PRÓXIMO CURSO DE ANÁLISIS TÉCNICO EN BUENOS AIRES / OCTUBRE 2012

sábado, 17 de marzo de 2012

COMPARACIÓN DE NUESTRO MODELO CON EL BUY AND HOLD

 Para aquellos interesados en venir a la charla sobre inversión por estacionalidad en el mundo y en América Latina que se dictará en abril, comparto aquí los resultados del método desde 1950 en adelante. 


Como verán, el modelo dejó de lado los momentos a la baja y logró obtener un monto tres veces mayor que el BUY and HOLD.


DSL CONSULTING TIMING 
    MEJORES 6 MESES   MÉTODO DE Buy & Hold
    BULL SEASON Investing   DJIA  
fecha salida  Fecha entrada DJIA % 10 Year % 10
22-Apr-50 14-nov-50 229.54 13.3 11,33 1950 17.6 11,763
10-may-51 13-nov-51 260.41 1.9 11,545 1951 14.4 13,453
5-Apr-52 31-oct-52 269.23 2.1 11,788 1952 8.4 14,586
30-Apr-53 23-oct-53 275.34 17.1 13,804 1953 -3.8 14,036
14-may-54 05-nov-54 366.00 16.3 16,054 1954 44.0 20,207
29-Apr-55 21-oct-55 458.47 13.1 18,157 1955 20.8 24,404
9-Apr-56 08-oct-56 483.38 2.8 18,665 1956 2.3 24,957
09-may-57 29-oct-57 435.76 4.9 19,58 1957 -12.8 21,771
16-may-58 06-oct-58 536.29 16.7 22,849 1958 34.0 29,164
05-may-59 06-oct-59 636.06 -3.1 22,141 1959 16.4 33,946
22-Apr-60 07-oct-60 586.42 16.9 25,883 1960 -9.3 30,775
21-Apr-61 09-oct-61 705.42 -1.5 25,495 1961 18.7 36,533
23-Apr-62 10-oct-62 588.14 22.4 31,205 1962 -10.8 32,584
01-may-63 18-oct-63 750.60 9.6 34,201 1963 17.0 38,123
14-Apr-64 09-nov-64 878.08 6.2 36,322 1964 14.6 43,678
19-may-65 26-oct-65 956.32 -2.5 35,414 1965 10.9 48,432
02-may-66 17-oct-66 778.89 14.3 40,478 1966 -18.9 39,259
12-may-67 21-nov-67 870.95 5.5 42,704 1967 15.2 45,226
08-may-68 14-oct-68 949.96 0.2 42,789 1968 4.3 47,157
21-may-69 16-oct-69 838.77 -6.7 39,923 1969 -15.2 39,992
15-Apr-70 06-nov-70 771.97 20.8 48,226 1970 4.8 41,919
03-may-71 29-nov-71 829.73 15.4 55,653 1971 6.1 44,481
24-Apr-72 25-oct-72 951.38 -1.4 54,874 1972 14.6 50,968
26-Apr-73 11-Dec-73 834.18 0.1 54,929 1973 -16.6 42,515
26-Apr-74 10-oct-74 648.08 28.2 70,419 1974 -27.6 30,792
01-may-75 17-oct-75 832.18 18.5 83,447 1975 38.3 42,593
05-may-76 28-oct-76 952.63 -3.0 80,943 1976 17.9 50,2
27-Apr-77 31-oct-77 818.35 0.5 81,348 1977 -17.3 41,531
09-may-78 14-nov-78 785.26 9.3 88,913 1978 -3.1 40,224
17-Apr-79 05-nov-79 812.63 7.0 95,137 1979 4.2 41,91
20-jun-80 10-oct-80 950.68 4.7 99,609 1980 14.9 48,168
01-may-81 14-oct-81 850.65 0.4 100,007 1981 -9.2 43,722
04-may-82 08-oct-82 986.85 23.5 123,509 1982 19.6 52,293
13-may-83 21-oct-83 1248.88 -7.3 114,493 1983 20.3 62,891
11-may-84 17-oct-84 1195.89 3.9 118,958 1984 -3.7 60,539
01-may-85 04-oct-85 1328.74 38.1 164,281 1985 27.7 77,283
25-Apr-86 06-oct-86 1784.45 28.2 210,608 1986 22.6 94,736
13-Apr-87 04-nov-87 1945.29 3.0 216,926 1987 2.3 96,878
10-may-88 12-oct-88 2126.24 11.8 242,523 1988 11.8 108,358
08-may-89 14-nov-89 2610.25 3.3 250,527 1989 27.0 137,57
20-Apr-90 22-oct-90 2516.09 15.8 290,11 1990 -4.3 131,597
26-Apr-91 17-oct-91 3053.00 11.3 322,892 1991 20.3 158,338
11-may-92 21-oct-92 3187.10 6.6 344,203 1992 4.2 164,948
26-Apr-93 07-oct-93 3583.63 5.6 363,478 1993 13.7 187,582
13-jun-94 17-oct-94 3923.93 13.1 411,094 1994 2.1 191,597
23-may-95 23-oct-95 4755.48 16.7 479,747 1995 33.5 255,689
17-Apr-96 17-oct-96 6059.20 21.9 584,811 1996 26.0 322,203
27-may-97 18-nov-97 7650.82 18.5 693,001 1997 22.6 395,155
24-Apr-98 13-oct-98 7938.14 39.9 969,509 1998 16.1 458,772
13-may-99 20-oct-99 10392.36 5.1 1,018,954 1999 25.2 574,481
13-Apr-00 23-oct-00 10271.72 5.4 1,073,978 2000 -6.2 539,048
11-may-01 02-oct-01 8950.59 15.8 1,243,666 2001 -7.1 500,801
1-Apr-02 02-oct-02 7755.61 6.0 1,318,286 2002 -16.8 416,667
10-Apr-03 03-oct-03 9572.31 7.8 1,421,112 2003 25.3 522,176
20-Apr-04 04-oct-04 10216.54 1.8 1,446,692 2004 3.1 538,614
1-Apr-05 17-oct-05 10348.10 7.7 1,558,088 2005 -0.6 535,329
3-Apr-06 02-oct-06 11670.35 14.4 1,782,452 2006 16.3 622,534
14-may-07 01-oct-07 14087.55 -12.7 1,556,081 2007 6.4 662,562
14-April-08 20-oct-08 9265.43 -14.0 1,338,229 2008 -33.8 438,616
21-Apr-09 09-oct-09 9864.94 10.8 1,482,758 2009 18.8 521,076
8-April-10 04-nov-10 11434.84 7.3 1,591,000 2010 11.0 578,395
13-April-11         2011    
61-Year Loss 61-Year Gain $1,581,000 61-Year Gain $ 568,40

No hay comentarios: