19931023OVERFIT
ERIE+893.8%+3362.8%-2469.1%-2.9 pts686OVERFIT
ES+141.6%+2960.1%-2818.5%antes de 19931218OVERFIT
ESS+413.1%+5274.8%-4861.7%-5.9 pts724OVERFIT
ETN+5536.6%+116541.5%-111004.9%antes de 19931156OVERFIT
ETR+39.0%+19797.9%-19758.9%antes de 19931234OVERFIT
EVRG+126.9%+5086.7%-4959.9%antes de 19931168OVERFIT
EW+173.2%+6500.0%-6326.8%-4.3 pts586OVERFIT
EXEno aplica · history < 10y (5.6y)
EXPD+548.7%+148324.6%-147775.9%antes de 1993905OVERFIT
EXPE+17.1%+916.1%-899.1%-10.3 pts458OVERFIT
EXR+78.0%+2698.9%-2620.9%-8.7 pts512OVERFIT
F+292.4%+6752.4%-6460.0%antes de 19931168OVERFIT
FCX+774.7%+1061.6%-286.9%-3.5 pts679OVERFIT
FDS+143.4%+9088.9%-8945.6%-7.3 pts678OVERFIT
FDX-13.2%+53776.9%-53790.2%antes de 19931052OVERFIT
FDXFno aplica · history < 10y (0.3y)
FE+42.9%+563.0%-520.2%-8.2 pts680OVERFIT
FFIV+206.3%+5374.0%-5167.7%-4.3 pts599MARGINAL
FICO+961.7%+94747.8%-93786.1%antes de 1993825OVERFIT
FIS-67.8%+363.8%-431.5%-13.9 pts560OVERFIT
FITB+6517.0%+28280.0%-21763.1%antes de 1993972MARGINAL
FIX+1034.2%+11966.2%-10932.0%-0.8 pts646OVERFIT
FLEX+1301.2%+7898.6%-6597.4%-2.4 pts692OVERFIT
FOXno aplica · history < 10y (7.5y)
FOXAno aplica · history < 10y (7.5y)
FRT+174.6%+24360.2%-24185.7%antes de 19931158OVERFIT
FSLR-70.5%+716.1%-786.6%-17.0 pts444OVERFIT
FTV-28.9%+100.1%-129.1%-18.8 pts223INCONCLUSIVE
GD+1626.6%+221689.9%-220063.2%antes de 19931394MARGINAL
GDDY+17.7%+389.4%-371.7%-12.6 pts247INCONCLUSIVE
GE+252.5%+54356.2%-54103.8%antes de 19931476OVERFIT
GEN+41.9%+12085.6%-12043.7%antes de 1993801OVERFIT
GEVno aplica · history < 10y (2.4y)
GIS-48.4%+15015.5%-15063.9%antes de 19931043OVERFIT
GL+1421.7%+12680.6%-11258.9%antes de 19931026OVERFIT
GLW+1200.3%+19301.2%-18100.9%antes de 1993950OVERFIT
GM+62.9%+240.1%-177.2%-11.3 pts340INCONCLUSIVE
GNRC+34.1%+2091.1%-2057.0%-12.8 pts368INCONCLUSIVE
GPC-25.3%+12785.5%-12810.9%antes de 19931067OVERFIT
GPN+72.5%+2567.9%-2495.4%-6.9 pts563OVERFIT
GRMN-6.1%+5377.3%-5383.4%-9.2 pts560OVERFIT
GWW+1422.9%+55300.2%-53877.3%antes de 19931177OVERFIT
HAL-86.8%+2860.8%-2947.5%antes de 19931193OVERFIT
HAS+467.2%+201529.8%-201062.5%antes de 1993991OVERFIT
HBAN-26.5%+3799.5%-3826.0%antes de 19931014OVERFIT
HCA+184.6%+1699.7%-1515.2%-7.1 pts347INCONCLUSIVE
HIG-54.8%+951.1%-1005.9%-13.0 pts725OVERFIT
HII+313.3%+883.6%-570.3%-4.5 pts350INCONCLUSIVE
HLT+100.0%+659.1%-559.1%-8.5 pts285INCONCLUSIVE
HOODno aplica · history < 10y (5.1y)
HPE+354.2%+625.0%-270.9%+0.1 pts240INCONCLUSIVE
HPQ+83.2%+77945.5%-77862.3%antes de 19931382OVERFIT
HRL+270.1%+19046.1%-18776.0%antes de 1993994OVERFIT
HSIC+81.6%+1913.1%-1831.5%-8.6 pts709OVERFIT
HST+268.5%+12843.9%-12575.3%antes de 19931016OVERFIT
HSY+86.1%+53964.6%-53878.5%antes de 19931034OVERFIT
HUBB+8.9%+3853.5%-3844.6%-10.8 pts758OVERFIT
HUM+160.5%+20168.9%-20008.4%antes de 1993943OVERFIT
HWMno aplica · history < 10y (9.8y)
IBKR+292.3%+1526.1%-1233.8%-3.4 pts425INCONCLUSIVE
ICE+28.8%+2307.9%-2279.0%-10.0 pts473OVERFIT
IEX+412.6%+12761.2%-12348.6%antes de 1993822OVERFIT
IFF-46.4%+4754.9%-4801.3%antes de 19931177OVERFIT
INCY+2163.7%+6471.7%-4308.1%-0.9 pts689OVERFIT
INVHno aplica · history < 10y (9.6y)
IP-69.8%+4590.1%-4660.0%antes de 19931478OVERFIT
