Market Feature Research

Market Radar v2候補指標の定量調査

更新: 2026-06-13 10:37 JST

Feature Tests

220

Max Samples

1245

Candidate Features

Market Radar v1の判定ロジックは変更していません。各特徴量とSPY/QQQの将来5日・20日リターンの関係だけを調査しています。

Top Predictive Features

Rank	Ticker	Group	Feature	Target	Horizon	Correlation	Abs Corr	Signal Direction	Win Rate	Avg Return	Samples
1	VIXY	Risk	VIX Futures ETF 60D Return	SPY	20d	0.263	0.263	higher_is_better	70.41%	+1.79%	1176
2	UUP	Dollar	US Dollar ETF 200D MA Deviation	QQQ	20d	-0.245	0.245	lower_is_better	77.07%	+2.86%	1037
3	^VIX	Risk	VIX Index 60D Return	SPY	20d	0.244	0.244	higher_is_better	68.03%	+1.71%	1176
4	^TNX	Bonds	US 10Y Yield 200D MA Deviation	QQQ	20d	-0.240	0.240	lower_is_better	71.68%	+2.02%	1037
5	VIXY	Risk	VIX Futures ETF 50D MA Deviation	SPY	20d	0.238	0.238	higher_is_better	64.48%	+1.44%	1187
6	VIXY	Risk	VIX Futures ETF 60D Return	QQQ	20d	0.237	0.237	higher_is_better	68.20%	+2.08%	1176
7	^TNX	Bonds	US 10Y Yield 200D MA Deviation	SPY	20d	-0.216	0.216	lower_is_better	74.37%	+1.56%	1037
8	^TNX	Bonds	US 10Y Yield 60D Return	QQQ	20d	-0.204	0.204	lower_is_better	71.77%	+2.03%	1176
9	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	SPY	20d	-0.198	0.198	lower_is_better	62.46%	+1.45%	1187
10	^VIX	Risk	VIX Index 60D Return	QQQ	20d	0.196	0.196	higher_is_better	64.12%	+1.87%	1176

Correlation Table

Rank	Ticker	Group	Feature	Target	Horizon	Correlation	Abs Corr	Signal Direction	Win Rate	Avg Return	Samples
1	VIXY	Risk	VIX Futures ETF 60D Return	SPY	20d	0.263	0.263	higher_is_better	70.41%	+1.79%	1176
2	UUP	Dollar	US Dollar ETF 200D MA Deviation	QQQ	20d	-0.245	0.245	lower_is_better	77.07%	+2.86%	1037
3	^VIX	Risk	VIX Index 60D Return	SPY	20d	0.244	0.244	higher_is_better	68.03%	+1.71%	1176
4	^TNX	Bonds	US 10Y Yield 200D MA Deviation	QQQ	20d	-0.240	0.240	lower_is_better	71.68%	+2.02%	1037
5	VIXY	Risk	VIX Futures ETF 50D MA Deviation	SPY	20d	0.238	0.238	higher_is_better	64.48%	+1.44%	1187
6	VIXY	Risk	VIX Futures ETF 60D Return	QQQ	20d	0.237	0.237	higher_is_better	68.20%	+2.08%	1176
7	^TNX	Bonds	US 10Y Yield 200D MA Deviation	SPY	20d	-0.216	0.216	lower_is_better	74.37%	+1.56%	1037
8	^TNX	Bonds	US 10Y Yield 60D Return	QQQ	20d	-0.204	0.204	lower_is_better	71.77%	+2.03%	1176
9	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	SPY	20d	-0.198	0.198	lower_is_better	62.46%	+1.45%	1187
10	^VIX	Risk	VIX Index 60D Return	QQQ	20d	0.196	0.196	higher_is_better	64.12%	+1.87%	1176
11	UUP	Dollar	US Dollar ETF 60D Return	QQQ	20d	-0.192	0.192	lower_is_better	69.90%	+2.09%	1176
12	^VIX	Risk	VIX Index 200D MA Deviation	SPY	20d	0.187	0.187	higher_is_better	65.51%	+1.39%	1037
13	VIXY	Risk	VIX Futures ETF 50D MA Deviation	QQQ	20d	0.186	0.186	higher_is_better	62.79%	+1.60%	1187
14	^TNX	Bonds	US 10Y Yield 60D Return	SPY	20d	-0.185	0.185	lower_is_better	73.98%	+1.55%	1176
15	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	QQQ	20d	-0.182	0.182	lower_is_better	61.78%	+1.88%	1187
16	VIXY	Risk	VIX Futures ETF 20D Return	SPY	20d	0.180	0.180	higher_is_better	63.98%	+1.30%	1216
17	^TNX	Bonds	US 10Y Yield 200D MA Deviation	QQQ	5d	-0.174	0.174	lower_is_better	63.15%	+0.56%	1042
