Funciona en pocos mercados
Su terreno: divisas, en diario, en un activo suelto — bate en 91 de 486 combinaciones.
Detalle sobre el índice (S&P 500), que es la referencia de la gráfica, la robustez y los vecinos.
«Vende en mayo y vete» bate a comprar y mantener sobre todo en divisas: 6 de 8 mercados (75 %). De los 91 mercados diarios donde bate, 83 aguantan fuera de muestra (91 %), pero envejeció: en 112 mercados batía en la primera mitad del histórico y dejó de hacerlo en la segunda; lo contrario solo pasa en 51. Su mejor mercado diario es NVDA: +13,4 puntos al año sobre el S&P 500 en 28 años, 55 operaciones, y su peor mercado diario es NCLH: -19,2 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 0b534dd04389.
«La bolsa sube de noviembre a abril y se estanca de mayo a octubre. Vende en mayo, vuelve en noviembre y te ahorras las caídas.»
Largo del primer día hábil de noviembre al último de abril; en efectivo de mayo a octubre. Reglas de calendario: se simulan con el motor estacional propio, mismos costos que el resto.
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (SPY) | +739.7% | +3081.0% | -2341.3% | -4.3 pts | 67 | OVERFIT |
| Nasdaq-100 (QQQ) | +269.3% | +1565.8% | -1296.5% | -3.7 pts | 55 | OVERFIT |
| Russell 2000 (IWM) | +338.2% | +801.9% | -463.6% | -2.9 pts | 52 | OVERFIT |
| Emergentes (EEM) | +390.0% | +830.9% | -440.9% | -4.6 pts | 47 | INCONCLUSIVE |
| Oro (GLD) | +440.4% | +820.3% | -379.9% | -2.9 pts | 43 | INCONCLUSIVE |
| Bonos 20 años (TLT) | +39.4% | +131.2% | -91.8% | -9.9 pts | 48 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Dow 30 (cartera) | no aplica · calendar rule: no portfolio run | |||||
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Nasdaq-100 (cartera) | no aplica · calendar rule: no portfolio run | |||||
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| S&P 500 (cartera) | no aplica · calendar rule: no portfolio run | |||||
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| AAPL | +20248.7% | +322813.1% | -302564.3% | antes de 1993 | 91 | INCONCLUSIVE |
| AMGN | +4103.2% | +187272.6% | -183169.4% | antes de 1993 | 86 | OVERFIT |
| AMZN | +6113.6% | +265196.1% | -259082.5% | +5.5 pts | 58 | OVERFIT |
| AXP | +8943.1% | +27029.4% | -18086.2% | antes de 1993 | 108 | OVERFIT |
| BA | +35511.7% | +108724.7% | -73212.9% | antes de 1993 | 129 | INCONCLUSIVE |
| CAT | +337882.3% | +172708.3% | +165174.0% | antes de 1993 | 129 | INCONCLUSIVE |
| CRM | +333.5% | +5992.9% | -5659.5% | -4.1 pts | 44 | OVERFIT |
| CSCO | +4925.5% | +222956.6% | -218031.1% | antes de 1993 | 73 | OVERFIT |
| CVX | +13273.0% | +68037.6% | -54764.6% | antes de 1993 | 129 | OVERFIT |
| DIS | +808884.4% | +189847.3% | +619037.2% | antes de 1993 | 129 | INCONCLUSIVE |
| GOOGL | +220.7% | +13534.3% | -13313.6% | -5.8 pts | 44 | OVERFIT |
| GS | +427.4% | +2027.1% | -1599.8% | -2.2 pts | 54 | OVERFIT |
| HD | +147601.0% | +1985758.9% | -1838157.9% | antes de 1993 | 90 | INCONCLUSIVE |
| HON | +60976.1% | +21058.8% | +39917.3% | antes de 1993 | 129 | INCONCLUSIVE |
| IBM | +12213.2% | +16203.8% | -3990.6% | antes de 1993 | 129 | INCONCLUSIVE |
| JNJ | +14951.8% | +445196.6% | -430244.8% | antes de 1993 | 129 | OVERFIT |
| JPM | +18315.9% | +34522.5% | -16206.6% | antes de 1993 | 93 | OVERFIT |
| KO | +10765.1% | +199349.6% | -188584.5% | antes de 1993 | 129 | OVERFIT |
| MCD | +97507.9% | +236707.0% | -139199.0% | antes de 1993 | 120 | OVERFIT |
| MMM | +4555.1% | +31160.0% | -26604.9% | antes de 1993 | 129 | OVERFIT |
| MRK | +7691.2% | +233375.1% | -225683.9% | antes de 1993 | 129 | OVERFIT |
| MSFT | +12121.1% | +859506.0% | -847384.9% | antes de 1993 | 81 | OVERFIT |
| NKE | +1439.0% | +32003.7% | -30564.7% | antes de 1993 | 91 | OVERFIT |
| NVDA | +24733.3% | +587720.8% | -562987.5% | +13.4 pts | 55 | OVERFIT |
| PG | +497.9% | +59706.6% | -59208.7% | antes de 1993 | 129 | OVERFIT |
| SHW | +43461.7% | +231766.6% | -188304.9% | antes de 1993 | 93 | OVERFIT |
| TRV | +3739.0% | +12287.7% | -8548.8% | antes de 1993 | 101 | OVERFIT |
| UNH | +18812.7% | +353381.4% | -334568.6% | antes de 1993 | 84 | OVERFIT |
| V | +1013.2% | +2961.1% | -1948.0% | +1.8 pts | 37 | OVERFIT |
| WMT | +11310.4% | +915365.3% | -904055.0% | antes de 1993 | 108 | OVERFIT |
| ABNB | no aplica · history < 10y (5.7y) | |||||
| ADBE | +84740.2% | +147731.1% | -62990.9% | antes de 1993 | 80 | INCONCLUSIVE |
| ADI | +106855.7% | +81534.0% | +25321.6% | antes de 1993 | 93 | INCONCLUSIVE |
| ADP | +1856.8% | +74205.9% | -72349.1% | antes de 1993 | 93 | OVERFIT |
| ADSK | +64462.6% | +58084.6% | +6378.1% | antes de 1993 | 82 | INCONCLUSIVE |
| AEP | +1192.4% | +13797.6% | -12605.2% | antes de 1993 | 129 | OVERFIT |
| ALAB | no aplica · history < 10y (2.4y) | |||||
| ALNY | +87.2% | +3338.4% | -3251.2% | -8.2 pts | 44 | INCONCLUSIVE |
| AMAT | +997717.5% | +664974.8% | +332742.7% | antes de 1993 | 93 | INCONCLUSIVE |
| AMD | +1273295.6% | +14863.3% | +1258432.3% | antes de 1993 | 93 | ROBUST |
| APP | no aplica · history < 10y (5.4y) | |||||
| ARM | no aplica · history < 10y (3.0y) | |||||
| ASML | +21135.7% | +96277.5% | -75141.8% | +7.5 pts | 63 | OVERFIT |
| AVGO | +2454.9% | +32512.1% | -30057.2% | +6.2 pts | 34 | OVERFIT |
| AXON | +2957.0% | +123065.2% | -120108.3% | +5.0 pts | 50 | INCONCLUSIVE |
| BKNG | +8844.8% | +922.2% | +7922.5% | +9.2 pts | 55 | INCONCLUSIVE |
| BKR | +3940.3% | +933.9% | +3006.4% | antes de 1993 | 79 | INCONCLUSIVE |
| CCEP | +6626.4% | +7081.8% | -455.4% | antes de 1993 | 79 | INCONCLUSIVE |
| CDNS | +5609.3% | +16839.0% | -11229.7% | antes de 1993 | 78 | OVERFIT |
| CEG | no aplica · history < 10y (4.6y) | |||||
| CMCSA | +3821.9% | +47049.9% | -43228.0% | antes de 1993 | 93 | OVERFIT |
| COST | +1369.8% | +12800.7% | -11431.0% | antes de 1993 | 80 | OVERFIT |
| CPRT | +3966.9% | +21554.9% | -17588.1% | +1.2 pts | 65 | OVERFIT |
| CRWD | no aplica · history < 10y (7.2y) | |||||
| CSX | +10119.8% | +40426.1% | -30306.3% | antes de 1993 | 91 | OVERFIT |
| CTAS | +3493.4% | +123411.3% | -119917.9% | antes de 1993 | 86 | OVERFIT |
| DASH | no aplica · history < 10y (5.7y) | |||||
| DDOG | no aplica · history < 10y (6.9y) | |||||
