Market Feature Research

Market Radar v2候補指標の定量調査

更新: 2026-06-06 12:45 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	0.265	0.265	higher_is_better	70.58%	+1.79%	1176
2	^TNX	Bonds	US 10Y Yield 200D MA Deviation	QQQ	20d	-0.249	0.249	lower_is_better	71.68%	+2.02%	1037
3	UUP	Dollar	US Dollar ETF 200D MA Deviation	QQQ	20d	-0.247	0.247	lower_is_better	77.07%	+2.88%	1037
4	^VIX	Risk	VIX Index 60D Return	SPY	20d	0.243	0.243	higher_is_better	67.86%	+1.69%	1176
5	VIXY	Risk	VIX Futures ETF 60D Return	QQQ	20d	0.240	0.240	higher_is_better	68.03%	+2.08%	1176
6	VIXY	Risk	VIX Futures ETF 50D MA Deviation	SPY	20d	0.238	0.238	higher_is_better	64.48%	+1.42%	1187
7	^TNX	Bonds	US 10Y Yield 200D MA Deviation	SPY	20d	-0.223	0.223	lower_is_better	74.37%	+1.56%	1037
8	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	SPY	20d	-0.197	0.197	lower_is_better	62.63%	+1.46%	1187
9	^TNX	Bonds	US 10Y Yield 60D Return	QQQ	20d	-0.196	0.196	lower_is_better	71.26%	+1.95%	1176
10	^VIX	Risk	VIX Index 60D Return	QQQ	20d	0.195	0.195	higher_is_better	63.95%	+1.84%	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	0.265	0.265	higher_is_better	70.58%	+1.79%	1176
2	^TNX	Bonds	US 10Y Yield 200D MA Deviation	QQQ	20d	-0.249	0.249	lower_is_better	71.68%	+2.02%	1037
3	UUP	Dollar	US Dollar ETF 200D MA Deviation	QQQ	20d	-0.247	0.247	lower_is_better	77.07%	+2.88%	1037
4	^VIX	Risk	VIX Index 60D Return	SPY	20d	0.243	0.243	higher_is_better	67.86%	+1.69%	1176
5	VIXY	Risk	VIX Futures ETF 60D Return	QQQ	20d	0.240	0.240	higher_is_better	68.03%	+2.08%	1176
6	VIXY	Risk	VIX Futures ETF 50D MA Deviation	SPY	20d	0.238	0.238	higher_is_better	64.48%	+1.42%	1187
7	^TNX	Bonds	US 10Y Yield 200D MA Deviation	SPY	20d	-0.223	0.223	lower_is_better	74.37%	+1.56%	1037
8	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	SPY	20d	-0.197	0.197	lower_is_better	62.63%	+1.46%	1187
9	^TNX	Bonds	US 10Y Yield 60D Return	QQQ	20d	-0.196	0.196	lower_is_better	71.26%	+1.95%	1176
10	^VIX	Risk	VIX Index 60D Return	QQQ	20d	0.195	0.195	higher_is_better	63.95%	+1.84%	1176
11	UUP	Dollar	US Dollar ETF 60D Return	QQQ	20d	-0.193	0.193	lower_is_better	69.90%	+2.09%	1176
12	VIXY	Risk	VIX Futures ETF 50D MA Deviation	QQQ	20d	0.186	0.186	higher_is_better	62.79%	+1.59%	1187
13	^VIX	Risk	VIX Index 200D MA Deviation	SPY	20d	0.185	0.185	higher_is_better	65.51%	+1.37%	1037
14	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	QQQ	20d	-0.181	0.181	lower_is_better	62.12%	+1.90%	1187
15	VIXY	Risk	VIX Futures ETF 20D Return	SPY	20d	0.179	0.179	higher_is_better	64.64%	+1.33%	1216