IQV+205.1%+520.3%-315.2%-5.5 pts287INCONCLUSIVE
IRno aplica · history < 10y (9.3y)
IRM+230.5%+9911.6%-9681.0%-6.4 pts656OVERFIT
IT+637.0%+6431.0%-5794.0%-4.6 pts722OVERFIT
ITW+539.6%+51254.1%-50714.5%antes de 19931174OVERFIT
IVZ-46.0%+1093.8%-1139.8%-12.7 pts677OVERFIT
J+52.0%+33544.7%-33492.7%antes de 1993951OVERFIT
JBHT+232.5%+24926.6%-24694.1%antes de 1993924OVERFIT
JBL+1424.5%+41217.7%-39793.2%-2.4 pts736OVERFIT
JCI+74.0%+4376.5%-4302.5%antes de 1993878OVERFIT
JKHY+1384.7%+71288.2%-69903.5%antes de 1993891OVERFIT
KEY-82.2%+1405.6%-1487.8%antes de 1993910OVERFIT
KEYS+259.8%+1042.3%-782.5%-2.9 pts268INCONCLUSIVE
KIM+458.8%+3036.5%-2577.7%antes de 1993756OVERFIT
KKR+42.8%+1784.9%-1742.0%-12.6 pts366INCONCLUSIVE
KMB-34.2%+16039.9%-16074.1%antes de 19931041OVERFIT
KMI-60.5%+117.5%-178.0%-19.7 pts372INCONCLUSIVE
KR+646.5%+182706.1%-182059.5%antes de 19931371OVERFIT
KVUEno aplica · history < 10y (3.3y)
L+692.9%+22398.8%-21705.9%antes de 19931010OVERFIT
LDOS+59.8%+530.2%-470.5%-8.7 pts434OVERFIT
LEN-44.8%+29032.9%-29077.8%antes de 19931004OVERFIT
LH+135.9%+1408.2%-1272.3%antes de 1993757OVERFIT
LHX+108.1%+8519.5%-8411.4%antes de 1993990OVERFIT
LII-37.1%+3122.4%-3159.5%-10.2 pts622OVERFIT
LLY+673.6%+129720.0%-129046.5%antes de 19931208OVERFIT
LMT+514.8%+67444.7%-66929.9%antes de 19931392OVERFIT
LNT+183.8%+9408.5%-9224.6%antes de 19931204OVERFIT
LOW+1657.3%+77328.4%-75671.1%antes de 19931010MARGINAL
LULU+273.4%+759.0%-485.6%-4.0 pts410INCONCLUSIVE
LUV+596.4%+24508.5%-23912.1%antes de 1993986OVERFIT
LVS-50.3%+50.3%-100.6%-14.1 pts482OVERFIT
LYB+34.0%+648.8%-614.9%-12.2 pts386INCONCLUSIVE
LYV+282.8%+1558.0%-1275.2%-4.4 pts464OVERFIT
MA+427.3%+14066.9%-13639.6%-2.7 pts461OVERFIT
MAA-24.5%+3525.2%-3549.7%-11.7 pts756OVERFIT
MAS+207.7%+7423.1%-7215.4%antes de 19931040OVERFIT
MCK+269.8%+6946.5%-6676.6%-6.9 pts699OVERFIT
MCO+29.5%+7753.9%-7724.4%-10.2 pts721OVERFIT
MDT-52.6%+51421.0%-51473.6%antes de 19931156OVERFIT
MET-19.5%+1176.9%-1196.4%-9.1 pts626OVERFIT
MGM+470.8%+1501.4%-1030.5%antes de 1993796MARGINAL
MKC+208.8%+14401.8%-14193.0%antes de 19931134OVERFIT
MLM+89.4%+3089.6%-3000.1%-8.9 pts718OVERFIT
MO+4203.0%+2914781.4%-2910578.4%antes de 19931403OVERFIT
MOS-16.3%+268.9%-285.2%antes de 1993839OVERFIT
MPC+1208.7%+2972.8%-1764.1%+3.9 pts357INCONCLUSIVE
MRNAno aplica · history < 10y (7.7y)
MRSH+299.2%+21192.9%-20893.6%antes de 19931164OVERFIT
MS-49.5%+6159.1%-6208.7%-12.9 pts777OVERFIT
MSCI+9.9%+2406.7%-2396.8%-10.8 pts420INCONCLUSIVE
MSI-16.3%+79243.2%-79259.5%antes de 19931425OVERFIT
MTB+16532.6%+105049.8%-88517.3%antes de 1993910OVERFIT
MTD+185.7%+9346.3%-9160.6%-5.8 pts626OVERFIT
NCLH-69.0%-34.9%-34.1%-23.0 pts286INCONCLUSIVE
NDAQ+123.1%+2371.2%-2248.1%-7.5 pts543OVERFIT
NDSN+13410.8%+37769.3%-24358.5%antes de 1993975OVERFIT
NEE+858.8%+23772.9%-22914.0%antes de 19931220OVERFIT
NEM-47.1%+2099.8%-2146.9%antes de 19931009OVERFIT
NI+60.9%+5234.9%-5174.0%antes de 19931170OVERFIT
NOC+812.6%+23369.3%-22556.7%antes de 1993961OVERFIT
NOW-30.8%+2907.9%-2938.7%-17.5 pts327INCONCLUSIVE
NRG+172.6%+1442.6%-1270.0%-6.5 pts500OVERFIT
NSC+25.1%+24520.7%-24495.6%antes de 19931011OVERFIT