| DXCM | +1309.1% | +3002.6% | -1693.5% | +1.9 pts | 43 | INCONCLUSIVE |
| EA | no aplica · history < 10y (9.0y) | |||||
| EXC | +1186.4% | +17730.6% | -16544.1% | antes de 1993 | 106 | OVERFIT |
| FANG | +861.1% | +1406.8% | -545.6% | +2.9 pts | 28 | INCONCLUSIVE |
| FAST | +63674.7% | +262350.7% | -198675.9% | antes de 1993 | 78 | OVERFIT |
| FER | +238.2% | +593.7% | -355.4% | -5.7 pts | 28 | OVERFIT |
| FTNT | +1590.3% | +10184.6% | -8594.3% | +4.2 pts | 33 | INCONCLUSIVE |
| GEHC | no aplica · history < 10y (3.7y) | |||||
| GILD | +919.5% | +33594.8% | -32675.2% | antes de 1993 | 69 | OVERFIT |
| HONA | no aplica · insufficient data | |||||
| IDXX | +2853.8% | +58789.5% | -55935.7% | antes de 1993 | 70 | OVERFIT |
| INTC | +21927.2% | +49216.9% | -27289.7% | antes de 1993 | 93 | INCONCLUSIVE |
| INTU | -10.7% | +15430.2% | -15440.8% | -11.1 pts | 67 | OVERFIT |
| ISRG | +427.0% | +18484.9% | -18057.9% | -1.9 pts | 52 | OVERFIT |
| KDP | +397.5% | +1090.2% | -692.7% | -2.6 pts | 36 | INCONCLUSIVE |
| KHC | -15.1% | -42.2% | +27.1% | -15.8 pts | 22 | ROBUST |
| KLAC | +244133.8% | +289399.1% | -45265.4% | antes de 1993 | 92 | INCONCLUSIVE |
| LIN | +3863.5% | +10777.0% | -6913.5% | antes de 1993 | 68 | OVERFIT |
| LITE | +677.6% | +5280.9% | -4603.3% | +6.1 pts | 22 | OVERFIT |
| LRCX | +213694.1% | +159814.6% | +53879.5% | antes de 1993 | 84 | INCONCLUSIVE |
| MAR | +4264.1% | +2539.5% | +1724.6% | +5.3 pts | 57 | INCONCLUSIVE |
| MCHP | +1877.5% | +41961.5% | -40084.1% | -1.5 pts | 67 | INCONCLUSIVE |
| MDLZ | +259.6% | +461.4% | -201.8% | -4.2 pts | 50 | INCONCLUSIVE |
| MELI | +2726.1% | +6911.0% | -4184.9% | +8.0 pts | 38 | INCONCLUSIVE |
| META | +611.2% | +1410.2% | -799.1% | -0.5 pts | 28 | OVERFIT |
| MNST | +109605.6% | +61968.9% | +47636.7% | antes de 1993 | 81 | INCONCLUSIVE |
| MPWR | +2907.3% | +15002.1% | -12094.9% | +5.9 pts | 43 | OVERFIT |
| MRVL | +1306.1% | +1645.0% | -338.9% | +2.2 pts | 52 | INCONCLUSIVE |
| MSTR | -41.0% | +1158.6% | -1199.6% | -10.9 pts | 56 | INCONCLUSIVE |
| MU | +96943.3% | +70877.8% | +26065.6% | antes de 1993 | 84 | INCONCLUSIVE |
| NFLX | +7812.3% | +67643.2% | -59830.9% | +9.4 pts | 48 | OVERFIT |
| NXPI | +2298.8% | +1721.2% | +577.6% | +7.2 pts | 32 | INCONCLUSIVE |
| ODFL | +5674.1% | +36444.7% | -30770.6% | antes de 1993 | 70 | INCONCLUSIVE |
| ORLY | +1752.7% | +55255.7% | -53503.0% | -1.8 pts | 67 | OVERFIT |
| PANW | +287.5% | +4215.4% | -3927.9% | -4.9 pts | 28 | OVERFIT |
| PCAR | +32684.5% | +57106.4% | -24421.9% | antes de 1993 | 93 | OVERFIT |
| PDD | no aplica · history < 10y (8.1y) | |||||
| PEP | +3241.4% | +37760.7% | -34519.3% | antes de 1993 | 108 | OVERFIT |
| PLTR | no aplica · history < 10y (5.9y) | |||||
| PYPL | -23.9% | +44.7% | -68.6% | -16.7 pts | 22 | INCONCLUSIVE |
| QCOM | +2084.3% | +50430.1% | -48345.8% | antes de 1993 | 69 | INCONCLUSIVE |
| REGN | +69.5% | +3718.3% | -3648.8% | antes de 1993 | 71 | OVERFIT |
| ROP | +2583.8% | +26003.6% | -23419.8% | antes de 1993 | 69 | OVERFIT |
| ROST | +17528.9% | +55801.1% | -38272.2% | antes de 1993 | 82 | INCONCLUSIVE |
| SBUX | +2556.8% | +43019.5% | -40462.7% | antes de 1993 | 68 | OVERFIT |
| SHOP | +460.5% | +8568.8% | -8108.3% | +2.6 pts | 22 | OVERFIT |
| SNDK | no aplica · history < 10y (1.5y) | |||||
| SNPS | +425.3% | +5482.1% | -5056.8% | antes de 1993 | 69 | OVERFIT |
| STX | +4889.3% | +15614.6% | -10725.3% | +6.5 pts | 47 | INCONCLUSIVE |
| TER | +158852.1% | +31309.8% | +127542.3% | antes de 1993 | 107 | INCONCLUSIVE |
| TMUS | +516.4% | +318.0% | +198.4% | -1.1 pts | 39 | OVERFIT |
| TRI | +266.9% | +578.4% | -311.5% | -5.1 pts | 48 | OVERFIT |
| TSLA | +724.2% | +23002.8% | -22278.6% | -1.2 pts | 32 | OVERFIT |
| TTWO | +539.0% | +5509.7% | -4970.8% | -3.5 pts | 59 | OVERFIT |
| TXN | +51177.8% | +38040.6% | +13137.2% | antes de 1993 | 108 | INCONCLUSIVE |
| VRTX | +90.0% | +12000.4% | -11910.5% | antes de 1993 | 70 | OVERFIT |
| WBD | +347.3% | +302.2% | +45.1% | -3.8 pts | 42 | ROBUST |
| WDAY | +14.4% | +305.5% | -291.1% | -13.8 pts | 28 | OVERFIT |
| WDC | +1449571.1% | +66202.2% | +1383368.9% | antes de 1993 | 96 | INCONCLUSIVE |
| XEL | +1010.4% | +7388.9% | -6378.5% | antes de 1993 | 107 | OVERFIT |
| A | +736.6% | +486.3% | +250.3% | -0.1 pts | 53 | INCONCLUSIVE |
| ABBV | +367.0% | +1156.0% | -789.0% | -2.9 pts | 27 | OVERFIT |
| ABT | +2921.3% | +62056.2% | -59134.9% | antes de 1993 | 93 | OVERFIT |
| ACGL | +326.7% | +4268.0% | -3941.3% | -5.8 pts | 62 | OVERFIT |
| ACN | +200.2% | +1726.5% | -1526.3% | -5.1 pts | 50 | OVERFIT |
| ADM | +559.0% | +9265.6% | -8706.6% | antes de 1993 | 93 | OVERFIT |
| AEE | +161.5% | +813.9% | -652.4% | -5.9 pts | 57 | OVERFIT |
| AES | +1509.1% | +647.5% | +861.6% | antes de 1993 | 70 | INCONCLUSIVE |
| AFL | +10415.1% | +205848.4% | -195433.3% | antes de 1993 | 93 | OVERFIT |
| AIG | +259.5% | +468.3% | -208.8% | antes de 1993 | 107 | OVERFIT |
| AIZ | +446.6% | +1585.5% | -1138.8% | -3.0 pts | 45 | OVERFIT |
| AJG | +979.9% | +41899.5% | -40919.6% | antes de 1993 | 84 | OVERFIT |
| AKAM | +156.2% | -25.2% | +181.4% | -4.9 pts | 54 | INCONCLUSIVE |
| ALB | +1266.0% | +3091.3% | -1825.4% | -2.5 pts | 65 | INCONCLUSIVE |
| ALGN | +3578.9% | +846.9% | +2732.0% | +6.3 pts | 51 | INCONCLUSIVE |
| ALL | +1158.8% | +3674.2% | -2515.4% | -2.9 pts | 66 | INCONCLUSIVE |
| ALLE | +83.6% | +265.9% | -182.3% | -9.1 pts | 25 | INCONCLUSIVE |
| AMCR | +59.0% | +100.6% | -41.6% | -11.7 pts | 28 | INCONCLUSIVE |
| AME | +16848.5% | +25325.0% | -8476.5% | antes de 1993 | 84 | INCONCLUSIVE |
| AMP | +622.4% | +2154.1% | -1531.7% | -1.3 pts | 42 | OVERFIT |
| AMT | +1525.3% | +1310.2% | +215.1% | +1.2 pts | 57 | OVERFIT |
| ANET | +467.3% | +5592.8% | -5125.5% | +1.5 pts | 24 | OVERFIT |
| AON | +3422.2% | +29815.0% | -26392.8% | antes de 1993 | 92 | OVERFIT |
| AOS | +32670.3% | +13924.9% | +18745.4% | antes de 1993 | 86 | INCONCLUSIVE |
| APA | +1003.2% | +2417.2% | -1414.0% | antes de 1993 | 94 | INCONCLUSIVE |
| APD | +11402.3% | +20722.2% | -9319.9% | antes de 1993 | 93 | INCONCLUSIVE |
| APH | +8639.4% | +146951.6% | -138312.2% | antes de 1993 | 69 | OVERFIT |
