検証中です。投資助言ではありません。売買指示ではありません。ランキング未接続です。Stock Allocation未接続です。過去統計に基づく参考情報として表示しています。
Primary Signal
Hard Exit
Distribution -> Breakdownを本命Exit Watchとして検証
Hard Exit 180D
-2.1%
SPY超過中央値 / Excess Win +40.1%
Verdict
continue_exit_signal_validation
Conditions passed: 5/7
Asset Mix State
やや強気
Market Radar最新日は2026-06-18、Asset Mix current stateはpredictive_backtest.csv最新日の2026-06-15を基準にしています。
Exit Watch
検証中の参考モデルです。中期劣化警戒として表示しています。投資助言ではありません。売買指示ではありません。Exit Watch / De-risk Watch は売却指示ではありません。ランキング未接続です。Stock Selection未接続です。過去統計ベースの現在値です。
Latest Date
2026-06-15
Exit Watch current state
Signal Level
exit_watch
検証ページ内の現在値カード
Exit Watch
1
売却指示ではありません
De-risk Watch
1
中期劣化警戒
High Risk Exit Watch
0
Market弱化との重なり候補
| Date | Signal | Watch | Theme | Proxy | Quality | Lifecycle | 20D | 60D vs SPY | 52W High | 200D MA |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-15 | Direct Breakdown Exit | Exit Watch | LNG | basket | good | Breakdown | -5.8% | -35.4% | -24.4% | -5.8% |
| 2026-06-15 | Soft Exit | De-risk Watch | AI Infrastructure | basket | good | Distribution | -0.7% | +12.8% | -8.9% | +18.7% |
現在のExit Watch候補
| Date | Signal | Watch | Theme | Proxy | Quality | Lifecycle | 20D | 60D vs SPY | 52W High | 200D MA |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-06-15 | Direct Breakdown Exit | Exit Watch | LNG | basket | good | Breakdown | -5.8% | -35.4% | -24.4% | -5.8% |
| 2026-06-15 | High Weakening Exit | 中期劣化警戒 | AI Infrastructure | basket | good | Distribution | -0.7% | +12.8% | -8.9% | +18.7% |
| 2026-06-15 | High Weakening Exit | 中期劣化警戒 | Communication Services | etf | good | Distribution | -2.9% | -12.9% | -5.5% | -0.9% |
| 2026-06-15 | High Weakening Exit | 中期劣化警戒 | Construction | basket | good | Distribution | -0.3% | +17.9% | -2.5% | +43.8% |
| 2026-06-15 | High Weakening Exit | 中期劣化警戒 | Data Center Power | basket | good | Distribution | -6.6% | +3.1% | -8.6% | +29.3% |
| 2026-06-15 | High Weakening Exit | 中期劣化警戒 | Shipping | etf | good | Distribution | +0.0% | -7.7% | -2.3% | +18.2% |
| 2026-06-15 | High Weakening Exit | 中期劣化警戒 | Utilities | etf | good | Depressed | +2.0% | -18.0% | -6.0% | +0.6% |
| 2026-06-15 | Soft Exit | De-risk Watch | AI Infrastructure | basket | good | Distribution | -0.7% | +12.8% | -8.9% | +18.7% |
Exit Signal別結果 60営業日cooldown / 180日後
| Signal | Watch | Intent | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | FP 60D +3% | FP 120D +5% | FP Any |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Soft Exit | De-risk Watch | 縮小候補 / 警戒候補 | 180d | 554 | +69.7% | +8.7% | 554 | +48.4% | -0.2% | +1.6% | -7.0% | +32.1% | +28.7% | +90.7% |
