Turnaround
A estratégia Turnaround busca ativos que venham em uma sequência de queda, e portanto possuem uma maior probabilidade de repique. A entrada dá-se no fechamento, após n dias consecutivos de queda. O alvo é tipicamente o fechamento de 1 ou 2 dias seguintes.
Sua motivação veio de uma discussão onde estudou-se sua eficácia no S&P e no IBOV. Siga o QuantBrasil no Twitter!
Preço Atual | |||
---|---|---|---|
JBSS3 | 39,06 | -0,48% | 6 |
TTEN3 | 14,22 | -0,21% | 5 |
AGXY3 | 6,00 | -2,60% | 5 |
SEQL3 | 1,95 | -0,51% | 3 |
VIVR3 | 0,91 | -1,09% | 3 |
PETR4 | 31,94 | -0,16% | 2 |
BPAC11 | 40,38 | -0,05% | 2 |
AZUL4 | 1,15 | -4,17% | 2 |
ELET3 | 41,89 | -2,81% | 2 |
CSAN3 | 7,72 | -0,64% | 2 |
EQTL3 | 36,81 | -0,84% | 2 |
MOTV3 | 13,23 | -1,42% | 2 |
CVCB3 | 2,23 | -5,91% | 2 |
CMIN3 | 5,63 | -0,53% | 2 |
ELET6 | 46,25 | -2,67% | 2 |
ETER3 | 4,49 | -0,66% | 2 |
PETZ3 | 4,16 | -0,95% | 2 |
ECOR3 | 6,54 | -0,15% | 2 |
FLRY3 | 12,65 | -0,39% | 2 |
AERI3 | 4,61 | -1,91% | 2 |
SBFG3 | 10,91 | -0,37% | 2 |
TUPY3 | 18,67 | -3,16% | 2 |
BMOB3 | 19,11 | -2,55% | 2 |
NGRD3 | 20,21 | -2,27% | 2 |
HBSA3 | 2,82 | -2,08% | 2 |
TPIS3 | 4,11 | -2,14% | 2 |
PNVL3 | 8,94 | -2,30% | 2 |
PGMN3 | 3,33 | -0,30% | 2 |
CURY3 | 29,63 | -0,64% | 2 |
RECV3 | 15,20 | -0,13% | 2 |
G2DI33 | 1,49 | -1,97% | 2 |
MELK3 | 3,24 | -1,82% | 2 |
MLAS3 | 1,25 | -1,57% | 2 |
FIQE3 | 3,99 | -0,99% | 2 |
RAIZ4 | 1,70 | -0,58% | 2 |
AMER3 | 5,25 | -8,38% | 2 |
RCSL3 | 2,88 | -1,37% | 2 |
CSNA3 | 9,20 | -1,18% | 1 |
BBAS3 | 29,39 | -1,24% | 1 |
WEGE3 | 44,20 | -0,11% | 1 |
NTCO3 | 10,37 | -3,08% | 1 |
IRBR3 | 46,74 | -3,13% | 1 |
OIBR3 | 0,66 | -7,04% | 1 |
POSI3 | 5,15 | -11,21% | 1 |
VIVT3 | 28,16 | -1,33% | 1 |
CRFB3 | 8,43 | -0,24% | 1 |
CASH3 | 8,47 | -6,20% | 1 |
TIMS3 | 19,81 | -0,65% | 1 |
AURE3 | 9,42 | -0,95% | 1 |
MRVE3 | 5,47 | -0,36% | 1 |
BRAV3 | 19,34 | -1,02% | 1 |
PSSA3 | 47,69 | -1,75% | 1 |
STBP3 | 13,53 | -0,15% | 1 |
LUPA3 | 1,26 | -3,08% | 1 |
CXSE3 | 15,35 | -0,65% | 1 |
LJQQ3 | 3,04 | -6,46% | 1 |
GFSA3 | 1,28 | -3,03% | 1 |
LEVE3 | 28,86 | -2,43% | 1 |
LOGN3 | 24,70 | -1,16% | 1 |
PMAM3 | 2,14 | -4,46% | 1 |
MATD3 | 4,44 | -1,11% | 1 |
CPLE3 | 11,45 | -0,43% | 1 |
AMBP3 | 124,50 | -1,31% | 1 |
BMGB4 | 3,90 | -1,02% | 1 |