16	^TNX	Bonds	US 10Y Yield 60D Return	SPY	20d	-0.178	0.178	lower_is_better	73.30%	+1.48%	1176
17	UUP	Dollar	US Dollar ETF 200D MA Deviation	SPY	20d	-0.169	0.169	lower_is_better	75.53%	+1.83%	1037
18	^VIX	Risk	VIX Index 50D MA Deviation	SPY	20d	0.168	0.168	higher_is_better	63.47%	+1.27%	1187
19	VIXY	Risk	VIX Futures ETF 200D MA Deviation	SPY	20d	0.167	0.167	higher_is_better	66.28%	+1.19%	1037
20	SPY	Market	S&P 500 50D MA Deviation	SPY	20d	-0.166	0.166	lower_is_better	63.30%	+1.42%	1187
21	SPY	Market	S&P 500 60D Return	QQQ	20d	-0.165	0.165	lower_is_better	63.27%	+1.92%	1176
22	^TNX	Bonds	US 10Y Yield 200D MA Deviation	QQQ	5d	-0.163	0.163	lower_is_better	63.17%	+0.56%	1047
23	^TNX	Bonds	US 10Y Yield 50D MA Deviation	QQQ	20d	-0.161	0.161	lower_is_better	65.15%	+1.43%	1187
24	DIA	Market	Dow Jones Industrial Average 60D Return	SPY	20d	-0.160	0.160	lower_is_better	67.52%	+1.78%	1176
25	^TNX	Bonds	US 10Y Yield 5D Return	SPY	20d	-0.160	0.160	lower_is_better	68.34%	+1.54%	1231
26	VIXY	Risk	VIX Futures ETF 60D Return	SPY	5d	0.159	0.159	higher_is_better	60.67%	+0.49%	1190
27	^TNX	Bonds	US 10Y Yield 20D Return	QQQ	5d	-0.159	0.159	lower_is_better	63.25%	+0.59%	1230
28	^TNX	Bonds	US 10Y Yield 20D Return	SPY	5d	-0.156	0.156	lower_is_better	65.20%	+0.47%	1230
29	^TNX	Bonds	US 10Y Yield 5D Return	QQQ	20d	-0.156	0.156	lower_is_better	68.67%	+2.01%	1231
30	SPY	Market	S&P 500 50D MA Deviation	QQQ	20d	-0.155	0.155	lower_is_better	62.46%	+1.84%	1187
31	SPY	Market	S&P 500 60D Return	SPY	20d	-0.154	0.154	lower_is_better	63.44%	+1.43%	1176
32	DIA	Market	Dow Jones Industrial Average 60D Return	QQQ	20d	-0.153	0.153	lower_is_better	67.01%	+2.35%	1176
33	^TNX	Bonds	US 10Y Yield 200D MA Deviation	SPY	5d	-0.145	0.145	lower_is_better	64.12%	+0.42%	1047
34	UUP	Dollar	US Dollar ETF 60D Return	SPY	20d	-0.144	0.144	lower_is_better	69.39%	+1.46%	1176
35	^TNX	Bonds	US 10Y Yield 50D MA Deviation	QQQ	5d	-0.142	0.142	lower_is_better	62.60%	+0.56%	1197
36	^VIX	Risk	VIX Index 200D MA Deviation	QQQ	20d	0.142	0.142	higher_is_better	63.78%	+1.65%	1037
37	VIXY	Risk	VIX Futures ETF 60D Return	QQQ	5d	0.140	0.140	higher_is_better	59.16%	+0.54%	1190
38	VIXY	Risk	VIX Futures ETF 200D MA Deviation	QQQ	20d	0.139	0.139	higher_is_better	65.51%	+1.38%	1037
39	^VIX	Risk	VIX Index 60D Return	SPY	5d	0.137	0.137	higher_is_better	57.98%	+0.35%	1190
40	VIXY	Risk	VIX Futures ETF 50D MA Deviation	SPY	5d	0.135	0.135	higher_is_better	59.27%	+0.38%	1197
41	^TNX	Bonds	US 10Y Yield 50D MA Deviation	SPY	20d	-0.133	0.133	lower_is_better	66.84%	+1.15%	1187
42	DIA	Market	Dow Jones Industrial Average 60D Return	SPY	5d	-0.132	0.132	lower_is_better	61.68%	+0.47%	1190
43	^TNX	Bonds	US 10Y Yield 50D MA Deviation	SPY	5d	-0.132	0.132	lower_is_better	63.77%	+0.42%	1197
44	DIA	Market	Dow Jones Industrial Average 60D Return	QQQ	5d	-0.131	0.131	lower_is_better	61.18%	+0.65%	1190
45	^TNX	Bonds	US 10Y Yield 20D Return	SPY	20d	-0.130	0.130	lower_is_better	63.82%	+0.91%	1216
46	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	QQQ	20d	0.130	0.130	higher_is_better	70.71%	+2.09%	1037
47	UUP	Dollar	US Dollar ETF 200D MA Deviation	QQQ	5d	-0.128	0.128	lower_is_better	62.60%	+0.66%	1047
48	^TNX	Bonds	US 10Y Yield 20D Return	QQQ	20d	-0.127	0.127	lower_is_better	61.18%	+1.08%	1216
49	VIXY	Risk	VIX Futures ETF 20D Return	QQQ	20d	0.121	0.121	higher_is_better	62.17%	+1.39%	1216
50	SPY	Market	S&P 500 60D Return	QQQ	5d	-0.120	0.120	lower_is_better	60.17%	+0.48%	1190
51	^VIX	Risk	VIX Index 200D MA Deviation	SPY	5d	0.119	0.119	higher_is_better	59.13%	+0.31%	1051
52	TLT	Bonds	Long-Term Treasury ETF 5D Return	QQQ	5d	0.119	0.119	higher_is_better	64.04%	+0.63%	1245
53	SPY	Market	S&P 500 60D Return	SPY	5d	-0.117	0.117	lower_is_better	60.50%	+0.38%	1190
54	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	SPY	20d	-0.113	0.113	lower_is_better	67.44%	+1.60%	1037
55	QQQ	Market	Nasdaq 100 60D Return	QQQ	20d	-0.112	0.112	lower_is_better	61.56%	+1.85%	1176
56	^VIX	Risk	VIX Index 20D Return	SPY	20d	0.112	0.112	higher_is_better	66.28%	+1.47%	1216
57	DIA	Market	Dow Jones Industrial Average 20D Return	SPY	20d	-0.112	0.112	lower_is_better	63.49%	+1.44%	1216
58	TLT	Bonds	Long-Term Treasury ETF 5D Return	SPY	5d	0.110	0.110	higher_is_better	65.97%	+0.48%	1245
59	VIXY	Risk	VIX Futures ETF 50D MA Deviation	QQQ	5d	0.110	0.110	higher_is_better	57.26%	+0.41%	1197
60	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	SPY	5d	-0.109	0.109	lower_is_better	60.27%	+0.42%	1197
61	^TNX	Bonds	US 10Y Yield 5D Return	SPY	5d	-0.109	0.109	lower_is_better	66.13%	+0.51%	1245
62	IWM	Market	Russell 2000 50D MA Deviation	SPY	20d	-0.108	0.108	lower_is_better	61.78%	+1.25%	1187
63	^VIX	Risk	VIX Index 50D MA Deviation	QQQ	20d	0.108	0.108	higher_is_better	62.29%	+1.33%	1187
64	^VIX	Risk	VIX Index 60D Return	QQQ	5d	0.106	0.106	higher_is_better	55.29%	+0.36%	1190
65	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	QQQ	5d	0.104	0.104	higher_is_better	61.83%	+0.56%	1047
66	VIXY	Risk	VIX Futures ETF 200D MA Deviation	SPY	5d	0.104	0.104	higher_is_better	58.97%	+0.31%	1047