NTAP+3631.8%+19659.8%-16028.0%+2.0 pts676OVERFIT
NTRS+1444.9%+53074.8%-51629.9%antes de 1993956MARGINAL
NUE+213.8%+70209.1%-69995.3%antes de 19931040OVERFIT
NVR+1045.2%+61512.0%-60466.8%-3.2 pts711OVERFIT
NWS+66.0%+152.4%-86.3%-10.4 pts303INCONCLUSIVE
NWSA-2.1%+122.2%-124.4%-14.5 pts311INCONCLUSIVE
O+155.4%+5366.4%-5211.0%-8.1 pts734OVERFIT
OKE+1990.0%+19101.6%-17111.6%antes de 19931018MARGINAL
OMC+175.5%+15677.5%-15502.0%antes de 1993995OVERFIT
ON+320.1%+208.7%+111.3%-2.8 pts582OVERFIT
ORCL+73.4%+296729.4%-296656.0%antes de 1993921OVERFIT
OTISno aplica · history < 10y (6.5y)
OXY-42.4%+3580.0%-3622.4%antes de 1993992OVERFIT
PCG-30.5%+1389.7%-1420.2%antes de 19931230OVERFIT
PEG+298.3%+18884.4%-18586.1%antes de 19931078OVERFIT
PFE+95.1%+20062.7%-19967.6%antes de 19931210OVERFIT
PFG+17.5%+920.1%-902.7%-9.5 pts562OVERFIT
PGR+64288.5%+819581.9%-755293.4%antes de 1993949OVERFIT
PH+725.0%+41129.4%-40404.4%antes de 19931016OVERFIT
PHM+65.5%+95847.7%-95782.1%antes de 1993986OVERFIT
PLD-60.3%+1782.5%-1842.8%-12.5 pts677OVERFIT
PM+80.5%+785.7%-705.1%-9.0 pts415INCONCLUSIVE
PNC+1367.4%+37937.9%-36570.4%antes de 19931090OVERFIT
PNR+1283.8%+11510.8%-10227.1%antes de 19931086OVERFIT
PNW+289.0%+2247.6%-1958.5%antes de 19931182OVERFIT
PODD+290.4%+831.5%-541.1%-3.5 pts434INCONCLUSIVE
PPG+186.6%+21327.4%-21140.9%antes de 19931039OVERFIT
PPL+458.4%+7311.8%-6853.5%antes de 19931034MARGINAL
PRU-74.6%+767.8%-842.4%-15.5 pts574OVERFIT
PSA+69.7%+13958.7%-13889.0%antes de 19931029OVERFIT
PSKY-2.7%-34.8%+32.1%-11.2 pts463OVERFIT
PSX+392.5%+1071.7%-679.2%-2.8 pts330INCONCLUSIVE
PTC+14.1%+8443.5%-8429.4%antes de 1993813OVERFIT
PWR+2834.6%+8155.1%-5320.6%+3.4 pts638OVERFIT
Qno aplica · history < 10y (0.8y)
RCL+274.3%+4611.6%-4337.3%-6.9 pts734OVERFIT
REG-27.3%+2046.5%-2073.8%-11.8 pts744OVERFIT
RF+282.8%+7230.0%-6947.2%antes de 1993978OVERFIT
RJF+641.4%+52691.1%-52049.6%antes de 1993928OVERFIT
RL-37.9%+1376.9%-1414.8%-11.1 pts644OVERFIT
RMD+3241.0%+43254.4%-40013.4%+1.1 pts627OVERFIT
ROK+108.0%+57325.7%-57217.7%antes de 1993996OVERFIT
ROL-33.0%+36503.9%-36536.9%antes de 19931038OVERFIT
RSG+97.4%+1977.7%-1880.3%-6.4 pts633OVERFIT
RTX-21.8%+231131.9%-231153.7%antes de 19931474OVERFIT
RVTY+37.7%+25547.2%-25509.5%antes de 19931161OVERFIT
SBAC+1384.1%+2259.6%-875.6%+1.9 pts617OVERFIT
SCHW+115.9%+45501.9%-45386.0%antes de 1993868OVERFIT
SJM-77.4%+1119.0%-1196.3%-15.6 pts707OVERFIT
SLB-84.1%+1125.4%-1209.5%antes de 19931041OVERFIT
SMCI+166.4%+4155.7%-3989.3%-5.9 pts402INCONCLUSIVE
SNA-75.8%+12522.0%-12597.8%antes de 19931174OVERFIT
SO+139.6%+32617.4%-32477.7%antes de 19931032OVERFIT
SOLVno aplica · history < 10y (2.4y)
SPG+29.4%+5330.6%-5301.2%-10.1 pts752OVERFIT
SPGI+590.9%+140503.3%-139912.4%antes de 19931167OVERFIT
SRE-62.7%+1463.0%-1525.7%-12.3 pts694OVERFIT
STE-79.8%+15491.4%-15571.2%antes de 1993753OVERFIT
STLD+168.2%+7831.8%-7663.6%-6.6 pts684OVERFIT
STT+8584.6%+199686.1%-191101.5%antes de 1993979OVERFIT
STZ+33.7%+10007.0%-9973.2%antes de 1993741OVERFIT
SW-22.1%+775.0%-797.0%-13.4 pts208INCONCLUSIVE
SWK-49.0%+5887.9%-5936.9%antes de 19931004OVERFIT
SWKS-94.7%+1317.3%-1412.0%antes de 1993874OVERFIT
