MACDラインがシグナルラインを上抜けたらエントリー、下抜けたらエグジット
| OOS推移 | 銘柄 | 足 | 安定性スコア | 平均OOS Sharpe | ばらつき(σ) | トレンド | 週次履歴 | 評価週数 |
|---|---|---|---|---|---|---|---|---|
| ^HSI | 1d / 5y | 1.727 | 1.727 | 0.001 | → 横ばい | 1.73 → 1.73 | 2週 | |
| 9984.T | 1d / 5y | 1.324 | 1.324 | 0.001 | → 横ばい | 1.32 → 1.32 | 2週 | |
| GLD | 1d / 5y | 1.259 | 1.259 | 0.000 | → 横ばい | 1.26 → 1.26 | 2週 | |
| 8306.T | 1d / 5y | 1.257 | 1.257 | 0.001 | → 横ばい | 1.26 → 1.26 | 2週 | |
| GOOGL | 1d / 5y | 1.213 | 1.213 | 0.000 | → 横ばい | 1.21 → 1.21 | 2週 | |
| AMZN | 1d / 5y | 1.209 | 1.209 | 0.000 | → 横ばい | 1.21 → 1.21 | 2週 | |
| ^N225 | 1d / 5y | 1.004 | 1.004 | 0.001 | → 横ばい | 1.00 → 1.00 | 2週 | |
| SPY | 1d / 5y | 0.845 | 0.845 | 0.000 | → 横ばい | 0.84 → 0.84 | 2週 | |
| ^GSPC | 1d / 5y | 0.825 | 0.825 | 0.000 | → 横ばい | 0.83 → 0.83 | 2週 | |
| MSFT | 1d / 5y | 0.731 | 0.731 | 0.000 | → 横ばい | 0.73 → 0.73 | 2週 | |
| BTC-USD | 1d / 5y | 0.689 | 0.693 | 0.008 | → 横ばい | 0.68 → 0.70 | 2週 | |
| AAPL | 1d / 5y | 0.658 | 0.658 | 0.000 | → 横ばい | 0.66 → 0.66 | 2週 | |
| QQQ | 1d / 5y | 0.589 | 0.589 | 0.000 | → 横ばい | 0.59 → 0.59 | 2週 | |
| XLK | 1d / 5y | 0.526 | 0.526 | 0.000 | → 横ばい | 0.53 → 0.53 | 2週 | |
| 7203.T | 1d / 5y | 0.519 | 0.519 | 0.000 | → 横ばい | 0.52 → 0.52 | 2週 | |
| 6861.T | 1d / 5y | 0.486 | 0.486 | 0.000 | → 横ばい | 0.49 → 0.49 | 2週 | |
| NVDA | 1d / 5y | 0.448 | 0.448 | 0.000 | → 横ばい | 0.45 → 0.45 | 2週 | |
| ^IXIC | 1d / 5y | 0.386 | 0.386 | 0.000 | → 横ばい | 0.39 → 0.39 | 2週 | |
| ETH-USD | 1d / 5y | 0.357 | 0.357 | 0.000 | → 横ばい | 0.36 → 0.36 | 2週 | |
| 6758.T | 1d / 5y | 0.169 | 0.169 | 0.000 | → 横ばい | 0.17 → 0.17 | 2週 | |
| TLT | 1d / 5y | -0.527 | -0.527 | 0.000 | → 横ばい | -0.53 → -0.53 | 2週 |
安定性スコア = 平均OOS Sharpe − 0.5×σ（高いほど安定して勝てる）。 緑点線=Sharpe 1.0、灰点線=0.0の参照ライン。
過去データ分析。将来のパフォーマンスを保証しません。
| # | 資産推移 | パラメータ | 銘柄 | 足 / 期間 | 手数料 | Sharpe | リターン | 最大DD | 勝率 | 取引数 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| #19 | WF検証 fast_window=12 / slow_window=34 / signal_window=12 | ^HSI | 1d / 5y | 0.10% | IS -0.654 OOS 1.726 |
IS -26.6% OOS +54.0% |
IS --35.1% OOS --13.1% |
IS 33% OOS 83% |
IS 21 OOS 12 |
設定を見る | |
| #13 | WF検証 fast_window=12 / slow_window=30 / signal_window=9 | ^HSI | 1d / 5y | 0.10% | IS -0.587 OOS 1.506 |
IS -24.0% OOS +45.7% |
IS --29.0% OOS --13.1% |
IS 29% OOS 64% |
IS 24 OOS 14 |
設定を見る | |
| #7 | WF検証 fast_window=16 / slow_window=21 / signal_window=7 | EWH | 1d / 5y | 0.10% | IS -0.532 OOS 1.372 |
IS -17.5% OOS +38.6% |
IS --32.9% OOS --18.8% |
IS 34% OOS 65% |
IS 41 OOS 26 |
設定を見る | |
| #3 | WF検証 fast_window=16 / slow_window=34 / signal_window=9 | ^HSI | 1d / 5y | 0.10% | IS -0.095 OOS 1.367 |
IS -7.7% OOS +39.3% |
IS --30.2% OOS --13.1% |
IS 37% OOS 69% |
IS 19 OOS 13 |
設定を見る | |
| #18 | WF検証 fast_window=16 / slow_window=21 / signal_window=7 | 9984.T | 1d / 5y | 0.10% | IS 0.011 OOS 1.325 |
IS -9.2% OOS +117.2% |
IS --41.6% OOS --47.2% |
IS 49% OOS 57% |
IS 47 OOS 23 |
設定を見る | |
| #4 | WF検証 fast_window=16 / slow_window=34 / signal_window=7 | ^HSI | 1d / 5y | 0.10% | IS -0.165 OOS 1.310 |
IS -10.2% OOS +37.6% |
IS --27.9% OOS --13.1% |
IS 42% OOS 69% |
IS 19 OOS 16 |
設定を見る | |
| #10 | WF検証 fast_window=8 / slow_window=21 / signal_window=7 | 9984.T | 1d / 5y | 0.10% | IS 0.170 OOS 1.296 |
IS +0.7% OOS +106.1% |
IS --27.2% OOS --29.4% |
IS 45% OOS 45% |
IS 31 OOS 22 |
設定を見る | |
| #7 | WF検証 fast_window=10 / slow_window=21 / signal_window=7 | GLD | 1d / 5y | 0.10% | IS 0.632 OOS 1.259 |
IS +15.7% OOS +36.7% |
IS --13.3% OOS --14.3% |
IS 48% OOS 68% |
IS 27 OOS 19 |
設定を見る | |
| #14 | WF検証 fast_window=10 / slow_window=34 / signal_window=7 | 8306.T | 1d / 5y | 0.10% | IS 1.004 OOS 1.258 |
IS +44.6% OOS +46.3% |
IS --16.0% OOS --14.0% |
IS 44% OOS 53% |
IS 27 OOS 19 |
設定を見る | |
| #9 | WF検証 fast_window=10 / slow_window=21 / signal_window=7 | UGL | 1d / 5y | 0.10% | IS 0.521 OOS 1.236 |
IS +22.7% OOS +75.1% |
IS --25.7% OOS --26.8% |
IS 46% OOS 74% |
IS 28 OOS 19 |
設定を見る |
WF検証 = ウォークフォワード：学習期間で最適化し、未学習の検証期間で評価した成績。 ⚠ OOS取引数10件未満は統計的信頼性が低い可能性があります。