Periodo 2004-10 → 2026-07. Capitale iniziale 49,957 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| GEM | 6.1% | 12.7% | 0.54 | -22.7% | -19.0% | 45 | 174,705 € |
| Blend 40/60 | 8.1% | 12.1% | 0.71 | -33.9% | -24.1% | 69 | 232,271 € |
| VWCE | 9.1% | 13.5% | 0.72 | -49.7% | -37.5% | 69 | 258,113 € |
Costo di costi+tasse: 3.23% di CAGR l'anno (lordo 9.4% → netto 6.1%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| GEM | -5.5% | 3.9% | 17.7% |
| Blend 40/60 | -9.4% | 7.6% | 18.6% |
| VWCE | -17.6% | 10.0% | 21.2% |
| Anno | GEM | Blend 40/60 | VWCE |
|---|---|---|---|
| 2004 | 3.7% | 2.7% | 2.1% |
| 2005 | 30.4% | 28.1% | 26.6% |
| 2006 | 12.3% | 9.4% | 7.4% |
| 2007 | -1.7% | -2.3% | -2.7% |
| 2008 | -4.0% | -24.1% | -37.5% |
| 2009 | 2.4% | 17.8% | 28.0% |
| 2010 | 9.9% | 17.0% | 21.7% |
| 2011 | -8.6% | -6.4% | -4.9% |
| 2012 | 3.6% | 10.2% | 14.6% |
| 2013 | 9.6% | 14.3% | 17.4% |
| 2014 | 28.4% | 21.9% | 17.5% |
| 2015 | -1.7% | 4.8% | 9.1% |
| 2016 | 9.1% | 10.7% | 11.8% |
| 2017 | 0.7% | 5.7% | 9.1% |
| 2018 | -5.2% | -5.7% | -6.0% |
| 2019 | 11.8% | 22.3% | 29.3% |
| 2020 | -6.8% | 0.6% | 5.5% |
| 2021 | 27.4% | 27.6% | 27.7% |
| 2022 | -19.0% | -15.6% | -13.4% |
| 2023 | 5.0% | 12.5% | 17.4% |
| 2024 | 33.1% | 27.4% | 23.6% |
| 2025 | -5.5% | 2.5% | 7.9% |
| 2026 | 17.1% | 15.3% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2004 | 0 € | 104 € |
| 2005 | 0 € | 135 € |
| 2006 | 0 € | 152 € |
| 2007 | 0 € | 150 € |
| 2008 | 4,924 € | 153 € |
| 2009 | 1,765 € | 151 € |
| 2010 | 2,632 € | 167 € |
| 2011 | 999 € | 150 € |
| 2012 | 3,697 € | 160 € |
| 2013 | 3,297 € | 174 € |
| 2014 | 25 € | 215 € |
| 2015 | 9,369 € | 230 € |
| 2016 | 0 € | 231 € |
| 2017 | 5,100 € | 243 € |
| 2018 | 1,795 € | 224 € |
| 2019 | 3,054 € | 253 € |
| 2020 | 247 € | 230 € |
| 2021 | 7,975 € | 309 € |
| 2022 | 951 € | 239 € |
| 2023 | 2,005 € | 253 € |
| 2024 | 0 € | 331 € |
| 2025 | 11,970 € | 337 € |
| 2026 | 209 € | 367 € |
Run diagnostica in USD lordo: CAGR 8.7%, max drawdown -24.7%.
Log completo in trades_gem.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2021-06-30 | INTL_EQ | SELL | 452.679990 | 291.481340 | 131947.769872 | 108.558216 | 576.687537 |
| 2021-06-30 | US_EQ | BUY | 253.889502 | 518.851019 | 131730.826994 | 108.384662 | 0.000000 |
| 2022-01-31 | US_EQ | SELL | 14.170395 | 584.590946 | 8283.884621 | 9.627108 | 242.205791 |
| 2022-06-30 | US_EQ | SELL | 239.719107 | 530.230808 | 127106.456036 | 104.685165 | 709.267762 |
| 2022-06-30 | BOND_AGG | BUY | 665.787897 | 190.582668 | 126887.633656 | 104.510107 | 0.000000 |
| 2023-04-30 | BOND_AGG | SELL | 665.787897 | 180.827052 | 120392.462984 | 99.313970 | 0.000000 |
| 2023-04-30 | INTL_EQ | BUY | 398.912466 | 298.322367 | 119004.511221 | 98.203609 | 0.000000 |
| 2023-05-31 | INTL_EQ | SELL | 398.912466 | 295.166508 | 117745.599507 | 97.196480 | 0.000000 |
| 2023-05-31 | US_EQ | BUY | 203.435395 | 577.831414 | 117551.361938 | 97.041090 | 0.000000 |
| 2023-07-31 | US_EQ | SELL | 203.435395 | 615.738814 | 125263.068846 | 103.210455 | 2005.043796 |
| 2023-07-31 | INTL_EQ | BUY | 405.986112 | 308.032244 | 125056.812941 | 103.045450 | 0.000000 |
| 2023-11-30 | INTL_EQ | SELL | 405.986112 | 301.630549 | 122457.813811 | 100.966251 | 0.000000 |
| 2023-11-30 | US_EQ | BUY | 196.845007 | 621.077694 | 122256.042726 | 100.804834 | 0.000000 |
| 2025-04-30 | US_EQ | SELL | 196.845007 | 739.071336 | 145482.501900 | 119.386002 | 6038.879385 |
| 2025-04-30 | INTL_EQ | BUY | 407.629551 | 349.966890 | 142656.846377 | 117.125477 | 0.000000 |
| 2025-05-31 | INTL_EQ | SELL | 407.629551 | 368.959771 | 150398.905948 | 123.319125 | 2012.935488 |
| 2025-05-31 | US_EQ | BUY | 190.591889 | 787.821904 | 150152.464851 | 123.121972 | 0.000000 |
| 2025-06-30 | US_EQ | SELL | 190.591889 | 801.330915 | 152727.172851 | 125.181738 | 669.424080 |
| 2025-06-30 | INTL_EQ | BUY | 413.199565 | 369.015416 | 152477.009505 | 124.981608 | 0.000000 |
| 2025-07-31 | INTL_EQ | SELL | 413.199565 | 372.568609 | 153945.187139 | 126.156150 | 381.726185 |
| 2025-07-31 | US_EQ | BUY | 183.105967 | 839.366837 | 153693.076528 | 125.954461 | 0.000000 |
| 2025-10-31 | US_EQ | SELL | 183.105967 | 899.597730 | 164721.712407 | 134.777370 | 2867.445329 |
| 2025-10-31 | INTL_EQ | BUY | 408.983185 | 402.100574 | 164452.373139 | 134.561899 | 0.000000 |
| 2026-01-31 | INTL_EQ | SELL | 28.611296 | 430.153579 | 12307.251535 | 12.845801 | 208.684543 |
Questo contenuto ha finalità esclusivamente informative e didattiche e non costituisce consulenza finanziaria, raccomandazione personalizzata né sollecitazione all'investimento. I rendimenti passati e i risultati di backtest non sono indicativi di risultati futuri. Le assunzioni fiscali riflettono un caso specifico (regime dichiarativo) e possono non applicarsi alla tua situazione. Strategia originale: www.optimalmomentum.com. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.