SYF+55.9%+325.2%-269.3%-10.2 pts266INCONCLUSIVE
SYK+362.3%+430371.4%-430009.2%antes de 19931026OVERFIT
SYY+2380.8%+115885.9%-113505.1%antes de 19931063OVERFIT
T-14.8%+10219.8%-10234.6%antes de 1993963OVERFIT
TAP-98.4%+518.8%-617.1%antes de 19931075OVERFIT
TDG+66.3%+13285.3%-13219.0%-8.5 pts480OVERFIT
TDY+94.0%+7164.6%-7070.6%-5.9 pts612OVERFIT
TECH+9.5%+79246.8%-79237.3%antes de 1993823OVERFIT
TEL+30.0%+671.1%-641.0%-9.4 pts436INCONCLUSIVE
TFC+1069.7%+10226.4%-9156.7%antes de 1993998MARGINAL
TGT+49.9%+90566.5%-90516.5%antes de 19931161OVERFIT
TJX-51.5%+36154.4%-36206.0%antes de 1993916OVERFIT
TKO+121.3%+1638.9%-1517.5%-5.8 pts574OVERFIT
TMO+311.0%+36784.3%-36473.3%antes de 19931017OVERFIT
TPL+25606.8%+75277.1%-49670.4%antes de 1993905MARGINAL
TPR-13.3%+7766.6%-7779.9%-9.2 pts602OVERFIT
TRGP+742.2%+2202.9%-1460.7%+0.2 pts379INCONCLUSIVE
TRMB+5.9%+3366.4%-3360.5%antes de 1993729OVERFIT
TROW+387.8%+35932.6%-35544.8%antes de 1993876OVERFIT
TSCO+195.3%+15199.0%-15003.8%-7.5 pts712OVERFIT
TSN+23.9%+4340.8%-4316.9%antes de 1993924OVERFIT
TT+886.9%+49748.2%-48861.3%antes de 19931028OVERFIT
TTDno aplica · history < 10y (9.9y)
TXT+584.3%+4901.2%-4316.9%antes de 19931154MARGINAL
TYL+62.8%+43359.1%-43296.2%antes de 1993913OVERFIT
UAL-48.2%+240.6%-288.9%-14.3 pts458OVERFIT
UBERno aplica · history < 10y (7.3y)
UDR+195.1%+14119.5%-13924.4%antes de 1993952OVERFIT
UHS+3297.5%+15293.2%-11995.7%antes de 1993938OVERFIT
ULTA+2.8%+1721.3%-1718.5%-10.8 pts417INCONCLUSIVE
UNP+35.8%+30311.4%-30275.5%antes de 19931073OVERFIT
UPS-79.7%+233.2%-312.9%-14.3 pts615OVERFIT
URI+2841.8%+7088.3%-4246.5%+3.1 pts622MARGINAL
USB+6937.7%+44799.0%-37861.3%antes de 19931062OVERFIT
VEEV+555.3%+668.8%-113.5%+1.6 pts271INCONCLUSIVE
VICIno aplica · history < 10y (8.7y)
VLO+614.9%+23394.0%-22779.0%antes de 1993978OVERFIT
VLTOno aplica · history < 10y (2.9y)
VMC+7437.0%+48759.3%-41322.3%antes de 19931134OVERFIT
VRSK+102.2%+648.8%-546.6%-10.2 pts385INCONCLUSIVE
VRSN+992.8%+5322.0%-4329.2%-0.6 pts629OVERFIT
VRTno aplica · history < 10y (8.1y)
VSTno aplica · history < 10y (9.9y)
VTR+62.9%+1496.8%-1433.9%-8.1 pts679OVERFIT
VTRS-72.8%+1568.8%-1641.6%antes de 1993957OVERFIT
VZ-40.8%+4889.1%-4929.9%antes de 1993983OVERFIT
WAB+82.8%+4137.7%-4054.9%-8.8 pts691OVERFIT
WAT+116.4%+10865.4%-10749.0%-8.0 pts681OVERFIT
WEC+297.4%+23656.8%-23359.3%antes de 19931084OVERFIT
WELL+170.5%+58774.1%-58603.6%antes de 19931027OVERFIT
WFC+924.0%+63452.2%-62528.2%antes de 19931196OVERFIT
WM+654.9%+8471.2%-7816.3%antes de 1993844OVERFIT
WMB-72.6%+11974.1%-12046.7%antes de 1993999OVERFIT
WSM+29.6%+69865.8%-69836.2%antes de 1993925OVERFIT
WST+5180.6%+79208.6%-74028.0%antes de 1993907MARGINAL
WTW-43.8%+1181.6%-1225.4%-11.6 pts563OVERFIT
WY-80.5%+1781.4%-1861.9%antes de 19931196OVERFIT
WYNN+84.3%+1217.6%-1133.3%-8.8 pts514OVERFIT
XOM-44.1%+183657.9%-183702.0%antes de 19931486OVERFIT
XYL+62.3%+455.0%-392.7%-11.9 pts348INCONCLUSIVE
XYZ+113.1%+527.5%-414.4%-7.4 pts233INCONCLUSIVE
YUM-43.0%+4282.5%-4325.5%-11.3 pts639OVERFIT
ZBH-21.2%+292.2%-313.4%-10.6 pts547OVERFIT
ZBRA+311.4%+8617.7%-8306.2%antes de 1993744OVERFIT
ZTS-43.0%+179.3%-222.3%-18.7 pts315INCONCLUSIVE

