FINAXIONResearch
Finaxion Research · Reversión a la media · Actualizado 2026-09-10

RSI de 2 días (la regla de Connors)

Funciona en pocos mercados

Su terreno: divisas, en 4 horas, comprando varios activos en señal — bate en 24 de 961 combinaciones.

Mercados que bate
19 / 489
Vs. índice
-7.1 pts/año
Rendimiento total
240.2%
Sharpe
0.03
Caída máxima
-36.1%
Operaciones
764
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 RSI de 2 días (la regla de Connors)?

La regla del RSI de 2 días (Connors) bate a comprar y mantener en 8 de 40 mercados de divisas (20 %), pero en 0 de 14 criptomonedas. Funciona como cartera —3 de 3 como cesta—, no como acción suelta —21 de 958 activo por activo—, y de los 19 mercados diarios donde bate, 7 aguantan fuera de muestra (37 %). Ningún parámetro vecino bate al índice, el ajuste publicado es un punto, no una región; mejora al alargar la vela —0 de 118 en 5 minutos, 5 de 118 en 4 horas—, con su mejor mercado diario en AMZN (+8,0 puntos al año sobre el S&P 500 en 29 años, 712 operaciones) y su peor en MSTR (-21,6 puntos al año frente al S&P 500).

  1. RSI de 2 días (la regla de Connors) bate a comprar y mantener sobre todo en divisas: 8 de 40 mercados (20 %).
  2. Donde peor va es en criptomonedas: bate en 0 de 14.
  3. Funciona como cartera, no como acción suelta: como cesta bate en 3 de 3, activo por activo en 21 de 958.
  4. De los 19 mercados diarios donde bate, 7 aguantan fuera de muestra (37 %).
  5. Ningún parámetro vecino bate al índice: el ajuste publicado es un punto, no una zona.
  6. Mejora al alargar la vela: en 5 minutos bate en 0 de 118; en 4 horas, en 5 de 118.
  7. Su mejor mercado diario es AMZN: +8,0 puntos al año sobre el S&P 500 en 29 años, 712 operaciones.
  8. Su peor mercado diario es MSTR: -21,6 puntos al año frente al S&P 500.

Hallazgos derivados del panel completo. Cada uno lleva su número y su denominador; los cálculos son reproducibles con el artefacto c0e771fe25fb.

Lo que se promete

«Compra cuando el RSI de 2 periodos cae por debajo de 10: es un rebote casi seguro. Vende cuando vuelve a subir.»

Lo que probamos exactamente

RSI(2) cruza por debajo de 10 → entrada. RSI(2) cruza por encima de 65 → salida. Ejecución al cierre siguiente. Sin filtro de tendencia (se prueba la regla tal como circula).

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)+240.2%+3081.0%-2840.8%-7.1 pts764MARGINAL
Nasdaq-100 (QQQ)+497.9%+1565.8%-1067.9%-1.8 pts644MARGINAL
Russell 2000 (IWM)+194.3%+801.9%-607.6%-4.5 pts614OVERFIT
Emergentes (EEM)+189.3%+830.9%-641.6%-7.0 pts548OVERFIT
Oro (GLD)+2.1%+820.3%-818.2%-10.9 pts459OVERFIT
Bonos 20 años (TLT)-21.6%+131.2%-152.8%-12.3 pts520OVERFIT

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Dow 30 (cartera) (30 · máx. 10)+32130.9%+3081.0%+29049.9%+7.9 pts8939

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Nasdaq-100 (cartera) (98 · máx. 20)+24050.0%+3081.0%+20969.0%+6.9 pts26614

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

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
S&P 500 (cartera) (498 · máx. 25)+23478.0%+3081.0%+20397.0%+6.8 pts72412

Acciones, una a una (Dow 30 + Nasdaq-100) · 9 / 470 · contra el s&p 500 en la misma ventana: 12 / 216

