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。
Themes
27
Current lifecycle states from theme_price_signal_history.csv
Verdict
continue_validation
Minimum conditions passed: 5/6
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。
Connection
Not Connected
Ranking / Theme Allocation / Stock Allocation / Snow Melt / Pipeline
Trend Lifecycle Watch
検証中の参考モデルです。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 Selection未接続です。過去統計ベースの現在値として表示しています。
Latest Date
2026-06-15
Trend Lifecycle current state
Status
Watch
検証ページ内の現在値カード
Connection
Not Connected
ランキング未接続 / Stock Selection未接続
Expansion
0
Current themes
Momentum
3
Current themes
Distribution
6
Current themes
Breakdown
2
Current themes
| Lifecycle | Theme | Proxy | Quality | 60D | 60D vs SPY | 200D MA |
|---|---|---|---|---|---|---|
| Distribution | AI Infrastructure | basket | good | +27.2% | +12.8% | +18.7% |
| Distribution | Communication Services | etf | good | +1.5% | -12.9% | -0.9% |
| Distribution | Construction | basket | good | +32.3% | +17.9% | +43.8% |
| Distribution | Data Center Power | basket | good | +17.5% | +3.1% | +29.3% |
| Distribution | Energy | etf | good | -6.4% | -20.8% | +9.4% |
| Distribution | Shipping | etf | good | +6.7% | -7.7% | +18.2% |
| Breakdown | LNG | basket | good | -21.0% | -35.4% | -5.8% |
| Breakdown | Nuclear | etf | good | -4.7% | -19.1% | -6.9% |
現在のLifecycle別テーマ一覧
| Lifecycle | Action | Theme | Proxy | Quality | 20D | 60D | 60D vs SPY | 52W High | 200D MA | Reason |
|---|---|---|---|---|---|---|---|---|---|---|
| Depressed | monitor | Biotechnology | etf | good | +3.8% | +8.4% | -6.0% | -2.0% | +9.4% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Cloud Computing | etf | good | +5.5% | +12.2% | -2.2% | -13.4% | +1.3% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Copper | etf | good | +5.8% | +21.5% | +7.1% | -3.7% | +19.8% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Defense | etf | good | +8.8% | +5.0% | -9.4% | -3.7% | +9.5% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Financials | etf | good | +4.8% | +9.3% | -5.1% | -5.0% | +1.9% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Healthcare | etf | good | +5.4% | +4.3% | -10.1% | -4.6% | +2.5% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Infrastructure | etf | good | +4.0% | +13.7% | -0.7% | -0.6% | +12.6% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Materials | etf | good | +4.4% | +10.0% | -4.4% | -2.1% | +9.4% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Real Estate | etf | good | +4.1% | +7.1% | -7.4% | -0.8% | +6.5% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Regional Banks | etf | good | +7.5% | +14.2% | -0.2% | -1.9% | +8.5% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Retail | etf | good | +3.5% | +6.7% | -7.7% | -2.0% | +2.5% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Depressed | monitor | Utilities | etf | good | +2.0% | -3.6% | -18.0% | -6.0% | +0.6% | 明確な回復・拡大・保有・Exit条件を満たさない。 |
| Recovery | buy_candidate | Housing | etf | good | +12.4% | +8.6% | -5.9% | -13.0% | -1.1% | 短期反発、SPY相対60日改善、200日線距離改善が同時に発生。 |