| Hard Exit | Exit Watch | 本命Exit候補 | 180d | 162 | +62.3% | +4.3% | 162 | +40.1% | -2.1% | -0.7% | -7.9% | +29.7% | +25.0% | +54.7% |
| Direct Breakdown Exit | Exit Watch | Lifecycle遷移を待たない劣化候補 | 180d | 677 | +65.0% | +6.8% | 677 | +45.3% | -1.2% | +1.4% | -10.9% | +31.2% | +30.1% | +59.1% |
| High Weakening Exit | 中期劣化警戒 | 高値圏からの劣化警戒 | 180d | 969 | +68.7% | +7.3% | 969 | +47.5% | -0.6% | +1.5% | -6.9% | +30.8% | +28.2% | +76.9% |
Hard Exit強化条件比較 60営業日cooldown / 180日後
Risk Offはfalse positive削減条件ではなく、警戒度を上げる補助条件として扱います。ここでのExit Watch / De-risk Watch / 中期劣化警戒は検証中の参考ラベルであり、売買指示ではありません。
| ID | Condition | Watch Level | Horizon | N | Excess Win | Median Excess | FP Any | FP 60D +3% | FP 120D +5% | Forward DD Median | ETF N | ETF Median Excess | ETF Excess Win | Basket Median Excess | Good Median Excess | FP Delta |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | Hard Exit current | Exit Watch | 180d | 162 | +40.1% | -2.1% | +54.7% | +29.7% | +25.0% | -7.9% | 144 | -1.8% | +41.0% | -2.6% | -1.8% | 0.0% |
| B | Hard Exit + high_52w_distance > -10% | 中期劣化警戒 | 180d | 80 | +38.8% | -4.4% | +42.4% | +18.8% | +18.8% | -8.3% | 77 | -4.4% | +39.0% | -5.7% | -4.4% | -12.3% |
| C | Hard Exit + High-to-Weakness | De-risk Watch | 180d | 71 | +38.0% | -4.4% | +39.5% | +14.5% | +15.8% | -8.7% | 69 | -4.4% | +37.7% | +5.8% | -4.2% | -15.2% |
| D | Hard Exit + Composite 5d down | 中期劣化警戒 | 180d | 123 | +35.0% | -4.2% | +53.5% | +25.6% | +19.4% | -8.7% | 108 | -4.1% | +36.1% | -4.2% | -4.2% | -1.2% |
| E | Hard Exit + Risk Off | High Risk Exit Watch | 180d | 86 | +31.4% | -4.1% | +61.4% | +33.0% | +23.9% | -12.3% | 75 | -4.1% | +32.0% | -2.7% | -4.1% | +6.7% |
| F | Hard Exit + raw classification 5d worse | 中期劣化警戒 | 180d | 84 | +34.5% | -3.9% | +58.0% | +25.0% | +20.5% | -9.6% | 74 | -3.9% | +35.1% | -3.3% | -3.5% | +3.3% |
| G | Hard Exit + spy_relative_90d < 0 | 中期劣化警戒 | 180d | 129 | +41.1% | -2.4% | +52.9% | +29.7% | +24.6% | -7.3% | 114 | -2.9% | +41.2% | -1.0% | -2.4% | -1.8% |
| H | Hard Exit + High-to-Weakness + Market weakening | High Risk Exit Watch | 180d | 56 | +33.9% | -4.8% | +39.0% | +11.9% | +13.6% | -10.6% | 54 | -4.8% | +33.3% | +5.8% | -4.8% | -15.7% |
強化条件別20/60/120/180日比較
| ID | Condition | Watch Level | Horizon | N | Excess Win | Median Excess | FP Any | FP 60D +3% | FP 120D +5% | Forward DD Median | ETF N | ETF Median Excess | ETF Excess Win | Basket Median Excess | Good Median Excess | FP Delta |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A | Hard Exit current | Exit Watch | 20d | 170 | +48.8% | -0.1% | +54.7% | +29.7% | +25.0% | -2.2% | 151 | -0.1% | +48.3% | +0.3% | -0.1% | 0.0% |