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
AAPL+1893.7%+322813.1%-320919.3%antes de 19931108MARGINAL
AMGN+437.6%+187272.6%-186834.9%antes de 19931046OVERFIT
AMZN+11596.8%+265196.1%-253599.3%+8.0 pts712GENERALIZED
AXP+5316.4%+27029.4%-21713.0%antes de 19931315OVERFIT
BA+0.8%+108724.7%-108723.9%antes de 19931597OVERFIT
CAT+17.2%+172708.3%-172691.1%antes de 19931574OVERFIT
CRM+280.7%+5992.9%-5712.3%-4.7 pts500OVERFIT
CSCO+3934.9%+222956.6%-219021.7%antes de 1993836OVERFIT
CVX+262.5%+68037.6%-67775.1%antes de 19931528OVERFIT
DIS-60.7%+189847.3%-189908.0%antes de 19931554OVERFIT
GOOGL+381.6%+13534.3%-13152.7%-3.9 pts536OVERFIT
GS+1171.9%+2027.1%-855.2%+1.3 pts668OVERFIT
HD+2080.8%+1985758.9%-1983678.1%antes de 19931043OVERFIT
HON+386.2%+21058.8%-20672.6%antes de 19931608OVERFIT
IBM+207.7%+16203.8%-15996.1%antes de 19931568OVERFIT
JNJ+1961.2%+445196.6%-443235.4%antes de 19931532OVERFIT
JPM+190.1%+34522.5%-34332.4%antes de 19931108OVERFIT
KO+377.6%+199349.6%-198972.0%antes de 19931561OVERFIT
MCD+498.3%+236707.0%-236208.7%antes de 19931397OVERFIT
MMM+142.3%+31160.0%-31017.7%antes de 19931535OVERFIT
MRK+1129.9%+233375.1%-232245.2%antes de 19931578MARGINAL
MSFT+4098.5%+859506.0%-855407.5%antes de 1993918MARGINAL
NKE+253.4%+32003.7%-31750.3%antes de 19931102OVERFIT
NVDA+302.7%+587720.8%-587418.1%-3.5 pts620OVERFIT
PG+360.5%+59706.6%-59346.1%antes de 19931534OVERFIT
SHW+1254.9%+231766.6%-230511.6%antes de 19931048OVERFIT
TRV-68.0%+12287.7%-12355.7%antes de 19931184OVERFIT
UNH+67.7%+353381.4%-353313.6%antes de 1993956OVERFIT
V+876.9%+2961.1%-2084.2%+1.0 pts426INCONCLUSIVE
WMT+2925.5%+915365.3%-912439.9%antes de 19931261MARGINAL
ABNBno aplica · history < 10y (5.7y)
ADBE+1703.6%+147731.1%-146027.5%antes de 1993934OVERFIT
ADI+4724.4%+81534.0%-76809.6%antes de 19931152OVERFIT
ADP+385.2%+74205.9%-73820.7%antes de 19931054OVERFIT
ADSK+759.6%+58084.6%-57324.9%antes de 19931020OVERFIT
AEP-66.5%+13797.6%-13864.1%antes de 19931456OVERFIT
ALABno aplica · history < 10y (2.4y)
ALNY-55.4%+3338.4%-3393.8%-14.6 pts530OVERFIT
AMAT+2541.4%+664974.8%-662433.4%antes de 19931103OVERFIT
AMD+116.1%+14863.3%-14747.1%antes de 19931158OVERFIT
APPno aplica · history < 10y (5.4y)
ARMno aplica · history < 10y (3.0y)
ASML+2337.9%+96277.5%-93939.6%-0.3 pts739OVERFIT
AVGO+270.2%+32512.1%-32241.8%-6.7 pts372INCONCLUSIVE
AXON-6.0%+123065.2%-123071.2%-9.8 pts594OVERFIT
BKNG-68.3%+922.2%-990.5%-12.7 pts635OVERFIT
BKR+508.3%+933.9%-425.6%antes de 19931006OVERFIT
CCEP+43.0%+7081.8%-7038.8%antes de 1993918OVERFIT
CDNS+113.7%+16839.0%-16725.3%antes de 1993932OVERFIT
CEGno aplica · history < 10y (4.6y)
CMCSA+1130.8%+47049.9%-45919.1%antes de 19931106OVERFIT
COST+934.8%+12800.7%-11865.9%antes de 1993958OVERFIT
CPRT-26.9%+21554.9%-21581.8%-11.9 pts734OVERFIT
CRWDno aplica · history < 10y (7.2y)
CSX+1478.9%+40426.1%-38947.3%antes de 19931110OVERFIT
CTAS+30.2%+123411.3%-123381.1%antes de 1993898OVERFIT
DASHno aplica · history < 10y (5.7y)
DDOGno aplica · history < 10y (6.9y)
DXCM-23.6%+3002.6%-3026.2%-12.5 pts492OVERFIT
EAno aplica · history < 10y (9.0y)
EXC-0.9%+17730.6%-17731.4%antes de 19931165OVERFIT
FANG+62.0%+1406.8%-1344.8%-11.3 pts321INCONCLUSIVE
FAST+339.9%+262350.7%-262010.8%antes de 1993908OVERFIT
FER+114.3%+593.7%-479.3%-9.2 pts195INCONCLUSIVE
FTNT+1004.5%+10184.6%-9180.1%+1.2 pts366INCONCLUSIVE
GEHCno aplica · history < 10y (3.7y)
GILD+1107.1%+33594.8%-32487.6%antes de 1993824OVERFIT
HONAno aplica · history < 10y (0.2y)
IDXX+476.4%+58789.5%-58313.1%antes de 1993822MARGINAL
INTC+2536.4%+49216.9%-46680.5%antes de 19931128MARGINAL
INTU+366.6%+15430.2%-15063.6%-6.1 pts760OVERFIT
ISRG+256.8%+18484.9%-18228.1%-3.4 pts626MARGINAL
KDP+7.8%+1090.2%-1082.4%-11.4 pts392INCONCLUSIVE
KHC-35.3%-42.2%+6.9%-18.2 pts282INCONCLUSIVE
KLAC+12970.4%+289399.1%-276428.7%antes de 19931085OVERFIT
LIN+602.8%+10777.0%-10174.3%antes de 1993808OVERFIT
LITE+29.4%+5280.9%-5251.5%-11.9 pts236INCONCLUSIVE
LRCX+1163.8%+159814.6%-158650.8%antes de 1993980OVERFIT
MAR+262.3%+2539.5%-2277.2%-4.3 pts667OVERFIT
MCHP+6313.1%+41961.5%-35648.5%+2.5 pts806MARGINAL
MDLZ+34.8%+461.4%-426.6%-8.2 pts571OVERFIT
MELI+349.0%+6911.0%-6562.1%-2.9 pts440INCONCLUSIVE