| Recovery | buy_candidate | Medical Devices | etf | good | +3.6% | -5.4% | -19.8% | -19.2% | -10.1% | 短期反発、SPY相対60日改善、200日線距離改善が同時に発生。 |
| Momentum | hold_candidate | Cyber Security | etf | good | +9.5% | +28.3% | +13.9% | -8.1% | +18.1% | 60/90日、SPY相対、200日線が揃って強い。 |
| Momentum | hold_candidate | Small Caps | etf | good | +6.6% | +17.8% | +3.4% | 0.0% | +14.2% | 60/90日、SPY相対、200日線が揃って強い。 |
| Momentum | hold_candidate | Software | etf | partial | +28.8% | +52.4% | +38.0% | -20.1% | +34.7% | 60/90日、SPY相対、200日線が揃って強い。 |
| Overheated | avoid_new_buy | Semiconductors | etf | good | +19.6% | +73.0% | +58.6% | 0.0% | +67.2% | 52週高値近辺で短中期リターンとSPY相対が強く短期過熱。 |
| Overheated | avoid_new_buy | Transportation | etf | good | +11.6% | +23.4% | +9.0% | -0.1% | +18.0% | 52週高値近辺で短中期リターンとSPY相対が強く短期過熱。 |
| Distribution | exit_candidate | AI Infrastructure | basket | good | -0.7% | +27.2% | +12.8% | -8.9% | +18.7% | 高値圏で相対加速度とSPY相対改善幅が鈍化。 |
| Distribution | exit_candidate | Communication Services | etf | good | -2.9% | +1.5% | -12.9% | -5.5% | -0.9% | 高値圏で相対加速度とSPY相対改善幅が鈍化。 |
| Distribution | exit_candidate | Construction | basket | good | -0.3% | +32.3% | +17.9% | -2.5% | +43.8% | 高値圏で相対加速度とSPY相対改善幅が鈍化。 |
| Distribution | exit_candidate | Data Center Power | basket | good | -6.6% | +17.5% | +3.1% | -8.6% | +29.3% | 高値圏で相対加速度とSPY相対改善幅が鈍化。 |
| Distribution | exit_candidate | Energy | etf | good | -6.5% | -6.4% | -20.8% | -11.2% | +9.4% | 高値圏で相対加速度とSPY相対改善幅が鈍化。 |
| Distribution | exit_candidate | Shipping | etf | good | +0.0% | +6.7% | -7.7% | -2.3% | +18.2% | 高値圏で相対加速度とSPY相対改善幅が鈍化。 |
| Breakdown | exit_or_avoid | LNG | basket | good | -5.8% | -21.0% | -35.4% | -24.4% | -5.8% | 200日線下、SPY相対60日、20/60日リターンが同時に弱い。 |
| Breakdown | exit_or_avoid | Nuclear | etf | good | -3.6% | -4.7% | -19.1% | -29.2% | -6.9% | 200日線下、SPY相対60日、20/60日リターンが同時に弱い。 |
Lifecycle別 forward return / SPY超過
| Lifecycle | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | Winsorized Avg Excess |
|---|---|---|---|---|---|---|---|---|---|---|
| Expansion | 180d | 893 | +78.6% | +12.9% | 893 | +53.4% | +1.1% | +1.8% | -6.6% | +1.2% |
| Overheated | 180d | 3,111 | +73.6% | +12.9% | 3,111 | +52.9% | +1.1% | +6.4% | -7.8% | +6.2% |
| Momentum | 180d | 22,885 | +67.7% | +8.0% | 22,885 | +49.5% | -0.1% | +1.3% | -7.6% | +1.1% |
| Distribution | 180d | 19,059 | +69.5% | +7.9% | 19,059 | +48.2% | -0.5% | +1.3% | -7.1% | +1.1% |
| Depressed | 180d | 36,712 | +66.3% | +7.2% | 36,712 | +47.7% | -0.7% | +0.5% | -7.9% | +0.2% |
| Breakdown | 180d | 17,227 | +65.5% | +7.8% | 17,227 | +46.7% | -0.9% | +2.0% | -11.4% | +1.4% |
| Recovery | 180d | 9,525 | +66.1% | +8.5% | 9,525 | +47.1% | -1.1% | +2.1% | -10.1% | +1.4% |
Cooldownイベント検証 60営業日
| Lifecycle | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | Winsorized Avg Excess |
|---|---|---|---|---|---|---|---|---|---|---|
| Expansion | 180d | 156 | +72.4% | +10.2% | 156 | +50.6% | +0.4% | +2.9% | -7.9% | +1.8% |