| APO | +383.3% | +1845.9% | -1462.5% | -3.2 pts | 31 | OVERFIT |
| APTV | +83.4% | +174.0% | -90.5% | -11.0 pts | 29 | OVERFIT |
| ARE | +193.6% | +624.3% | -430.7% | -5.9 pts | 58 | INCONCLUSIVE |
| ARES | +181.6% | +1191.9% | -1010.2% | -5.2 pts | 24 | OVERFIT |
| ATO | +1548.8% | +13696.4% | -12147.5% | antes de 1993 | 85 | OVERFIT |
| AVB | +55.1% | +42.3% | +12.8% | -10.7 pts | 20 | INCONCLUSIVE |
| AVY | +14184.5% | +8544.4% | +5640.1% | antes de 1993 | 107 | INCONCLUSIVE |
| AWK | +262.4% | +950.9% | -688.5% | -4.6 pts | 37 | OVERFIT |
| AZO | +5345.2% | +40631.8% | -35286.5% | antes de 1993 | 71 | INCONCLUSIVE |
| BAC | +12561.3% | +4053.1% | +8508.2% | antes de 1993 | 107 | INCONCLUSIVE |
| BALL | +18101.6% | +49568.6% | -31467.0% | antes de 1993 | 107 | OVERFIT |
| BAX | +2537.8% | +1778.4% | +759.4% | antes de 1993 | 90 | INCONCLUSIVE |
| BBY | +2101.6% | +89506.6% | -87405.0% | antes de 1993 | 83 | INCONCLUSIVE |
| BDX | +7285.8% | +21440.4% | -14154.6% | antes de 1993 | 107 | OVERFIT |
| BEN | +11500.1% | +130378.8% | -118878.7% | antes de 1993 | 86 | INCONCLUSIVE |
| BF-B | +2536.1% | +14873.5% | -12337.4% | antes de 1993 | 93 | OVERFIT |
| BG | +618.1% | +1105.5% | -487.4% | -1.4 pts | 50 | OVERFIT |
| BIIB | -32.8% | +6832.8% | -6865.6% | antes de 1993 | 70 | OVERFIT |
| BLDR | +2451.6% | +393.7% | +2057.9% | +5.4 pts | 42 | INCONCLUSIVE |
| BLK | +1365.1% | +13724.5% | -12359.4% | +1.7 pts | 54 | OVERFIT |
| BMY | +945.8% | +23662.6% | -22716.8% | antes de 1993 | 108 | OVERFIT |
| BNY | +6025.2% | +32230.3% | -26205.2% | antes de 1993 | 106 | OVERFIT |
| BR | +233.9% | +1234.2% | -1000.4% | -4.6 pts | 39 | OVERFIT |
| BRK-B | +880.8% | +2072.5% | -1191.7% | -2.6 pts | 60 | OVERFIT |
| BRO | +9940.2% | +76212.8% | -66272.5% | antes de 1993 | 91 | INCONCLUSIVE |
| BSX | +1369.1% | +1028.2% | +340.9% | antes de 1993 | 68 | INCONCLUSIVE |
| BX | +358.3% | +1023.3% | -665.0% | -2.6 pts | 38 | OVERFIT |
| BXP | +523.3% | +888.9% | -365.6% | -3.0 pts | 58 | INCONCLUSIVE |
| C | +571.4% | +1897.9% | -1326.5% | antes de 1993 | 99 | INCONCLUSIVE |
| CAH | +4908.1% | +39284.8% | -34376.7% | antes de 1993 | 86 | INCONCLUSIVE |
| CARR | no aplica · history < 10y (6.5y) | |||||
| CASY | +1281.6% | +80461.2% | -79179.7% | antes de 1993 | 86 | OVERFIT |
| CB | +707.3% | +6587.6% | -5880.3% | -4.3 pts | 67 | OVERFIT |
| CBOE | +152.6% | +1060.1% | -907.5% | -8.7 pts | 32 | OVERFIT |
| CBRE | +2545.9% | +2283.8% | +262.1% | +4.9 pts | 44 | INCONCLUSIVE |
| CCI | +1674.9% | +899.9% | +775.0% | +1.8 pts | 56 | INCONCLUSIVE |
| CCL | +1083.1% | +1154.4% | -71.3% | antes de 1993 | 78 | OVERFIT |
| CDW | +116.8% | +858.2% | -741.4% | -8.4 pts | 26 | OVERFIT |
| CF | +832.4% | +5815.9% | -4983.5% | +0.1 pts | 42 | OVERFIT |
| CFG | +97.7% | +349.9% | -252.2% | -7.9 pts | 24 | OVERFIT |
| CHD | +11543.8% | +93736.5% | -82192.8% | antes de 1993 | 93 | OVERFIT |
| CHRW | +791.7% | +4307.6% | -3516.0% | -1.5 pts | 58 | INCONCLUSIVE |
| CHTR | +126.6% | +335.5% | -208.9% | -9.1 pts | 33 | OVERFIT |
| CI | +10565.0% | +12980.8% | -2415.8% | antes de 1993 | 89 | OVERFIT |
| CIEN | +3953.8% | +195.6% | +3758.2% | +3.5 pts | 59 | INCONCLUSIVE |
| CINF | +3715.4% | +41545.9% | -37830.5% | antes de 1993 | 93 | OVERFIT |
| CL | +4330.5% | +20919.0% | -16588.5% | antes de 1993 | 106 | INCONCLUSIVE |
| CLX | +3228.3% | +6184.2% | -2955.9% | antes de 1993 | 107 | OVERFIT |
| CME | +599.0% | +6884.2% | -6285.2% | -2.8 pts | 47 | OVERFIT |
| CMG | +2296.6% | +4221.6% | -1925.0% | +5.6 pts | 41 | OVERFIT |
| CMI | +286138.6% | +28968.2% | +257170.4% | antes de 1993 | 107 | INCONCLUSIVE |
| CMS | +771.0% | +630.8% | +140.2% | antes de 1993 | 107 | OVERFIT |
| CNC | +1489.5% | +4388.8% | -2899.3% | +1.8 pts | 49 | INCONCLUSIVE |
| CNP | +897.5% | +13998.0% | -13100.5% | antes de 1993 | 129 | OVERFIT |
| COF | +1320.3% | +5724.6% | -4404.2% | -2.4 pts | 63 | OVERFIT |
| COHR | +7080.4% | +68288.9% | -61208.5% | antes de 1993 | 78 | OVERFIT |
| COIN | no aplica · history < 10y (5.4y) | |||||
| COO | +2766.1% | +879.8% | +1886.3% | antes de 1993 | 87 | INCONCLUSIVE |
| COP | +2749.9% | +13561.7% | -10811.8% | antes de 1993 | 89 | OVERFIT |
| COR | +2258.0% | +17062.1% | -14804.0% | -0.4 pts | 63 | INCONCLUSIVE |
| CPAY | +778.6% | +1383.7% | -605.0% | +0.5 pts | 31 | INCONCLUSIVE |
| CPT | +769.5% | +2453.9% | -1684.4% | -4.2 pts | 66 | OVERFIT |
| CRH | +27097.0% | +7617.9% | +19479.1% | antes de 1993 | 74 | INCONCLUSIVE |
| CRL | +38.4% | +1210.2% | -1171.8% | -7.2 pts | 52 | INCONCLUSIVE |
| CSGP | +1798.0% | +3390.6% | -1592.7% | +2.2 pts | 56 | INCONCLUSIVE |
| CTSH | +1015.1% | +35498.3% | -34483.2% | -0.1 pts | 56 | INCONCLUSIVE |
| CTVA | no aplica · history < 10y (7.3y) | |||||
| CVNA | no aplica · history < 10y (9.3y) | |||||
| CVS | +13894.5% | +15658.6% | -1764.1% | antes de 1993 | 107 | INCONCLUSIVE |
| D | +826.4% | +17762.4% | -16936.1% | antes de 1993 | 93 | OVERFIT |
| DAL | +15.8% | +339.1% | -323.2% | -10.0 pts | 38 | OVERFIT |
| DD | +8106.6% | +10113.6% | -2007.0% | antes de 1993 | 108 | OVERFIT |
| DE | +82181.8% | +101089.1% | -18907.3% | antes de 1993 | 108 | INCONCLUSIVE |
| DECK | +1566.2% | +7024.7% | -5458.6% | -1.9 pts | 66 | OVERFIT |
| DELL | +269.0% | +4059.8% | -3790.8% | -1.3 pts | 20 | OVERFIT |
| DG | +537.8% | +550.3% | -12.4% | -2.6 pts | 33 | OVERFIT |
| DGX | +3867.1% | +9626.0% | -5758.9% | +3.1 pts | 59 | INCONCLUSIVE |
| DHI | +13545.0% | +13111.0% | +434.0% | antes de 1993 | 68 | INCONCLUSIVE |
| DHR | +214179.0% | +483557.2% | -269378.2% | antes de 1993 | 95 | OVERFIT |
| DLR | +1036.7% | +3540.7% | -2504.1% | +0.6 pts | 44 | OVERFIT |
| DLTR | +2321.0% | +10731.5% | -8410.4% | -0.4 pts | 63 | OVERFIT |
| DOC | +290.1% | +6136.8% | -5846.8% | antes de 1993 | 82 | OVERFIT |
| DOV | +13892.7% | +29264.8% | -15372.1% | antes de 1993 | 93 | INCONCLUSIVE |
| DOW | no aplica · history < 10y (7.4y) | |||||
| DPZ | +3110.2% | +5638.6% | -2528.3% | +5.9 pts | 44 | OVERFIT |
| DRI | +4078.2% | +6998.7% | -2920.5% | +1.8 pts | 62 | OVERFIT |
| DTE | +2279.2% | +35264.3% | -32985.1% | antes de 1993 | 129 | OVERFIT |
