検証中です。投資助言ではありません。現金比率モデルはランキング未接続です。過去統計に基づく参考情報として表示しています。
Latest Signal Score
61.6
2026-06-15 / やや強気 / Neutral
SPY Buy & Hold Max DD
-56.5%
基準
SPY 5段階 Max DD
-19.8%
DD改善 +36.7%
SPY 5段階 Avg Cash
34.1%
売買回数 1336
主要ルール比較
| Asset | Rule | 累積 | 年率 | 最大DD | Vol | Sharpe的 | SPY B&H比 DD改善 |
|---|---|---|---|---|---|---|---|
| SPY | Buy & Hold | +495.8% | +9.1% | -56.5% | 19.3% | 0.47 | 0.0% |
| SPY | 5段階Risk Budget | +265.3% | +6.6% | -19.8% | 9.4% | 0.70 | +36.7% |
| SPY | 3段階Risk Budget | +173.9% | +5.1% | -15.6% | 7.1% | 0.71 | +40.8% |
| SPY | 守備的Risk Off | +220.4% | +5.9% | -25.3% | 8.6% | 0.68 | +31.2% |
| SPY | 5段階Risk Budget 週次 | +209.2% | +5.7% | -20.4% | 9.5% | 0.60 | +36.1% |
| SPY | 5段階Risk Budget 3営業日確認 | +278.8% | +6.7% | -17.2% | 9.9% | 0.68 | +39.3% |
| QQQ | Buy & Hold | +1701.0% | +15.2% | -53.6% | 21.9% | 0.69 | +2.9% |
| QQQ | 5段階Risk Budget | +798.4% | +11.4% | -15.7% | 11.7% | 0.97 | +40.8% |
| QQQ | 3段階Risk Budget | +458.3% | +8.8% | -13.1% | 9.0% | 0.97 | +43.4% |
| QQQ | 守備的Risk Off | +561.4% | +9.7% | -20.7% | 10.4% | 0.93 | +35.7% |
| QQQ | 5段階Risk Budget 週次 | +557.3% | +9.7% | -20.0% | 11.8% | 0.82 | +36.4% |
| QQQ | 5段階Risk Budget 3営業日確認 | +732.1% | +10.9% | -24.5% | 12.5% | 0.88 | +31.9% |
| SOXX | Buy & Hold | +2910.3% | +18.2% | -67.0% | 31.0% | 0.59 | -10.5% |
| SOXX | 5段階Risk Budget | +944.5% | +12.2% | -35.4% | 18.4% | 0.66 | +21.1% |
| SOXX | 3段階Risk Budget | +581.9% | +9.9% | -26.4% | 14.4% | 0.69 | +30.1% |
| SOXX | 守備的Risk Off | +796.0% | +11.3% | -31.3% | 15.9% | 0.71 | +25.1% |
| SOXX | 5段階Risk Budget 週次 | +720.8% | +10.9% | -32.1% | 18.5% | 0.59 | +24.4% |
| SOXX | 5段階Risk Budget 3営業日確認 | +1036.3% | +12.6% | -32.6% | 19.2% | 0.66 | +23.9% |
SPY ルール別比較
| Rule | Mode | 累積 | 年率 | 最大DD | Vol | Sharpe的 | SPY下落日平均 | 平均現金 | 売買回数 | 上昇取り逃し平均 |
|---|---|---|---|---|---|---|---|---|---|---|
| Buy & Hold | daily | +495.8% | +9.1% | -56.5% | 19.3% | 0.47 | -0.82% | 0.0% | 0 | - |
| 5段階Risk Budget | daily | +265.3% | +6.6% | -19.8% | 9.4% | 0.70 | -0.41% | 34.1% | 1336 | 0.59% |
| 3段階Risk Budget | daily | +173.9% | +5.1% | -15.6% | 7.1% | 0.71 | -0.27% | 51.2% | 838 | 0.67% |
| 守備的Risk Off | daily | +220.4% | +5.9% | -25.3% | 8.6% | 0.68 | -0.39% | 42.4% | 838 | 0.53% |
| 5段階Risk Budget 週次 | weekly | +209.2% | +5.7% | -20.4% | 9.5% | 0.60 | -0.41% | 34.8% | 486 | 0.58% |
| 3段階Risk Budget 週次 | weekly | +127.4% | +4.1% | -16.4% | 7.1% | 0.58 | -0.28% | 52.1% | 341 | 0.66% |
| 守備的Risk Off 週次 | weekly | +202.8% | +5.6% | -24.2% | 8.6% | 0.65 | -0.39% | 43.3% | 341 | 0.52% |
| 5段階Risk Budget 3営業日確認 | confirm_3d | +278.8% | +6.7% | -17.2% | 9.9% | 0.68 | -0.43% | 32.6% | 358 | 0.59% |
| 3段階Risk Budget 3営業日確認 | confirm_3d | +148.0% | +4.6% | -13.5% | 7.2% | 0.63 | -0.28% | 51.0% | 298 | 0.66% |
| 守備的Risk Off 3営業日確認 | confirm_3d | +204.9% | +5.6% | -24.0% | 8.6% | 0.65 | -0.40% | 42.4% | 298 | 0.52% |
QQQ ルール別比較
| Rule | Mode | 累積 | 年率 | 最大DD | Vol | Sharpe的 | SPY下落日平均 | 平均現金 | 売買回数 | 上昇取り逃し平均 |
|---|---|---|---|---|---|---|---|---|---|---|