META+911.1%+1410.2%-499.2%+2.4 pts334INCONCLUSIVE
MNST+79.0%+61968.9%-61889.9%antes de 1993808OVERFIT
MPWR+232.5%+15002.1%-14769.6%-5.3 pts456OVERFIT
MRVL+788.3%+1645.0%-856.7%+0.2 pts641OVERFIT
MSTR-97.8%+1158.6%-1256.4%-21.6 pts668OVERFIT
MU+1.9%+70877.8%-70875.9%antes de 19931022OVERFIT
NFLX+220.6%+67643.2%-67422.6%-5.4 pts578OVERFIT
NXPI+496.6%+1721.2%-1224.5%-2.9 pts376INCONCLUSIVE
ODFL+942.8%+36444.7%-35501.8%antes de 1993775MARGINAL
ORLY+137.9%+55255.7%-55117.8%-8.3 pts707OVERFIT
PANW+17.2%+4215.4%-4198.2%-13.8 pts292INCONCLUSIVE
PCAR+35.9%+57106.4%-57070.5%antes de 19931101OVERFIT
PDDno aplica · history < 10y (8.1y)
PEP+858.2%+37760.7%-36902.5%antes de 19931259OVERFIT
PLTRno aplica · history < 10y (5.9y)
PYPL-37.0%+44.7%-81.7%-18.4 pts247INCONCLUSIVE
QCOM+7965.3%+50430.1%-42464.8%antes de 1993830GENERALIZED
REGN+443.2%+3718.3%-3275.1%antes de 1993877MARGINAL
ROP+37.6%+26003.6%-25966.0%antes de 1993782OVERFIT
ROST-17.0%+55801.1%-55818.2%antes de 1993955OVERFIT
SBUX+2334.3%+43019.5%-40685.2%antes de 1993800MARGINAL
SHOP+406.1%+8568.8%-8162.7%+1.6 pts238INCONCLUSIVE
SNDKno aplica · history < 10y (1.5y)
SNPS+8665.7%+5482.1%+3183.6%antes de 1993826OVERFIT
STX+8.6%+15614.6%-15606.0%-11.1 pts570OVERFIT
TER-6.8%+31309.8%-31316.5%antes de 19931314OVERFIT
TMUS-13.4%+318.0%-331.3%-11.6 pts420INCONCLUSIVE
TRI+43.4%+578.4%-535.1%-9.2 pts548OVERFIT
TSLA+844.3%+23002.8%-22158.5%-0.2 pts386INCONCLUSIVE
TTWO+153.4%+5509.7%-5356.4%-6.9 pts656OVERFIT
TXN+709.3%+38040.6%-37331.3%antes de 19931306OVERFIT
VRTX+53.8%+12000.4%-11946.7%antes de 1993842OVERFIT
WBD-12.9%+302.2%-315.1%-11.8 pts522OVERFIT
WDAY+69.8%+305.5%-235.7%-10.9 pts318INCONCLUSIVE
WDC+29.7%+66202.2%-66172.5%antes de 19931146OVERFIT
XEL-88.5%+7388.9%-7477.4%antes de 19931127OVERFIT
A+41.3%+486.3%-445.0%-7.1 pts634OVERFIT
ABBV+49.9%+1156.0%-1106.1%-11.8 pts303INCONCLUSIVE
ABT+1296.5%+62056.2%-60759.7%antes de 19931085MARGINAL
ACGL+139.9%+4268.0%-4128.2%-7.7 pts666OVERFIT
ACN+100.6%+1726.5%-1625.9%-6.7 pts574OVERFIT
ADM+1068.9%+9265.6%-8196.8%antes de 19931100OVERFIT
AEE+41.4%+813.9%-772.5%-8.1 pts660OVERFIT
AES-50.0%+647.5%-697.5%antes de 1993832OVERFIT
AFL+1930.3%+205848.4%-203918.1%antes de 19931082OVERFIT
AIG-95.3%+468.3%-563.5%antes de 19931300OVERFIT
AIZ+95.3%+1585.5%-1490.2%-7.8 pts484OVERFIT
AJG-33.7%+41899.5%-41933.2%antes de 1993918OVERFIT
AKAM-20.9%-25.2%+4.2%-9.4 pts646OVERFIT
ALB+306.3%+3091.3%-2785.1%-6.5 pts758OVERFIT
ALGN+207.4%+846.9%-639.5%-4.4 pts617OVERFIT
ALL+760.4%+3674.2%-2913.8%-4.1 pts784OVERFIT
ALLE+26.7%+265.9%-239.2%-12.1 pts303INCONCLUSIVE
AMCR+127.2%+100.6%+26.6%-9.1 pts293INCONCLUSIVE
AME+663.4%+25325.0%-24661.6%antes de 1993956OVERFIT
AMP+357.1%+2154.1%-1797.0%-3.6 pts464OVERFIT
AMT+71.9%+1310.2%-1238.2%-7.2 pts686OVERFIT
ANET+356.1%+5592.8%-5236.7%-0.5 pts262INCONCLUSIVE
AON+4.4%+29815.0%-29810.6%antes de 19931086OVERFIT
AOS-87.4%+13924.9%-14012.3%antes de 19931000OVERFIT
APA+146.9%+2417.2%-2270.3%antes de 19931170OVERFIT
APD+193.0%+20722.2%-20529.2%antes de 19931094OVERFIT
APH+1857.9%+146951.6%-145093.7%antes de 1993834OVERFIT
APO+176.4%+1845.9%-1669.5%-7.2 pts354INCONCLUSIVE
APTV+13.7%+174.0%-160.3%-14.4 pts337INCONCLUSIVE
ARE+56.2%+624.3%-568.1%-8.1 pts658OVERFIT
ARES+209.6%+1191.9%-982.2%-4.3 pts276INCONCLUSIVE
ATO+212.6%+13696.4%-13483.7%antes de 1993944OVERFIT
AVB-14.2%+42.3%-56.5%-16.7 pts224INCONCLUSIVE
AVY+127.9%+8544.4%-8416.5%antes de 19931314OVERFIT
AWK+47.0%+950.9%-903.9%-9.7 pts360INCONCLUSIVE
AZO+507.1%+40631.8%-40124.6%antes de 1993830MARGINAL
BAC+161.6%+4053.1%-3891.5%antes de 19931285OVERFIT
BALL+13.4%+49568.6%-49555.2%antes de 19931240OVERFIT
BAX+861.6%+1778.4%-916.8%antes de 19931088MARGINAL
BBY-2.0%+89506.6%-89508.7%antes de 1993982OVERFIT
BDX+648.4%+21440.4%-20791.9%antes de 19931284OVERFIT
BEN+460.6%+130378.8%-129918.2%antes de 19931034OVERFIT
BF-B+31.9%+14873.5%-14841.6%antes de 19931041OVERFIT
BG+33.3%+1105.5%-1072.3%-8.4 pts572OVERFIT
BIIB+1296.3%+6832.8%-5536.4%antes de 1993820MARGINAL
BLDR+83.7%+393.7%-310.1%-8.2 pts523OVERFIT
BLK+422.5%+13724.5%-13302.0%-2.4 pts634OVERFIT
BMY+502.0%+23662.6%-23160.6%antes de 19931294OVERFIT