18	^VIX	Risk	VIX Index 50D MA Deviation	SPY	20d	0.169	0.169	higher_is_better	63.30%	+1.28%	1187
19	VIXY	Risk	VIX Futures ETF 200D MA Deviation	SPY	20d	0.168	0.168	higher_is_better	66.28%	+1.21%	1037
20	SPY	Market	S&P 500 50D MA Deviation	SPY	20d	-0.167	0.167	lower_is_better	63.13%	+1.41%	1187
21	UUP	Dollar	US Dollar ETF 200D MA Deviation	SPY	20d	-0.167	0.167	lower_is_better	75.14%	+1.81%	1037
22	SPY	Market	S&P 500 60D Return	QQQ	20d	-0.163	0.163	lower_is_better	63.27%	+1.92%	1176
23	VIXY	Risk	VIX Futures ETF 60D Return	SPY	5d	0.161	0.161	higher_is_better	60.67%	+0.49%	1190
24	^TNX	Bonds	US 10Y Yield 50D MA Deviation	QQQ	20d	-0.161	0.161	lower_is_better	64.98%	+1.42%	1187
25	^TNX	Bonds	US 10Y Yield 5D Return	SPY	20d	-0.160	0.160	lower_is_better	68.18%	+1.54%	1231
26	DIA	Market	Dow Jones Industrial Average 60D Return	SPY	20d	-0.159	0.159	lower_is_better	67.35%	+1.79%	1176
27	^TNX	Bonds	US 10Y Yield 20D Return	QQQ	5d	-0.159	0.159	lower_is_better	62.93%	+0.58%	1230
28	^TNX	Bonds	US 10Y Yield 20D Return	SPY	5d	-0.157	0.157	lower_is_better	65.04%	+0.46%	1230
29	SPY	Market	S&P 500 50D MA Deviation	QQQ	20d	-0.156	0.156	lower_is_better	62.29%	+1.83%	1187
30	^TNX	Bonds	US 10Y Yield 5D Return	QQQ	20d	-0.156	0.156	lower_is_better	68.67%	+1.99%	1231
31	^TNX	Bonds	US 10Y Yield 200D MA Deviation	SPY	5d	-0.154	0.154	lower_is_better	64.11%	+0.42%	1042
32	DIA	Market	Dow Jones Industrial Average 60D Return	QQQ	20d	-0.153	0.153	lower_is_better	67.18%	+2.37%	1176
33	SPY	Market	S&P 500 60D Return	SPY	20d	-0.153	0.153	lower_is_better	63.44%	+1.43%	1176
34	^VIX	Risk	VIX Index 200D MA Deviation	QQQ	20d	0.144	0.144	higher_is_better	64.35%	+1.70%	1037
35	UUP	Dollar	US Dollar ETF 60D Return	SPY	20d	-0.143	0.143	lower_is_better	69.39%	+1.46%	1176
36	VIXY	Risk	VIX Futures ETF 60D Return	QQQ	5d	0.143	0.143	higher_is_better	59.16%	+0.54%	1190
37	^VIX	Risk	VIX Index 60D Return	SPY	5d	0.142	0.142	higher_is_better	58.15%	+0.36%	1190
38	VIXY	Risk	VIX Futures ETF 200D MA Deviation	QQQ	20d	0.141	0.141	higher_is_better	66.09%	+1.43%	1037
39	^TNX	Bonds	US 10Y Yield 50D MA Deviation	QQQ	5d	-0.139	0.139	lower_is_better	62.42%	+0.56%	1192
40	DIA	Market	Dow Jones Industrial Average 60D Return	SPY	5d	-0.136	0.136	lower_is_better	61.85%	+0.48%	1190
41	DIA	Market	Dow Jones Industrial Average 60D Return	QQQ	5d	-0.135	0.135	lower_is_better	61.34%	+0.66%	1190
42	VIXY	Risk	VIX Futures ETF 50D MA Deviation	SPY	5d	0.135	0.135	higher_is_better	59.06%	+0.38%	1192
43	^TNX	Bonds	US 10Y Yield 50D MA Deviation	SPY	20d	-0.135	0.135	lower_is_better	66.67%	+1.16%	1187
44	^TNX	Bonds	US 10Y Yield 20D Return	SPY	20d	-0.130	0.130	lower_is_better	63.65%	+0.92%	1216
45	UUP	Dollar	US Dollar ETF 200D MA Deviation	QQQ	5d	-0.130	0.130	lower_is_better	62.57%	+0.67%	1042
46	^TNX	Bonds	US 10Y Yield 50D MA Deviation	SPY	5d	-0.130	0.130	lower_is_better	63.59%	+0.43%	1192
47	^TNX	Bonds	US 10Y Yield 20D Return	QQQ	20d	-0.127	0.127	lower_is_better	61.02%	+1.10%	1216
48	SPY	Market	S&P 500 60D Return	QQQ	5d	-0.125	0.125	lower_is_better	60.17%	+0.48%	1190
49	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	QQQ	20d	0.124	0.124	higher_is_better	70.71%	+2.09%	1037
50	SPY	Market	S&P 500 60D Return	SPY	5d	-0.122	0.122	lower_is_better	60.50%	+0.38%	1190
51	VIXY	Risk	VIX Futures ETF 20D Return	QQQ	20d	0.121	0.121	higher_is_better	61.84%	+1.35%	1216
52	^VIX	Risk	VIX Index 200D MA Deviation	SPY	5d	0.120	0.120	higher_is_better	58.75%	+0.29%	1051
53	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	SPY	20d	-0.117	0.117	lower_is_better	67.63%	+1.63%	1037
54	TLT	Bonds	Long-Term Treasury ETF 5D Return	QQQ	5d	0.116	0.116	higher_is_better	63.50%	+0.60%	1244
55	DIA	Market	Dow Jones Industrial Average 20D Return	SPY	20d	-0.112	0.112	lower_is_better	63.32%	+1.43%	1216
56	^VIX	Risk	VIX Index 60D Return	QQQ	5d	0.112	0.112	higher_is_better	55.29%	+0.37%	1190
57	^VIX	Risk	VIX Index 20D Return	SPY	20d	0.112	0.112	higher_is_better	65.95%	+1.45%	1216
58	IWM	Market	Russell 2000 50D MA Deviation	SPY	20d	-0.111	0.111	lower_is_better	61.95%	+1.27%	1187
59	VIXY	Risk	VIX Futures ETF 50D MA Deviation	QQQ	5d	0.110	0.110	higher_is_better	57.05%	+0.40%	1192
60	QQQ	Market	Nasdaq 100 60D Return	QQQ	20d	-0.109	0.109	lower_is_better	61.56%	+1.85%	1176
61	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	SPY	5d	-0.109	0.109	lower_is_better	60.07%	+0.41%	1192
62	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	QQQ	5d	0.109	0.109	higher_is_better	62.00%	+0.57%	1042
63	^TNX	Bonds	US 10Y Yield 5D Return	SPY	5d	-0.108	0.108	lower_is_better	65.92%	+0.50%	1244
64	^VIX	Risk	VIX Index 50D MA Deviation	QQQ	20d	0.108	0.108	higher_is_better	62.12%	+1.31%	1187
65	TLT	Bonds	Long-Term Treasury ETF 5D Return	SPY	5d	0.108	0.108	higher_is_better	65.59%	+0.46%	1244
66	TLT	Bonds	Long-Term Treasury ETF 60D Return	QQQ	20d	0.107	0.107	higher_is_better	69.90%	+1.98%	1176
67	^VIX	Risk	VIX Index 50D MA Deviation	SPY	5d	0.107	0.107	higher_is_better	57.24%	+0.27%	1201
68	IWM	Market	Russell 2000 60D Return	SPY	20d	-0.105	0.105	lower_is_better	62.76%	+1.40%	1176
69	IWM	Market	Russell 2000 60D Return	QQQ	20d	-0.103	0.103	lower_is_better	61.73%	+1.56%	1176
70	VIXY	Risk	VIX Futures ETF 200D MA Deviation	SPY	5d	0.103	0.103	higher_is_better	58.73%	+0.30%	1042
71	UUP	Dollar	US Dollar ETF 200D MA Deviation	SPY	5d	-0.102	0.102	lower_is_better	65.45%	+0.45%	1042
72	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	QQQ	5d	-0.102	0.102	lower_is_better	58.72%	+0.56%	1192
73	^TNX	Bonds	US 10Y Yield 60D Return	QQQ	5d	-0.101	0.101	lower_is_better	62.52%	+0.58%	1190
74	^TNX	Bonds	US 10Y Yield 5D Return	QQQ	5d	-0.101	0.101	lower_is_better	63.67%	+0.61%	1244
75	^VIX	Risk	VIX Index 200D MA Deviation	QQQ	5d	0.101	0.101	higher_is_better	57.41%	+0.35%	1051
76	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	SPY	20d	0.100	0.100	higher_is_better	73.41%	+1.55%	1037
77	TLT	Bonds	Long-Term Treasury ETF 60D Return	SPY	20d	0.098	0.098	higher_is_better	72.11%	+1.54%	1176
78	TLT	Bonds	Long-Term Treasury ETF 5D Return	QQQ	20d	0.097	0.097	higher_is_better	66.40%	+1.69%	1231
79	DIA	Market	Dow Jones Industrial Average 5D Return	QQQ	5d	-0.097	0.097	lower_is_better	60.77%	+0.51%	1244
80	QQQ	Market	Nasdaq 100 60D Return	SPY	20d	-0.097	0.097	lower_is_better	62.07%	+1.36%	1176
81	TLT	Bonds	Long-Term Treasury ETF 5D Return	SPY	20d	0.096	0.096	higher_is_better	66.23%	+1.31%	1231
82	SPY	Market	S&P 500 20D Return	SPY	20d	-0.095	0.095	lower_is_better	64.31%	+1.46%	1216
83	VIXY	Risk	VIX Futures ETF 20D Return	SPY	5d	0.095	0.095	higher_is_better	55.77%	+0.22%	1230
84	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	QQQ	20d	-0.094	0.094	lower_is_better	68.59%	+2.34%	1037
85	^TNX	Bonds	US 10Y Yield 60D Return	SPY	5d	-0.094	0.094	lower_is_better	64.20%	+0.45%	1190
86	IWM	Market	Russell 2000 60D Return	SPY	5d	-0.094	0.094	lower_is_better	60.00%	+0.40%	1190
87	SPY	Market	S&P 500 50D MA Deviation	SPY	5d	-0.093	0.093	lower_is_better	58.72%	+0.35%	1192
88	DIA	Market	Dow Jones Industrial Average 20D Return	QQQ	20d	-0.093	0.093	lower_is_better	61.18%	+1.83%	1216
89	IWM	Market	Russell 2000 60D Return	QQQ	5d	-0.091	0.091	lower_is_better	57.98%	+0.45%	1190
90	XLK	Technology	Technology 60D Return	QQQ	20d	-0.090	0.090	lower_is_better	60.37%	+1.60%	1176
91	VIXY	Risk	VIX Futures ETF 200D MA Deviation	QQQ	5d	0.089	0.089	higher_is_better	57.77%	+0.35%	1042
92	UUP	Dollar	US Dollar ETF 60D Return	QQQ	5d	-0.089	0.089	lower_is_better	58.82%	+0.39%	1190
93	IWM	Market	Russell 2000 200D MA Deviation	SPY	20d	-0.089	0.089	lower_is_better	65.32%	+1.43%	1037
94	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	SPY	5d	0.088	0.088	higher_is_better	64.11%	+0.42%	1042
95	TLT	Bonds	Long-Term Treasury ETF 20D Return	QQQ	5d	0.088	0.088	higher_is_better	60.33%	+0.43%	1230
96	DIA	Market	Dow Jones Industrial Average 5D Return	SPY	5d	-0.087	0.087	lower_is_better	61.09%	+0.38%	1244
97	TLT	Bonds	Long-Term Treasury ETF 20D Return	SPY	5d	0.086	0.086	higher_is_better	62.93%	+0.34%	1230
98	SPY	Market	S&P 500 50D MA Deviation	QQQ	5d	-0.085	0.085	lower_is_better	58.22%	+0.44%	1192
99	SPY	Market	S&P 500 200D MA Deviation	QQQ	20d	-0.084	0.084	lower_is_better	63.78%	+2.05%	1037
100	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	QQQ	5d	0.084	0.084	higher_is_better	60.07%	+0.43%	1192
101	IWM	Market	Russell 2000 5D Return	QQQ	5d	-0.083	0.083	lower_is_better	60.93%	+0.49%	1244
102	QQQ	Market	Nasdaq 100 60D Return	QQQ	5d	-0.082	0.082	lower_is_better	58.99%	+0.46%	1190
103	SPY	Market	S&P 500 20D Return	QQQ	20d	-0.081	0.081	lower_is_better	61.84%	+1.87%	1216
104	SPY	Market	S&P 500 5D Return	QQQ	5d	-0.080	0.080	lower_is_better	59.32%	+0.50%	1244
105	VIXY	Risk	VIX Futures ETF 5D Return	SPY	20d	0.079	0.079	higher_is_better	63.47%	+1.07%	1231
106	^VIX	Risk	VIX Index 50D MA Deviation	QQQ	5d	0.079	0.079	higher_is_better	55.24%	+0.27%	1201
107	SPY	Market	S&P 500 200D MA Deviation	SPY	20d	-0.078	0.078	lower_is_better	61.66%	+1.26%	1037
108	QQQ	Market	Nasdaq 100 60D Return	SPY	5d	-0.078	0.078	lower_is_better	59.16%	+0.36%	1190
109	SOXX	Technology	Semiconductors 50D MA Deviation	SPY	20d	-0.078	0.078	lower_is_better	63.97%	+1.31%	1187
110	TLT	Bonds	Long-Term Treasury ETF 60D Return	QQQ	5d	0.077	0.077	higher_is_better	60.34%	+0.46%	1190
111	UUP	Dollar	US Dollar ETF 60D Return	SPY	5d	-0.076	0.076	lower_is_better	61.85%	+0.30%	1190
112	XLK	Technology	Technology 60D Return	QQQ	5d	-0.076	0.076	lower_is_better	57.82%	+0.40%	1190
113	IWM	Market	Russell 2000 50D MA Deviation	QQQ	20d	-0.076	0.076	lower_is_better	60.61%	+1.46%	1187
114	QQQ	Market	Nasdaq 100 50D MA Deviation	SPY	20d	-0.075	0.075	lower_is_better	60.61%	+1.17%	1187
115	XLK	Technology	Technology 60D Return	SPY	20d	-0.075	0.075	lower_is_better	60.71%	+1.20%	1176
116	TLT	Bonds	Long-Term Treasury ETF 60D Return	SPY	5d	0.074	0.074	higher_is_better	62.69%	+0.38%	1190
117	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	SPY	5d	0.073	0.073	higher_is_better	62.75%	+0.34%	1192
118	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	SPY	5d	-0.073	0.073	lower_is_better	61.42%	+0.44%	1042
119	SOXX	Technology	Semiconductors 50D MA Deviation	QQQ	20d	-0.073	0.073	lower_is_better	64.65%	+1.85%	1187
120	SPY	Market	S&P 500 5D Return	SPY	5d	-0.073	0.073	lower_is_better	60.29%	+0.37%	1244
121	IWM	Market	Russell 2000 5D Return	SPY	5d	-0.072	0.072	lower_is_better	61.09%	+0.35%	1244
122	IWM	Market	Russell 2000 50D MA Deviation	SPY	5d	-0.072	0.072	lower_is_better	57.55%	+0.27%	1192
123	VIXY	Risk	VIX Futures ETF 20D Return	QQQ	5d	0.071	0.071	higher_is_better	53.50%	+0.20%	1230
124	IWM	Market	Russell 2000 200D MA Deviation	QQQ	20d	-0.070	0.070	lower_is_better	66.09%	+1.88%	1037
125	XLK	Technology	Technology 60D Return	SPY	5d	-0.070	0.070	lower_is_better	58.49%	+0.34%	1190
126	QQQ	Market	Nasdaq 100 50D MA Deviation	QQQ	20d	-0.068	0.068	lower_is_better	58.75%	+1.46%	1187
127	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	QQQ	5d	-0.065	0.065	lower_is_better	61.61%	+0.62%	1042
128	SOXX	Technology	Semiconductors 60D Return	QQQ	20d	-0.064	0.064	lower_is_better	61.90%	+1.28%	1176
129	UUP	Dollar	US Dollar ETF 50D MA Deviation	QQQ	20d	-0.064	0.064	lower_is_better	63.30%	+1.50%	1187
130	^VIX	Risk	VIX Index 20D Return	SPY	5d	0.063	0.063	higher_is_better	57.89%	+0.28%	1230
131	SOXX	Technology	Semiconductors 60D Return	SPY	20d	-0.063	0.063	lower_is_better	61.56%	+0.98%	1176
132	^VIX	Risk	VIX Index 5D Return	QQQ	5d	0.062	0.062	higher_is_better	58.75%	+0.31%	1245
133	SOXX	Technology	Semiconductors 60D Return	QQQ	5d	-0.062	0.062	lower_is_better	58.99%	+0.40%	1190
134	SOXX	Technology	Semiconductors 60D Return	SPY	5d	-0.061	0.061	lower_is_better	58.99%	+0.31%	1190
135	^VIX	Risk	VIX Index 5D Return	SPY	5d	0.061	0.061	higher_is_better	60.35%	+0.23%	1245
136	VIXY	Risk	VIX Futures ETF 5D Return	QQQ	5d	0.058	0.058	higher_is_better	56.91%	+0.33%	1244
137	VIXY	Risk	VIX Futures ETF 5D Return	SPY	5d	0.057	0.057	higher_is_better	58.20%	+0.26%	1244
138	XLK	Technology	Technology 50D MA Deviation	SPY	20d	-0.055	0.055	lower_is_better	60.10%	+1.11%	1187
139	XLK	Technology	Technology 50D MA Deviation	QQQ	20d	-0.053	0.053	lower_is_better	58.75%	+1.46%	1187
140	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	QQQ	20d	0.053	0.053	higher_is_better	61.45%	+1.02%	1187
141	IWM	Market	Russell 2000 200D MA Deviation	SPY	5d	-0.052	0.052	lower_is_better	60.46%	+0.33%	1042