| DUK | +848.6% | +16239.0% | -15390.4% | antes de 1993 | 93 | OVERFIT |
| DVA | +1187.7% | +4219.3% | -3031.6% | -2.0 pts | 62 | INCONCLUSIVE |
| DVN | +687.0% | +1411.9% | -724.9% | antes de 1993 | 82 | INCONCLUSIVE |
| EBAY | +5442.1% | +14035.1% | -8593.0% | +6.2 pts | 56 | OVERFIT |
| ECHO | +157.3% | +227.3% | -70.0% | -6.2 pts | 37 | INCONCLUSIVE |
| ECL | +2036.7% | +20174.1% | -18137.4% | antes de 1993 | 107 | OVERFIT |
| ED | +3687.3% | +45081.6% | -41394.3% | antes de 1993 | 129 | OVERFIT |
| EFX | +20005.9% | +77234.4% | -57228.5% | antes de 1993 | 93 | INCONCLUSIVE |
| EG | +320.2% | +2975.7% | -2655.6% | -5.8 pts | 62 | OVERFIT |
| EIX | +365.5% | +14610.5% | -14245.0% | antes de 1993 | 106 | OVERFIT |
| EL | +2952.1% | +1551.3% | +1400.8% | +1.2 pts | 61 | INCONCLUSIVE |
| ELV | +2257.1% | +2326.9% | -69.8% | +3.3 pts | 50 | INCONCLUSIVE |
| EME | +11125.2% | +59203.5% | -48078.2% | +4.9 pts | 63 | OVERFIT |
| EMR | +5958.8% | +19839.1% | -13880.3% | antes de 1993 | 108 | OVERFIT |
| EOG | +3433.7% | +9279.7% | -5846.0% | antes de 1993 | 74 | INCONCLUSIVE |
| EQIX | +38.1% | +240.5% | -202.4% | -7.2 pts | 52 | OVERFIT |
| EQR | +86.7% | +44.2% | +42.5% | -8.8 pts | 20 | INCONCLUSIVE |
| EQT | +6392.4% | +19557.1% | -13164.8% | antes de 1993 | 93 | OVERFIT |
| ERIE | +338.0% | +3362.8% | -3024.8% | -5.7 pts | 62 | OVERFIT |
| ES | +268.3% | +2960.1% | -2691.8% | antes de 1993 | 107 | OVERFIT |
| ESS | +575.5% | +5274.8% | -4699.3% | -5.0 pts | 64 | OVERFIT |
| ETN | +90091.4% | +116541.5% | -26450.1% | antes de 1993 | 108 | OVERFIT |
| ETR | +252.5% | +19797.9% | -19545.5% | antes de 1993 | 108 | OVERFIT |
| EVRG | +1107.2% | +5086.7% | -3979.5% | antes de 1993 | 107 | OVERFIT |
| EW | +3258.1% | +6500.0% | -3241.9% | +6.0 pts | 53 | INCONCLUSIVE |
| EXE | no aplica · history < 10y (5.6y) | |||||
| EXPD | +5284.1% | +148324.6% | -143040.5% | antes de 1993 | 84 | OVERFIT |
| EXPE | +186.2% | +916.1% | -730.0% | -6.0 pts | 42 | OVERFIT |
| EXR | +607.4% | +2698.9% | -2091.6% | -2.0 pts | 44 | OVERFIT |
| F | +38691.4% | +6752.4% | +31939.0% | antes de 1993 | 108 | INCONCLUSIVE |
| FCX | +2583.6% | +1061.6% | +1521.9% | +0.5 pts | 62 | INCONCLUSIVE |
| FDS | +838.8% | +9088.9% | -8250.2% | -2.6 pts | 60 | OVERFIT |
| FDX | +2272.7% | +53776.9% | -51504.2% | antes de 1993 | 97 | OVERFIT |
| FDXF | no aplica · insufficient data | |||||
| FE | +336.5% | +563.0% | -226.6% | -4.2 pts | 57 | OVERFIT |
| FFIV | -67.2% | +5374.0% | -5441.2% | -12.5 pts | 54 | OVERFIT |
| FICO | +8265.9% | +94747.8% | -86481.8% | antes de 1993 | 78 | OVERFIT |
| FIS | +483.8% | +363.8% | +120.1% | -2.2 pts | 50 | INCONCLUSIVE |
| FITB | +1395.2% | +28280.0% | -26884.9% | antes de 1993 | 93 | OVERFIT |
| FIX | +2024.3% | +11966.2% | -9941.9% | +1.5 pts | 58 | OVERFIT |
| FLEX | +1118.9% | +7898.6% | -6779.8% | -2.9 pts | 65 | OVERFIT |
| FOX | no aplica · history < 10y (7.5y) | |||||
| FOXA | no aplica · history < 10y (7.5y) | |||||
| FRT | +9529.1% | +24360.2% | -14831.2% | antes de 1993 | 106 | OVERFIT |
| FSLR | +203.4% | +716.1% | -512.7% | -5.2 pts | 39 | INCONCLUSIVE |
| FTV | +49.9% | +100.1% | -50.3% | -11.4 pts | 20 | OVERFIT |
| GD | +36073.7% | +221689.9% | -185616.2% | antes de 1993 | 129 | OVERFIT |
| GDDY | +301.8% | +389.4% | -87.6% | -1.1 pts | 23 | INCONCLUSIVE |
| GE | +20978.2% | +54356.2% | -33378.0% | antes de 1993 | 129 | INCONCLUSIVE |
| GEN | +2667.5% | +12085.6% | -9418.1% | antes de 1993 | 74 | INCONCLUSIVE |
| GEV | no aplica · history < 10y (2.4y) | |||||
| GIS | +541.1% | +15015.5% | -14474.4% | antes de 1993 | 93 | OVERFIT |
| GL | +2627.1% | +12680.6% | -10053.4% | antes de 1993 | 92 | OVERFIT |
| GLW | +45377.6% | +19301.2% | +26076.4% | antes de 1993 | 89 | INCONCLUSIVE |
| GM | -1.5% | +240.1% | -241.6% | -14.6 pts | 31 | OVERFIT |
| GNRC | +132.2% | +2091.1% | -1958.9% | -9.4 pts | 33 | OVERFIT |
| GPC | +3029.0% | +12785.5% | -9756.5% | antes de 1993 | 93 | OVERFIT |
| GPN | +473.4% | +2567.9% | -2094.5% | -2.0 pts | 51 | INCONCLUSIVE |
| GRMN | +487.8% | +5377.3% | -4889.6% | -1.8 pts | 51 | OVERFIT |
| GWW | +13259.3% | +55300.2% | -42040.9% | antes de 1993 | 107 | OVERFIT |
| HAL | +4701.9% | +2860.8% | +1841.2% | antes de 1993 | 108 | INCONCLUSIVE |
| HAS | +58973.5% | +201529.8% | -142556.3% | antes de 1993 | 93 | INCONCLUSIVE |
| HBAN | +577.3% | +3799.5% | -3222.2% | antes de 1993 | 93 | OVERFIT |
| HCA | +573.5% | +1699.7% | -1126.2% | -1.0 pts | 31 | OVERFIT |
| HIG | +1591.5% | +951.1% | +640.5% | -0.8 pts | 61 | OVERFIT |
| HII | +894.4% | +883.6% | +10.8% | +1.8 pts | 31 | OVERFIT |
| HLT | +262.5% | +659.1% | -396.6% | -3.4 pts | 25 | OVERFIT |
| HOOD | no aplica · history < 10y (5.1y) | |||||
| HPE | +134.2% | +625.0% | -490.9% | -6.7 pts | 22 | INCONCLUSIVE |
| HPQ | +164589.2% | +77945.5% | +86643.7% | antes de 1993 | 129 | INCONCLUSIVE |
| HRL | +4053.6% | +19046.1% | -14992.5% | antes de 1993 | 93 | OVERFIT |
| HSIC | +869.7% | +1913.1% | -1043.4% | -2.9 pts | 61 | INCONCLUSIVE |
| HST | +17789.0% | +12843.9% | +4945.2% | antes de 1993 | 93 | INCONCLUSIVE |
| HSY | +2509.0% | +53964.6% | -51455.6% | antes de 1993 | 93 | OVERFIT |
| HUBB | +982.1% | +3853.5% | -2871.4% | -3.3 pts | 64 | OVERFIT |
| HUM | +1654.1% | +20168.9% | -18514.8% | antes de 1993 | 89 | OVERFIT |
| HWM | no aplica · history < 10y (9.8y) | |||||
| IBKR | +290.7% | +1526.1% | -1235.4% | -3.5 pts | 38 | OVERFIT |
| ICE | +770.4% | +2307.9% | -1537.5% | -0.2 pts | 41 | OVERFIT |
| IEX | +7235.2% | +12761.2% | -5526.0% | antes de 1993 | 74 | INCONCLUSIVE |
| IFF | +4355.9% | +4754.9% | -399.1% | antes de 1993 | 103 | INCONCLUSIVE |
| INCY | +869.7% | +6471.7% | -5602.1% | -3.7 pts | 65 | INCONCLUSIVE |
| INVH | no aplica · history < 10y (9.6y) | |||||
| IP | +5149.7% | +4590.1% | +559.6% | antes de 1993 | 129 | ROBUST |
| IQV | +25.0% | +520.3% | -495.3% | -12.6 pts | 26 | OVERFIT |
| IR | no aplica · history < 10y (9.3y) | |||||
| IRM | +631.2% | +9911.6% | -9280.4% | -3.6 pts | 61 | INCONCLUSIVE |
| IT | +686.7% | +6431.0% | -5744.3% | -4.4 pts | 66 | OVERFIT |
| ITW | +12539.3% | +51254.1% | -38714.8% | antes de 1993 | 107 | INCONCLUSIVE |
