| Año | Ene | Feb | Mar | Abr | May | Jun | Jul | Ago | Sep | Oct | Nov | Dic | Total |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2003 | +0.3% | +3.0% | +0.9% | +8.3% | +8.7% | +2.3% | +6.0% | +6.5% | -1.7% | +8.9% | +1.2% | +6.8% | +63.7% |
| 2004 | +2.1% | +1.2% | -0.8% | -4.7% | -1.6% | +3.2% | -5.0% | +1.6% | +4.0% | +2.1% | +6.9% | +3.4% | +12.4% |
| 2005 | -1.5% | +5.8% | -4.9% | -2.7% | +4.1% | +3.7% | +6.1% | -0.3% | +6.8% | -4.8% | +7.7% | +6.7% | +28.7% |
| 2006 | +8.7% | -3.3% | +3.7% | +2.8% | -9.8% | +0.2% | +1.0% | +3.0% | +1.1% | +2.9% | +0.6% | +2.6% | +13.3% |
| 2007 | +1.4% | -2.2% | +1.6% | +4.7% | +3.0% | +1.0% | -1.6% | +2.0% | +8.4% | +9.5% | -7.2% | -1.4% | +19.7% |
| 2008 | -10.8% | +3.2% | -3.9% | +9.1% | +4.5% | -0.4% | +0.2% | +0.1% | -2.8% | -1.7% | +2.3% | +5.8% | +4.3% |
| 2009 | -2.0% | -1.4% | +0.8% | +0.2% | +9.5% | -0.1% | +9.7% | +0.1% | +8.1% | -3.3% | +6.9% | +3.7% | +35.9% |
| 2010 | -7.0% | +3.1% | +7.9% | +1.8% | +0.8% | -5.8% | +7.0% | +1.0% | +12.4% | +4.7% | -1.6% | +5.6% | +32.2% |
| 2011 | -0.4% | +3.0% | -0.2% | +2.8% | -1.3% | -1.9% | -0.3% | -5.4% | +0.6% | +10.3% | -1.6% | +0.1% | +4.9% |
| 2012 | +0.7% | +5.2% | +4.1% | -0.9% | +0.9% | +3.8% | +1.3% | +3.3% | +1.7% | -3.7% | +0.7% | +0.0% | +18.1% |
| 2013 | +6.1% | +2.5% | +5.4% | +6.8% | +0.7% | -1.1% | +2.4% | -2.8% | +5.5% | +1.8% | +6.3% | +3.5% | +43.4% |
| 2014 | -5.2% | +4.6% | -1.0% | +0.1% | +3.2% | +2.5% | -0.2% | +4.3% | -1.2% | +2.5% | +3.4% | -1.4% | +11.8% |
| 2015 | +2.0% | -1.5% | +0.2% | -0.5% | -0.6% | -1.3% | +0.7% | -0.5% | +0.6% | -0.1% | -0.6% | -0.7% | -2.4% |
| 2016 | +1.2% | +0.7% | +0.7% | -3.2% | +1.5% | -1.1% | +3.6% | +0.4% | +1.0% | -1.7% | -2.1% | +1.5% | +2.2% |
| 2017 | +3.5% | +4.0% | +1.0% | +1.8% | +2.4% | -1.0% | +3.0% | +0.9% | +0.9% | +3.4% | +2.3% | +0.7% | +25.4% |
| 2018 | +8.5% | -2.6% | -2.3% | -1.2% | +2.1% | +0.8% | +3.2% | +4.4% | +0.0% | -7.8% | +0.8% | +1.5% | +6.7% |
| 2019 | +0.9% | -0.4% | +2.9% | +4.7% | +1.7% | +0.9% | +1.8% | -1.9% | +1.2% | +1.5% | +3.7% | +2.5% | +21.2% |
| 2020 | +1.4% | -7.2% | -0.7% | +1.5% | +6.2% | +4.1% | +6.4% | +9.0% | -4.8% | -3.0% | +10.9% | +4.4% | +30.1% |
| 2021 | +0.6% | +0.3% | +1.1% | +2.3% | +0.2% | +1.4% | +2.5% | +3.5% | -4.2% | +6.0% | -2.6% | +2.8% | +14.3% |
| 2022 | -6.9% | -4.6% | +1.5% | -3.0% | +0.6% | -1.7% | +2.4% | +1.1% | -4.3% | -1.5% | +3.6% | -5.5% | -17.4% |
| 2023 | +9.4% | +1.1% | +1.9% | +2.0% | -1.4% | +6.0% | +0.8% | -2.8% | -2.9% | -1.8% | +9.6% | +2.7% | +26.5% |
| 2024 | +2.5% | +6.6% | +2.1% | -4.9% | +3.5% | +4.8% | -0.3% | +1.7% | +2.3% | -0.9% | +5.5% | -1.1% | +23.6% |
| 2025 | +2.5% | -2.1% | -4.8% | -1.2% | +7.6% | +5.6% | +2.3% | +1.4% | +6.2% | +4.2% | -2.9% | +0.4% | +19.9% |
| 2026 | +7.0% | +8.1% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | +15.7% |
| Métrica | Valor |
|---|---|
| Net€ (valor final sobre €100.000 iniciales) | 5.142.547 € |
| CAR% (rentabilidad anual compuesta) | +17.84% |
| MSD% (desviación estándar rentabilidades anuales) | +16.06% |
| Sharpe Ratio (tasa libre de riesgo 2%) | 1.05 |
Es la variable que mide la cantidad de dinero o capital que el sistema hace o gana con su entrada. En este caso, nuestro testeo empieza con 100.000 euros de base.
Indica el beneficio anual en porcentaje reinvirtiendo el beneficio. Deberíamos intentar obtener rendimientos anuales compuestos (CAR%) superiores al 7% para que la estrategia sea más efectiva que comprar y mantener en bolsa sin aplicar nada más que el precio.
Una de las variables más interesantes: la diferencia máxima desde el pico más alto del valle a continuación. Buscaremos un valor entre 10 y 25. Sistemas que generen MSD superiores resultan peligrosos.