データ期間
2007-09-12
2026-06-15
2026-06-15
Snow Melt v3-lite Validation
テーマ数
27
入力行数
114,272
接続状態
not_connected
これは買いシグナルでも予測でもなく、過去データに基づく研究・検証です。価格ベース検証であり、Yahoo/GDELT/theme_signal_scoreは使用していません。本機能はランキング未接続です。
主な信頼判断は、ローリング重複を抑えたイベント単位集計を優先します。
Bias Warnings
- 現在のTheme Catalogを過去に適用している
- 生存バイアスがある
- proxy履歴品質がテーマごとに異なる
- News/GDELT/Theme Signalは含まれていない
- 価格ベースのv3-liteであり、v3完全版ではない
Data Quality
data_quality分布
| 品質 | 行数 |
|---|---|
| good | 98,211 |
| partial | 15,672 |
| poor | 389 |
検証概要
Price-only Snow Melt v3-lite validation. Yahoo/GDELT/theme_signal_score are not used. Ranking is not connected.
Cooldown: 20営業日、参考: 30営業日
Baseline
| Horizon | Sample | Win Rate | Avg Return | Median Return |
|---|---|---|---|---|
| 20d | 113,732 | +58.3% | +1.0% | +1.2% |
| 60d | 112,652 | +62.7% | +2.9% | +3.0% |
| 120d | 111,032 | +65.8% | +6.0% | +5.5% |
| 180d | 109,412 | +67.3% | +9.2% | +7.9% |
Eligible vs Overheated
| Axis | Value | Horizon | Sample | Win | Avg | Median | Base Sample | Win Diff | Avg Diff | Median Diff | Cooldown |
|---|---|---|---|---|---|---|---|---|---|---|---|
| eligibility_status | eligible | 20d | 13,849 | +58.2% | +1.0% | +1.4% | 113,732 | -0.1% | -0.0% | +0.2% | - |
| eligibility_status | eligible | 60d | 13,771 | +62.6% | +2.9% | +3.5% | 112,652 | -0.1% | +0.1% | +0.5% | - |
| eligibility_status | eligible | 120d | 13,707 | +66.2% | +6.1% | +5.9% | 111,032 | +0.3% | +0.1% | +0.5% | - |
| eligibility_status | eligible | 180d | 13,649 | +66.5% | +9.4% | +8.7% | 109,412 | -0.9% | +0.3% | +0.8% | - |
| eligibility_status | overheated | 20d | 47,851 | +58.5% | +0.8% | +1.0% | 113,732 | +0.2% | -0.2% | -0.2% | - |
| eligibility_status | overheated | 60d | 47,426 | +63.2% | +2.5% | +2.7% | 112,652 | +0.5% | -0.4% | -0.3% | - |
| eligibility_status | overheated | 120d | 46,474 | +66.5% | +5.4% | +5.2% | 111,032 | +0.7% | -0.5% | -0.3% | - |
| eligibility_status | overheated | 180d | 45,644 | +68.5% | +8.9% | +7.9% | 109,412 | +1.2% | -0.2% | -0.0% | - |
| eligibility_status | not_eligible | 20d | 52,032 | +58.2% | +1.1% | +1.3% | 113,732 | -0.2% | +0.2% | +0.2% | - |
| eligibility_status | not_eligible | 60d | 51,455 | +62.3% | +3.2% | +3.2% | 112,652 | -0.4% | +0.4% | +0.2% | - |
| eligibility_status | not_eligible | 120d | 50,851 | +65.1% | +6.4% | +5.7% | 111,032 | -0.7% | +0.4% | +0.2% | - |
| eligibility_status | not_eligible | 180d | 50,119 | +66.5% | +9.3% | +7.7% | 109,412 | -0.8% | +0.1% | -0.2% | - |
Daily Aggregation
日次行ベースの集計です。連続シグナルの水増しを含むため、方向確認用です。
| Axis | Value | Horizon | Sample | Win | Avg | Median | Base Sample | Win Diff | Avg Diff | Median Diff | Cooldown |
|---|---|---|---|---|---|---|---|---|---|---|---|
| high_52w_distance_band | < -35% | 180d | 7,363 | +76.7% | +24.5% | +19.9% | 109,412 | +9.4% | +15.4% | +12.0% | - |
| overheat_penalty_band | -20以下 | 180d | 2,806 | +75.4% | +20.2% | +16.3% | 109,412 | +8.0% | +11.1% | +8.4% | - |
| candidate_label | Deep Drawdown Recovery | 180d | 4,165 | +71.7% | +15.8% | +13.6% | 109,412 | +4.4% | +6.6% | +5.7% | - |
| overheat_penalty_band | -1〜-10 | 180d | 5,076 | +68.9% | +15.1% | +12.6% | 109,412 | +1.5% | +6.0% | +4.7% | - |