| IVZ | +1037.3% | +1093.8% | -56.5% | -2.5 pts | 62 | INCONCLUSIVE |
| J | +9905.9% | +33544.7% | -23638.8% | antes de 1993 | 93 | INCONCLUSIVE |
| JBHT | +31948.9% | +24926.6% | +7022.3% | antes de 1993 | 85 | INCONCLUSIVE |
| JBL | +437.1% | +41217.7% | -40780.6% | -5.7 pts | 66 | OVERFIT |
| JCI | +1714.6% | +4376.5% | -2661.9% | antes de 1993 | 78 | OVERFIT |
| JKHY | +14538.3% | +71288.2% | -56749.9% | antes de 1993 | 81 | OVERFIT |
| KEY | +1048.3% | +1405.6% | -357.2% | antes de 1993 | 77 | INCONCLUSIVE |
| KEYS | +218.0% | +1042.3% | -824.3% | -4.1 pts | 24 | OVERFIT |
| KIM | +600.9% | +3036.5% | -2435.6% | antes de 1993 | 69 | OVERFIT |
| KKR | +329.4% | +1784.9% | -1455.5% | -5.4 pts | 32 | OVERFIT |
| KMB | +2505.3% | +16039.9% | -13534.6% | antes de 1993 | 93 | OVERFIT |
| KMI | +107.2% | +117.5% | -10.3% | -9.1 pts | 31 | INCONCLUSIVE |
| KR | +49154.7% | +182706.1% | -133551.4% | antes de 1993 | 129 | OVERFIT |
| KVUE | no aplica · history < 10y (3.3y) | |||||
| L | +2730.5% | +22398.8% | -19668.4% | antes de 1993 | 93 | OVERFIT |
| LDOS | +111.2% | +530.2% | -419.0% | -7.3 pts | 40 | INCONCLUSIVE |
| LEN | +105034.9% | +29032.9% | +76001.9% | antes de 1993 | 93 | INCONCLUSIVE |
| LH | +1521.0% | +1408.2% | +112.7% | antes de 1993 | 73 | INCONCLUSIVE |
| LHX | +6252.8% | +8519.5% | -2266.7% | antes de 1993 | 89 | INCONCLUSIVE |
| LII | +2396.5% | +3122.4% | -725.9% | +4.1 pts | 54 | INCONCLUSIVE |
| LLY | +8177.6% | +129720.0% | -121542.5% | antes de 1993 | 108 | OVERFIT |
| LMT | +26038.6% | +67444.7% | -41406.0% | antes de 1993 | 129 | INCONCLUSIVE |
| LNT | +1034.6% | +9408.5% | -8373.9% | antes de 1993 | 107 | OVERFIT |
| LOW | +26027.5% | +77328.4% | -51300.9% | antes de 1993 | 93 | INCONCLUSIVE |
| LULU | +359.6% | +759.0% | -399.4% | -2.8 pts | 38 | INCONCLUSIVE |
| LUV | +8058.8% | +24508.5% | -16449.7% | antes de 1993 | 93 | INCONCLUSIVE |
| LVS | +103.0% | +50.3% | +52.7% | -7.6 pts | 43 | INCONCLUSIVE |
| LYB | +793.0% | +648.8% | +144.2% | +0.3 pts | 33 | ROBUST |
| LYV | +84.1% | +1558.0% | -1473.9% | -8.1 pts | 41 | OVERFIT |
| MA | +1920.1% | +14066.9% | -12146.9% | +4.7 pts | 40 | OVERFIT |
| MAA | +876.3% | +3525.2% | -2648.9% | -3.6 pts | 65 | INCONCLUSIVE |
| MAS | +8595.8% | +7423.1% | +1172.7% | antes de 1993 | 93 | INCONCLUSIVE |
| MCK | +1071.6% | +6946.5% | -5874.9% | -3.1 pts | 63 | OVERFIT |
| MCO | +2487.1% | +7753.9% | -5266.8% | -0.3 pts | 64 | OVERFIT |
| MDT | +1229.7% | +51421.0% | -50191.3% | antes de 1993 | 106 | OVERFIT |
| MET | +498.2% | +1176.9% | -678.7% | -1.3 pts | 53 | OVERFIT |
| MGM | +2192.4% | +1501.4% | +691.0% | antes de 1993 | 76 | INCONCLUSIVE |
| MKC | +3531.9% | +14401.8% | -10869.9% | antes de 1993 | 107 | OVERFIT |
| MLM | +5602.2% | +3089.6% | +2512.7% | +2.3 pts | 65 | INCONCLUSIVE |
| MO | +28408.0% | +2914781.4% | -2886373.4% | antes de 1993 | 129 | OVERFIT |
| MOS | +1512.1% | +268.9% | +1243.2% | antes de 1993 | 77 | INCONCLUSIVE |
| MPC | +416.3% | +2972.8% | -2556.5% | -3.1 pts | 30 | OVERFIT |
| MRNA | no aplica · history < 10y (7.7y) | |||||
| MRSH | +1466.9% | +21192.9% | -19726.0% | antes de 1993 | 107 | OVERFIT |
| MS | +2452.0% | +6159.1% | -3707.1% | -0.7 pts | 67 | OVERFIT |
| MSCI | +884.1% | +2406.7% | -1522.6% | +1.7 pts | 37 | OVERFIT |
| MSI | +9919.7% | +79243.2% | -69323.5% | antes de 1993 | 129 | OVERFIT |
| MTB | +11861.6% | +105049.8% | -93188.2% | antes de 1993 | 93 | OVERFIT |
| MTD | +1434.5% | +9346.3% | -7911.8% | +0.5 pts | 57 | OVERFIT |
| NCLH | -46.3% | -34.9% | -11.4% | -19.2 pts | 27 | OVERFIT |
| NDAQ | +253.6% | +2371.2% | -2117.6% | -5.5 pts | 48 | OVERFIT |
| NDSN | +4744.8% | +37769.3% | -33024.5% | antes de 1993 | 93 | OVERFIT |
| NEE | +558.3% | +23772.9% | -23214.5% | antes de 1993 | 107 | OVERFIT |
| NEM | +3390.6% | +2099.8% | +1290.8% | antes de 1993 | 93 | INCONCLUSIVE |
| NI | +1009.9% | +5234.9% | -4225.0% | antes de 1993 | 107 | OVERFIT |
| NOC | +2957.0% | +23369.3% | -20412.2% | antes de 1993 | 89 | OVERFIT |
| NOW | +53.4% | +2907.9% | -2854.5% | -11.9 pts | 28 | OVERFIT |
| NRG | +681.3% | +1442.6% | -761.2% | -1.6 pts | 45 | OVERFIT |
| NSC | +2476.0% | +24520.7% | -22044.7% | antes de 1993 | 88 | OVERFIT |
| NTAP | +812.1% | +19659.8% | -18847.6% | -3.1 pts | 61 | OVERFIT |
| NTRS | +8566.5% | +53074.8% | -44508.3% | antes de 1993 | 93 | OVERFIT |
| NUE | +66043.5% | +70209.1% | -4165.5% | antes de 1993 | 93 | INCONCLUSIVE |
| NVR | +19524.8% | +61512.0% | -41987.2% | +6.5 pts | 66 | INCONCLUSIVE |
| NWS | +46.0% | +152.4% | -106.4% | -11.5 pts | 26 | INCONCLUSIVE |
| NWSA | +42.3% | +122.2% | -79.9% | -11.7 pts | 26 | INCONCLUSIVE |
| O | +1177.3% | +5366.4% | -4189.1% | -2.8 pts | 64 | OVERFIT |
| OKE | +833.3% | +19101.6% | -18268.3% | antes de 1993 | 92 | OVERFIT |
| OMC | +13673.7% | +15677.5% | -2003.8% | antes de 1993 | 93 | OVERFIT |
| ON | +3920.3% | +208.7% | +3711.6% | +6.6 pts | 52 | ROBUST |
| ORCL | +3296.7% | +296729.4% | -293432.7% | antes de 1993 | 81 | OVERFIT |
| OTIS | no aplica · history < 10y (6.5y) | |||||
| OXY | +3935.9% | +3580.0% | +355.9% | antes de 1993 | 89 | INCONCLUSIVE |
| PCG | +290.2% | +1389.7% | -1099.5% | antes de 1993 | 108 | OVERFIT |
| PEG | +3209.1% | +18884.4% | -15675.2% | antes de 1993 | 93 | OVERFIT |
| PFE | +1443.7% | +20062.7% | -18619.0% | antes de 1993 | 108 | OVERFIT |
| PFG | +353.2% | +920.1% | -566.9% | -3.9 pts | 50 | OVERFIT |
| PGR | +11563.8% | +819581.9% | -808018.2% | antes de 1993 | 93 | OVERFIT |
| PH | +45847.0% | +41129.4% | +4717.6% | antes de 1993 | 93 | INCONCLUSIVE |
| PHM | +32427.7% | +95847.7% | -63420.0% | antes de 1993 | 93 | INCONCLUSIVE |
| PLD | +837.2% | +1782.5% | -945.3% | -1.2 pts | 57 | OVERFIT |
| PM | +319.2% | +785.7% | -466.5% | -4.1 pts | 37 | INCONCLUSIVE |
| PNC | +14588.5% | +37937.9% | -23349.4% | antes de 1993 | 101 | INCONCLUSIVE |
| PNR | +26345.0% | +11510.8% | +14834.2% | antes de 1993 | 106 | INCONCLUSIVE |
| PNW | +610.9% | +2247.6% | -1636.7% | antes de 1993 | 107 | OVERFIT |
| PODD | +163.0% | +831.5% | -668.4% | -5.7 pts | 38 | OVERFIT |