| B | Hard Exit + high_52w_distance > -10% | 中期劣化警戒 | 20d | 83 | +39.8% | -0.5% | +42.4% | +18.8% | +18.8% | -2.7% | 80 | -0.5% | +38.8% | +5.8% | -0.5% | -12.3% |
| C | Hard Exit + High-to-Weakness | De-risk Watch | 20d | 74 | +39.2% | -0.5% | +39.5% | +14.5% | +15.8% | -2.6% | 72 | -0.5% | +38.9% | +1.3% | -0.5% | -15.2% |
| D | Hard Exit + Composite 5d down | 中期劣化警戒 | 20d | 129 | +45.7% | -0.2% | +53.5% | +25.6% | +19.4% | -2.4% | 113 | -0.2% | +44.2% | +1.3% | -0.3% | -1.2% |
| E | Hard Exit + Risk Off | High Risk Exit Watch | 20d | 87 | +49.4% | -0.0% | +61.4% | +33.0% | +23.9% | -3.0% | 76 | +0.0% | +50.0% | -0.5% | +0.1% | +6.7% |
| F | Hard Exit + raw classification 5d worse | 中期劣化警戒 | 20d | 88 | +48.9% | -0.1% | +58.0% | +25.0% | +20.5% | -2.4% | 78 | -0.1% | +48.7% | -0.7% | +0.1% | +3.3% |
| G | Hard Exit + spy_relative_90d < 0 | 中期劣化警戒 | 20d | 136 | +47.1% | -0.2% | +52.9% | +29.7% | +24.6% | -1.8% | 120 | -0.3% | +45.0% | +2.1% | -0.3% | -1.8% |
| H | Hard Exit + High-to-Weakness + Market weakening | High Risk Exit Watch | 20d | 58 | +32.8% | -0.6% | +39.0% | +11.9% | +13.6% | -2.9% | 56 | -0.6% | +32.1% | +1.3% | -0.6% | -15.7% |
| A | Hard Exit current | Exit Watch | 60d | 168 | +48.8% | -0.3% | +54.7% | +29.7% | +25.0% | -3.6% | 150 | -0.2% | +49.3% | -1.0% | +0.1% | 0.0% |
| B | Hard Exit + high_52w_distance > -10% | 中期劣化警戒 | 60d | 82 | +45.1% | -1.3% | +42.4% | +18.8% | +18.8% | -3.9% | 79 | -1.3% | +44.3% | +4.7% | -1.3% | -12.3% |
| C | Hard Exit + High-to-Weakness | De-risk Watch | 60d | 73 | +42.5% | -1.5% | +39.5% | +14.5% | +15.8% | -3.9% | 71 | -1.5% | +42.3% | -0.8% | -1.4% | -15.2% |
| D | Hard Exit + Composite 5d down | 中期劣化警戒 | 60d | 127 | +44.9% | -0.9% | +53.5% | +25.6% | +19.4% | -3.9% | 112 | -1.1% | +44.6% | -0.7% | -0.7% | -1.2% |
| E | Hard Exit + Risk Off | High Risk Exit Watch | 60d | 87 | +43.7% | -1.3% | +61.4% | +33.0% | +23.9% | -5.6% | 76 | -0.7% | +44.7% | -1.8% | -0.3% | +6.7% |
| F | Hard Exit + raw classification 5d worse | 中期劣化警戒 | 60d | 88 | +43.2% | -1.4% | +58.0% | +25.0% | +20.5% | -4.8% | 78 | -1.4% | +44.9% | -4.2% | -0.7% | +3.3% |
| G | Hard Exit + spy_relative_90d < 0 | 中期劣化警戒 | 60d | 134 | +50.0% | -0.1% | +52.9% | +29.7% | +24.6% | -2.9% | 119 | -0.3% | +49.6% | +2.0% | +0.1% | -1.8% |
| H | Hard Exit + High-to-Weakness + Market weakening | High Risk Exit Watch | 60d | 57 | +38.6% | -2.0% | +39.0% | +11.9% | +13.6% | -4.3% | 55 | -2.0% | +38.2% | -0.8% | -2.0% | -15.7% |
| A | Hard Exit current | Exit Watch | 120d | 165 | +49.7% | -0.2% | +54.7% | +29.7% | +25.0% | -6.2% | 147 | -0.3% | +49.0% | +0.3% | +0.1% | 0.0% |