TECN3 | 6,00 | -1,32% | 1 |
WEST3 | 4,67 | -2,71% | 1 |
ORVR3 | 51,39 | -1,98% | 1 |
FICT3 | 4,01 | -0,74% | 1 |
REAG3 | 3,10 | -3,12% | 1 |
IFCM3 | 0,08 | -11,11% | 1 |
CBAV3 | 4,78 | -3,43% | 1 |
DESK3 | 9,17 | -0,86% | 1 |
TRAD3 | 6,94 | -3,21% | 1 |
BHIA3 | 4,81 | -5,31% | 1 |
SRNA3 | 11,31 | -1,39% | 1 |
FRAS3 | 27,33 | -0,73% | 1 |
PORT3 | 17,31 | -0,17% | 1 |
VALE3 | 55,51 | 1,20% | 0 |
BBDC4 | 15,36 | 1,12% | 0 |
ITUB4 | 37,77 | 1,64% | 0 |
B3SA3 | 14,79 | 1,44% | 0 |
MGLU3 | 9,69 | 3,75% | 0 |
GGBR4 | 15,69 | 0,64% | 0 |
PETR3 | 34,32 | 0,59% | 0 |
SUZB3 | 53,75 | 0,81% | 0 |
PRIO3 | 39,10 | 0,03% | 0 |
USIM5 | 5,55 | 0,91% | 0 |
LREN3 | 17,40 | 3,08% | 0 |
ABEV3 | 14,45 | 1,62% | 0 |
RENT3 | 40,88 | 2,84% | 0 |
ITSA4 | 11,12 | 1,46% | 0 |
PCAR3 | 3,37 | 3,69% | 0 |
LWSA3 | 3,67 | 1,94% | 0 |
BRAP4 | 16,86 | 0,30% | 0 |
EMBR3 | 69,85 | 0,47% | 0 |
BRKM5 | 10,50 | 1,35% | 0 |
KLBN11 | 19,60 | 0,00% | 0 |
GOLL4 | 0,95 | 2,15% | 0 |
COGN3 | 3,11 | 4,36% | 0 |
HAPV3 | 2,69 | 1,51% | 0 |
BRFS3 | 21,03 | 6,21% | 0 |
RAIL3 | 17,85 | 0,96% | 0 |
MRFG3 | 20,82 | 4,94% | 0 |
BBSE3 | 38,48 | 0,05% | 0 |
GOAU4 | 8,69 | 1,16% | 0 |
RADL3 | 15,25 | 0,66% | 0 |
SBSP3 | 115,42 | 1,26% | 0 |
MULT3 | 25,75 | 0,66% | 0 |
RDOR3 | 35,11 | 2,27% | 0 |
TOTS3 | 40,67 | 0,05% | 0 |
CYRE3 | 25,29 | 1,44% | 0 |
ASAI3 | 9,61 | 2,23% | 0 |
CMIG4 | 10,53 | 3,03% | 0 |
BBDC3 | 13,39 | 0,53% | 0 |
BEEF3 | 5,16 | 0,00% | 0 |
UGPA3 | 17,23 | 0,58% | 0 |
ENEV3 | 14,52 | 2,11% | 0 |
SANB11 | 30,40 | 0,07% | 0 |
HYPE3 | 24,69 | 0,94% | 0 |
BPAN4 | 7,75 | 0,26% | 0 |
TAEE11 | 35,43 | 1,40% | 0 |
CPLE6 | 12,36 | 0,24% | 0 |
QUAL3 | 2,22 | 6,73% | 0 |
ENGI11 | 46,40 | 0,06% | 0 |
YDUQ3 | 15,78 | 5,91% | 0 |
EZTC3 | 13,78 | 3,92% | 0 |
CPFE3 | 39,47 | 3,84% | 0 |
SLCE3 | 19,01 | 1,88% | 0 |
ALPA4 | 9,10 | 2,48% | 0 |
EGIE3 | 40,89 | 2,02% | 0 |
TASA4 | 7,87 | 5,21% | 0 |
AZZA3 | 43,43 | 3,11% | 0 |
PTBL3 | 4,17 | 1,21% | 0 |
ROMI3 | 9,45 | 2,27% | 0 |
ISAE4 | 23,45 | 1,52% | 0 |
SAPR11 | 30,59 | 2,58% | 0 |
LIGT3 | 5,55 | 9,90% | 0 |
JHSF3 | 5,14 | 7,31% | 0 |
AMAR3 | 1,51 | 2,03% | 0 |
MDIA3 | 23,92 | 0,63% | 0 |
ALOS3 | 21,74 | 1,12% | 0 |
CSMG3 | 22,38 | 3,28% | 0 |
RAPT4 | 8,29 | 2,98% | 0 |
GMAT3 | 7,69 | 0,65% | 0 |