142	VIXY	Risk	VIX Futures ETF 5D Return	QQQ	20d	0.052	0.052	higher_is_better	62.99%	+1.25%	1231
143	IWM	Market	Russell 2000 50D MA Deviation	QQQ	5d	-0.052	0.052	lower_is_better	56.21%	+0.29%	1192
144	SPY	Market	S&P 500 200D MA Deviation	QQQ	5d	-0.051	0.051	lower_is_better	59.50%	+0.49%	1042
145	^VIX	Risk	VIX Index 20D Return	QQQ	20d	0.049	0.049	higher_is_better	63.16%	+1.58%	1216
146	^VIX	Risk	VIX Index 5D Return	SPY	20d	0.049	0.049	higher_is_better	62.66%	+0.94%	1231
147	XLK	Technology	Technology 5D Return	QQQ	5d	-0.048	0.048	lower_is_better	57.56%	+0.39%	1244
148	QQQ	Market	Nasdaq 100 5D Return	QQQ	5d	-0.048	0.048	lower_is_better	58.20%	+0.40%	1244
149	SPY	Market	S&P 500 200D MA Deviation	SPY	5d	-0.048	0.048	lower_is_better	57.97%	+0.30%	1042
150	IWM	Market	Russell 2000 200D MA Deviation	QQQ	5d	-0.043	0.043	lower_is_better	60.27%	+0.43%	1042
151	IWM	Market	Russell 2000 20D Return	SPY	20d	-0.043	0.043	lower_is_better	65.30%	+1.35%	1216
152	QQQ	Market	Nasdaq 100 5D Return	SPY	5d	-0.042	0.042	lower_is_better	59.49%	+0.29%	1244
153	^VIX	Risk	VIX Index 20D Return	QQQ	5d	0.041	0.041	higher_is_better	56.91%	+0.33%	1230
154	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	SPY	20d	0.040	0.040	higher_is_better	62.79%	+0.90%	1187
155	QQQ	Market	Nasdaq 100 50D MA Deviation	SPY	5d	-0.040	0.040	lower_is_better	57.05%	+0.22%	1192
156	XLK	Technology	Technology 5D Return	SPY	5d	-0.036	0.036	lower_is_better	58.68%	+0.28%	1244
157	UUP	Dollar	US Dollar ETF 20D Return	SPY	20d	0.035	0.035	higher_is_better	65.13%	+1.16%	1216
158	QQQ	Market	Nasdaq 100 50D MA Deviation	QQQ	5d	-0.034	0.034	lower_is_better	55.70%	+0.25%	1192
159	SOXX	Technology	Semiconductors 5D Return	QQQ	5d	-0.033	0.033	lower_is_better	59.16%	+0.37%	1244
160	IWM	Market	Russell 2000 20D Return	SPY	5d	-0.033	0.033	lower_is_better	59.35%	+0.28%	1230
161	UUP	Dollar	US Dollar ETF 5D Return	SPY	5d	-0.032	0.032	lower_is_better	61.74%	+0.31%	1244
162	SOXX	Technology	Semiconductors 200D MA Deviation	QQQ	20d	0.031	0.031	higher_is_better	69.36%	+1.99%	1037
163	SPY	Market	S&P 500 20D Return	SPY	5d	-0.030	0.030	lower_is_better	57.72%	+0.24%	1230
164	UUP	Dollar	US Dollar ETF 20D Return	SPY	5d	-0.030	0.030	lower_is_better	62.93%	+0.29%	1230
165	IWM	Market	Russell 2000 5D Return	SPY	20d	-0.029	0.029	lower_is_better	62.99%	+1.19%	1231
166	UUP	Dollar	US Dollar ETF 5D Return	SPY	20d	-0.029	0.029	lower_is_better	66.56%	+1.23%	1231
167	SPY	Market	S&P 500 5D Return	SPY	20d	-0.029	0.029	lower_is_better	62.01%	+1.21%	1231
168	SOXX	Technology	Semiconductors 200D MA Deviation	QQQ	5d	0.028	0.028	higher_is_better	59.69%	+0.47%	1042
169	QQQ	Market	Nasdaq 100 20D Return	SPY	20d	-0.028	0.028	lower_is_better	63.16%	+1.33%	1216
170	SPY	Market	S&P 500 20D Return	QQQ	5d	-0.028	0.028	lower_is_better	56.91%	+0.31%	1230
171	UUP	Dollar	US Dollar ETF 50D MA Deviation	SPY	20d	-0.028	0.028	lower_is_better	63.97%	+1.02%	1187
172	DIA	Market	Dow Jones Industrial Average 20D Return	QQQ	5d	-0.025	0.025	lower_is_better	57.40%	+0.40%	1230