| Momentum | 180d | 953 | +66.1% | +7.7% | 953 | +49.3% | -0.2% | +1.9% | -8.1% | +1.5% |
| Overheated | 180d | 294 | +69.4% | +9.4% | 294 | +49.3% | -0.2% | +3.3% | -8.9% | +2.9% |
| Recovery | 180d | 568 | +65.8% | +8.8% | 568 | +48.2% | -0.4% | +1.3% | -9.6% | +0.9% |
| Distribution | 180d | 922 | +68.8% | +7.9% | 922 | +47.9% | -0.5% | +1.5% | -6.9% | +1.4% |
| Depressed | 180d | 1,396 | +66.7% | +7.3% | 1,396 | +47.2% | -0.9% | +1.0% | -8.5% | +0.6% |
| Breakdown | 180d | 748 | +65.2% | +6.9% | 748 | +46.3% | -1.0% | +1.4% | -10.6% | +0.8% |
主要Transition検証
| Transition | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | Winsorized Avg Excess |
|---|---|---|---|---|---|---|---|---|---|---|
| Expansion -> Breakdown | 180d | 1 | +100.0% | +37.4% | 1 | +100.0% | +20.1% | +20.1% | -3.4% | +20.1% |
| Expansion -> Momentum | 180d | 123 | +72.4% | +13.8% | 123 | +52.8% | +2.9% | +4.7% | -7.5% | +4.2% |
| Recovery -> Expansion | 180d | 91 | +76.9% | +12.9% | 91 | +51.6% | +0.3% | +2.4% | -5.1% | +0.7% |
| Momentum -> Distribution | 180d | 1,648 | +69.7% | +9.0% | 1,648 | +49.3% | -0.1% | +1.5% | -7.3% | +1.3% |
| Breakdown -> Recovery | 180d | 601 | +64.4% | +6.5% | 601 | +47.8% | -0.4% | +2.1% | -13.1% | +1.3% |
| Distribution -> Breakdown | 180d | 252 | +61.1% | +2.7% | 252 | +40.1% | -2.4% | -0.5% | -8.6% | -1.0% |
ETF proxy / basket proxy比較
| Lifecycle | Proxy / Filter | Cooldown | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | Winsorized Avg Excess |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Overheated | basket | 180d | 1,259 | +78.2% | +22.8% | 1,259 | +67.0% | +12.8% | +15.7% | -6.6% | +15.6% | |
| Distribution | basket | 180d | 3,298 | +71.9% | +15.0% | 3,298 | +62.7% | +5.7% | +9.8% | -7.8% | +9.6% | |
| Momentum | basket | 180d | 4,171 | +71.6% | +13.9% | 4,171 | +59.6% | +4.7% | +9.5% | -9.2% | +9.4% | |
| Depressed | basket | 180d | 4,790 | +69.5% | +13.7% | 4,790 | +59.4% | +4.0% | +7.0% | -8.8% | +6.7% | |
| Breakdown | basket | 180d | 2,864 | +63.2% | +9.3% | 2,864 | +56.1% | +2.9% | +8.2% | -13.6% | +8.0% | |
| Recovery | basket | 180d | 1,657 | +69.5% | +11.2% | 1,657 | +54.5% | +2.0% | +7.4% | -12.7% | +7.3% | |
| Expansion | etf | 180d | 776 | +81.1% | +13.1% | 776 | +54.0% | +1.1% | +1.7% | -6.1% | +0.8% | |
| Expansion | basket | 180d | 117 | +62.4% | +9.6% | 117 | +49.6% | -0.3% | +2.4% | -11.3% | +2.3% | |
| Momentum | etf | 180d | 18,714 | +66.8% | +7.2% | 18,714 | +47.2% | -0.8% | -0.5% | -7.2% | -0.8% | |
| Distribution | etf | 180d | 15,761 | +69.0% | +7.0% | 15,761 | +45.2% | -1.1% | -0.5% | -6.9% | -0.6% | |
| Depressed | etf | 180d | 31,922 | +65.9% | +6.6% | 31,922 | +45.9% | -1.1% | -0.5% | -7.8% | -0.8% | |
| Breakdown | etf | 180d | 14,363 | +66.0% | +7.7% | 14,363 | +44.8% | -1.3% | +0.8% | -10.7% | +0.2% | |
| Recovery | etf | 180d | 7,868 | +65.3% | +8.1% | 7,868 | +45.6% | -1.5% | +0.9% | -9.6% | +0.2% | |
| Overheated | etf | 180d | 1,852 | +70.4% | +9.4% | 1,852 | +43.3% | -2.9% | +0.1% | -8.6% | -0.2% |
Asset Mix BIL 5日確認版フィルター比較