SMTO3 | 20,05 | 1,93% | 0 |
MOVI3 | 6,79 | 3,03% | 0 |
NEOE3 | 23,38 | 2,68% | 0 |
AGRO3 | 21,40 | 2,84% | 0 |
UNIP6 | 57,63 | 3,26% | 0 |
INTB3 | 14,47 | 0,77% | 0 |
CEAB3 | 16,50 | 3,45% | 0 |
BRSR6 | 13,00 | 7,08% | 0 |
WIZC3 | 6,80 | 7,09% | 0 |
ZAMP3 | 3,11 | 0,00% | 0 |
ALUP11 | 30,10 | 2,73% | 0 |
VIVA3 | 24,37 | 5,68% | 0 |
ANIM3 | 4,25 | 6,25% | 0 |
MYPK3 | 12,37 | 0,73% | 0 |
ENJU3 | 1,07 | 0,00% | 0 |
SIMH3 | 4,79 | 0,42% | 0 |
VAMO3 | 4,37 | 2,82% | 0 |
TEND3 | 20,66 | 1,47% | 0 |
FHER3 | 3,94 | 1,55% | 0 |
ESPA3 | 0,93 | 3,33% | 0 |
DASA3 | 1,84 | 3,37% | 0 |
RANI3 | 8,05 | 1,26% | 0 |
MILS3 | 10,62 | 0,57% | 0 |
SAPR4 | 6,12 | 2,17% | 0 |
GRND3 | 5,41 | 2,08% | 0 |
MEAL3 | 1,37 | 1,48% | 0 |
HBOR3 | 2,33 | 1,30% | 0 |
FESA4 | 6,99 | 0,58% | 0 |
DIRR3 | 38,14 | 1,17% | 0 |
POMO4 | 7,22 | 2,70% | 0 |
GUAR3 | 8,05 | 0,00% | 0 |
CAML3 | 5,04 | 3,70% | 0 |
ODPV3 | 11,21 | 0,45% | 0 |
ITUB3 | 33,48 | 1,76% | 0 |
EVEN3 | 6,36 | 1,60% | 0 |
USIM3 | 5,51 | 0,55% | 0 |
SOJA3 | 12,00 | 7,14% | 0 |
LOGG3 | 21,21 | 2,76% | 0 |
LAVV3 | 10,85 | 1,88% | 0 |
KEPL3 | 7,80 | 0,52% | 0 |
TCSA3 | 1,26 | 0,80% | 0 |
TRIS3 | 7,13 | 2,00% | 0 |
OPCT3 | 5,83 | 1,57% | 0 |
TGMA3 | 34,22 | 0,26% | 0 |
BLAU3 | 13,63 | 3,97% | 0 |
ABCB4 | 21,80 | 1,54% | 0 |
SEER3 | 8,46 | 20,68% | 0 |
CMIG3 | 14,90 | 2,76% | 0 |
KLBN4 | 3,90 | 0,26% | 0 |
GGPS3 | 15,46 | 0,65% | 0 |
VLID3 | 26,17 | 1,71% | 0 |
MTRE3 | 4,26 | 2,90% | 0 |
AALR3 | 5,97 | 0,17% | 0 |
OIBR4 | 7,99 | 7,97% | 0 |
JALL3 | 4,35 | 2,59% | 0 |
CSED3 | 4,39 | 6,55% | 0 |
PLPL3 | 14,27 | 4,31% | 0 |
RCSL4 | 1,46 | 5,04% | 0 |
SHUL4 | 5,49 | 0,18% | 0 |
LPSB3 | 1,50 | 11,94% | 0 |
BRBI11 | 15,80 | 0,51% | 0 |
ELMD3 | 30,72 | 0,23% | 0 |
MBLY3 | 1,02 | 3,03% | 0 |
HBRE3 | 3,83 | 1,86% | 0 |
TFCO4 | 13,24 | 3,76% | 0 |
DMVF3 | 5,40 | 3,05% | 0 |
PRNR3 | 16,93 | 5,88% | 0 |
MDNE3 | 19,46 | 14,34% | 0 |
SMFT3 | 23,00 | 2,86% | 0 |
ALPK3 | 3,42 | 7,55% | 0 |
LVTC3 | 3,07 | 3,37% | 0 |
ARML3 | 4,60 | 6,98% | 0 |
BRST3 | 2,91 | 5,05% | 0 |
DXCO3 | 5,35 | 0,94% | 0 |
VBBR3 | 18,90 | 2,49% | 0 |
VVEO3 | 1,35 | 8,00% | 0 |
ONCO3 | 4,78 | 0,63% | 0 |
IGTI11 | 21,81 | 2,64% | 0 |
VULC3 | 21,23 | 1,19% | 0 |
CSUD3 | 18,02 | 1,81% | 0 |
1 Variação em relação ao pregão anterior.