Divisas · 3 / 8 · contra el s&p 500 en la misma ventana: 0 / 8

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
EUR/USD-18.3%-3.1%-15.2%-11.9 pts558OVERFIT
GBP/USD-13.0%-21.2%+8.2%-11.6 pts534OVERFIT
USD/JPY+22.0%+40.2%-18.2%-9.6 pts675OVERFIT
USD/MXN-1.1%+49.9%-51.1%-11.1 pts571OVERFIT
AUD/USD-27.7%-6.6%-21.1%-12.8 pts497OVERFIT
USD/CAD-28.0%+1.7%-29.7%-12.6 pts569OVERFIT
USD/CHF-22.3%-41.4%+19.1%-12.2 pts554OVERFIT
NZD/USD-2.0%-8.1%+6.1%-11.1 pts527OVERFIT

Cripto · 1 / 2 · contra el s&p 500 en la misma ventana: 2 / 2

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Bitcoin+2385.9%+17075.3%-14689.5%+6.6 pts325INCONCLUSIVE
Etherno aplica · history < 10y (8.8y)
Litecoin+2350.2%+859.3%+1490.8%+6.5 pts302INCONCLUSIVE
Solanano aplica · history < 10y (6.4y)
Cardanono aplica · history < 10y (8.8y)
Dogecoinno aplica · history < 10y (8.8y)

¿Y en intradía?

Velas de 5 minutos a 4 horas, cada activo desde donde existe historia intradía (acciones 2016, divisas 2003, cripto 2015), contra mantener ese mismo activo. Diferencia frente a comprar y mantener. Sin walk-forward (ver protocolo).