| relative_recovery_score_band | 15-20 | 180d | 2,647 | +67.3% | +14.8% | +11.2% | 109,412 | -0.0% | +5.7% | +3.3% | - |
| snow_melt_v2_score_band | 60+ | 180d | 1,504 | +67.8% | +13.9% | +13.1% | 109,412 | +0.5% | +4.8% | +5.3% | - |
| snow_melt_v2_score_band | 10-20 | 180d | 37,216 | +67.7% | +11.4% | +9.2% | 109,412 | +0.4% | +2.2% | +1.3% | - |
| snow_melt_v2_score_band | 40-60 | 180d | 4,556 | +67.8% | +10.8% | +9.7% | 109,412 | +0.5% | +1.6% | +1.8% | - |
| relative_recovery_score_band | 10-15 | 180d | 13,904 | +66.7% | +10.4% | +8.5% | 109,412 | -0.6% | +1.2% | +0.6% | - |
| high_52w_distance_band | -20%〜-35% | 180d | 12,637 | +66.0% | +10.3% | +9.0% | 109,412 | -1.3% | +1.2% | +1.1% | - |
| eligibility_status | eligible | 180d | 13,649 | +66.5% | +9.4% | +8.7% | 109,412 | -0.9% | +0.3% | +0.8% | - |
| season_transition | transitionなし | 180d | 96,553 | +67.4% | +9.3% | +8.0% | 109,412 | +0.1% | +0.2% | +0.1% | - |
| eligibility_status | not_eligible | 180d | 50,119 | +66.5% | +9.3% | +7.7% | 109,412 | -0.8% | +0.1% | -0.2% | - |
| candidate_label | Not Eligible | 180d | 50,119 | +66.5% | +9.3% | +7.7% | 109,412 | -0.8% | +0.1% | -0.2% | - |
| season_transition | 冬 -> 春 | 180d | 916 | +69.9% | +9.2% | +9.0% | 109,412 | +2.5% | +0.1% | +1.1% | - |
| overheat_penalty_band | 0 | 180d | 59,545 | +66.6% | +9.2% | +7.8% | 109,412 | -0.7% | +0.0% | -0.1% | - |
| relative_recovery_score_band | 5-10 | 180d | 16,799 | +67.5% | +9.0% | +7.9% | 109,412 | +0.2% | -0.1% | +0.0% | - |
| eligibility_status | overheated | 180d | 45,644 | +68.5% | +8.9% | +7.9% | 109,412 | +1.2% | -0.2% | -0.0% | - |
Event Aggregation
同一テーマ・同一分類の連続発生を20営業日クールダウンで1イベント化した集計です。主な信頼判断はこちらを優先します。
| Axis | Value | Horizon | Sample | Win | Avg | Median | Base Sample | Win Diff | Avg Diff | Median Diff | Cooldown |
|---|---|---|---|---|---|---|---|---|---|---|---|
| high_52w_distance_band | < -35% | 180d | 471 | +75.4% | +23.6% | +20.0% | 109,412 | +8.0% | +14.5% | +12.1% | 20 |
| overheat_penalty_band | -20以下 | 180d | 388 | +71.4% | +16.6% | +12.9% | 109,412 | +4.1% | +7.4% | +5.0% | 20 |
| candidate_label | Deep Drawdown Recovery | 180d | 438 | +73.1% | +16.4% | +14.6% | 109,412 | +5.7% | +7.2% | +6.7% | 20 |
| snow_melt_v2_score_band | 60+ | 180d | 251 | +70.5% | +16.0% | +14.0% | 109,412 | +3.2% | +6.8% | +6.1% | 20 |
| relative_recovery_score_band | 15-20 | 180d | 425 | +66.8% | +13.2% | +10.4% | 109,412 | -0.5% | +4.0% | +2.5% | 20 |
| overheat_penalty_band | -1〜-10 | 180d | 989 | +68.7% | +12.6% | +11.3% | 109,412 | +1.3% | +3.5% | +3.5% | 20 |
| snow_melt_v2_score_band | 40-60 | 180d | 685 | +66.9% | +11.6% | +9.9% | 109,412 | -0.5% | +2.4% | +2.0% | 20 |
| snow_melt_v2_score_band | 10-20 | 180d | 3,168 | +68.2% | +10.7% | +9.1% | 109,412 | +0.8% | +1.5% | +1.2% | 20 |
| high_52w_distance_band | -20%〜-35% | 180d | 967 | +66.1% | +10.7% | +9.8% | 109,412 | -1.2% | +1.5% | +2.0% | 20 |
| eligibility_status | eligible | 180d | 1,414 | +66.6% | +10.5% | +8.8% | 109,412 | -0.7% | +1.3% | +1.0% | 20 |
| snow_melt_v2_score_band | 20-40 | 180d | 971 | +67.5% | +10.4% | +8.8% | 109,412 | +0.1% | +1.3% | +1.0% | 20 |
| relative_recovery_score_band | 10-15 | 180d | 1,809 | +65.4% | +9.8% | +8.2% | 109,412 | -1.9% | +0.6% | +0.3% | 20 |