BNY+50.2%+32230.3%-32180.1%antes de 19931244OVERFIT
BR+79.9%+1234.2%-1154.3%-8.0 pts442INCONCLUSIVE
BRK-B+131.0%+2072.5%-1941.6%-7.6 pts702OVERFIT
BRO+65.1%+76212.8%-76147.7%antes de 1993858OVERFIT
BSX+224.0%+1028.2%-804.1%antes de 1993814OVERFIT
BX+78.9%+1023.3%-944.4%-7.8 pts482INCONCLUSIVE
BXP+272.4%+888.9%-616.6%-4.9 pts652OVERFIT
C+3569.9%+1897.9%+1671.9%antes de 19931270MARGINAL
CAH+130.8%+39284.8%-39153.9%antes de 1993952OVERFIT
CARRno aplica · history < 10y (6.5y)
CASY+590.2%+80461.2%-79871.0%antes de 1993931OVERFIT
CB+44.7%+6587.6%-6542.9%-9.7 pts766OVERFIT
CBOE+39.2%+1060.1%-1020.9%-12.6 pts370INCONCLUSIVE
CBRE+224.3%+2283.8%-2059.5%-5.5 pts487OVERFIT
CCI-76.4%+899.9%-976.3%-14.1 pts658OVERFIT
CCL+10.0%+1154.4%-1144.4%antes de 1993989OVERFIT
CDW+68.0%+858.2%-790.2%-10.5 pts294INCONCLUSIVE
CF+332.3%+5815.9%-5483.7%-3.8 pts466OVERFIT
CFG+52.5%+349.9%-297.4%-10.2 pts272INCONCLUSIVE
CHD+310.1%+93736.5%-93426.4%antes de 19931054OVERFIT
CHRW+382.4%+4307.6%-3925.2%-3.7 pts716OVERFIT
CHTR-1.2%+335.5%-336.8%-14.2 pts384INCONCLUSIVE
CI+97.8%+12980.8%-12883.0%antes de 19931020OVERFIT
CIEN+145.2%+195.6%-50.4%-6.8 pts736MARGINAL
CINF-31.5%+41545.9%-41577.4%antes de 1993972OVERFIT
CL+1295.5%+20919.0%-19623.5%antes de 19931300MARGINAL
CLX+65.2%+6184.2%-6119.0%antes de 19931249OVERFIT
CME+14.6%+6884.2%-6869.6%-10.8 pts562OVERFIT
CMG+136.7%+4221.6%-4084.9%-6.8 pts462OVERFIT
CMI-89.9%+28968.2%-29058.1%antes de 19931289OVERFIT
CMS-94.5%+630.8%-725.3%antes de 19931244OVERFIT
CNC+648.0%+4388.8%-3740.8%-1.6 pts594OVERFIT
CNP-74.2%+13998.0%-14072.2%antes de 19931454OVERFIT
COF+1762.2%+5724.6%-3962.4%-1.5 pts775OVERFIT
COHR+905.9%+68288.9%-67383.0%antes de 1993884OVERFIT
COINno aplica · history < 10y (5.4y)
COO-37.2%+879.8%-917.0%antes de 19931089OVERFIT
COP+136.3%+13561.7%-13425.4%antes de 19931049OVERFIT
COR+30.0%+17062.1%-17032.0%-10.1 pts662OVERFIT
CPAY+394.6%+1383.7%-989.1%-3.6 pts371INCONCLUSIVE
CPT-8.5%+2453.9%-2462.5%-11.2 pts737OVERFIT
CRH+818.1%+7617.9%-6799.8%antes de 1993770OVERFIT
CRL-58.1%+1210.2%-1268.3%-11.8 pts586OVERFIT
CSGP-70.2%+3390.6%-3460.8%-13.1 pts653OVERFIT
CTSH+433.1%+35498.3%-35065.2%-2.9 pts646OVERFIT
CTVAno aplica · history < 10y (7.3y)
CVNAno aplica · history < 10y (9.3y)
CVS+33.4%+15658.6%-15625.3%antes de 19931282OVERFIT
D+20.2%+17762.4%-17742.2%antes de 19931019OVERFIT
DAL+1221.6%+339.1%+882.5%+3.5 pts486INCONCLUSIVE
DD+70.9%+10113.6%-10042.8%antes de 19931318OVERFIT
DE+2656.1%+101089.1%-98433.0%antes de 19931358OVERFIT
DECK+366.8%+7024.7%-6657.9%-6.0 pts770OVERFIT
DELL+6.8%+4059.8%-4052.9%-14.5 pts202INCONCLUSIVE
DG+169.3%+550.3%-381.0%-8.2 pts378INCONCLUSIVE
DGX+2.0%+9626.0%-9624.0%-10.1 pts652OVERFIT
DHI+348.3%+13111.0%-12762.8%antes de 1993794OVERFIT
DHR+565.4%+483557.2%-482991.8%antes de 19931114OVERFIT
DLR+475.1%+3540.7%-3065.6%-2.8 pts458OVERFIT
DLTR+19.9%+10731.5%-10711.5%-10.5 pts724OVERFIT
DOC+26.2%+6136.8%-6110.6%antes de 1993916OVERFIT
DOV+31.2%+29264.8%-29233.6%antes de 19931108OVERFIT
DOWno aplica · history < 10y (7.4y)
DPZ+594.0%+5638.6%-5044.5%-1.9 pts533MARGINAL
DRI+406.2%+6998.7%-6592.5%-5.5 pts725OVERFIT
DTE-45.5%+35264.3%-35309.8%antes de 19931414OVERFIT
DUK-28.7%+16239.0%-16267.7%antes de 19931015OVERFIT
DVA-80.1%+4219.3%-4299.3%-15.7 pts716OVERFIT
DVN-70.6%+1411.9%-1482.6%antes de 19931019OVERFIT
EBAY+344.5%+14035.1%-13690.5%-3.8 pts646GENERALIZED
ECHO+29.3%+227.3%-198.0%-10.0 pts461INCONCLUSIVE
ECL+96.1%+20174.1%-20078.0%antes de 19931242OVERFIT
ED-34.6%+45081.6%-45116.3%antes de 19931446OVERFIT
EFX+228.0%+77234.4%-77006.4%antes de 19931042OVERFIT
EG+231.0%+2975.7%-2744.7%-6.6 pts730OVERFIT
EIX+2.3%+14610.5%-14608.2%antes de 19931222OVERFIT
EL+102.7%+1551.3%-1448.7%-8.2 pts730OVERFIT
ELV+29.4%+2326.9%-2297.4%-9.2 pts554OVERFIT
EME-7.4%+59203.5%-59210.8%-11.4 pts726OVERFIT
EMR+1395.0%+19839.1%-18444.2%antes de 19931382OVERFIT
EOG+448.7%+9279.7%-8831.0%antes de 1993921OVERFIT
EQIX-83.5%+240.5%-324.0%-15.1 pts612OVERFIT
EQR+19.2%+44.2%-25.0%-13.4 pts234INCONCLUSIVE
EQT-39.2%+19557.1%-19596.3%antes de 19931104OVERFIT
ERIE-31.1%+3362.8%-3394.0%-11.8 pts648OVERFIT
ES+115.8%+2960.1%-2844.3%antes de 19931256OVERFIT