Activo5 min15 min1 hora4 horasDiario
Litecoin-1348.2%-1348.2%-1348.2%-1331.5%+1490.8%
Solanano aplicano aplicano aplicano aplicano aplica
Cardanono aplicano aplicano aplicano aplicano aplica
Dogecoinno aplicano aplicano aplicano aplicano aplica
EUR/USD-87.7%-85.4%-74.1%-19.6%-15.2%
GBP/USD-87.5%-85.2%-57.3%-7.7%+8.2%
USD/JPY-136.0%-128.3%-90.6%-7.6%-18.2%
AUD/USD-21.1%
USD/CAD-136.7%-134.8%-86.2%-19.6%-29.7%
USD/CHF-85.1%-84.0%-44.4%-19.5%+19.1%
NZD/USD-82.5%-81.8%-66.4%-4.3%+6.1%
S&P 500 (SPY)-454.0%-453.6%-417.9%-320.2%-3064.0%
Nasdaq-100 (QQQ)-705.1%-704.8%-649.8%-537.1%-1513.4%
Russell 2000 (IWM)-307.3%-307.2%-276.5%-219.5%-736.4%
Emergentes (EEM)-269.1%-268.5%-227.3%-143.5%-809.1%
Oro (GLD)-397.4%-396.4%-324.1%-223.9%-606.0%
Bonos 20 años (TLT)-91.8%-91.6%-75.4%-16.3%-133.6%
AAPL-1349.6%-1348.6%-1135.0%-1054.0%-311658.8%
AMGN-379.1%-379.0%-334.5%-186.0%-186399.4%
AMZN-836.5%-835.8%-705.3%-667.5%-260706.4%
AXP-573.8%-573.0%-484.2%-465.1%-27103.9%
BA-166.5%-165.5%-57.2%+199.3%-103020.7%
CAT-1513.0%-1511.8%-1307.0%-1186.9%-168977.4%
CRM-339.5%-339.3%-281.6%-95.8%-5096.2%
CSCO-570.4%-570.2%-518.5%-455.4%-222777.9%
CVX-358.2%-358.0%-336.6%-251.1%-68026.4%
DIS-114.8%-114.5%-96.9%-51.0%-188576.6%
GOOGL-920.8%-920.4%-853.5%-827.6%-11604.0%
GS-723.2%-722.8%-579.8%-523.4%-1940.4%
HD-324.2%-323.7%-295.0%-130.8%-1984943.1%
HON-280.6%-280.3%-249.6%-166.7%-21127.6%
IBM-286.6%-286.1%-251.5%-108.9%-15680.7%
JNJ-357.5%-357.3%-311.8%-228.4%-444818.7%
JPM-742.2%-741.9%-704.1%-609.8%-33092.5%
KO-293.4%-293.2%-263.0%-197.3%-199082.8%
MCD-285.6%-285.1%-236.9%-210.9%-235748.1%
MMM-200.3%-200.1%-166.5%-79.7%-31049.4%
MRK-412.7%-412.5%-381.1%-235.3%-232488.9%
MSFT-1077.0%-1076.5%-1016.7%-980.1%-858405.2%
NKE-74.3%-74.1%-60.4%-31.5%-31830.8%
NVDA-27586.0%-27582.4%-26843.8%-25655.7%-582190.2%
PG-246.9%-246.7%-205.6%-199.2%-59747.9%
SHW-449.0%-448.5%-419.5%-383.1%-231751.5%
TRV-422.1%-421.7%-400.7%-317.1%-11733.7%
UNH-401.4%-400.8%-351.4%-280.5%-352218.8%
V-543.9%-543.8%-504.6%-460.9%-2980.8%
WMT-607.6%-607.2%-557.4%-490.9%-913929.8%
ABNBno aplicano aplicano aplicano aplicano aplica
ADBE-317.0%-316.8%-289.2%-210.6%-147461.1%
ADI-814.6%-814.1%-781.5%-731.1%-81582.4%
ADP-441.3%-441.0%-411.8%-275.3%-74125.1%
ADSK-432.2%-431.7%-379.3%-347.3%-57701.4%
AEP-305.4%-305.0%-258.8%-229.0%-13281.0%
ALABno aplicano aplicano aplicano aplicano aplica
ALNY-254.9%-253.9%-158.2%-36.8%-3019.3%
AMAT-2817.9%-2817.2%-2695.4%-2354.0%-664961.0%
AMD-16807.9%-16804.0%-16176.9%-15401.8%-13535.1%
APPno aplicano aplicano aplicano aplicano aplica
ARMno aplicano aplicano aplicano aplicano aplica
ASML-2158.7%-2158.3%-2050.2%-1865.4%-96187.0%
AVGO-3403.2%-3399.9%-3099.6%-3232.5%-32203.1%
AXON-3569.4%-3566.9%-2644.1%-2884.0%-97261.8%
BKNG-421.6%-421.0%-369.2%-342.1%-781.0%
BKRno aplicano aplicano aplicano aplica-1008.1%
CCEP-415.8%-415.4%-380.8%-266.2%-6920.9%
CDNS-1658.0%-1657.3%-1547.6%-1407.2%-16680.2%
CEGno aplicano aplicano aplicano aplicano aplica
CMCSA-135.8%-135.7%-120.0%-108.6%-47113.7%
