Periodo 2003-05 → 2026-07. Capitale iniziale 50,000 €. Costi IBKR, tasse in dichiarativo.
| Strategia | CAGR netto | Volatilità | Sharpe | Max DD | Peggior anno | Recupero (mesi) | Liquidazione netta |
|---|---|---|---|---|---|---|---|
| Ivy SMA | 4.9% | 7.4% | 0.69 | -15.5% | -10.8% | 72 | 149,534 € |
| Blend 40/60 | 7.8% | 10.0% | 0.81 | -32.8% | -22.2% | 42 | 242,740 € |
| VWCE | 9.4% | 13.4% | 0.74 | -49.8% | -37.6% | 69 | 304,805 € |
Costo di costi+tasse: 2.21% di CAGR l'anno (lordo 7.1% → netto 4.9%).
| Strategia | Rolling 3a min | mediana | max |
|---|---|---|---|
| Ivy SMA | -4.4% | 4.8% | 12.1% |
| Blend 40/60 | -10.7% | 7.8% | 17.1% |
| VWCE | -17.7% | 10.3% | 21.2% |
| Anno | Ivy SMA | Blend 40/60 | VWCE |
|---|---|---|---|
| 2003 | 5.5% | 11.0% | 14.7% |
| 2004 | 6.1% | 5.9% | 5.8% |
| 2005 | 20.4% | 24.1% | 26.6% |
| 2006 | -3.4% | 3.1% | 7.5% |
| 2007 | -2.9% | -2.8% | -2.7% |
| 2008 | 1.0% | -22.2% | -37.6% |
| 2009 | 9.7% | 20.7% | 28.1% |
| 2010 | 21.3% | 21.6% | 21.7% |
| 2011 | -3.2% | -4.3% | -5.0% |
| 2012 | 2.5% | 9.8% | 14.6% |
| 2013 | 7.4% | 13.4% | 17.4% |
| 2014 | 15.3% | 16.7% | 17.6% |
| 2015 | -3.2% | 4.2% | 9.1% |
| 2016 | 4.5% | 8.9% | 11.8% |
| 2017 | -0.9% | 5.1% | 9.1% |
| 2018 | -2.4% | -4.5% | -6.0% |
| 2019 | 10.6% | 21.8% | 29.3% |
| 2020 | -3.8% | 1.8% | 5.5% |
| 2021 | 32.6% | 29.7% | 27.7% |
| 2022 | -10.8% | -12.4% | -13.4% |
| 2023 | 4.4% | 12.2% | 17.4% |
| 2024 | 10.4% | 18.3% | 23.6% |
| 2025 | -6.0% | 2.3% | 7.9% |
| 2026 | 9.8% | 12.4% | 14.1% |
| Anno | Imposta 26% | IVAFE |
|---|---|---|
| 2003 | 0 € | 106 € |
| 2004 | 846 € | 114 € |
| 2005 | 249 € | 136 € |
| 2006 | 2,103 € | 135 € |
| 2007 | 2,283 € | 131 € |
| 2008 | 123 € | 128 € |
| 2009 | 329 € | 141 € |
| 2010 | 748 € | 172 € |
| 2011 | 4,208 € | 173 € |
| 2012 | 1,852 € | 173 € |
| 2013 | 318 € | 182 € |
| 2014 | 580 € | 210 € |
| 2015 | 6,303 € | 215 € |
| 2016 | 1,938 € | 215 € |
| 2017 | 859 € | 211 € |
| 2018 | 844 € | 206 € |
| 2019 | 992 € | 228 € |
| 2020 | 1,861 € | 221 € |
| 2021 | 178 € | 289 € |
| 2022 | 7,857 € | 273 € |
| 2023 | 0 € | 269 € |
| 2024 | 462 € | 298 € |
| 2025 | 4,264 € | 287 € |
| 2026 | 394 € | 307 € |
Run diagnostica in USD lordo: CAGR 6.5%, max drawdown -12.4%.
Log completo in trades_ivy-sma200.csv.
| date | asset | side | qty | price | value | cost | tax |
|---|---|---|---|---|---|---|---|
| 2024-10-31 | US_EQ | SELL | 3.965456 | 787.306594 | 3122.029801 | 5.497624 | 234.774296 |
| 2024-11-30 | COMMOD | BUY | 147.914955 | 192.307097 | 28445.095607 | 25.756076 | 0.000000 |
| 2025-03-31 | US_EQ | SELL | 36.614260 | 784.041494 | 28707.098774 | 25.965679 | 2136.659481 |
| 2025-03-31 | REIT | SELL | 59.769466 | 498.974189 | 29823.420787 | 26.858737 | 898.446273 |
| 2025-04-30 | INTL_EQ | SELL | 86.319411 | 349.966890 | 30208.935828 | 27.167149 | 1084.814763 |
| 2025-04-30 | TREASURY | SELL | 141.667751 | 190.028426 | 26920.899696 | 24.536720 | 143.790790 |
| 2025-04-30 | COMMOD | SELL | 147.914955 | 174.650400 | 25833.406091 | 23.666725 | 0.000000 |
| 2025-05-31 | INTL_EQ | BUY | 76.217710 | 368.959771 | 28121.268962 | 25.497015 | 0.000000 |
| 2025-07-31 | US_EQ | BUY | 33.562418 | 839.366837 | 28171.181032 | 25.536945 | 0.000000 |
| 2025-10-31 | TREASURY | BUY | 151.009786 | 192.176580 | 29020.544275 | 26.216435 | 0.000000 |
| 2025-10-31 | COMMOD | BUY | 151.910207 | 191.037488 | 29020.544275 | 26.216435 | 0.000000 |
| 2025-11-30 | REIT | BUY | 54.700213 | 477.976626 | 26145.423097 | 23.916338 | 0.000000 |
| 2025-12-31 | TREASURY | SELL | 151.009786 | 189.362847 | 28595.643078 | 25.876514 | 0.000000 |
| 2025-12-31 | REIT | SELL | 54.700213 | 459.743764 | 25148.081662 | 23.118465 | 0.000000 |
| 2026-01-31 | INTL_EQ | SELL | 9.851176 | 430.153579 | 4237.518422 | 6.390015 | 156.736046 |
| 2026-02-28 | COMMOD | SELL | 14.154701 | 211.887278 | 2999.201001 | 5.399361 | 0.000000 |
| 2026-02-28 | TREASURY | BUY | 146.148145 | 192.672863 | 28158.781445 | 25.527025 | 0.000000 |
| 2026-02-28 | REIT | BUY | 56.961087 | 494.351199 | 28158.781445 | 25.527025 | 0.000000 |
| 2026-03-31 | US_EQ | SELL | 33.562418 | 866.598264 | 29085.133584 | 26.268107 | 237.627663 |
| 2026-03-31 | COMMOD | SELL | 20.053717 | 250.874050 | 5030.957301 | 7.024766 | 0.000000 |
| 2026-04-30 | TREASURY | SELL | 146.148145 | 189.550117 | 27702.397977 | 25.161918 | 0.000000 |
| 2026-04-30 | US_EQ | BUY | 32.327434 | 940.878374 | 30416.183131 | 27.332947 | 0.000000 |
| 2026-05-31 | TREASURY | BUY | 161.415136 | 190.447702 | 30741.141839 | 27.592913 | 0.000000 |
| 2026-06-30 | COMMOD | BUY | 2.336004 | 233.025204 | 544.347762 | 3.435478 | 0.000000 |
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: mebfaber.com. Replica, codice e verifiche: Federico Caruso. Vedi anche le note legali.