| B | Hard Exit + high_52w_distance > -10% | 中期劣化警戒 | 120d | 80 | +41.2% | -1.9% | +42.4% | +18.8% | +18.8% | -7.2% | 77 | -1.8% | +41.6% | -10.0% | -1.3% | -12.3% |
| C | Hard Exit + High-to-Weakness | De-risk Watch | 120d | 71 | +38.0% | -2.1% | +39.5% | +14.5% | +15.8% | -7.3% | 69 | -2.1% | +37.7% | +4.7% | -1.7% | -15.2% |
| D | Hard Exit + Composite 5d down | 中期劣化警戒 | 120d | 125 | +46.4% | -0.6% | +53.5% | +25.6% | +19.4% | -6.8% | 110 | -0.9% | +45.5% | +0.1% | -0.5% | -1.2% |
| E | Hard Exit + Risk Off | High Risk Exit Watch | 120d | 86 | +51.2% | +0.2% | +61.4% | +33.0% | +23.9% | -10.5% | 75 | +0.1% | +50.7% | +0.4% | +0.3% | +6.7% |
| F | Hard Exit + raw classification 5d worse | 中期劣化警戒 | 120d | 86 | +50.0% | -0.1% | +58.0% | +25.0% | +20.5% | -7.3% | 76 | -0.3% | +48.7% | +1.4% | +0.4% | +3.3% |
| G | Hard Exit + spy_relative_90d < 0 | 中期劣化警戒 | 120d | 132 | +49.2% | -0.3% | +52.9% | +29.7% | +24.6% | -5.4% | 117 | -0.4% | +47.9% | +0.4% | +0.1% | -1.8% |
| H | Hard Exit + High-to-Weakness + Market weakening | High Risk Exit Watch | 120d | 56 | +35.7% | -3.1% | +39.0% | +11.9% | +13.6% | -9.9% | 54 | -3.1% | +35.2% | +4.7% | -3.1% | -15.7% |
| A | Hard Exit current | Exit Watch | 180d | 162 | +40.1% | -2.1% | +54.7% | +29.7% | +25.0% | -7.9% | 144 | -1.8% | +41.0% | -2.6% | -1.8% | 0.0% |
| B | Hard Exit + high_52w_distance > -10% | 中期劣化警戒 | 180d | 80 | +38.8% | -4.4% | +42.4% | +18.8% | +18.8% | -8.3% | 77 | -4.4% | +39.0% | -5.7% | -4.4% | -12.3% |
| C | Hard Exit + High-to-Weakness | De-risk Watch | 180d | 71 | +38.0% | -4.4% | +39.5% | +14.5% | +15.8% | -8.7% | 69 | -4.4% | +37.7% | +5.8% | -4.2% | -15.2% |
| D | Hard Exit + Composite 5d down | 中期劣化警戒 | 180d | 123 | +35.0% | -4.2% | +53.5% | +25.6% | +19.4% | -8.7% | 108 | -4.1% | +36.1% | -4.2% | -4.2% | -1.2% |
| E | Hard Exit + Risk Off | High Risk Exit Watch | 180d | 86 | +31.4% | -4.1% | +61.4% | +33.0% | +23.9% | -12.3% | 75 | -4.1% | +32.0% | -2.7% | -4.1% | +6.7% |
| F | Hard Exit + raw classification 5d worse | 中期劣化警戒 | 180d | 84 | +34.5% | -3.9% | +58.0% | +25.0% | +20.5% | -9.6% | 74 | -3.9% | +35.1% | -3.3% | -3.5% | +3.3% |
| G | Hard Exit + spy_relative_90d < 0 | 中期劣化警戒 | 180d | 129 | +41.1% | -2.4% | +52.9% | +29.7% | +24.6% | -7.3% | 114 | -2.9% | +41.2% | -1.0% | -2.4% | -1.8% |
| H | Hard Exit + High-to-Weakness + Market weakening | High Risk Exit Watch | 180d | 56 | +33.9% | -4.8% | +39.0% | +11.9% | +13.6% | -10.6% | 54 | -4.8% | +33.3% | +5.8% | -4.8% | -15.7% |
Exit後20/60/120/180日成績