COST-707.4%-706.8%-603.6%-491.5%-12823.8%
CPRT-700.6%-700.0%-627.9%-414.7%-21309.3%
CRWDno aplicano aplicano aplicano aplicano aplica
CSX-696.6%-695.7%-674.6%-518.8%-40493.3%
CTAS-1031.2%-1030.0%-965.8%-833.3%-122266.4%
DASHno aplicano aplicano aplicano aplicano aplica
DDOGno aplicano aplicano aplicano aplicano aplica
DXCM-462.8%-462.0%-388.0%-152.8%-2239.1%
EAno aplica
EXC-318.9%-318.3%-295.0%-220.6%-16876.4%
FANG-393.3%-392.8%-342.7%-249.2%-1283.3%
FAST-656.9%-656.6%-625.6%-533.1%-261686.9%
FERno aplicano aplicano aplicano aplica-503.6%
FTNT-2745.6%-2745.2%-2543.8%-2400.1%-9831.0%
GEHCno aplicano aplicano aplicano aplicano aplica
GILD-214.0%-213.8%-201.7%-162.2%-33282.4%
HONAno aplicano aplicano aplicano aplicano aplica
IDXX-780.4%-779.4%-758.7%-642.8%-58491.1%
INTC-333.1%-332.8%-256.4%-144.2%-48546.6%
INTU-414.2%-413.2%-303.3%-369.6%-15271.7%
ISRG-612.6%-611.8%-541.5%-502.3%-9994.7%
KHC-56.8%-56.6%-40.8%-0.8%-6.8%
KLAC-3063.6%-3062.8%-2958.7%-2681.1%-289471.7%
LINno aplicano aplicano aplicano aplica-10749.8%
LITE-4008.1%-4006.3%-3934.1%-3907.2%-5187.4%
LRCX-4481.4%-4479.8%-4360.0%-3923.4%-159810.1%
MAR-594.3%-593.2%-535.9%-515.6%-2538.5%
MCHP-391.6%-391.1%-320.8%-190.9%-41891.2%
MDLZ-182.0%-181.8%-161.6%-135.5%-507.1%
MELI-1800.1%-1798.5%-1646.7%-1590.8%-6849.6%
META-570.4%-570.1%-521.9%-479.0%-1445.8%
MNST-194.8%-194.2%-166.7%-36.5%-60142.8%
MPWR-2250.5%-2249.9%-2200.0%-2092.4%-14774.8%
MRVL-2679.8%-2679.6%-2437.0%-2545.1%-1352.3%
MSTR-743.9%-743.8%-368.6%+741.7%+22509.0%
MU-6675.8%-6674.8%-6380.6%-5814.2%-69789.0%
NFLX-743.2%-742.9%-682.5%-387.4%-65171.3%
NXPI-300.5%-299.9%-279.3%-268.0%-1715.5%
ODFL-1063.8%-1063.1%-922.1%-797.6%-36480.4%
ORLY-539.4%-539.1%-500.0%-429.5%-54094.7%
PANW-1299.9%-1299.5%-1096.8%-886.5%-4054.2%
PCAR-580.1%-579.9%-540.9%-516.8%-55959.3%
PDDno aplicano aplicano aplicano aplicano aplica
PEP-196.8%-196.5%-183.2%-138.2%-37830.4%
PLTRno aplicano aplicano aplicano aplicano aplica
PYPL-155.8%-155.7%-136.7%-67.5%-85.5%
QCOM-438.6%-438.1%-355.0%-234.8%-49815.4%
REGN-155.2%-155.1%-136.1%-94.6%-3510.6%
ROP-244.2%-243.9%-228.4%-182.2%-25913.0%
ROST-465.7%-465.3%-420.0%-295.1%-55408.2%
SBUX-232.0%-231.7%-194.3%-160.6%-43036.3%
SHOP-5944.8%-5943.6%-4178.3%-5792.3%-8315.6%
SNDKno aplicano aplicano aplicano aplicano aplica
SNPS-985.3%-984.7%-900.5%-856.6%-5554.6%
STX-3652.5%-3649.0%-3564.9%-2867.2%-9206.0%
TER-1857.0%-1856.2%-1722.8%-1219.4%-31369.9%
TMUS-489.7%-489.5%-444.1%-341.6%-344.6%
TRI-362.7%-362.0%-323.4%-254.5%-555.5%
TSLA-2341.6%-2336.7%-1368.9%-1451.2%-22617.5%
TTWO-688.9%-688.7%-673.3%-596.6%-5466.6%
TXN-637.7%-637.3%-614.2%-505.7%-38039.8%
VRTX-440.8%-440.4%-408.0%-395.1%-11426.0%
WBDno aplicano aplicano aplicano aplica-250.2%
WDAY-263.3%-263.1%-211.9%-214.2%-226.8%
WDC-1171.5%-1169.7%-1095.5%-994.9%-66046.3%
XEL-295.9%-295.5%-267.1%-180.9%-6238.2%
KDP-278.1%-277.6%-228.6%-206.2%-973.2%
USD/MXN-135.0%-133.9%-131.6%-47.6%-51.1%
Bitcoin-18084.8%-18084.8%-18084.8%-17291.3%-14689.5%
Etherno aplica