ESS+110.4%+5274.8%-5164.4%-8.7 pts683OVERFIT
ETN+24.6%+116541.5%-116516.8%antes de 19931268OVERFIT
ETR-26.8%+19797.9%-19824.8%antes de 19931270OVERFIT
EVRG-65.6%+5086.7%-5152.3%antes de 19931224OVERFIT
EW+976.0%+6500.0%-5524.0%+1.2 pts628OVERFIT
EXEno aplica · history < 10y (5.6y)
EXPD+484.8%+148324.6%-147839.8%antes de 1993938OVERFIT
EXPE+179.3%+916.1%-736.9%-6.1 pts506OVERFIT
EXR+61.2%+2698.9%-2637.8%-9.1 pts483OVERFIT
F+7.7%+6752.4%-6744.8%antes de 19931346OVERFIT
FCX+28.2%+1061.6%-1033.5%-9.9 pts734OVERFIT
FDS-0.7%+9088.9%-9089.6%-10.3 pts704OVERFIT
FDX+1340.6%+53776.9%-52436.3%antes de 19931210OVERFIT
FDXFno aplica · history < 10y (0.3y)
FE-60.6%+563.0%-623.6%-12.7 pts581OVERFIT
FFIV+122.8%+5374.0%-5251.2%-5.5 pts630OVERFIT
FICO+916.0%+94747.8%-93831.8%antes de 1993872OVERFIT
FIS+702.1%+363.8%+338.4%-0.9 pts638OVERFIT
FITB+49.6%+28280.0%-28230.4%antes de 19931048OVERFIT
FIX+269.5%+11966.2%-11696.8%-4.9 pts671OVERFIT
FLEX+219.3%+7898.6%-7679.3%-7.3 pts786OVERFIT
FOXno aplica · history < 10y (7.5y)
FOXAno aplica · history < 10y (7.5y)
FRT+411.6%+24360.2%-23948.6%antes de 19931228OVERFIT
FSLR-37.2%+716.1%-753.3%-13.3 pts464OVERFIT
FTV+19.3%+100.1%-80.9%-13.7 pts246INCONCLUSIVE
GD-69.0%+221689.9%-221758.9%antes de 19931567OVERFIT
GDDY+67.4%+389.4%-322.0%-9.4 pts258INCONCLUSIVE
GE+1488.8%+54356.2%-52867.5%antes de 19931646OVERFIT
GEN+2887.0%+12085.6%-9198.6%antes de 1993898MARGINAL
GEVno aplica · history < 10y (2.4y)
GIS+302.4%+15015.5%-14713.1%antes de 19931108OVERFIT
GL-87.2%+12680.6%-12767.8%antes de 1993972OVERFIT
GLW-33.7%+19301.2%-19334.9%antes de 19931058OVERFIT
GM+153.1%+240.1%-87.0%-8.4 pts406INCONCLUSIVE
GNRC+155.1%+2091.1%-1936.0%-8.8 pts388INCONCLUSIVE
GPC+270.8%+12785.5%-12514.7%antes de 19931090OVERFIT
GPN+597.9%+2567.9%-1970.0%-1.1 pts580GENERALIZED
GRMN+28.1%+5377.3%-5349.3%-8.0 pts581OVERFIT
GWW-52.5%+55300.2%-55352.7%antes de 19931254OVERFIT
HAL+86.4%+2860.8%-2774.4%antes de 19931368OVERFIT
HAS+128.5%+201529.8%-201401.3%antes de 19931074OVERFIT
HBAN+432.7%+3799.5%-3366.8%antes de 19931105OVERFIT
HCA+18.6%+1699.7%-1681.1%-13.0 pts326INCONCLUSIVE
HIG+192.3%+951.1%-758.8%-6.9 pts716OVERFIT
HII-3.1%+883.6%-886.8%-14.4 pts331INCONCLUSIVE
HLT+130.0%+659.1%-529.1%-7.3 pts306INCONCLUSIVE
HOODno aplica · history < 10y (5.1y)
HPE-37.1%+625.0%-662.2%-19.0 pts252INCONCLUSIVE
HPQ+819.0%+77945.5%-77126.5%antes de 19931546OVERFIT
HRL+445.3%+19046.1%-18600.8%antes de 19931075OVERFIT
HSIC-7.4%+1913.1%-1920.5%-10.8 pts722OVERFIT
HST+254.4%+12843.9%-12589.4%antes de 19931117OVERFIT
HSY+460.7%+53964.6%-53503.9%antes de 19931059OVERFIT
HUBB-41.0%+3853.5%-3894.6%-12.7 pts724OVERFIT
HUM-66.1%+20168.9%-20235.0%antes de 19931018OVERFIT
HWMno aplica · history < 10y (9.8y)
IBKR+223.2%+1526.1%-1302.9%-4.5 pts450INCONCLUSIVE
ICE+222.4%+2307.9%-2085.5%-5.4 pts442OVERFIT
IEX-14.4%+12761.2%-12775.6%antes de 1993858OVERFIT
IFF+596.9%+4754.9%-4158.0%antes de 19931212OVERFIT
INCY+336.3%+6471.7%-6135.5%-6.3 pts788MARGINAL
INVHno aplica · history < 10y (9.6y)
IP-35.1%+4590.1%-4625.3%antes de 19931626OVERFIT
IQV-19.3%+520.3%-539.6%-15.9 pts298INCONCLUSIVE
IRno aplica · history < 10y (9.3y)
IRM+216.0%+9911.6%-9695.6%-6.5 pts704OVERFIT
IT+22.4%+6431.0%-6408.6%-10.2 pts748OVERFIT
ITW+92.9%+51254.1%-51161.1%antes de 19931272OVERFIT
IVZ+1071.0%+1093.8%-22.8%-2.4 pts766OVERFIT
J+332.4%+33544.7%-33212.3%antes de 19931132OVERFIT
JBHT+137.5%+24926.6%-24789.1%antes de 19931019OVERFIT
JBL+321.2%+41217.7%-40896.5%-6.5 pts773OVERFIT
JCI+149.6%+4376.5%-4226.9%antes de 1993932OVERFIT
JKHY+843.3%+71288.2%-70444.9%antes de 1993880OVERFIT
KEY+551.6%+1405.6%-854.0%antes de 1993946OVERFIT
KEYS+77.8%+1042.3%-964.5%-9.4 pts278INCONCLUSIVE
KIM+171.5%+3036.5%-2865.0%antes de 1993789OVERFIT
KKR+244.1%+1784.9%-1540.8%-6.8 pts392INCONCLUSIVE
KMB+133.1%+16039.9%-15906.8%antes de 19931038OVERFIT
KMI+30.4%+117.5%-87.1%-12.2 pts388INCONCLUSIVE
KR+362.0%+182706.1%-182344.0%antes de 19931524OVERFIT
KVUEno aplica · history < 10y (3.3y)
L+3.0%+22398.8%-22395.8%antes de 19931074OVERFIT
LDOS-26.6%+530.2%-556.9%-12.6 pts422OVERFIT
LEN+866.9%+29032.9%-28166.0%antes de 19931140OVERFIT
LH+5.4%+1408.2%-1402.9%antes de 1993824OVERFIT