| Signal | Watch | Intent | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | FP 60D +3% | FP 120D +5% | FP Any |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Soft Exit | De-risk Watch | 縮小候補 / 警戒候補 | 20d | 581 | +59.0% | +1.3% | 581 | +52.7% | +0.2% | +0.4% | -2.2% | +32.1% | +28.7% | +90.7% |
| Hard Exit | Exit Watch | 本命Exit候補 | 20d | 170 | +59.4% | +1.2% | 170 | +48.8% | -0.1% | +0.4% | -2.2% | +29.7% | +25.0% | +54.7% |
| Direct Breakdown Exit | Exit Watch | Lifecycle遷移を待たない劣化候補 | 20d | 704 | +54.5% | +1.0% | 704 | +49.0% | -0.1% | +0.4% | -3.6% | +31.2% | +30.1% | +59.1% |
| High Weakening Exit | 中期劣化警戒 | 高値圏からの劣化警戒 | 20d | 1,011 | +58.7% | +1.2% | 1,011 | +51.0% | +0.1% | +0.3% | -2.2% | +30.8% | +28.2% | +76.9% |
| Soft Exit | De-risk Watch | 縮小候補 / 警戒候補 | 60d | 574 | +64.5% | +3.4% | 574 | +51.0% | +0.1% | +0.8% | -4.2% | +32.1% | +28.7% | +90.7% |
| Hard Exit | Exit Watch | 本命Exit候補 | 60d | 168 | +64.9% | +2.8% | 168 | +48.8% | -0.3% | +0.1% | -3.6% | +29.7% | +25.0% | +54.7% |
| Direct Breakdown Exit | Exit Watch | Lifecycle遷移を待たない劣化候補 | 60d | 695 | +60.6% | +3.1% | 695 | +48.8% | -0.2% | +0.5% | -5.8% | +31.2% | +30.1% | +59.1% |
| High Weakening Exit | 中期劣化警戒 | 高値圏からの劣化警戒 | 60d | 1,002 | +63.0% | +2.6% | 1,002 | +49.1% | -0.1% | +0.5% | -4.3% | +30.8% | +28.2% | +76.9% |
| Soft Exit | De-risk Watch | 縮小候補 / 警戒候補 | 120d | 563 | +67.0% | +5.8% | 563 | +48.7% | -0.2% | +1.2% | -5.9% | +32.1% | +28.7% | +90.7% |
| Hard Exit | Exit Watch | 本命Exit候補 | 120d | 165 | +60.0% | +5.0% | 165 | +49.7% | -0.2% | +0.1% | -6.2% | +29.7% | +25.0% | +54.7% |
| Direct Breakdown Exit | Exit Watch | Lifecycle遷移を待たない劣化候補 | 120d | 686 | +63.6% | +5.6% | 686 | +49.7% | -0.1% | +1.3% | -8.4% | +31.2% | +30.1% | +59.1% |
| High Weakening Exit | 中期劣化警戒 | 高値圏からの劣化警戒 | 120d | 986 | +67.0% | +5.6% | 986 | +48.5% | -0.3% | +1.1% | -5.7% | +30.8% | +28.2% | +76.9% |
| Soft Exit | De-risk Watch | 縮小候補 / 警戒候補 | 180d | 554 | +69.7% | +8.7% | 554 | +48.4% | -0.2% | +1.6% | -7.0% | +32.1% | +28.7% | +90.7% |
| Hard Exit | Exit Watch | 本命Exit候補 | 180d | 162 | +62.3% | +4.3% | 162 | +40.1% | -2.1% | -0.7% | -7.9% | +29.7% | +25.0% | +54.7% |
| Direct Breakdown Exit | Exit Watch | Lifecycle遷移を待たない劣化候補 | 180d | 677 | +65.0% | +6.8% | 677 | +45.3% | -1.2% | +1.4% | -10.9% | +31.2% | +30.1% | +59.1% |
| High Weakening Exit | 中期劣化警戒 | 高値圏からの劣化警戒 | 180d | 969 | +68.7% | +7.3% | 969 | +47.5% | -0.6% | +1.5% | -6.9% | +30.8% | +28.2% | +76.9% |
Asset Mix state別結果
| Signal | Asset Mix Filter | Cooldown | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | FP 60D +3% | FP 120D +5% | FP Any |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Soft Exit | risk_off | 60 | 180d | 98 | +65.3% | +7.4% | 98 | +41.8% | -2.0% | -0.8% | -11.0% | +30.1% | +23.9% | +92.9% |