| PPG | +8685.1% | +21327.4% | -12642.4% | antes de 1993 | 93 | INCONCLUSIVE |
| PPL | +387.4% | +7311.8% | -6924.5% | antes de 1993 | 93 | OVERFIT |
| PRU | +407.8% | +767.8% | -360.0% | -3.3 pts | 49 | OVERFIT |
| PSA | +3222.2% | +13958.7% | -10736.5% | antes de 1993 | 91 | OVERFIT |
| PSKY | +85.3% | -34.8% | +120.1% | -8.1 pts | 41 | INCONCLUSIVE |
| PSX | +252.0% | +1071.7% | -819.6% | -5.4 pts | 29 | OVERFIT |
| PTC | +512.3% | +8443.5% | -7931.2% | antes de 1993 | 73 | OVERFIT |
| PWR | +6660.2% | +8155.1% | -1494.9% | +6.7 pts | 57 | INCONCLUSIVE |
| Q | no aplica · history < 10y (0.8y) | |||||
| RCL | +559.0% | +4611.6% | -4052.6% | -5.1 pts | 67 | INCONCLUSIVE |
| REG | +1028.0% | +2046.5% | -1018.5% | -3.2 pts | 66 | INCONCLUSIVE |
| RF | +3165.4% | +7230.0% | -4064.5% | antes de 1993 | 93 | INCONCLUSIVE |
| RJF | +7685.8% | +52691.1% | -45005.3% | antes de 1993 | 86 | OVERFIT |
| RL | +1517.6% | +1376.9% | +140.6% | +0.5 pts | 58 | INCONCLUSIVE |
| RMD | +1935.2% | +43254.4% | -41319.2% | -0.7 pts | 62 | OVERFIT |
| ROK | +26085.3% | +57325.7% | -31240.4% | antes de 1993 | 89 | INCONCLUSIVE |
| ROL | +4665.1% | +36503.9% | -31838.8% | antes de 1993 | 93 | OVERFIT |
| RSG | +1319.1% | +1977.7% | -658.5% | +1.0 pts | 56 | OVERFIT |
| RTX | +159177.2% | +231131.9% | -71954.7% | antes de 1993 | 129 | INCONCLUSIVE |
| RVTY | +1907.6% | +25547.2% | -23639.6% | antes de 1993 | 107 | OVERFIT |
| SBAC | +3130.9% | +2259.6% | +871.2% | +5.1 pts | 54 | OVERFIT |
| SCHW | +6565.9% | +45501.9% | -38936.0% | antes de 1993 | 78 | OVERFIT |
| SJM | +272.4% | +1119.0% | -846.6% | -6.8 pts | 64 | INCONCLUSIVE |
| SLB | +2306.9% | +1125.4% | +1181.5% | antes de 1993 | 89 | INCONCLUSIVE |
| SMCI | +3287.2% | +4155.7% | -868.5% | +8.8 pts | 39 | ROBUST |
| SNA | +16412.7% | +12522.0% | +3890.7% | antes de 1993 | 107 | INCONCLUSIVE |
| SO | +1083.2% | +32617.4% | -31534.2% | antes de 1993 | 89 | OVERFIT |
| SOLV | no aplica · history < 10y (2.4y) | |||||
| SPG | +1123.3% | +5330.6% | -4207.2% | -2.9 pts | 65 | INCONCLUSIVE |
| SPGI | +12529.4% | +140503.3% | -127973.9% | antes de 1993 | 107 | OVERFIT |
| SRE | +570.1% | +1463.0% | -892.9% | -1.9 pts | 56 | OVERFIT |
| STE | +209.2% | +15491.4% | -15282.2% | antes de 1993 | 68 | OVERFIT |
| STLD | +11542.4% | +7831.8% | +3710.5% | +7.3 pts | 59 | OVERFIT |
| STT | +12226.5% | +199686.1% | -187459.6% | antes de 1993 | 93 | INCONCLUSIVE |
| STZ | +1275.0% | +10007.0% | -8732.0% | antes de 1993 | 69 | OVERFIT |
| SW | +631.1% | +775.0% | -143.9% | -0.5 pts | 36 | INCONCLUSIVE |
| SWK | +6026.3% | +5887.9% | +138.3% | antes de 1993 | 93 | INCONCLUSIVE |
| SWKS | +522.5% | +1317.3% | -794.8% | antes de 1993 | 84 | INCONCLUSIVE |
| SYF | +42.0% | +325.2% | -283.2% | -11.0 pts | 24 | INCONCLUSIVE |
| SYK | +58581.6% | +430371.4% | -371789.8% | antes de 1993 | 93 | OVERFIT |
| SYY | +5853.1% | +115885.9% | -110032.9% | antes de 1993 | 106 | OVERFIT |
| T | +770.1% | +10219.8% | -9449.7% | antes de 1993 | 85 | OVERFIT |
| TAP | +313.0% | +518.8% | -205.8% | antes de 1993 | 102 | INCONCLUSIVE |
| TDG | +1455.4% | +13285.3% | -11829.9% | +3.3 pts | 41 | OVERFIT |
| TDY | +792.5% | +7164.6% | -6372.1% | +0.1 pts | 53 | OVERFIT |
| TECH | +614.2% | +79246.8% | -78632.6% | antes de 1993 | 75 | OVERFIT |
| TEL | +367.6% | +671.1% | -303.5% | -2.4 pts | 38 | OVERFIT |
| TFC | +1437.8% | +10226.4% | -8788.6% | antes de 1993 | 93 | OVERFIT |
| TGT | +15621.9% | +90566.5% | -74944.5% | antes de 1993 | 107 | INCONCLUSIVE |
| TJX | +6456.2% | +36154.4% | -29698.2% | antes de 1993 | 78 | OVERFIT |
| TKO | +1140.3% | +1638.9% | -498.5% | +1.0 pts | 54 | INCONCLUSIVE |
| TMO | +7412.2% | +36784.3% | -29372.0% | antes de 1993 | 93 | OVERFIT |
| TPL | +11493.3% | +75277.1% | -63783.8% | antes de 1993 | 93 | INCONCLUSIVE |
| TPR | +9162.1% | +7766.6% | +1395.5% | +10.4 pts | 52 | INCONCLUSIVE |
| TRGP | +695.7% | +2202.9% | -1507.2% | -0.3 pts | 31 | OVERFIT |
| TRMB | +7009.4% | +3366.4% | +3643.1% | antes de 1993 | 72 | INCONCLUSIVE |
| TROW | +5635.7% | +35932.6% | -30296.9% | antes de 1993 | 81 | OVERFIT |
| TSCO | +4406.1% | +15199.0% | -10792.9% | +1.5 pts | 65 | INCONCLUSIVE |
| TSN | +6805.0% | +4340.8% | +2464.2% | antes de 1993 | 93 | INCONCLUSIVE |
| TT | +58374.8% | +49748.2% | +8626.6% | antes de 1993 | 93 | OVERFIT |
| TTD | no aplica · history < 10y (9.9y) | |||||
| TXT | +5458.3% | +4901.2% | +557.0% | antes de 1993 | 107 | INCONCLUSIVE |
| TYL | +3144.2% | +43359.1% | -40214.8% | antes de 1993 | 93 | INCONCLUSIVE |
| UAL | -40.9% | +240.6% | -281.5% | -13.7 pts | 41 | OVERFIT |
| UBER | no aplica · history < 10y (7.3y) | |||||
| UDR | +3099.3% | +14119.5% | -11020.2% | antes de 1993 | 93 | OVERFIT |
| UHS | +74342.3% | +15293.2% | +59049.1% | antes de 1993 | 90 | INCONCLUSIVE |
| ULTA | +511.0% | +1721.3% | -1210.3% | -0.9 pts | 38 | OVERFIT |
| UNP | +4082.6% | +30311.4% | -26228.8% | antes de 1993 | 93 | OVERFIT |
| UPS | +91.8% | +233.2% | -141.4% | -6.0 pts | 53 | INCONCLUSIVE |
| URI | +11117.9% | +7088.3% | +4029.6% | +8.5 pts | 57 | INCONCLUSIVE |
| USB | +5066.1% | +44799.0% | -39732.9% | antes de 1993 | 106 | OVERFIT |
| VEEV | -39.9% | +668.8% | -708.7% | -18.1 pts | 26 | OVERFIT |
| VICI | no aplica · history < 10y (8.7y) | |||||
| VLO | +73198.4% | +23394.0% | +49804.4% | antes de 1993 | 89 | INCONCLUSIVE |
| VLTO | no aplica · history < 10y (2.9y) | |||||
| VMC | +20109.6% | +48759.3% | -28649.7% | antes de 1993 | 107 | OVERFIT |
| VRSK | +220.7% | +648.8% | -428.1% | -7.3 pts | 34 | OVERFIT |
| VRSN | +1301.4% | +5322.0% | -4020.7% | +0.4 pts | 57 | INCONCLUSIVE |
| VRT | no aplica · history < 10y (8.1y) | |||||
| VST | no aplica · history < 10y (9.9y) | |||||
| VTR | +213.5% | +1496.8% | -1283.3% | -5.8 pts | 58 | OVERFIT |
| VTRS | +1122.3% | +1568.8% | -446.4% | antes de 1993 | 93 | INCONCLUSIVE |
| VZ | +494.4% | +4889.1% | -4394.8% | antes de 1993 | 85 | OVERFIT |
| WAB | +3708.5% | +4137.7% | -429.3% | +1.6 pts | 62 | INCONCLUSIVE |
| WAT | +1446.1% | +10865.4% | -9419.3% | -1.2 pts | 61 | OVERFIT |
| WEC | +1618.0% | +23656.8% | -22038.8% | antes de 1993 | 93 | OVERFIT |
| WELL | +5488.6% | +58774.1% | -53285.5% | antes de 1993 | 93 | OVERFIT |
