Portafolio de estrategias

Config vigente de cada estrategia (backtest continuo, sizing fixed-fractional). Ordenado por MAR.

Estrategias activas

PnL agregado

+$139,922

suma de backtests

CAGR promedio

+12.9%

Peor DD

−25.7%

PnL por estrategia

Estrategia	Config	PnL	CAGR	DD máx	MAR	PF	WR	Shorts
BTC Momentum BTC/USD	8/8 price-only· 8.4a	+$42,042	+21.8%	−20.9%	1.04	1.39	+17.5%	−$791
ETH Momentum ETH/USD	8/8 long+short· 8.4a	+$22,884	+15.3%	−25.7%	0.59	1.45	+16.8%	+$8,091
XAU Momentum XAU/USD	It9 6/5 +squeeze· 14.4a	+$27,265	+9.6%	−16.7%	0.58	—	+21.0%	+$4,570
NAS100 Momentum NAS100/USD	6 long-only· 14.0a	+$36,696	+11.4%	−25.5%	0.45	1.40	+20.8%	—
USD/JPY OP1Y USD/JPY	v2 long-only· 12.0a	+$11,035	+6.4%	−25.7%	0.25	1.21	+30.0%	—

Rentabilidad anual por activo

PnL por año de la config vigente de cada estrategia. Consolidado = suma de las que operaron ese año (cada backtest cubre un período distinto).

Año	BTC/USD	ETH/USD	XAU/USD	NAS100/USD	USD/JPY	Consolidado	Acumulado
2012	·	·	−$148+12.5%	−$497+11.1%	+$1,627+32.8%	+$981	+$981
2013	·	·	+$1,955+28.6%	−$1,586+17.3%	+$1,471+31.5%	+$1,840	+$2,821
2014	·	·	−$359+15.6%	+$1,882+23.8%	+$2,282+36.8%	+$3,805	+$6,626
2015	·	·	·	−$123+15.2%	·	−$123	+$6,503
2016	·	·	·	+$6+15.8%	·	+$6	+$6,509
2017	·	·	+$1,117+23.5%	+$5,118+36.7%	−$2,335+16.3%	+$3,899	+$10,408
2018	+$2,529+40.0%	+$2,095+30.8%	−$1,9590.0%	+$4,780+28.1%	+$48+26.3%	+$7,494	+$17,902
2019	+$5,479+22.2%	−$1,415+11.4%	+$1,547+23.1%	+$361+15.9%	+$593+30.0%	+$6,565	+$24,467
2020	+$7,949+20.0%	+$3,620+20.0%	·	+$6,375+27.3%	·	+$17,944	+$42,411
2021	+$294+12.0%	+$1,316+13.7%	+$234+16.7%	+$9,002+26.3%	+$1,811+32.6%	+$12,657	+$55,068
2022	+$8,017+21.2%	+$986+14.3%	+$1,347+23.1%	−$7100.0%	+$3,288+36.2%	+$12,927	+$67,995
2023	+$11,224+20.5%	+$1,032+13.6%	+$4,558+32.1%	−$215+14.8%	−$1,468+20.5%	+$15,131	+$83,126
2024	+$7,001+14.8%	+$6,675+20.0%	+$5,985+36.8%	+$11,808+26.3%	+$2,532+34.1%	+$34,001	+$117,128
2025	−$3,310+10.2%	+$4,188+15.9%	+$7,017+31.8%	−$3,988+10.3%	−$134+25.0%	+$3,772	+$120,899
2026	+$2,857+15.0%	+$4,389+66.7%	+$5,971+100.0%	+$4,485+23.5%	+$1,320+38.5%	+$19,021	+$139,921
Total	+$42,041	+$22,884	+$27,265	+$36,696	+$11,035	+$139,921

Nota: cifras de backtest a sizing 1% (el engine hardcodea 1%); el per_trade_pct del plan solo aplica en live. Validación Davey 2026-05-30: 4/5 PASAN; BTC sizing reducido 0.3-0.5% (ruin MC 6.35%).