LHX-74.7%+8519.5%-8594.2%antes de 19931037OVERFIT
LII+241.4%+3122.4%-2881.0%-3.9 pts613OVERFIT
LLY+12.8%+129720.0%-129707.2%antes de 19931303OVERFIT
LMT+298.1%+67444.7%-67146.5%antes de 19931583OVERFIT
LNT-17.6%+9408.5%-9426.1%antes de 19931186OVERFIT
LOW+92.2%+77328.4%-77236.2%antes de 19931139OVERFIT
LULU+25.6%+759.0%-733.4%-9.9 pts482INCONCLUSIVE
LUV+507.7%+24508.5%-24000.8%antes de 19931091OVERFIT
LVS+221.5%+50.3%+171.2%-5.4 pts561OVERFIT
LYB+266.0%+648.8%-382.9%-5.8 pts377INCONCLUSIVE
LYV-52.0%+1558.0%-1610.0%-14.6 pts472OVERFIT
MA+380.4%+14066.9%-13686.6%-3.2 pts444OVERFIT
MAA+323.4%+3525.2%-3201.7%-6.3 pts735OVERFIT
MAS-40.6%+7423.1%-7463.7%antes de 19931140OVERFIT
MCK+123.7%+6946.5%-6822.8%-8.6 pts714OVERFIT
MCO+291.1%+7753.9%-7462.9%-6.7 pts712OVERFIT
MDT+747.3%+51421.0%-50673.7%antes de 19931304OVERFIT
MET+499.3%+1176.9%-677.6%-1.3 pts600OVERFIT
MGM+151.3%+1501.4%-1350.0%antes de 1993916OVERFIT
MKC-71.4%+14401.8%-14473.2%antes de 19931224OVERFIT
MLM+281.5%+3089.6%-2808.1%-6.7 pts815OVERFIT
MO+722.1%+2914781.4%-2914059.3%antes de 19931504OVERFIT
MOS-82.4%+268.9%-351.4%antes de 1993944OVERFIT
MPC-49.8%+2972.8%-3022.5%-19.0 pts312INCONCLUSIVE
MRNAno aplica · history < 10y (7.7y)
MRSH+103.6%+21192.9%-21089.2%antes de 19931234OVERFIT
MS+1804.9%+6159.1%-4354.2%-1.7 pts818MARGINAL
MSCI+283.4%+2406.7%-2123.3%-3.8 pts408INCONCLUSIVE
MSI+3413.2%+79243.2%-75830.0%antes de 19931634MARGINAL
MTB+8.1%+105049.8%-105041.7%antes de 19931049OVERFIT
MTD+155.3%+9346.3%-9191.0%-6.2 pts640OVERFIT
NCLH-55.0%-34.9%-20.1%-20.5 pts329INCONCLUSIVE
NDAQ-33.4%+2371.2%-2404.7%-12.6 pts546OVERFIT
NDSN-89.0%+37769.3%-37858.3%antes de 1993928OVERFIT
NEE-73.7%+23772.9%-23846.6%antes de 19931217OVERFIT
NEM-18.9%+2099.8%-2118.7%antes de 19931076OVERFIT
NI-24.2%+5234.9%-5259.1%antes de 19931230OVERFIT
NOC-40.0%+23369.3%-23409.2%antes de 19931030OVERFIT
NOW+434.0%+2907.9%-2473.9%-2.4 pts314INCONCLUSIVE
NRG+42.7%+1442.6%-1399.8%-9.5 pts508OVERFIT
NSC+217.7%+24520.7%-24302.9%antes de 19931032OVERFIT
NTAP-15.4%+19659.8%-19675.2%-11.1 pts678OVERFIT
NTRS+119.2%+53074.8%-52955.6%antes de 19931042OVERFIT
NUE+60.5%+70209.1%-70148.6%antes de 19931104OVERFIT
NVR+454.3%+61512.0%-61057.7%-5.5 pts774OVERFIT
NWS-16.2%+152.4%-168.6%-15.7 pts306INCONCLUSIVE
NWSA+10.4%+122.2%-111.8%-13.6 pts306INCONCLUSIVE
O+323.1%+5366.4%-5043.3%-6.5 pts677OVERFIT
OKE-67.2%+19101.6%-19168.8%antes de 19931044OVERFIT
OMC+28.9%+15677.5%-15648.6%antes de 19931078OVERFIT
ON-36.7%+208.7%-245.4%-10.2 pts614OVERFIT
ORCL+26544.0%+296729.4%-270185.4%antes de 1993966OVERFIT
OTISno aplica · history < 10y (6.5y)
OXY+121.4%+3580.0%-3458.6%antes de 19931075OVERFIT
PCG-72.7%+1389.7%-1462.3%antes de 19931255OVERFIT
PEG+45.6%+18884.4%-18838.8%antes de 19931110OVERFIT
PFE+834.2%+20062.7%-19228.5%antes de 19931294OVERFIT
PFG+179.5%+920.1%-740.7%-5.9 pts540OVERFIT
PGR-27.0%+819581.9%-819608.9%antes de 1993994OVERFIT
PH+57.8%+41129.4%-41071.7%antes de 19931100OVERFIT
PHM+103.6%+95847.7%-95744.0%antes de 19931112OVERFIT
PLD+64.0%+1782.5%-1718.5%-7.6 pts626OVERFIT
PM-34.7%+785.7%-820.4%-14.5 pts410INCONCLUSIVE
PNC-4.8%+37937.9%-37942.6%antes de 19931215OVERFIT
PNR-48.4%+11510.8%-11559.3%antes de 19931262OVERFIT
PNW-81.3%+2247.6%-2328.8%antes de 19931234OVERFIT
PODD-38.5%+831.5%-870.0%-13.3 pts436INCONCLUSIVE
PPG+31.6%+21327.4%-21295.8%antes de 19931116OVERFIT
PPL-76.2%+7311.8%-7388.0%antes de 1993995OVERFIT
PRU+172.5%+767.8%-595.2%-5.9 pts560OVERFIT
PSA+359.2%+13958.7%-13599.5%antes de 19931081OVERFIT
PSKY-66.5%-34.8%-31.7%-16.2 pts486OVERFIT
PSX-40.5%+1071.7%-1112.2%-18.1 pts312INCONCLUSIVE
PTC+1872.7%+8443.5%-6570.8%antes de 1993888OVERFIT
PWR+164.8%+8155.1%-7990.2%-5.7 pts723OVERFIT
Qno aplica · history < 10y (0.8y)
RCL-77.1%+4611.6%-4688.8%-15.3 pts827OVERFIT
REG+129.0%+2046.5%-1917.5%-8.3 pts771OVERFIT
RF+1806.5%+7230.0%-5423.5%antes de 19931092OVERFIT
RJF+316.4%+52691.1%-52374.7%antes de 19931000OVERFIT
RL+827.6%+1376.9%-549.4%-1.6 pts693MARGINAL
RMD+371.8%+43254.4%-42882.5%-5.7 pts718OVERFIT
ROK+1357.2%+57325.7%-55968.6%antes de 19931054OVERFIT
ROL+594.9%+36503.9%-35909.0%antes de 19931020OVERFIT
RSG+67.0%+1977.7%-1910.7%-7.0 pts592OVERFIT