| Buy & Hold | daily | +1701.0% | +15.2% | -53.6% | 21.9% | 0.69 | -0.88% | 0.0% | 0 | - |
| 5段階Risk Budget | daily | +798.4% | +11.4% | -15.7% | 11.7% | 0.97 | -0.44% | 34.1% | 1336 | 0.69% |
| 3段階Risk Budget | daily | +458.3% | +8.8% | -13.1% | 9.0% | 0.97 | -0.29% | 51.2% | 838 | 0.80% |
| 守備的Risk Off | daily | +561.4% | +9.7% | -20.7% | 10.4% | 0.93 | -0.42% | 42.4% | 838 | 0.63% |
| 5段階Risk Budget 週次 | weekly | +557.3% | +9.7% | -20.0% | 11.8% | 0.82 | -0.45% | 34.8% | 486 | 0.68% |
| 3段階Risk Budget 週次 | weekly | +283.2% | +6.8% | -17.4% | 9.1% | 0.75 | -0.30% | 52.1% | 341 | 0.79% |
| 守備的Risk Off 週次 | weekly | +463.7% | +8.8% | -21.9% | 10.4% | 0.85 | -0.43% | 43.3% | 341 | 0.62% |
| 5段階Risk Budget 3営業日確認 | confirm_3d | +732.1% | +10.9% | -24.5% | 12.5% | 0.88 | -0.47% | 32.6% | 358 | 0.70% |
| 3段階Risk Budget 3営業日確認 | confirm_3d | +342.0% | +7.6% | -15.6% | 9.2% | 0.82 | -0.31% | 51.0% | 298 | 0.79% |
| 守備的Risk Off 3営業日確認 | confirm_3d | +501.1% | +9.2% | -21.8% | 10.5% | 0.87 | -0.43% | 42.4% | 298 | 0.63% |
SOXX ルール別比較
| Rule | Mode | 累積 | 年率 | 最大DD | Vol | Sharpe的 | SPY下落日平均 | 平均現金 | 売買回数 | 上昇取り逃し平均 |
|---|---|---|---|---|---|---|---|---|---|---|
| Buy & Hold | daily | +2910.3% | +18.2% | -67.0% | 31.0% | 0.59 | -1.15% | 0.0% | 0 | - |
| 5段階Risk Budget | daily | +944.5% | +12.2% | -35.4% | 18.4% | 0.66 | -0.61% | 34.1% | 1336 | 0.98% |
| 3段階Risk Budget | daily | +581.9% | +9.9% | -26.4% | 14.4% | 0.69 | -0.41% | 51.2% | 838 | 1.16% |
| 守備的Risk Off | daily | +796.0% | +11.3% | -31.3% | 15.9% | 0.71 | -0.57% | 42.4% | 838 | 0.93% |
| 5段階Risk Budget 週次 | weekly | +720.8% | +10.9% | -32.1% | 18.5% | 0.59 | -0.62% | 34.8% | 486 | 0.96% |
| 3段階Risk Budget 週次 | weekly | +381.5% | +8.0% | -25.5% | 14.3% | 0.56 | -0.42% | 52.1% | 341 | 1.14% |
| 守備的Risk Off 週次 | weekly | +695.0% | +10.7% | -30.6% | 15.9% | 0.67 | -0.57% | 43.3% | 341 | 0.92% |
| 5段階Risk Budget 3営業日確認 | confirm_3d | +1036.3% | +12.6% | -32.6% | 19.2% | 0.66 | -0.64% | 32.6% | 358 | 0.99% |
| 3段階Risk Budget 3営業日確認 | confirm_3d | +362.7% | +7.8% | -27.7% | 14.5% | 0.54 | -0.43% | 51.0% | 298 | 1.15% |
| 守備的Risk Off 3営業日確認 | confirm_3d | +637.9% | +10.3% | -30.7% | 16.0% | 0.64 | -0.57% | 42.4% | 298 | 0.92% |
ルール定義
| Rule | Mode | Description |
|---|---|---|
| Buy & Hold | daily | 株式100%を継続する基準ルール。 |
| 5段階Risk Budget | daily | 強気100%、やや強気70%、中立50%、やや弱気30%、弱気0%。 |
| 3段階Risk Budget | daily | Risk On 100%、Neutral 50%、Risk Off 0%。 |
| 守備的Risk Off | daily | Risk Offでも株式30%を残し、反発取り逃しを抑える。 |
| 5段階Risk Budget 週次 | weekly | 5段階配分を週初シグナルで固定し、週内は配分を維持する。 |
| 3段階Risk Budget 週次 | weekly | 3段階配分を週初シグナルで固定し、週内は配分を維持する。 |
| 守備的Risk Off 週次 | weekly | 守備的Risk Off配分を週初シグナルで固定し、週内は配分を維持する。 |
| 5段階Risk Budget 3営業日確認 | confirm_3d | 5段階分類が3営業日続いた場合のみ配分を変更する。 |
| 3段階Risk Budget 3営業日確認 | confirm_3d | Regime変更が3営業日続いた場合のみ配分を変更する。 |
| 守備的Risk Off 3営業日確認 | confirm_3d | 守備的Risk Offで、Regime変更が3営業日続いた場合のみ配分を変更する。 |
読み方とリスク
SPY対象では累積リターンより最大ドローダウン削減とボラティリティ低下を重視します。
QQQ/SOXX対象ではSPY buy & holdとの比較も参考にできますが、これは現金比率だけでなくリスク資産選択の影響も含みます。
現金100%に近づけるルールは防御力を高める一方、低スコア帯の反発を取り逃がす可能性があります。
手数料、税金、スリッページ、現金利回りは未考慮です。