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NAS100 Momentum
NAS100/USDactivemomentumLong-only RR6 price-only (E_NQ-100, NO el CFD TECH.US). Branch nas100-momentum-v1 (9df8f56).
Config vigente · 6 long-only
PnL
+$36,696
CAGR
+11.4%
DD máx
−25.5%
MAR
0.45
PF
1.40
WR
+20.8%
Racha perd.
15
Longs
+$36,696
Rentabilidad anual
| Año | Trades | WR | PnL | Balance |
|---|---|---|---|---|
| 2012 | 9 | +11.1% | −$497 | +$9,503 |
| 2013 | 75 | +17.3% | −$1,586 | +$7,916 |
| 2014 | 42 | +23.8% | +$1,882 | +$9,798 |
| 2015 | 33 | +15.2% | −$123 | +$9,675 |
| 2016 | 19 | +15.8% | +$6 | +$9,681 |
| 2017 | 30 | +36.7% | +$5,118 | +$14,799 |
| 2018 | 32 | +28.1% | +$4,780 | +$19,579 |
| 2019 | 44 | +15.9% | +$361 | +$19,940 |
| 2020 | 33 | +27.3% | +$6,375 | +$26,315 |
| 2021 | 38 | +26.3% | +$9,002 | +$35,317 |
| 2022 | 2 | 0.0% | −$710 | +$34,606 |
| 2023 | 54 | +14.8% | −$215 | +$34,391 |
| 2024 | 38 | +26.3% | +$11,808 | +$46,199 |
| 2025 | 29 | +10.3% | −$3,988 | +$42,211 |
| 2026 | 17 | +23.5% | +$4,485 | +$46,696 |
Historial de iteraciones (1)
- 6 long-onlymerged9df8f56+$36,696−25.5%MAR 0.45
Hipótesis: Replicar BTC a NAS100 (indice E_NQ-100).
Decisión: Ganadora. RR 6 (no 8: indice menos explosivo que cripto). Long-only: shorts -$3,912 en 14yr. 4to activo que confirma long-bias.
Sweeps
rr_side— RR 6 long-only mejor MAR; indice menos explosivo que cripto, shorts lastre
| Parámetro | PnL | CAGR | DD | PF | MAR |
|---|---|---|---|---|---|
| 6 long-onlyelegido | +$36,696 | +11.4% | −25.5% | 1.40 | 0.45 |
| 8 long-only | +$37,694 | +11.5% | −37.9% | 1.50 | 0.30 |
| 8/8 | +$25,614 | +9.3% | −41.2% | 1.31 | 0.23 |