Market Radar Backtest
Risk On SPY 20D
+1.04%
勝率 68.89% / 件数 601
Risk Off SPY 20D
+1.86%
勝率 61.98% / 件数 263
Regime Count
601 / 173 / 263
Risk On / Neutral / Risk Off
判定ロジックは変更せず、Market Index平均スコアからRisk On / Neutral / Risk Offを日次生成しています。リターンは判定日終値から将来営業日終値までの変化率です。
Table
| Regime | Ticker | Horizon | Count | Win Rate | Average Return | Max Gain | Max Loss |
|---|---|---|---|---|---|---|---|
| Risk On | SPY | 1d | 601 | 55.24% | +0.04% | +2.49% | -3.38% |
| Risk On | SPY | 5d | 601 | 62.40% | +0.28% | +5.08% | -5.84% |
| Risk On | SPY | 20d | 601 | 68.89% | +1.04% | +8.56% | -11.93% |
| Risk On | QQQ | 1d | 601 | 55.41% | +0.05% | +3.59% | -4.10% |
| Risk On | QQQ | 5d | 601 | 60.07% | +0.36% | +6.27% | -7.71% |
| Risk On | QQQ | 20d | 601 | 68.55% | +1.38% | +16.39% | -13.90% |
| Neutral | SPY | 1d | 173 | 57.23% | +0.15% | +3.30% | -4.35% |
| Neutral | SPY | 5d | 173 | 61.85% | +0.41% | +5.29% | -6.50% |
| Neutral | SPY | 20d | 173 | 65.90% | +0.73% | +9.54% | -12.04% |
| Neutral | QQQ | 1d | 173 | 56.65% | +0.22% | +4.56% | -5.48% |
| Neutral | QQQ | 5d | 173 | 60.12% | +0.61% | +7.36% | -8.41% |
| Neutral | QQQ | 20d | 173 | 63.58% | +1.21% | +14.80% | -14.67% |
| Risk Off | SPY | 1d | 263 | 50.57% | +0.04% | +10.50% | -5.85% |
| Risk Off | SPY | 5d | 263 | 52.85% | +0.22% | +8.28% | -11.50% |
| Risk Off | SPY | 20d | 263 | 61.98% | +1.86% | +15.76% | -12.00% |
| Risk Off | QQQ | 1d | 263 | 53.23% | +0.05% | +12.00% | -6.21% |
| Risk Off | QQQ | 5d | 263 | 54.37% | +0.27% | +10.08% | -11.98% |
| Risk Off | QQQ | 20d | 263 | 61.98% | +2.45% | +20.53% | -15.94% |
Chart
Recent Signals
| Date | Regime | Market Score | SPY 1D | SPY 5D | SPY 20D | QQQ 20D |
|---|---|---|---|---|---|---|
| 2026-05-15 | Risk On | 100.0 | -0.07% | +0.88% | +0.35% | +1.75% |
| 2026-05-14 | Risk On | 100.0 | -1.20% | -0.73% | -1.39% | -0.37% |
| 2026-05-13 | Risk On | 100.0 | +0.79% | -0.14% | -2.27% | -2.94% |
| 2026-05-12 | Risk On | 100.0 | +0.56% | -0.60% | -0.15% | +0.08% |
| 2026-05-11 | Risk On | 100.0 | -0.15% | -0.09% | -0.01% | +0.39% |
| 2026-05-08 | Risk On | 93.8 | +0.23% | +0.21% | -0.01% | -0.87% |
| 2026-05-07 | Risk On | 93.8 | +0.83% | +2.27% | +3.49% | +6.57% |
| 2026-05-06 | Risk On | 93.8 | -0.31% | +1.16% | +2.78% | +6.96% |
| 2026-05-05 | Risk On | 93.8 | +1.39% | +1.99% | +4.95% | +9.47% |
| 2026-05-04 | Risk On | 100.0 | +0.80% | +2.97% | +5.64% | +10.38% |
| 2026-05-01 | Risk On | 100.0 | -0.37% | +2.35% | +4.97% | +9.52% |
| 2026-04-30 | Risk On | 100.0 | +0.28% | +1.80% | +5.00% | +10.16% |
| 2026-04-29 | Risk On | 93.8 | +0.99% | +3.13% | +5.46% | +10.26% |
| 2026-04-28 | Risk On | 100.0 | -0.02% | +1.70% | +5.47% | +11.06% |
| 2026-04-24 | Risk On | 100.0 | +0.17% | +0.94% | +4.44% | +8.08% |
| 2026-04-23 | Risk On | 100.0 | +0.77% | +1.44% | +4.84% | +9.69% |
| 2026-04-22 | Risk On | 100.0 | -0.39% | +0.05% | +4.22% | +8.86% |
| 2026-04-21 | Risk On | 100.0 | +1.01% | +1.08% | +4.21% | +8.88% |
| 2026-04-20 | Risk On | 100.0 | -0.65% | +0.91% | +4.22% | +9.14% |
| 2026-04-17 | Risk On | 100.0 | -0.20% | +0.54% | +4.09% | +9.26% |