| eligibility_status | not_eligible | 180d | 3,640 | +66.6% | +9.4% | +7.8% | 109,412 | -0.8% | +0.3% | -0.1% | 20 |
| candidate_label | Not Eligible | 180d | 3,640 | +66.6% | +9.4% | +7.8% | 109,412 | -0.8% | +0.3% | -0.1% | 20 |
| season_transition | 冬 -> 春 | 180d | 540 | +69.8% | +9.4% | +8.7% | 109,412 | +2.5% | +0.2% | +0.8% | 20 |
| overheat_penalty_band | 0 | 180d | 3,779 | +66.5% | +9.3% | +7.9% | 109,412 | -0.8% | +0.2% | +0.1% | 20 |
| relative_recovery_score_band | 5-10 | 180d | 2,705 | +67.5% | +9.3% | +7.6% | 109,412 | +0.2% | +0.2% | -0.3% | 20 |
| eligibility_status | overheated | 180d | 2,972 | +68.4% | +9.2% | +8.0% | 109,412 | +1.0% | +0.1% | +0.1% | 20 |
Candidate Label Comparison
| Axis | Value | Horizon | Sample | Win | Avg | Median | Base Sample | Win Diff | Avg Diff | Median Diff | Cooldown |
|---|---|---|---|---|---|---|---|---|---|---|---|
| candidate_label | Possible Rebound | 20d | 1,113 | +58.6% | +1.1% | +1.3% | 113,732 | +0.3% | +0.2% | +0.1% | 20 |
| candidate_label | Possible Rebound | 60d | 1,107 | +63.6% | +3.4% | +3.2% | 112,652 | +0.9% | +0.6% | +0.2% | 20 |
| candidate_label | Possible Rebound | 120d | 1,093 | +66.3% | +5.8% | +5.3% | 111,032 | +0.5% | -0.1% | -0.1% | 20 |
| candidate_label | Possible Rebound | 180d | 1,083 | +64.5% | +7.9% | +6.7% | 109,412 | -2.8% | -1.2% | -1.2% | 20 |
| candidate_label | Deep Drawdown Recovery | 20d | 442 | +58.6% | +1.6% | +2.5% | 113,732 | +0.3% | +0.6% | +1.3% | 20 |
| candidate_label | Deep Drawdown Recovery | 60d | 441 | +61.5% | +3.2% | +3.4% | 112,652 | -1.3% | +0.4% | +0.4% | 20 |
| candidate_label | Deep Drawdown Recovery | 120d | 439 | +69.5% | +10.1% | +9.0% | 111,032 | +3.6% | +4.2% | +3.5% | 20 |
| candidate_label | Deep Drawdown Recovery | 180d | 438 | +73.1% | +16.4% | +14.6% | 109,412 | +5.7% | +7.2% | +6.7% | 20 |
| candidate_label | Early Recovery | 20d | 251 | +58.6% | +1.0% | +1.3% | 113,732 | +0.3% | +0.0% | +0.2% | 20 |
| candidate_label | Early Recovery | 60d | 251 | +62.9% | +2.4% | +3.5% | 112,652 | +0.2% | -0.5% | +0.5% | 20 |
| candidate_label | Early Recovery | 120d | 248 | +66.5% | +4.4% | +5.2% | 111,032 | +0.7% | -1.5% | -0.3% | 20 |
| candidate_label | Early Recovery | 180d | 247 | +64.4% | +6.4% | +7.4% | 109,412 | -3.0% | -2.7% | -0.5% | 20 |
| candidate_label | Overheated Momentum | 20d | 3,111 | +57.9% | +0.8% | +1.0% | 113,732 | -0.4% | -0.2% | -0.2% | 20 |
| candidate_label | Overheated Momentum | 60d | 3,076 | +63.2% | +2.5% | +2.8% | 112,652 | +0.4% | -0.4% | -0.2% | 20 |
| candidate_label | Overheated Momentum | 120d | 3,021 | +66.3% | +5.6% | +5.2% | 111,032 | +0.4% | -0.3% | -0.3% | 20 |
| candidate_label | Overheated Momentum | 180d | 2,972 | +68.4% | +9.2% | +8.0% | 109,412 | +1.0% | +0.1% | +0.1% | 20 |
| candidate_label | Not Eligible | 20d | 3,785 | +58.0% | +1.1% | +1.4% | 113,732 | -0.3% | +0.2% | +0.3% | 20 |
| candidate_label | Not Eligible | 60d | 3,746 | +62.3% | +3.3% | +3.3% | 112,652 | -0.4% | +0.4% | +0.3% | 20 |
| candidate_label | Not Eligible | 120d | 3,699 | +65.3% | +6.4% | +5.7% | 111,032 | -0.5% | +0.5% | +0.3% | 20 |
| candidate_label | Not Eligible | 180d | 3,640 | +66.6% | +9.4% | +7.8% | 109,412 | -0.8% | +0.3% | -0.1% | 20 |