| Lifecycle | Proxy / Filter | Cooldown | Horizon | N | Win | Median | Excess N | Excess Win | Median Excess | Avg Excess | Forward DD Median | Winsorized Avg Excess |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Overheated | risk_on_or_mild_bull | 180d | 2,810 | +75.6% | +14.3% | 2,810 | +53.7% | +1.5% | +6.9% | -7.4% | +6.7% | |
| Overheated | neutral_or_better | 180d | 2,903 | +75.2% | +13.9% | 2,903 | +53.2% | +1.4% | +6.6% | -7.6% | +6.4% | |
| Expansion | risk_on_or_mild_bull | 180d | 868 | +78.8% | +13.1% | 868 | +54.1% | +1.3% | +1.9% | -6.5% | +1.3% | |
| Expansion | neutral_or_better | 180d | 882 | +78.7% | +12.9% | 882 | +53.5% | +1.1% | +1.8% | -6.6% | +1.2% | |
| Expansion | buy_candidates_asset_mix_enabled | 180d | 882 | +78.7% | +12.9% | 882 | +53.5% | +1.1% | +1.8% | -6.6% | +1.2% | |
| Expansion | all | 180d | 893 | +78.6% | +12.9% | 893 | +53.4% | +1.1% | +1.8% | -6.6% | +1.2% | |
| Overheated | all | 180d | 3,111 | +73.6% | +12.9% | 3,111 | +52.9% | +1.1% | +6.4% | -7.8% | +6.2% | |
| Momentum | neutral_or_better | 180d | 19,794 | +69.5% | +8.7% | 19,794 | +50.6% | +0.2% | +1.7% | -7.2% | +1.5% | |
| Momentum | risk_on_or_mild_bull | 180d | 19,327 | +69.4% | +8.6% | 19,327 | +50.5% | +0.2% | +1.6% | -7.0% | +1.4% | |
| Momentum | all | 180d | 22,885 | +67.7% | +8.0% | 22,885 | +49.5% | -0.1% | +1.3% | -7.6% | +1.1% | |
| Distribution | risk_on_or_mild_bull | 180d | 17,017 | +70.5% | +8.4% | 17,017 | +48.8% | -0.3% | +1.4% | -6.5% | +1.3% | |
| Distribution | neutral_or_better | 180d | 17,462 | +70.1% | +8.2% | 17,462 | +48.5% | -0.4% | +1.4% | -6.7% | +1.2% | |
| Distribution | all | 180d | 19,059 | +69.5% | +7.9% | 19,059 | +48.2% | -0.5% | +1.3% | -7.1% | +1.1% | |
| Depressed | neutral_or_better | 180d | 27,725 | +66.8% | +7.0% | 27,725 | +48.4% | -0.5% | +0.8% | -7.6% | +0.5% | |
| Depressed | risk_on_or_mild_bull | 180d | 26,879 | +66.4% | +6.8% | 26,879 | +48.4% | -0.5% | +0.8% | -7.6% | +0.5% | |
| Depressed | all | 180d | 36,712 | +66.3% | +7.2% | 36,712 | +47.7% | -0.7% | +0.5% | -7.9% | +0.2% | |
| Recovery | neutral_or_better | 180d | 6,098 | +68.8% | +9.5% | 6,098 | +48.0% | -0.8% | +2.6% | -8.3% | +2.0% | |
| Recovery | buy_candidates_asset_mix_enabled | 180d | 6,098 | +68.8% | +9.5% | 6,098 | +48.0% | -0.8% | +2.6% | -8.3% | +2.0% | |
| Breakdown | all | 180d | 17,227 | +65.5% | +7.8% | 17,227 | +46.7% | -0.9% | +2.0% | -11.4% | +1.4% | |
| Recovery | all | 180d | 9,525 | +66.1% | +8.5% | 9,525 | +47.1% | -1.1% | +2.1% | -10.1% | +1.4% | |
| Recovery | risk_on_or_mild_bull | 180d | 5,559 | +67.1% | +8.6% | 5,559 | +46.9% | -1.2% | +2.4% | -8.4% | +1.7% | |
| Breakdown | risk_on_or_mild_bull | 180d | 7,414 | +60.6% | +4.6% | 7,414 | +40.5% | -3.2% | +0.3% | -11.1% | -0.6% | |
| Breakdown | neutral_or_better | 180d | 7,749 | +60.4% | +4.7% | 7,749 | +39.7% | -3.5% | +0.2% | -11.2% | -0.6% |
注意点
- 価格系データのみを使用
- News/GDELT/theme_score変化は未使用
- 現在のTheme Catalogを過去に適用
- 生存バイアスあり
- proxy履歴品質がテーマごとに異なる
- ランキング未接続
- Theme Allocation未接続
- Stock Allocation未接続
- Snow Melt未接続