RTX+1255.0%+231131.9%-229876.9%antes de 19931624OVERFIT
RVTY+1749.9%+25547.2%-23797.3%antes de 19931298MARGINAL
SBAC-97.7%+2259.6%-2357.3%-21.4 pts616OVERFIT
SCHW+1253.0%+45501.9%-44248.9%antes de 1993935OVERFIT
SJM+182.0%+1119.0%-936.9%-7.7 pts738OVERFIT
SLB+683.1%+1125.4%-442.3%antes de 19931116OVERFIT
SMCI+235.3%+4155.7%-3920.4%-4.6 pts450INCONCLUSIVE
SNA+413.2%+12522.0%-12108.9%antes de 19931302OVERFIT
SO+353.3%+32617.4%-32264.0%antes de 1993999OVERFIT
SOLVno aplica · history < 10y (2.4y)
SPG+23.4%+5330.6%-5307.2%-10.3 pts707OVERFIT
SPGI+279.8%+140503.3%-140223.5%antes de 19931182OVERFIT
SRE+44.7%+1463.0%-1418.3%-7.5 pts622OVERFIT
STE+1995.5%+15491.4%-13495.9%antes de 1993809MARGINAL
STLD+24.8%+7831.8%-7807.0%-9.2 pts678OVERFIT
STT-7.9%+199686.1%-199694.0%antes de 19931076OVERFIT
STZ+118.1%+10007.0%-9888.9%antes de 1993783OVERFIT
SW+104.8%+775.0%-670.2%-8.0 pts350INCONCLUSIVE
SWK+351.7%+5887.9%-5536.3%antes de 19931136OVERFIT
SWKS+90.1%+1317.3%-1227.1%antes de 19931026OVERFIT
SYF+103.5%+325.2%-221.7%-7.9 pts288INCONCLUSIVE
SYK+339.2%+430371.4%-430032.3%antes de 19931081OVERFIT
SYY+993.2%+115885.9%-114892.7%antes de 19931219OVERFIT
T+345.5%+10219.8%-9874.3%antes de 19931012OVERFIT
TAP+613.0%+518.8%+94.2%antes de 19931332OVERFIT
TDG+576.2%+13285.3%-12709.1%-1.2 pts442OVERFIT
TDY+326.9%+7164.6%-6837.7%-2.8 pts593MARGINAL
TECH+1328.3%+79246.8%-77918.4%antes de 1993862OVERFIT
TEL-36.7%+671.1%-707.7%-13.1 pts432INCONCLUSIVE
TFC+190.3%+10226.4%-10036.1%antes de 19931031OVERFIT
TGT+1476.3%+90566.5%-89090.1%antes de 19931336OVERFIT
TJX+691.6%+36154.4%-35462.8%antes de 1993895OVERFIT
TKO+43.5%+1638.9%-1595.3%-7.4 pts605OVERFIT
TMO+294.3%+36784.3%-36489.9%antes de 19931116OVERFIT
TPL-79.7%+75277.1%-75356.9%antes de 19931140OVERFIT
TPR+787.0%+7766.6%-6979.6%+0.1 pts591OVERFIT
TRGP+25.6%+2202.9%-2177.3%-12.9 pts344INCONCLUSIVE
TRMB-1.2%+3366.4%-3367.6%antes de 1993868OVERFIT
TROW+582.6%+35932.6%-35350.0%antes de 1993942OVERFIT
TSCO+146.5%+15199.0%-15052.5%-8.1 pts766OVERFIT
TSN+1.0%+4340.8%-4339.8%antes de 19931095OVERFIT
TT-51.1%+49748.2%-49799.2%antes de 19931026OVERFIT
TTDno aplica · history < 10y (9.9y)
TXT-67.3%+4901.2%-4968.5%antes de 19931300OVERFIT
TYL+886.6%+43359.1%-42472.5%antes de 19931032OVERFIT
UAL+124.3%+240.6%-116.3%-7.2 pts498OVERFIT
UBERno aplica · history < 10y (7.3y)
UDR+497.1%+14119.5%-13622.4%antes de 1993959OVERFIT
UHS-39.2%+15293.2%-15332.4%antes de 19931040OVERFIT
ULTA+939.3%+1721.3%-782.0%+2.3 pts440INCONCLUSIVE
UNP+184.1%+30311.4%-30127.3%antes de 19931122OVERFIT
UPS+45.7%+233.2%-187.5%-7.1 pts642OVERFIT
URI-78.6%+7088.3%-7166.9%-14.6 pts675OVERFIT
USB-13.1%+44799.0%-44812.1%antes de 19931168OVERFIT
VEEV+51.1%+668.8%-617.7%-10.9 pts290INCONCLUSIVE
VICIno aplica · history < 10y (8.7y)
VLO-80.9%+23394.0%-23474.9%antes de 19931042OVERFIT
VLTOno aplica · history < 10y (2.9y)
VMC-85.9%+48759.3%-48845.2%antes de 19931216OVERFIT
VRSK+15.7%+648.8%-633.1%-13.6 pts362INCONCLUSIVE
VRSN+257.2%+5322.0%-5064.8%-4.8 pts652OVERFIT
VRTno aplica · history < 10y (8.1y)
VSTno aplica · history < 10y (9.9y)
VTR+20.0%+1496.8%-1476.9%-9.1 pts650OVERFIT
VTRS+23.2%+1568.8%-1545.6%antes de 19931114OVERFIT
VZ+443.6%+4889.1%-4445.6%antes de 19931016OVERFIT
WAB+69.3%+4137.7%-4068.4%-9.1 pts682OVERFIT
WAT+155.7%+10865.4%-10709.7%-7.4 pts690OVERFIT
WEC+21.7%+23656.8%-23635.1%antes de 19931019OVERFIT
WELL+1317.3%+58774.1%-57456.8%antes de 19931046OVERFIT
WFC+1167.5%+63452.2%-62284.7%antes de 19931308OVERFIT
WM+468.0%+8471.2%-8003.2%antes de 1993897OVERFIT
WMB+214.9%+11974.1%-11759.2%antes de 19931012OVERFIT
WSM+141.2%+69865.8%-69724.6%antes de 19931020OVERFIT
WST-68.1%+79208.6%-79276.7%antes de 19931078OVERFIT
WTW+131.8%+1181.6%-1049.9%-6.0 pts586OVERFIT
WY+97.4%+1781.4%-1684.0%antes de 19931299OVERFIT
WYNN+366.6%+1217.6%-850.9%-4.7 pts597OVERFIT
XOM+1776.2%+183657.9%-181881.6%antes de 19931497OVERFIT
XYL+33.3%+455.0%-421.7%-13.3 pts343INCONCLUSIVE
XYZ+148.2%+527.5%-379.3%-5.9 pts234INCONCLUSIVE
YUM+898.8%+4282.5%-3383.7%-1.1 pts670GENERALIZED
ZBH-1.7%+292.2%-293.8%-9.7 pts584OVERFIT
ZBRA+14.1%+8617.7%-8603.6%antes de 1993838OVERFIT
ZTS+12.0%+179.3%-167.3%-13.8 pts314INCONCLUSIVE

