Actualizacion SP500

Bueno, no tanta subida como en europa pero no esta mal .

	close	decision0	clase1	roc5	dif5	dif1
Date
2017-09-28	2510.060059	1	0.011896	0.003783	9.459961	3.020020
2017-09-29	2519.360107	1	0.006172	0.006850	17.140136	9.300048
2017-10-02	2529.120117	1	0.006336	0.013001	32.460205	9.760010
2017-10-03	2534.580078	1	-0.000447	0.015115	37.739990	5.459961
2017-10-04	2537.739990	1	0.001506	0.012245	30.699951	3.159912
2017-10-05	2552.070068	1	0.005073	0.016737	42.010009	14.330078
2017-10-06	2549.330078	1	0.003419	0.011896	29.969971	-2.739990
2017-10-09	2544.729980	1	0.002356	0.006172	15.609863	-4.600098
2017-10-10	2550.639893	1	0.004379	0.006336	16.059815	5.909913
2017-10-12	2550.929932	1	0.008632	-0.000447	-1.140136	-4.310058
2017-10-13	2553.169922	1	0.002870	0.001506	3.839844	2.239990
2017-10-16	2557.639893	1	0.003817	0.005073	12.909913	4.469971
2017-10-17	2559.360107	1	-0.001605	0.003419	8.720214	1.720214
2017-10-18	2561.260010	1	0.007404	0.002356	6.020020	1.899903
2017-10-19	2562.100098	1	NaN	0.004379	11.170166	0.840088
2017-10-20	2575.209961	1	NaN	0.008632	22.040039	13.109863
2017-10-23	2564.979980	1	NaN	0.002870	7.340087	-10.229981
2017-10-24	2569.129883	1	NaN	0.003817	9.769776	4.149903
2017-10-25	2557.149902	1	NaN	-0.001605	-4.110108	-11.979981
2017-10-27	2581.070068	1	NaN	0.007404	18.969970	23.920166

total aciertos 1404
total fallos   886
total          2290
% aciertos     61
suma aciertos 22.9698765289
suma fallos   -10.6872339773
ratio 2.14928171103
total fallos   886
sharpe         3.2859610402

95% de no perder mas de
-0.103162125715
Mediana de la distribucion, trata que sea positiva
0.0525132035941
media de la distribucion
0.0600566557642
maxima ganancia mensual
0.534942615615
maxima perdida mensual
-0.251763040852
desviacion tipica
0.104913861452
dos veces la desviacion tipica
-0.14977106714
tres veces la desviacion tipica
-0.254684928592