173	DIA	Market	Dow Jones Industrial Average 20D Return	SPY	5d	-0.025	0.025	lower_is_better	58.70%	+0.29%	1230
174	XLK	Technology	Technology 50D MA Deviation	SPY	5d	-0.025	0.025	lower_is_better	55.70%	+0.16%	1192
175	SOXX	Technology	Semiconductors 50D MA Deviation	QQQ	5d	-0.024	0.024	lower_is_better	57.89%	+0.33%	1192
176	^VIX	Risk	VIX Index 5D Return	QQQ	20d	0.024	0.024	higher_is_better	62.99%	+1.09%	1231
177	SOXX	Technology	Semiconductors 50D MA Deviation	SPY	5d	-0.024	0.024	lower_is_better	56.54%	+0.24%	1192
178	XLK	Technology	Technology 50D MA Deviation	QQQ	5d	-0.024	0.024	lower_is_better	54.19%	+0.18%	1192
179	SPY	Market	S&P 500 5D Return	QQQ	20d	-0.023	0.023	lower_is_better	62.34%	+1.48%	1231
180	DIA	Market	Dow Jones Industrial Average 5D Return	SPY	20d	-0.023	0.023	lower_is_better	61.04%	+1.03%	1231
181	SOXX	Technology	Semiconductors 200D MA Deviation	SPY	5d	0.022	0.022	higher_is_better	63.72%	+0.38%	1042
182	SOXX	Technology	Semiconductors 20D Return	SPY	20d	-0.021	0.021	lower_is_better	63.65%	+1.20%	1216
183	DIA	Market	Dow Jones Industrial Average 5D Return	QQQ	20d	-0.021	0.021	lower_is_better	61.20%	+1.30%	1231
184	UUP	Dollar	US Dollar ETF 50D MA Deviation	SPY	5d	-0.021	0.021	lower_is_better	60.74%	+0.27%	1192
185	QQQ	Market	Nasdaq 100 20D Return	QQQ	20d	-0.021	0.021	lower_is_better	60.86%	+1.73%	1216
186	XLK	Technology	Technology 200D MA Deviation	QQQ	20d	-0.021	0.021	lower_is_better	60.50%	+1.40%	1037
187	IWM	Market	Russell 2000 20D Return	QQQ	5d	-0.020	0.020	lower_is_better	57.89%	+0.35%	1230
188	SOXX	Technology	Semiconductors 5D Return	SPY	5d	-0.018	0.018	lower_is_better	59.49%	+0.26%	1244
189	UUP	Dollar	US Dollar ETF 50D MA Deviation	QQQ	5d	-0.017	0.017	lower_is_better	58.56%	+0.33%	1192
190	SOXX	Technology	Semiconductors 200D MA Deviation	SPY	20d	0.015	0.015	higher_is_better	71.48%	+1.52%	1037
191	QQQ	Market	Nasdaq 100 200D MA Deviation	QQQ	20d	-0.015	0.015	lower_is_better	62.24%	+1.76%	1037
192	UUP	Dollar	US Dollar ETF 20D Return	QQQ	20d	0.015	0.015	higher_is_better	63.49%	+1.27%	1216
193	IWM	Market	Russell 2000 5D Return	QQQ	20d	-0.015	0.015	lower_is_better	64.12%	+1.46%	1231
194	SOXX	Technology	Semiconductors 20D Return	QQQ	20d	-0.014	0.014	lower_is_better	63.98%	+1.71%	1216
195	QQQ	Market	Nasdaq 100 20D Return	SPY	5d	-0.013	0.013	lower_is_better	58.54%	+0.26%	1230
196	TLT	Bonds	Long-Term Treasury ETF 20D Return	QQQ	20d	-0.012	0.012	lower_is_better	67.93%	+1.81%	1216
197	QQQ	Market	Nasdaq 100 20D Return	QQQ	5d	-0.011	0.011	lower_is_better	57.72%	+0.33%	1230
198	SOXX	Technology	Semiconductors 5D Return	SPY	20d	0.011	0.011	higher_is_better	66.72%	+1.08%	1231
199	QQQ	Market	Nasdaq 100 5D Return	SPY	20d	-0.010	0.010	lower_is_better	62.18%	+1.13%	1231
200	XLK	Technology	Technology 5D Return	SPY	20d	0.009	0.009	higher_is_better	68.34%	+1.03%	1231
201	XLK	Technology	Technology 5D Return	QQQ	20d	0.009	0.009	higher_is_better	64.94%	+1.26%	1231
202	SOXX	Technology	Semiconductors 5D Return	QQQ	20d	0.008	0.008	higher_is_better	61.69%	+1.24%	1231
203	UUP	Dollar	US Dollar ETF 20D Return	QQQ	5d	-0.008	0.008	lower_is_better	59.51%	+0.31%	1230