| Soft Exit | weak_or_bearish | 60 | 180d | 68 | +58.8% | +3.1% | 68 | +48.5% | -0.9% | -0.8% | -11.2% | +31.6% | +32.9% | +90.8% |
| Soft Exit | bull_or_mild_bull | 60 | 180d | 477 | +70.9% | +9.2% | 477 | +48.0% | -0.2% | +2.0% | -6.5% | +32.6% | +28.4% | +90.9% |
| Soft Exit | all | 60 | 180d | 554 | +69.7% | +8.7% | 554 | +48.4% | -0.2% | +1.6% | -7.0% | +32.1% | +28.7% | +90.7% |
| Soft Exit | neutral_or_better | 60 | 180d | 486 | +71.2% | +9.3% | 486 | +48.4% | -0.2% | +2.0% | -6.7% | +32.2% | +28.1% | +90.7% |
| Hard Exit | risk_off | 60 | 180d | 86 | +64.0% | +4.9% | 86 | +31.4% | -4.1% | -2.9% | -12.3% | +33.0% | +23.9% | +61.4% |
| Hard Exit | neutral_or_better | 60 | 180d | 127 | +62.2% | +3.8% | 127 | +40.2% | -3.5% | -1.2% | -7.5% | +26.3% | +21.9% | +51.8% |
| Hard Exit | bull_or_mild_bull | 60 | 180d | 123 | +62.6% | +3.8% | 123 | +41.5% | -2.4% | -0.9% | -7.5% | +26.3% | +22.6% | +52.6% |
| Hard Exit | all | 60 | 180d | 162 | +62.3% | +4.3% | 162 | +40.1% | -2.1% | -0.7% | -7.9% | +29.7% | +25.0% | +54.7% |
| Hard Exit | weak_or_bearish | 60 | 180d | 35 | +62.9% | +7.4% | 35 | +40.0% | -1.6% | +1.1% | -10.5% | +42.9% | +37.1% | +65.7% |
| Direct Breakdown Exit | neutral_or_better | 60 | 180d | 430 | +63.3% | +5.7% | 430 | +43.0% | -2.0% | +1.1% | -10.5% | +29.9% | +27.9% | +56.9% |
| Direct Breakdown Exit | bull_or_mild_bull | 60 | 180d | 411 | +63.5% | +5.8% | 411 | +44.0% | -1.5% | +1.4% | -10.4% | +29.6% | +28.7% | +57.3% |
| Direct Breakdown Exit | all | 60 | 180d | 677 | +65.0% | +6.8% | 677 | +45.3% | -1.2% | +1.4% | -10.9% | +31.2% | +30.1% | +59.1% |
| Direct Breakdown Exit | risk_off | 60 | 180d | 404 | +66.1% | +7.4% | 404 | +45.8% | -1.1% | +0.7% | -12.0% | +33.3% | +30.9% | +62.8% |
| Direct Breakdown Exit | weak_or_bearish | 60 | 180d | 247 | +68.0% | +9.8% | 247 | +49.4% | -0.2% | +2.1% | -11.3% | +33.7% | +34.1% | +63.1% |
| High Weakening Exit | weak_or_bearish | 60 | 180d | 158 | +57.0% | +2.9% | 158 | +45.6% | -2.0% | -1.6% | -11.2% | +25.1% | +25.1% | +72.5% |
| High Weakening Exit | risk_off | 60 | 180d | 185 | +63.2% | +5.9% | 185 | +45.4% | -1.3% | -0.8% | -10.3% | +26.3% | +22.0% | +77.1% |
| High Weakening Exit | all | 60 | 180d | 969 | +68.7% | +7.3% | 969 | +47.5% | -0.6% | +1.5% | -6.9% | +30.8% | +28.2% | +76.9% |
| High Weakening Exit | bull_or_mild_bull | 60 | 180d | 792 | +70.8% | +8.1% | 792 | +47.7% | -0.4% | +2.2% | -6.4% | +32.6% | +29.4% | +78.0% |
| High Weakening Exit | neutral_or_better | 60 | 180d | 811 | +71.0% | +8.1% | 811 | +47.8% | -0.4% | +2.1% | -6.5% | +32.0% | +28.8% | +77.8% |
