Superando el SP500

Hoy le ganamos un puntito


 

	close	decision0	clase1	roc5	dif5	dif1
Date
2017-10-20	2575.209961	1	0.003060	0.008632	22.040039	13.109863
2017-10-23	2564.979980	1	0.002386	0.002870	7.340087	-10.229981
2017-10-24	2569.129883	1	0.008686	0.003817	9.769776	4.149903
2017-10-25	2557.149902	1	0.007597	-0.001605	-4.110108	-11.979981
2017-10-26	2560.399902	1	0.002623	-0.000664	-1.700196	3.250000
2017-10-27	2581.070068	1	0.007113	0.002276	5.860107	20.670166
2017-10-30	2572.830078	1	0.005972	0.003060	7.850098	-8.239990
2017-10-31	2575.260010	1	0.005823	0.002386	6.130127	2.429932
2017-11-01	2579.360107	1	0.001849	0.008686	22.210205	4.100097
2017-11-02	2579.850098	1	-0.002141	0.007597	19.450196	0.489991
2017-11-03	2587.840088	1	-0.002427	0.002623	6.770020	7.989990
2017-11-06	2591.129883	1	-0.004543	0.007113	18.299805	3.289795
2017-11-07	2590.639893	1	-0.011471	0.005972	15.379883	-0.489990
2017-11-08	2594.379883	1	0.000395	0.005823	15.019776	3.739990
2017-11-09	2584.620117	1	NaN	0.001849	4.770019	-9.759766
2017-11-10	2582.300049	1	NaN	-0.002141	-5.540039	-2.320068
2017-11-13	2584.840088	1	NaN	-0.002427	-6.289795	2.540039
2017-11-14	2578.870117	1	NaN	-0.004543	-11.769776	-5.969971
2017-11-15	2564.620117	1	NaN	-0.011471	-29.759766	-14.250000
2017-11-16	2585.639893	1	NaN	0.000395	1.019776	21.019776

Recuperación en V y nos beneficiamos de ello

Month	1	2	3	4	5	6	7	8	9	10	11	12	All
Year
2000	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	NaN	0.000000	0.033685	0.000000	0.033685
2001	0.022482	-0.023840	0.142617	0.396450	0.186602	0.079739	0.172401	0.112226	0.172273	0.233995	0.020292	0.085162	1.600399
2002	0.048021	0.123490	-0.039019	0.080369	0.021310	0.104365	0.315075	0.032339	0.076351	0.041428	0.175957	0.103344	1.083030
2003	0.036839	0.087850	0.056203	0.016987	0.247323	0.000000	-0.017370	0.032876	0.119429	0.000000	0.062831	0.000000	0.642968
2004	0.000000	0.000000	-0.236734	0.160629	0.193343	0.143480	0.147090	-0.049771	0.077524	0.078055	-0.022734	-0.001251	0.489630
2005	-0.045916	-0.099941	0.109187	0.113797	0.039960	-0.101557	0.118541	-0.043186	0.173780	-0.087123	0.058245	0.082887	0.318675
2006	-0.070373	-0.077010	-0.091461	-0.066009	0.267145	-0.070616	-0.082829	0.104445	0.180523	0.090918	0.126082	0.025711	0.336526
2007	0.115846	-0.028055	0.196465	0.204643	0.046606	-0.054948	0.322774	0.000000	-0.085867	0.025431	0.066394	0.216140	1.025429
2008	0.023151	-0.179479	-0.014749	-0.098150	0.203720	-0.112086	0.056594	0.123417	0.000000	0.000000	0.000000	0.000000	0.002417
2009	0.000000	0.000000	0.534943	-0.133767	0.033692	-0.104143	0.401023	0.000000	0.000000	0.000000	0.000000	0.000000	0.731748
2010	-0.044065	0.259199	0.064234	0.000000	0.263153	0.129363	-0.038911	0.198721	-0.018707	0.239631	0.125042	0.024025	1.201683
2011	0.000000	0.000000	0.107448	0.055430	-0.157379	0.135000	0.170184	-0.022857	-0.097332	-0.018553	0.166314	0.138419	0.476675
2012	0.232848	0.054556	0.121092	0.062580	-0.144070	0.155199	0.122680	0.108430	0.070404	-0.155894	-0.103582	0.169925	0.694169
2013	0.078510	0.115843	0.011698	0.157867	0.018202	0.069873	0.100952	0.040412	0.049855	0.243442	0.040830	0.119302	1.046787
2014	-0.060504	0.278962	-0.008756	0.030998	0.146467	0.081924	-0.092476	0.193157	-0.075847	-0.066165	0.086074	0.426429	0.940263
2015	0.052866	-0.098767	-0.002761	-0.044397	0.077282	0.041033	0.052279	0.100076	0.000000	0.124425	0.229853	0.172101	0.703989
2016	-0.099863	0.000000	0.153708	0.008232	0.097092	0.125311	0.102022	-0.027002	0.004722	-0.053879	0.217886	0.105261	0.633489
2017	0.043989	0.147303	-0.024273	0.086631	0.069456	-0.010514	0.093913	-0.012433	0.123776	0.081209	-0.018339	NaN	0.580718
All	0.333832	0.560111	1.079842	1.032290	1.609902	0.611422	1.943942	0.890849	0.770885	0.776921	1.264830	1.667455	12.542281