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 | |||
---|---|---|---|
BHIA3 | 5,75 | -3,69% | 4 |
BBAS3 | 27,43 | -0,65% | 3 |
SLCE3 | 20,20 | -0,30% | 3 |
AGRO3 | 21,22 | -3,19% | 3 |
UNIP6 | 53,02 | -0,23% | 3 |
MGLU3 | 10,20 | -1,26% | 2 |
NTCO3 | 9,34 | -0,11% | 2 |
RADL3 | 20,69 | -3,00% | 2 |
CMIN3 | 5,65 | -1,74% | 2 |
BPAN4 | 7,28 | -0,95% | 2 |
ECOR3 | 6,19 | -0,32% | 2 |
SAPR11 | 28,30 | -1,50% | 2 |
ZAMP3 | 3,01 | -0,66% | 2 |
SAPR4 | 5,69 | -0,18% | 2 |
OIBR4 | 7,18 | -0,97% | 2 |
MELK3 | 3,23 | -0,62% | 2 |
AMER3 | 5,81 | -0,34% | 2 |
SRNA3 | 9,22 | -0,43% | 2 |
PORT3 | 17,10 | -0,06% | 2 |
PETR4 | 30,85 | -0,77% | 1 |
GGBR4 | 14,95 | -0,53% | 1 |
JBSS3 | 43,55 | -0,41% | 1 |
AZUL4 | 3,06 | -1,61% | 1 |
HAPV3 | 2,16 | -2,26% | 1 |
GOAU4 | 8,30 | -0,12% | 1 |
MULT3 | 24,14 | -0,66% | 1 |
ASAI3 | 8,23 | -0,36% | 1 |
SANB11 | 27,07 | -0,66% | 1 |
TAEE11 | 34,50 | -0,14% | 1 |
CASH3 | 3,84 | -1,54% | 1 |
TASA4 | 9,03 | -1,74% | 1 |
BRAV3 | 18,12 | -0,49% | 1 |
STBP3 | 13,42 | -0,15% | 1 |
FLRY3 | 12,29 | -0,57% | 1 |
ISAE4 | 22,36 | -0,18% | 1 |
LUPA3 | 1,29 | -0,77% | 1 |
ALUP11 | 28,91 | -5,12% | 1 |
MYPK3 | 11,43 | -0,09% | 1 |
ESPA3 | 0,76 | -1,30% | 1 |
ODPV3 | 10,52 | -2,32% | 1 |
PMAM3 | 2,21 | -2,21% | 1 |
TCSA3 | 1,40 | -2,78% | 1 |
AMBP3 | 134,05 | -5,92% | 1 |
BLAU3 | 12,65 | -2,99% | 1 |
BMGB4 | 3,72 | -0,27% | 1 |
RCSL4 | 1,33 | -11,92% | 1 |
ARML3 | 4,41 | -0,90% | 1 |
VBBR3 | 18,11 | -1,74% | 1 |
VVEO3 | 1,25 | -2,34% | 1 |
RCSL3 | 2,72 | -6,85% | 1 |
VALE3 | 52,88 | 0,61% | 0 |
BBDC4 | 12,78 | 0,47% | 0 |
ITUB4 | 32,75 | 0,18% | 0 |
B3SA3 | 12,18 | 1,16% | 0 |
CSNA3 | 8,68 | 1,05% | 0 |
PETR3 | 33,17 | 0,55% | 0 |
SUZB3 | 51,84 | 0,27% | 0 |
PRIO3 | 34,56 | 3,29% | 0 |
USIM5 | 5,67 | 1,80% | 0 |
LREN3 | 12,80 | 1,59% | 0 |
BPAC11 | 34,73 | 2,63% | 0 |
WEGE3 | 45,95 | 0,28% | 0 |
ABEV3 | 14,00 | 0,86% | 0 |
RENT3 | 40,25 | 4,57% | 0 |
ITSA4 | 9,95 | 0,61% | 0 |
PCAR3 | 3,75 | 3,59% | 0 |
LWSA3 | 3,50 | 14,38% | 0 |
ELET3 | 42,13 | 3,82% | 0 |
BRAP4 | 17,00 | 1,19% | 0 |
EMBR3 | 63,15 | 1,45% | 0 |
BRKM5 | 10,27 | 3,63% | 0 |
CSAN3 | 7,17 | 2,14% | 0 |