| WFC | +4900.2% | +63452.2% | -58552.0% | antes de 1993 | 108 | OVERFIT |
| WM | +2019.9% | +8471.2% | -6451.3% | antes de 1993 | 76 | OVERFIT |
| WMB | +10178.2% | +11974.1% | -1795.9% | antes de 1993 | 89 | OVERFIT |
| WSM | +9581.5% | +69865.8% | -60284.3% | antes de 1993 | 86 | INCONCLUSIVE |
| WST | +10276.5% | +79208.6% | -68932.1% | antes de 1993 | 93 | OVERFIT |
| WTW | +347.8% | +1181.6% | -833.8% | -3.2 pts | 50 | OVERFIT |
| WY | +27053.2% | +1781.4% | +25271.8% | antes de 1993 | 106 | ROBUST |
| WYNN | +2664.6% | +1217.6% | +1447.1% | +3.5 pts | 48 | INCONCLUSIVE |
| XOM | +15913.6% | +183657.9% | -167744.3% | antes de 1993 | 129 | OVERFIT |
| XYL | +91.1% | +455.0% | -364.0% | -10.8 pts | 30 | INCONCLUSIVE |
| XYZ | +107.1% | +527.5% | -420.5% | -7.7 pts | 21 | INCONCLUSIVE |
| YUM | +3399.2% | +4282.5% | -883.3% | +3.7 pts | 58 | OVERFIT |
| ZBH | +663.8% | +292.2% | +371.6% | -1.2 pts | 50 | INCONCLUSIVE |
| ZBRA | +596.6% | +8617.7% | -8021.0% | antes de 1993 | 70 | OVERFIT |
| ZTS | +79.5% | +179.3% | -99.8% | -10.2 pts | 27 | OVERFIT |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| EUR/USD | +17.3% | -3.1% | +20.4% | -10.3 pts | 45 | INCONCLUSIVE |
| GBP/USD | +17.0% | -21.2% | +38.2% | -10.3 pts | 45 | INCONCLUSIVE |
| USD/JPY | +103.4% | +40.2% | +63.2% | -7.8 pts | 60 | INCONCLUSIVE |
| USD/MXN | -16.8% | +49.9% | -66.8% | -11.8 pts | 45 | OVERFIT |
| AUD/USD | +35.8% | -6.6% | +42.4% | -9.7 pts | 40 | ROBUST |
| USD/CAD | -1.1% | +1.7% | -2.7% | -11.2 pts | 46 | OVERFIT |
| USD/CHF | -34.9% | -41.4% | +6.5% | -13.0 pts | 46 | INCONCLUSIVE |
| NZD/USD | +26.1% | -8.1% | +34.2% | -10.0 pts | 45 | INCONCLUSIVE |
| Activo | Rendimiento | Comprar y mantener | Diferencia | Vs. S&P 500 (CAGR/año) | Oper. | Fuera de muestra |
|---|---|---|---|---|---|---|
| Bitcoin | +1165.7% | +17075.3% | -15909.6% | +9.9 pts | 24 | OVERFIT |
| Ether | no aplica · history < 10y (8.8y) | |||||
| Litecoin | +1306.0% | +859.3% | +446.7% | +11.0 pts | 24 | 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 | no aplica | no aplica | no aplica | no aplica | +446.7% |
| 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 | no aplica | no aplica | no aplica | no aplica | +20.4% |
| GBP/USD | no aplica | no aplica | no aplica | no aplica | +38.2% |
| USD/JPY | no aplica | no aplica | no aplica | no aplica | +63.2% |
| AUD/USD | no aplica | no aplica | no aplica | no aplica | +42.4% |
| USD/CAD | no aplica | no aplica | no aplica | no aplica | -2.7% |
| USD/CHF | no aplica | no aplica | no aplica | no aplica | +6.5% |
| NZD/USD | no aplica | no aplica | no aplica | no aplica | +34.2% |
| S&P 500 (SPY) | no aplica | no aplica | no aplica | no aplica | -2341.3% |
| Nasdaq-100 (QQQ) | no aplica | no aplica | no aplica | no aplica | -1296.5% |
| Russell 2000 (IWM) | no aplica | no aplica | no aplica | no aplica | -463.6% |
| Emergentes (EEM) | no aplica | no aplica | no aplica | no aplica | -440.9% |
| Oro (GLD) | no aplica | no aplica | no aplica | no aplica | -379.9% |
| Bonos 20 años (TLT) | no aplica | no aplica | no aplica | no aplica | -91.8% |
| AAPL | no aplica | no aplica | no aplica | no aplica | -302564.3% |
| AMGN | no aplica | no aplica | no aplica | no aplica | -183169.4% |
| AMZN | no aplica | no aplica | no aplica | no aplica | -259082.5% |
| AXP | no aplica | no aplica | no aplica | no aplica | -18086.2% |
| BA | no aplica | no aplica | no aplica | no aplica | -73212.9% |
| CAT | no aplica | no aplica | no aplica | no aplica | +165174.0% |
| CRM | no aplica | no aplica | no aplica | no aplica | -5659.5% |
| CSCO | no aplica | no aplica | no aplica | no aplica | -218031.1% |
| CVX | no aplica | no aplica | no aplica | no aplica | -54764.6% |
| DIS | no aplica | no aplica | no aplica | no aplica | +619037.2% |
| GOOGL | no aplica | no aplica | no aplica | no aplica | -13313.6% |
| GS | no aplica | no aplica | no aplica | no aplica | -1599.8% |
| HD | no aplica | no aplica | no aplica | no aplica | -1838157.9% |
| HON | no aplica | no aplica | no aplica | no aplica | +39917.3% |
| IBM | no aplica | no aplica | no aplica | no aplica | -3990.6% |
| JNJ | no aplica | no aplica | no aplica | no aplica | -430244.8% |
| JPM | no aplica | no aplica | no aplica | no aplica | -16206.6% |
| KO | no aplica | no aplica | no aplica | no aplica | -188584.5% |
| MCD | no aplica | no aplica | no aplica | no aplica | -139199.0% |
| MMM | no aplica | no aplica | no aplica | no aplica | -26604.9% |
| MRK | no aplica | no aplica | no aplica | no aplica | -225683.9% |
| MSFT | no aplica | no aplica | no aplica | no aplica | -847384.9% |
| NKE | no aplica | no aplica | no aplica | no aplica | -30564.7% |
| NVDA | no aplica | no aplica | no aplica | no aplica | -562987.5% |
| PG | no aplica | no aplica | no aplica | no aplica | -59208.7% |
| SHW | no aplica | no aplica | no aplica | no aplica | -188304.9% |
| TRV | no aplica | no aplica | no aplica | no aplica | -8548.8% |
| UNH | no aplica | no aplica | no aplica | no aplica | -334568.6% |
| V | no aplica | no aplica | no aplica | no aplica | -1948.0% |
| WMT | no aplica | no aplica | no aplica | no aplica | -904055.0% |
| ABNB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ADBE | no aplica | no aplica | no aplica | no aplica | -62990.9% |
| ADI | no aplica | no aplica | no aplica | no aplica | +25321.6% |
| ADP | no aplica | no aplica | no aplica | no aplica | -72349.1% |
| ADSK | no aplica | no aplica | no aplica | no aplica | +6378.1% |
| AEP | no aplica | no aplica | no aplica | no aplica | -12605.2% |
| ALAB | no aplica | no aplica | no aplica | no aplica | no aplica |
| ALNY | no aplica | no aplica | no aplica | no aplica | -3251.2% |
| AMAT | no aplica | no aplica | no aplica | no aplica | +332742.7% |
| AMD | no aplica | no aplica | no aplica | no aplica | +1258432.3% |
| APP | no aplica | no aplica | no aplica | no aplica | no aplica |
| ARM | no aplica | no aplica | no aplica | no aplica | no aplica |
| ASML | no aplica | no aplica | no aplica | no aplica | -75141.8% |
| AVGO | no aplica | no aplica | no aplica | no aplica | -30057.2% |