Divisas · 7 / 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-1.6%-3.1%+1.5%-11.1 pts554OVERFIT
GBP/USD+0.6%-21.2%+21.8%-11.0 pts596OVERFIT
USD/JPY+19.4%+40.2%-20.8%-9.6 pts718OVERFIT
USD/MXN+60.2%+49.9%+10.3%-8.9 pts606OVERFIT
AUD/USD+6.8%-6.6%+13.4%-10.9 pts500OVERFIT
USD/CAD+3.0%+1.7%+1.3%-11.0 pts564OVERFIT
USD/CHF+30.4%-41.4%+71.8%-10.0 pts580OVERFIT
NZD/USD-7.5%-8.1%+0.7%-11.4 pts568OVERFIT

Cripto · 0 / 2 · contra el s&p 500 en la misma ventana: 0 / 2

ActivoRendimientoComprar y mantenerDiferenciaVs. S&P 500 (CAGR/año)Oper.Fuera de muestra
Bitcoin+54.4%+17075.3%-17020.9%-11.2 pts420INCONCLUSIVE
Etherno aplica · history < 10y (8.8y)
Litecoin+11.6%+859.3%-847.7%-13.1 pts413INCONCLUSIVE
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%-1348.0%-1341.5%-847.7%
Solanano aplicano aplicano aplicano aplicano aplica
Cardanono aplicano aplicano aplicano aplicano aplica
Dogecoinno aplicano aplicano aplicano aplicano aplica
EUR/USD-87.7%-80.7%-55.1%-28.1%+1.5%
GBP/USD-87.5%-79.9%-38.4%-1.2%+21.8%
USD/JPY-136.0%-130.7%-80.6%-69.3%-20.8%
AUD/USD+13.4%
USD/CAD-136.7%-127.7%-15.7%+1.5%+1.3%
USD/CHF-85.1%-72.9%-19.4%-4.6%+71.8%
NZD/USD-82.5%-66.1%-28.1%-27.1%+0.7%
S&P 500 (SPY)-454.0%-453.8%-428.5%-349.4%-2840.8%
Nasdaq-100 (QQQ)-705.1%-704.9%-678.6%-537.1%-1067.9%
Russell 2000 (IWM)-307.3%-307.2%-288.5%-214.0%-607.6%
Emergentes (EEM)-269.1%-269.0%-245.8%-180.0%-641.6%
Oro (GLD)-397.4%-397.3%-374.9%-315.7%-818.2%
Bonos 20 años (TLT)-91.8%-91.7%-77.0%-24.2%-152.8%
AAPL-1349.6%-1349.4%-1317.1%-1202.8%-320919.3%
AMGN-379.1%-378.7%-352.2%-268.4%-186834.9%
AMZN-836.5%-836.4%-823.7%-726.0%-253599.3%
AXP-573.8%-573.7%-555.0%-441.9%-21713.0%
BA-166.5%-166.5%-161.5%-153.8%-108723.9%
CAT-1513.0%-1512.8%-1488.3%-1422.5%-172691.1%
CRM-339.5%-339.4%-307.0%-252.6%-5712.3%
CSCO-570.4%-570.2%-551.2%-436.9%-219021.7%
CVX-358.2%-358.1%-317.9%-221.7%-67775.1%
DIS-114.8%-114.7%-101.4%+14.8%-189908.0%
GOOGL-920.8%-920.5%-896.2%-769.7%-13152.7%
GS-723.2%-723.0%-699.7%-635.7%-855.2%
HD-324.2%-324.1%-312.7%-217.3%-1983678.1%
HON-280.6%-280.4%-248.2%-192.2%-20672.6%
IBM-286.6%-286.6%-275.4%-227.1%-15996.1%
JNJ-357.5%-357.3%-330.6%-247.0%-443235.4%
JPM-742.2%-742.1%-709.6%-641.6%-34332.4%
KO-293.4%-293.3%-271.5%-191.3%-198972.0%
MCD-285.6%-285.5%-267.2%-182.9%-236208.7%
MMM-200.3%-200.2%-176.2%-65.1%-31017.7%
MRK-412.7%-412.5%-385.9%-287.8%-232245.2%
MSFT-1077.0%-1076.8%-1044.9%-842.4%-855407.5%
NKE-74.3%-74.2%-60.3%-24.1%-31750.3%
NVDA-27586.0%-27585.8%-27535.0%-27417.9%-587418.1%
PG-246.9%-246.8%-228.9%-142.4%-59346.1%
SHW-449.0%-448.7%-415.7%-316.3%-230511.6%
TRV-422.1%-421.8%-389.6%-277.8%-12355.7%
UNH-401.4%-401.3%-360.6%-317.4%-353313.6%
V-543.9%-543.7%-513.2%-366.9%-2084.2%
WMT-607.6%-607.4%-583.2%-467.4%-912439.9%
ABNBno aplicano aplicano aplicano aplicano aplica
ADBE-317.0%-316.8%-274.6%-264.6%-146027.5%
ADI-814.6%-814.3%-776.8%-638.1%-76809.6%
ADP-441.3%-441.1%-412.8%-279.5%-73820.7%
ADSK-432.2%-432.0%-417.0%-250.3%-57324.9%
AEP-305.4%-305.2%-291.3%-258.0%-13864.1%
ALABno aplicano aplicano aplicano aplicano aplica
ALNY-254.9%-254.8%-245.6%-132.7%-3393.8%
AMAT-2817.9%-2817.7%-2787.9%-2371.0%-662433.4%
AMD-16807.9%-16807.8%-16751.2%-16516.7%-14747.1%
APPno aplicano aplicano aplicano aplicano aplica
ARMno aplicano aplicano aplicano aplicano aplica
ASML-2158.7%-2158.3%-2112.2%-1846.0%-93939.6%
AVGO-3403.2%-3403.0%-3369.8%-3265.4%-32241.8%
AXON-3569.4%-3569.2%-3548.5%-3482.5%-123071.2%
BKNG-421.6%-421.4%-404.8%-304.3%-990.5%
BKRno aplicano aplicano aplicano aplica-425.6%
CCEP-415.8%-415.6%-396.8%-310.8%-7038.8%
CDNS-1658.0%-1657.5%-1632.9%-1427.0%-16725.3%
CEGno aplicano aplicano aplicano aplicano aplica
CMCSA-135.8%-135.6%-113.4%+12.1%-45919.1%
COST-707.4%-707.2%-685.9%-618.8%-11865.9%
CPRT-700.6%-700.4%-687.6%-652.5%-21581.8%
CRWDno aplicano aplicano aplicano aplicano aplica
CSX-696.6%-696.4%-667.7%-547.0%-38947.3%
CTAS-1031.2%-1031.0%-1008.8%-908.9%-123381.1%
DASHno aplicano aplicano aplicano aplicano aplica
DDOGno aplicano aplicano aplicano aplicano aplica
DXCM-462.8%-462.4%-454.8%-368.1%-3026.2%
EAno aplica
EXC-318.9%-318.8%-293.4%-198.8%-17731.4%
FANG-393.3%-393.2%-384.7%-325.9%-1344.8%
FAST-656.9%-656.4%-625.1%-523.5%-262010.8%
FERno aplicano aplicano aplicano aplica-479.3%
FTNT-2745.6%-2745.1%-2698.7%-2428.7%-9180.1%
GEHCno aplicano aplicano aplicano aplicano aplica
GILD-214.0%-213.8%-169.3%-132.9%-32487.6%
HONAno aplicano aplicano aplicano aplicano aplica
IDXX-780.4%-780.2%-743.2%-590.6%-58313.1%
INTC-333.1%-332.9%-304.8%-275.6%-46680.5%
INTU-414.2%-414.1%-398.7%-256.4%-15063.6%
ISRG-612.6%-612.4%-598.0%-398.4%-18228.1%
KHC-56.8%-56.7%-38.9%+10.5%+6.9%
KLAC-3063.6%-3063.0%-3044.1%-2688.0%-276428.7%
LINno aplicano aplicano aplicano aplica-10174.3%
LITE-4008.1%-4007.8%-3920.4%-3551.7%-5251.5%
LRCX-4481.4%-4481.0%-4442.3%-4038.9%-158650.8%
MAR-594.3%-594.0%-578.2%-507.7%-2277.2%
MCHP-391.6%-391.4%-370.9%-225.2%-35648.5%
MDLZ-182.0%-181.8%-162.7%-85.5%-426.6%
MELI-1800.1%-1799.9%-1772.2%-1664.9%-6562.1%
META-570.4%-570.3%-542.8%-303.3%-499.2%
MNST-194.8%-194.7%-167.5%-114.4%-61889.9%
MPWR-2250.5%-2249.2%-2200.9%-1918.7%-14769.6%
MRVL-2679.8%-2679.2%-2639.1%-2411.5%-856.7%
MSTR-743.9%-743.2%-721.2%-681.1%-1256.4%
MU-6675.8%-6675.7%-6662.0%-6574.3%-70875.9%
NFLX-743.2%-743.1%-682.4%-551.0%-67422.6%
NXPI-300.5%-300.3%-268.5%+16.2%-1224.5%
ODFL-1063.8%-1063.3%-1028.7%-927.2%-35501.8%
ORLY-539.4%-538.9%-510.6%-394.5%-55117.8%
PANW-1299.9%-1299.5%-1280.6%-1176.1%-4198.2%
PCAR-580.1%-579.9%-530.1%-416.4%-57070.5%
PDDno aplicano aplicano aplicano aplicano aplica
PEP-196.8%-196.7%-176.3%-69.1%-36902.5%
PLTRno aplicano aplicano aplicano aplicano aplica
PYPL-155.8%-155.5%-134.1%-68.9%-81.7%
QCOM-438.6%-438.5%-416.1%-307.2%-42464.8%
REGN-155.2%-155.0%-117.3%-74.3%-3275.1%
ROP-244.2%-243.8%-220.2%-118.1%-25966.0%
ROST-465.7%-465.5%-437.7%-341.2%-55818.2%
SBUX-232.0%-231.9%-206.8%-152.3%-40685.2%
SHOP-5944.8%-5944.6%-5935.2%-5804.1%-8162.7%
SNDKno aplicano aplicano aplicano aplicano aplica
SNPS-985.3%-985.1%-973.5%-877.9%+3183.6%
STX-3652.5%-3652.4%-3610.9%-3554.7%-15606.0%
TER-1857.0%-1856.6%-1815.7%-1746.7%-31316.5%
TMUS-489.7%-489.4%-465.1%-324.0%-331.3%
TRI-362.7%-362.5%-351.3%-277.3%-535.1%
TSLA-2341.6%-2341.4%-2337.8%-2291.2%-22158.5%
TTWO-688.9%-688.1%-648.7%-380.5%-5356.4%
TXN-637.7%-637.4%-586.0%-386.9%-37331.3%
VRTX-440.8%-440.5%-419.7%-226.1%-11946.7%
WBDno aplicano aplicano aplicano aplica-315.1%
WDAY-263.3%-263.2%-249.5%-184.5%-235.7%
WDC-1171.5%-1171.3%-1160.6%-1078.0%-66172.5%
XEL-295.9%-295.7%-270.5%-224.1%-7477.4%
KDP-278.1%-278.0%-265.0%-148.7%-1082.4%
USD/MXN-135.0%-119.1%-41.5%-68.0%+10.3%
Bitcoin-18084.8%-18084.8%-18084.8%-18083.4%-17020.9%
Etherno aplica

5 / 472 · contra el s&p 500 en la misma ventana: 0 / 472

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

ParámetrosRendimientoSharpeCaída máx.Vs. índice
period 2, lower 10, upper 65240.2%0.03-36.1%-2840.8%
period 2, lower 5, upper 65240.2%0.03-36.1%-2840.8%
period 2, lower 15, upper 65240.2%0.03-36.1%-2840.8%
period 3, lower 10, upper 65148.4%-0.08-34.3%-2932.6%
period 2, lower 10, upper 80240.2%0.03-36.1%-2840.8%

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: MARGINAL · 40%

Sharpe deflactado: 0.48 (< 0.95)

Suite de robustez: MODERATE

Por mitades: Primera mitad no batió (+146.2% vs +237.3%); Segunda mitad no batió (+38.2% vs +843.1%).

5 fold(s) scored; 40% within the robust degradation band [0.5, 1.5].

Mean OOS/IS Sharpe degradation = 2.066.

OOS Sharpe far exceeds IS (>ceiling) — likely a lucky short OOS window, not genuine generalization.

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 c0e771fe25fb · 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 26 mercados

Fuentes de la afirmación

Cómo citar

Finaxion Research (2026). RSI de 2 días (la regla de Connors): funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto c0e771fe25fb. https://finaxion.app/research/rsi-2-connors

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