EQTL3 | 34,15 | 2,34% | 0 |
KLBN11 | 17,90 | 0,56% | 0 |
GOLL4 | 1,45 | 4,32% | 0 |
COGN3 | 2,45 | 6,06% | 0 |
IRBR3 | 46,03 | 0,83% | 0 |
CCRO3 | 12,52 | 1,54% | 0 |
BRFS3 | 21,15 | 2,27% | 0 |
OIBR3 | 0,61 | 0,00% | 0 |
RAIL3 | 18,88 | 2,66% | 0 |
MRFG3 | 20,70 | 0,44% | 0 |
BBSE3 | 40,74 | 1,19% | 0 |
CVCB3 | 2,23 | 3,24% | 0 |
SBSP3 | 109,01 | 1,94% | 0 |
RDOR3 | 29,87 | 1,05% | 0 |
TOTS3 | 36,64 | 2,00% | 0 |
CYRE3 | 25,64 | 1,63% | 0 |
CMIG4 | 10,35 | 1,07% | 0 |
BBDC3 | 11,42 | 0,18% | 0 |
BEEF3 | 7,41 | 3,06% | 0 |
POSI3 | 5,42 | 7,54% | 0 |
UGPA3 | 17,25 | 2,92% | 0 |
ENEV3 | 12,41 | 1,64% | 0 |
VIVT3 | 26,41 | 2,84% | 0 |
HYPE3 | 19,97 | 0,60% | 0 |
CRFB3 | 8,42 | 0,72% | 0 |
ELET6 | 45,60 | 4,20% | 0 |
CPLE6 | 11,02 | 1,94% | 0 |
ETER3 | 4,59 | 0,88% | 0 |
QUAL3 | 2,10 | 5,00% | 0 |
PETZ3 | 4,04 | 0,75% | 0 |
ENGI11 | 42,54 | 0,90% | 0 |
YDUQ3 | 14,85 | 11,07% | 0 |
TIMS3 | 17,84 | 1,65% | 0 |
EZTC3 | 14,64 | 0,41% | 0 |
CPFE3 | 38,25 | 0,29% | 0 |
ALPA4 | 7,23 | 0,98% | 0 |
EGIE3 | 39,29 | 0,33% | 0 |
AURE3 | 7,95 | 2,05% | 0 |
MRVE3 | 5,57 | 8,37% | 0 |
AZZA3 | 27,58 | 1,73% | 0 |
PSSA3 | 40,45 | 0,20% | 0 |
PTBL3 | 4,23 | 0,95% | 0 |
ROMI3 | 9,04 | 0,33% | 0 |
LIGT3 | 4,65 | 1,97% | 0 |
JHSF3 | 4,59 | 2,23% | 0 |
AMAR3 | 1,31 | 1,55% | 0 |
MDIA3 | 25,32 | 0,92% | 0 |
ALOS3 | 20,43 | 2,71% | 0 |
CSMG3 | 19,97 | 0,20% | 0 |
RAPT4 | 8,54 | 1,79% | 0 |
AERI3 | 3,87 | 3,48% | 0 |
GMAT3 | 7,47 | 1,22% | 0 |
SMTO3 | 19,51 | 4,89% | 0 |
CXSE3 | 15,75 | 1,29% | 0 |
MOVI3 | 6,06 | 3,95% | 0 |
SBFG3 | 11,24 | 2,00% | 0 |
NEOE3 | 20,94 | 0,87% | 0 |
TUPY3 | 23,48 | 6,24% | 0 |
INTB3 | 12,96 | 1,41% | 0 |
CEAB3 | 12,60 | 1,61% | 0 |
BRSR6 | 10,66 | 2,50% | 0 |
WIZC3 | 5,98 | 1,01% | 0 |
VIVA3 | 19,94 | 2,89% | 0 |
LJQQ3 | 2,68 | 5,51% | 0 |
ANIM3 | 3,12 | 17,74% | 0 |
ENJU3 | 1,13 | 4,63% | 0 |
SIMH3 | 4,98 | 6,41% | 0 |
SEQL3 | 2,00 | 0,50% | 0 |
BMOB3 | 17,30 | 1,76% | 0 |
VAMO3 | 4,98 | 2,68% | 0 |
TEND3 | 15,95 | 5,91% | 0 |
FHER3 | 3,71 | 1,64% | 0 |
GFSA3 | 1,57 | 0,64% | 0 |
NGRD3 | 19,95 | 1,53% | 0 |
HBSA3 | 2,67 | 0,00% | 0 |
TPIS3 | 4,16 | 0,00% | 0 |
