Martingala con Direccion Adaptativa
¿Importa elegir Up o Down? Momentum vs Contrarian vs Siempre Up. Combinaciones de lookback (5, 10, 50) × max rondas (4, 6, 8, 10).
Mejores Resultados
Siempre Up r10
Mejor Overall
$148,674
P&L Mejor
Momentum L50 r8
Mejor Momentum
Contrarian L5 r8
Mejor Contrarian
Heatmap: P&L por Lookback × Max Rondas
Cada celda muestra el P&L para esa combinacion. Compara Momentum, Contrarian y Siempre Up.
Todas las Curvas
Momentum: Apostar en la Direccion de la Tendencia Reciente
Si >50% de las ultimas N ventanas fueron Up, apuesta Up. La idea es "seguir la tendencia".
Contrarian: Apostar Contra la Tendencia Reciente
Si >50% de las ultimas N fueron Up, apuesta Down. La idea es "mean reversion".
Baselines: Siempre Up
Sin prediccion de direccion. Solo varia el max rondas.
Tabla Completa
| Estrategia | Apuestas | Win% | P&L | Bankroll Final | Max DD | $/apuesta | Up/Down |
|---|---|---|---|---|---|---|---|
| Siempre Up r4 | 128,736 | 50.1% | $22,570.43 | $23,570.43 | 31.4% | $0.1753 | 100%/0% |
| Siempre Up r6 | 128,736 | 50.1% | $52,109.57 | $53,109.57 | 42.2% | $0.4048 | 100%/0% |
| Siempre Up r8 | 128,736 | 50.1% | $87,695.90 | $88,695.90 | 69.5% | $0.6812 | 100%/0% |
| Siempre Up r10 | 128,736 | 50.1% | $148,674.17 | $149,674.17 | 36.3% | $1.1549 | 100%/0% |
| Momentum L5 r4 | 5,863 | 49.1% | $-997.57 | $2.43 | 99.9% | $-0.1701 | 50%/50% |
| Momentum L5 r6 | 7,616 | 48.9% | $-995.90 | $4.10 | 99.9% | $-0.1308 | 50%/50% |
| Momentum L5 r8 | 312 | 48.4% | $-998.51 | $1.49 | 99.9% | $-3.2003 | 50%/50% |
| Momentum L5 r10 | 311 | 48.6% | $-998.65 | $1.35 | 99.9% | $-3.2111 | 50%/50% |
| Momentum L10 r4 | 2,797 | 47.9% | $-996.01 | $3.99 | 99.6% | $-0.3561 | 63%/37% |
| Momentum L10 r6 | 183 | 40.4% | $-996.61 | $3.39 | 99.7% | $-5.4459 | 63%/37% |
| Momentum L10 r8 | 4,293 | 48.0% | $-997.63 | $2.37 | 99.9% | $-0.2324 | 63%/37% |
| Momentum L10 r10 | 2,620 | 48.3% | $-998.85 | $1.15 | 100.0% | $-0.3812 | 63%/37% |
| Momentum L50 r4 | 58,192 | 49.5% | $-999.01 | $0.99 | 100.0% | $-0.0172 | 57%/43% |
| Momentum L50 r6 | 128,736 | 49.5% | $10,504.55 | $11,504.55 | 87.0% | $0.0816 | 57%/43% |
| Momentum L50 r8 | 128,735 | 49.5% | $28,990.31 | $29,990.31 | 98.6% | $0.2252 | 57%/43% |
| Momentum L50 r10 | 3,893 | 49.2% | $-996.89 | $3.11 | 99.9% | $-0.2561 | 57%/43% |
| Contrarian L5 r4 | 128,736 | 51.0% | $53,325.70 | $54,325.70 | 28.0% | $0.4142 | 50%/50% |
| Contrarian L5 r6 | 128,736 | 51.0% | $87,358.95 | $88,358.95 | 39.1% | $0.6786 | 50%/50% |
| Contrarian L5 r8 | 128,736 | 51.0% | $144,111.94 | $145,111.94 | 48.5% | $1.1194 | 50%/50% |
| Contrarian L5 r10 | 128,736 | 51.0% | $138,502.15 | $139,502.15 | 32.9% | $1.0759 | 50%/50% |
| Contrarian L10 r4 | 128,736 | 51.2% | $46,357.57 | $47,357.57 | 16.3% | $0.3601 | 37%/63% |
| Contrarian L10 r6 | 128,736 | 51.2% | $86,337.40 | $87,337.40 | 32.6% | $0.6707 | 37%/63% |
| Contrarian L10 r8 | 128,736 | 51.2% | $127,461.85 | $128,461.85 | 34.6% | $0.9901 | 37%/63% |
| Contrarian L10 r10 | 128,736 | 51.2% | $139,814.82 | $140,814.82 | 31.5% | $1.0861 | 37%/63% |
| Contrarian L50 r4 | 128,736 | 50.5% | $28,272.85 | $29,272.85 | 34.4% | $0.2196 | 43%/57% |
| Contrarian L50 r6 | 128,736 | 50.5% | $63,068.23 | $64,068.23 | 43.7% | $0.4899 | 43%/57% |
| Contrarian L50 r8 | 128,734 | 50.5% | $86,254.07 | $87,254.07 | 93.3% | $0.6700 | 43%/57% |
| Contrarian L50 r10 | 128,731 | 50.5% | $125,511.72 | $126,511.72 | 93.8% | $0.9750 | 43%/57% |
Conclusiones
1. Contrarian (mean reversion) supera a Momentum. Apostar contra las ultimas N ventanas da ~51% win rate vs ~49% de Momentum. Hay una ligera mean-reversion real en la data.
2. Momentum es peor que random. Seguir la tendencia reciente produce win rates de 48-49%, peor que el 50.1% de Siempre Up. La mayoria de combinaciones colapsan.
3. El numero de rondas max sigue siendo el factor dominante. Mas rondas = mas P&L pero mas drawdown, independiente de la direccion.
4. Mejor balance riesgo/retorno: Contrarian L10. Con r4 tiene solo 16% drawdown, con r10 iguala a Siempre Up en P&L pero con mejor drawdown (31.5% vs 36.3%).
5. Lookback 5 es optimo para Contrarian. El lookback mas corto captura la mean-reversion de corto plazo mejor que L50.
2. Momentum es peor que random. Seguir la tendencia reciente produce win rates de 48-49%, peor que el 50.1% de Siempre Up. La mayoria de combinaciones colapsan.
3. El numero de rondas max sigue siendo el factor dominante. Mas rondas = mas P&L pero mas drawdown, independiente de la direccion.
4. Mejor balance riesgo/retorno: Contrarian L10. Con r4 tiene solo 16% drawdown, con r10 iguala a Siempre Up en P&L pero con mejor drawdown (31.5% vs 36.3%).
5. Lookback 5 es optimo para Contrarian. El lookback mas corto captura la mean-reversion de corto plazo mejor que L50.