ETF / basket proxy別結果
| Signal | Proxy | Cooldown | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | FP 60D +3% | FP 120D +5% | FP Any |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Soft Exit | etf | 60 | 180d | 444 | +69.8% | +8.2% | 444 | +46.6% | -0.7% | +0.2% | -6.6% | +30.3% | +25.6% | +90.3% |
| Soft Exit | basket | 60 | 180d | 110 | +69.1% | +12.0% | 110 | +55.5% | +3.5% | +7.6% | -9.7% | +39.3% | +41.0% | +92.3% |
| Hard Exit | basket | 60 | 180d | 18 | +66.7% | +3.6% | 18 | +33.3% | -2.6% | -0.0% | -9.0% | +36.8% | +31.6% | +68.4% |
| Hard Exit | etf | 60 | 180d | 144 | +61.8% | +4.3% | 144 | +41.0% | -1.8% | -0.8% | -7.9% | +28.8% | +24.2% | +52.9% |
| Direct Breakdown Exit | etf | 60 | 180d | 571 | +64.4% | +6.7% | 571 | +43.1% | -1.8% | +0.3% | -10.5% | +29.6% | +27.2% | +57.0% |
| Direct Breakdown Exit | basket | 60 | 180d | 106 | +67.9% | +9.6% | 106 | +57.5% | +3.2% | +7.6% | -13.1% | +40.4% | +45.9% | +70.6% |
| High Weakening Exit | etf | 60 | 180d | 806 | +68.7% | +6.5% | 806 | +44.7% | -1.3% | -0.1% | -6.8% | +27.9% | +25.0% | +74.7% |
| High Weakening Exit | basket | 60 | 180d | 163 | +68.7% | +14.5% | 163 | +61.3% | +5.1% | +9.6% | -7.9% | +45.6% | +43.9% | +87.7% |
比較検証
| Comparison | Leg | Cooldown | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | FP 60D +3% | FP 120D +5% | FP Any |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Distribution continuation vs Hard Exit | Hard Exit | 60 | 180d | 162 | +62.3% | +4.3% | 162 | +40.1% | -2.1% | -0.7% | -7.9% | +29.7% | +25.0% | +54.7% |
| Expansion continuation vs Breakdown Exit | Breakdown Exit | 60 | 180d | 839 | +64.5% | +6.6% | 839 | +44.3% | -1.4% | +1.0% | -10.5% | +30.9% | +29.1% | +58.2% |
| Distribution continuation vs Hard Exit | Distribution continuation | 60 | 180d | 19,059 | +69.5% | +7.9% | 19,059 | +48.2% | -0.5% | +1.3% | -7.1% | - | - | - |
| Momentum continuation vs Soft Exit | Soft Exit | 60 | 180d | 554 | +69.7% | +8.7% | 554 | +48.4% | -0.2% | +1.6% | -7.0% | +32.1% | +28.7% | +90.7% |
| Momentum continuation vs Soft Exit | Momentum continuation | 60 | 180d | 22,885 | +67.7% | +8.0% | 22,885 | +49.5% | -0.1% | +1.3% | -7.6% | - | - | - |
| Expansion continuation vs Breakdown Exit | Expansion continuation | 60 | 180d | 893 | +78.6% | +12.9% | 893 | +53.4% | +1.1% | +1.8% | -6.6% | - | - | - |
注意点
- 価格系データのみを使用
- 現在のTheme Catalogを過去に適用
- 生存バイアスあり
- 日次重複はcooldownイベントで確認
- SPY forward benchmarkはsector_index_history.csvから算出
- 投資助言ではない
- 売買指示ではない
- ランキング未接続
- Theme Allocation未接続
- Stock Allocation未接続
- Snow Melt未接続
- Pipeline未接続