DASA3 | 1,80 | 0,00% | 0 |
RANI3 | 7,19 | 1,27% | 0 |
MILS3 | 9,30 | 0,00% | 0 |
GRND3 | 5,59 | 2,19% | 0 |
MEAL3 | 1,28 | 0,00% | 0 |
HBOR3 | 1,98 | 7,61% | 0 |
FESA4 | 7,21 | 0,98% | 0 |
DIRR3 | 34,35 | 2,54% | 0 |
PNVL3 | 8,88 | 3,26% | 0 |
LEVE3 | 30,61 | 2,65% | 0 |
LOGN3 | 21,25 | 0,28% | 0 |
POMO4 | 6,57 | 0,92% | 0 |
GUAR3 | 7,55 | 5,15% | 0 |
CAML3 | 4,12 | 1,73% | 0 |
ITUB3 | 28,70 | 0,35% | 0 |
EVEN3 | 5,83 | 1,22% | 0 |
MATD3 | 4,22 | 3,69% | 0 |
USIM3 | 5,65 | 1,62% | 0 |
SOJA3 | 10,46 | 3,05% | 0 |
CPLE3 | 9,96 | 1,43% | 0 |
LOGG3 | 19,16 | 1,38% | 0 |
LAVV3 | 9,70 | 2,00% | 0 |
KEPL3 | 7,66 | 1,86% | 0 |
PGMN3 | 3,28 | 1,23% | 0 |
CURY3 | 27,34 | 1,60% | 0 |
TRIS3 | 6,67 | 2,62% | 0 |
OPCT3 | 5,23 | 0,58% | 0 |
TGMA3 | 34,91 | 1,42% | 0 |
ABCB4 | 19,71 | 0,61% | 0 |
SEER3 | 5,49 | 4,57% | 0 |
CMIG3 | 14,46 | 0,28% | 0 |
VIVR3 | 0,99 | 1,02% | 0 |
KLBN4 | 3,57 | 0,56% | 0 |
GGPS3 | 14,22 | 2,97% | 0 |
RECV3 | 14,02 | 1,30% | 0 |
VLID3 | 24,85 | 0,24% | 0 |
MTRE3 | 3,58 | 0,28% | 0 |
AALR3 | 5,58 | 7,31% | 0 |
TECN3 | 6,21 | 1,97% | 0 |
WEST3 | 4,95 | 0,00% | 0 |
JALL3 | 4,07 | 3,30% | 0 |
CSED3 | 3,86 | 2,93% | 0 |
PLPL3 | 11,91 | 0,25% | 0 |
ORVR3 | 44,55 | 0,72% | 0 |
FICT3 | 3,99 | 2,05% | 0 |
SHUL4 | 5,50 | 0,73% | 0 |
LPSB3 | 1,40 | 3,70% | 0 |
BRBI11 | 14,40 | 1,77% | 0 |
G2DI33 | 1,55 | 1,31% | 0 |
REAG3 | 4,41 | 3,76% | 0 |
IFCM3 | 0,09 | 0,00% | 0 |
ELMD3 | 30,52 | 0,16% | 0 |
MBLY3 | 1,04 | 7,22% | 0 |
HBRE3 | 3,61 | 3,74% | 0 |
TFCO4 | 10,53 | 1,94% | 0 |
DMVF3 | 6,60 | 6,11% | 0 |
PRNR3 | 17,65 | 1,38% | 0 |
MDNE3 | 14,97 | 1,49% | 0 |
TTEN3 | 16,41 | 3,60% | 0 |
SMFT3 | 22,99 | 2,63% | 0 |
CBAV3 | 3,95 | 1,54% | 0 |
ALPK3 | 2,84 | 0,00% | 0 |
DESK3 | 8,74 | 5,17% | 0 |
MLAS3 | 1,24 | 4,20% | 0 |
LVTC3 | 2,93 | 1,03% | 0 |
FIQE3 | 3,62 | 1,97% | 0 |
TRAD3 | 7,00 | 0,00% | 0 |
BRST3 | 2,62 | 0,77% | 0 |
RAIZ4 | 1,76 | 0,57% | 0 |
AGXY3 | 0,53 | 1,92% | 0 |
DXCO3 | 5,13 | 1,99% | 0 |
ONCO3 | 5,45 | 0,74% | 0 |
IGTI11 | 19,95 | 3,05% | 0 |
VULC3 | 16,68 | 2,21% | 0 |
CSUD3 | 16,45 | 0,00% | 0 |
FRAS3 | 27,69 | 0,51% | 0 |
1 Variação em relação ao pregão anterior.