204	UUP	Dollar	US Dollar ETF 5D Return	QQQ	20d	-0.007	0.007	lower_is_better	65.58%	+1.46%	1231
205	UUP	Dollar	US Dollar ETF 5D Return	QQQ	5d	-0.006	0.006	lower_is_better	58.68%	+0.33%	1244
206	SOXX	Technology	Semiconductors 20D Return	SPY	5d	0.006	0.006	higher_is_better	63.74%	+0.36%	1230
207	XLK	Technology	Technology 200D MA Deviation	SPY	20d	-0.006	0.006	lower_is_better	58.19%	+0.89%	1037
208	XLK	Technology	Technology 20D Return	SPY	20d	-0.006	0.006	lower_is_better	63.49%	+1.29%	1216
209	QQQ	Market	Nasdaq 100 5D Return	QQQ	20d	-0.006	0.006	lower_is_better	63.31%	+1.39%	1231
210	XLK	Technology	Technology 200D MA Deviation	QQQ	5d	-0.006	0.006	lower_is_better	57.20%	+0.34%	1042
211	QQQ	Market	Nasdaq 100 200D MA Deviation	QQQ	5d	-0.004	0.004	lower_is_better	59.31%	+0.48%	1042
212	SOXX	Technology	Semiconductors 20D Return	QQQ	5d	0.004	0.004	higher_is_better	58.86%	+0.36%	1230
213	XLK	Technology	Technology 20D Return	SPY	5d	0.002	0.002	higher_is_better	62.44%	+0.34%	1230
214	XLK	Technology	Technology 20D Return	QQQ	20d	-0.002	0.002	lower_is_better	61.68%	+1.82%	1216
215	XLK	Technology	Technology 200D MA Deviation	SPY	5d	0.001	0.001	higher_is_better	64.30%	+0.37%	1042
216	XLK	Technology	Technology 20D Return	QQQ	5d	-0.001	0.001	lower_is_better	57.24%	+0.30%	1230
217	QQQ	Market	Nasdaq 100 200D MA Deviation	SPY	5d	0.001	0.001	higher_is_better	62.19%	+0.27%	1042
218	TLT	Bonds	Long-Term Treasury ETF 20D Return	SPY	20d	-0.000	0.000	lower_is_better	68.42%	+1.35%	1216
219	QQQ	Market	Nasdaq 100 200D MA Deviation	SPY	20d	-0.000	0.000	lower_is_better	60.31%	+1.13%	1037
220	IWM	Market	Russell 2000 20D Return	QQQ	20d	0.000	0.000	higher_is_better	63.98%	+1.09%	1216

Candidate Features

Rank	Ticker	Group	Feature	Signal Direction	Reason
1	VIXY	Risk	VIX Futures ETF 60D Return	higher_is_better	SPY 20d correlation 0.263, selected win rate 70.41%
2	UUP	Dollar	US Dollar ETF 200D MA Deviation	lower_is_better	QQQ 20d correlation -0.245, selected win rate 77.07%
3	^VIX	Risk	VIX Index 60D Return	higher_is_better	SPY 20d correlation 0.244, selected win rate 68.03%
4	^TNX	Bonds	US 10Y Yield 200D MA Deviation	lower_is_better	QQQ 20d correlation -0.240, selected win rate 71.68%
5	VIXY	Risk	VIX Futures ETF 50D MA Deviation	higher_is_better	SPY 20d correlation 0.238, selected win rate 64.48%
6	^TNX	Bonds	US 10Y Yield 60D Return	lower_is_better	QQQ 20d correlation -0.204, selected win rate 71.77%
7	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	lower_is_better	SPY 20d correlation -0.198, selected win rate 62.46%
8	UUP	Dollar	US Dollar ETF 60D Return	lower_is_better	QQQ 20d correlation -0.192, selected win rate 69.90%
9	^VIX	Risk	VIX Index 200D MA Deviation	higher_is_better	SPY 20d correlation 0.187, selected win rate 65.51%
10	VIXY	Risk	VIX Futures ETF 20D Return	higher_is_better	SPY 20d correlation 0.180, selected win rate 63.98%
11	^VIX	Risk	VIX Index 50D MA Deviation	higher_is_better	SPY 20d correlation 0.169, selected win rate 63.30%
12	VIXY	Risk	VIX Futures ETF 200D MA Deviation	higher_is_better	SPY 20d correlation 0.168, selected win rate 66.28%