| AXON | no aplica | no aplica | no aplica | no aplica | -120108.3% |
| BKNG | no aplica | no aplica | no aplica | no aplica | +7922.5% |
| BKR | no aplica | no aplica | no aplica | no aplica | +3006.4% |
| CCEP | no aplica | no aplica | no aplica | no aplica | -455.4% |
| CDNS | no aplica | no aplica | no aplica | no aplica | -11229.7% |
| CEG | no aplica | no aplica | no aplica | no aplica | no aplica |
| CMCSA | no aplica | no aplica | no aplica | no aplica | -43228.0% |
| COST | no aplica | no aplica | no aplica | no aplica | -11431.0% |
| CPRT | no aplica | no aplica | no aplica | no aplica | -17588.1% |
| CRWD | no aplica | no aplica | no aplica | no aplica | no aplica |
| CSX | no aplica | no aplica | no aplica | no aplica | -30306.3% |
| CTAS | no aplica | no aplica | no aplica | no aplica | -119917.9% |
| DASH | no aplica | no aplica | no aplica | no aplica | no aplica |
| DDOG | no aplica | no aplica | no aplica | no aplica | no aplica |
| DXCM | no aplica | no aplica | no aplica | no aplica | -1693.5% |
| EA | no aplica | no aplica | no aplica | no aplica | no aplica |
| EXC | no aplica | no aplica | no aplica | no aplica | -16544.1% |
| FANG | no aplica | no aplica | no aplica | no aplica | -545.6% |
| FAST | no aplica | no aplica | no aplica | no aplica | -198675.9% |
| FER | no aplica | no aplica | no aplica | no aplica | -355.4% |
| FTNT | no aplica | no aplica | no aplica | no aplica | -8594.3% |
| GEHC | no aplica | no aplica | no aplica | no aplica | no aplica |
| GILD | no aplica | no aplica | no aplica | no aplica | -32675.2% |
| HONA | no aplica | no aplica | no aplica | no aplica | no aplica |
| IDXX | no aplica | no aplica | no aplica | no aplica | -55935.7% |
| INTC | no aplica | no aplica | no aplica | no aplica | -27289.7% |
| INTU | no aplica | no aplica | no aplica | no aplica | -15440.8% |
| ISRG | no aplica | no aplica | no aplica | no aplica | -18057.9% |
| KHC | no aplica | no aplica | no aplica | no aplica | +27.1% |
| KLAC | no aplica | no aplica | no aplica | no aplica | -45265.4% |
| LIN | no aplica | no aplica | no aplica | no aplica | -6913.5% |
| LITE | no aplica | no aplica | no aplica | no aplica | -4603.3% |
| LRCX | no aplica | no aplica | no aplica | no aplica | +53879.5% |
| MAR | no aplica | no aplica | no aplica | no aplica | +1724.6% |
| MCHP | no aplica | no aplica | no aplica | no aplica | -40084.1% |
| MDLZ | no aplica | no aplica | no aplica | no aplica | -201.8% |
| MELI | no aplica | no aplica | no aplica | no aplica | -4184.9% |
| META | no aplica | no aplica | no aplica | no aplica | -799.1% |
| MNST | no aplica | no aplica | no aplica | no aplica | +47636.7% |
| MPWR | no aplica | no aplica | no aplica | no aplica | -12094.9% |
| MRVL | no aplica | no aplica | no aplica | no aplica | -338.9% |
| MSTR | no aplica | no aplica | no aplica | no aplica | -1199.6% |
| MU | no aplica | no aplica | no aplica | no aplica | +26065.6% |
| NFLX | no aplica | no aplica | no aplica | no aplica | -59830.9% |
| NXPI | no aplica | no aplica | no aplica | no aplica | +577.6% |
| ODFL | no aplica | no aplica | no aplica | no aplica | -30770.6% |
| ORLY | no aplica | no aplica | no aplica | no aplica | -53503.0% |
| PANW | no aplica | no aplica | no aplica | no aplica | -3927.9% |
| PCAR | no aplica | no aplica | no aplica | no aplica | -24421.9% |
| PDD | no aplica | no aplica | no aplica | no aplica | no aplica |
| PEP | no aplica | no aplica | no aplica | no aplica | -34519.3% |
| PLTR | no aplica | no aplica | no aplica | no aplica | no aplica |
| PYPL | no aplica | no aplica | no aplica | no aplica | -68.6% |
| QCOM | no aplica | no aplica | no aplica | no aplica | -48345.8% |
| REGN | no aplica | no aplica | no aplica | no aplica | -3648.8% |
| ROP | no aplica | no aplica | no aplica | no aplica | -23419.8% |
| ROST | no aplica | no aplica | no aplica | no aplica | -38272.2% |
| SBUX | no aplica | no aplica | no aplica | no aplica | -40462.7% |
| SHOP | no aplica | no aplica | no aplica | no aplica | -8108.3% |
| SNDK | no aplica | no aplica | no aplica | no aplica | no aplica |
| SNPS | no aplica | no aplica | no aplica | no aplica | -5056.8% |
| STX | no aplica | no aplica | no aplica | no aplica | -10725.3% |
| TER | no aplica | no aplica | no aplica | no aplica | +127542.3% |
| TMUS | no aplica | no aplica | no aplica | no aplica | +198.4% |
| TRI | no aplica | no aplica | no aplica | no aplica | -311.5% |
| TSLA | no aplica | no aplica | no aplica | no aplica | -22278.6% |
| TTWO | no aplica | no aplica | no aplica | no aplica | -4970.8% |
| TXN | no aplica | no aplica | no aplica | no aplica | +13137.2% |
| VRTX | no aplica | no aplica | no aplica | no aplica | -11910.5% |
| WBD | no aplica | no aplica | no aplica | no aplica | +45.1% |
| WDAY | no aplica | no aplica | no aplica | no aplica | -291.1% |
| WDC | no aplica | no aplica | no aplica | no aplica | +1383368.9% |
| XEL | no aplica | no aplica | no aplica | no aplica | -6378.5% |
| KDP | no aplica | no aplica | no aplica | no aplica | -692.7% |
| USD/MXN | no aplica | no aplica | no aplica | no aplica | -66.8% |
| Bitcoin | no aplica | no aplica | no aplica | no aplica | -15909.6% |
| Ether | no aplica | no aplica | no aplica | no aplica | no aplica |
| Parámetros | Rendimiento | Sharpe | Caída máx. | Vs. índice |
|---|---|---|---|---|
| in_months [11, 12, 1, 2, 3, 4] | 739.7% | 0.55 | -36.8% | -2341.3% |
| in_months [10, 11, 12, 1, 2, 3, 4] | ×14 | 0.60 | -47.3% | -1787.0% |
| in_months [11, 12, 1, 2, 3] | 342.9% | 0.43 | -40.6% | -2738.1% |
| in_months [12, 1, 2, 3, 4, 5] | 469.4% | 0.47 | -33.7% | -2611.6% |
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 · 21%
Por mitades: Primera mitad no batió (+135.9% vs +237.3%); Segunda mitad no batió (+255.9% vs +843.1%).
Beat buy-and-hold in 7 of 33 calendar years (21%).
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 0b534dd04389 · 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 41 mercados
Finaxion Research (2026). «Vende en mayo y vete»: funciona en pocos mercados. Backtest diario 1962-01-01–2026-08-31, artefacto 0b534dd04389. https://finaxion.app/research/sell-in-may