2 / 472 · contra el s&p 500 en la misma ventana: 12 / 472

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

ParámetrosRendimientoSharpeCaída máx.Vs. índice
af_start 0.02, af_step 0.02, af_max 0.217.1%-0.23-59.1%-3064.0%
af_start 0.01, af_step 0.01, af_max 0.1344.3%0.10-52.3%-2736.7%
af_start 0.03, af_step 0.03, af_max 0.3-36.9%-0.38-72.9%-3117.9%
af_start 0.02, af_step 0.02, af_max 0.1102.6%-0.10-56.4%-2978.4%

Una regla que solo funciona con los números exactos del libro y muere un paso más allá no es una ventaja: es suerte.

Fuera de muestra y robustez (sobre el índice)

Walk-forward: OVERFIT · 0%

Sharpe deflactado: 0.13 (< 0.95)

Suite de robustez: MODERATE

Por mitades: Primera mitad no batió (-21.1% vs +237.3%); Segunda mitad no batió (+48.4% 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 0.1326 < 0.95 — edge does not clear the multiple-trials selection-bias hurdle.

Recibo

Calculado el 2026-09-10 · periodo: cada activo desde su primera vela (1962-01-01 a 2026-08-31) · costos por ida y vuelta: acciones e índice 10 pb, divisas 2 pb, cripto 30 pb · artefacto 566419a0cec8 · motor de Finaxion

Por mercado

Las páginas de cada mercado, ordenadas por exceso anual sobre el S&P 500. Mostramos los primeros 12; el resto está en el sitemap. Ver los 18 mercados

Fuentes de la afirmación

Cómo citar

Finaxion Research (2026). Parabolic SAR: seguir los puntos: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 566419a0cec8. https://finaxion.app/research/parabolic-sar

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