67	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	SPY	20d	0.104	0.104	higher_is_better	73.41%	+1.55%	1037
68	^VIX	Risk	VIX Index 50D MA Deviation	SPY	5d	0.104	0.104	higher_is_better	57.40%	+0.28%	1201
69	IWM	Market	Russell 2000 60D Return	SPY	20d	-0.102	0.102	lower_is_better	62.24%	+1.37%	1176
70	^TNX	Bonds	US 10Y Yield 5D Return	QQQ	5d	-0.102	0.102	lower_is_better	64.04%	+0.63%	1245
71	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	QQQ	5d	-0.101	0.101	lower_is_better	58.93%	+0.57%	1197
72	TLT	Bonds	Long-Term Treasury ETF 60D Return	QQQ	20d	0.100	0.100	higher_is_better	69.22%	+1.90%	1176
73	IWM	Market	Russell 2000 60D Return	QQQ	20d	-0.100	0.100	lower_is_better	61.05%	+1.50%	1176
74	UUP	Dollar	US Dollar ETF 200D MA Deviation	SPY	5d	-0.100	0.100	lower_is_better	65.46%	+0.45%	1047
75	^TNX	Bonds	US 10Y Yield 60D Return	QQQ	5d	-0.100	0.100	lower_is_better	62.18%	+0.56%	1190
76	^VIX	Risk	VIX Index 200D MA Deviation	QQQ	5d	0.100	0.100	higher_is_better	57.79%	+0.37%	1051
77	QQQ	Market	Nasdaq 100 60D Return	SPY	20d	-0.099	0.099	lower_is_better	62.07%	+1.36%	1176
78	TLT	Bonds	Long-Term Treasury ETF 5D Return	QQQ	20d	0.098	0.098	higher_is_better	66.56%	+1.73%	1231
79	DIA	Market	Dow Jones Industrial Average 5D Return	QQQ	5d	-0.097	0.097	lower_is_better	61.32%	+0.53%	1245
80	TLT	Bonds	Long-Term Treasury ETF 5D Return	SPY	20d	0.096	0.096	higher_is_better	66.56%	+1.33%	1231
81	SPY	Market	S&P 500 20D Return	SPY	20d	-0.093	0.093	lower_is_better	64.31%	+1.46%	1216
82	SPY	Market	S&P 500 50D MA Deviation	SPY	5d	-0.093	0.093	lower_is_better	58.76%	+0.35%	1197
83	XLK	Technology	Technology 60D Return	QQQ	20d	-0.093	0.093	lower_is_better	60.37%	+1.60%	1176
84	DIA	Market	Dow Jones Industrial Average 20D Return	QQQ	20d	-0.092	0.092	lower_is_better	61.51%	+1.84%	1216
85	VIXY	Risk	VIX Futures ETF 20D Return	SPY	5d	0.092	0.092	higher_is_better	55.61%	+0.21%	1230
86	^TNX	Bonds	US 10Y Yield 60D Return	SPY	5d	-0.091	0.091	lower_is_better	63.70%	+0.43%	1190
87	TLT	Bonds	Long-Term Treasury ETF 60D Return	SPY	20d	0.091	0.091	higher_is_better	71.43%	+1.48%	1176
88	VIXY	Risk	VIX Futures ETF 200D MA Deviation	QQQ	5d	0.091	0.091	higher_is_better	58.02%	+0.37%	1047
89	UUP	Dollar	US Dollar ETF 60D Return	QQQ	5d	-0.090	0.090	lower_is_better	59.33%	+0.43%	1190
90	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	QQQ	20d	-0.089	0.089	lower_is_better	67.63%	+2.27%	1037
91	TLT	Bonds	Long-Term Treasury ETF 20D Return	QQQ	5d	0.089	0.089	higher_is_better	60.65%	+0.45%	1230
92	DIA	Market	Dow Jones Industrial Average 5D Return	SPY	5d	-0.087	0.087	lower_is_better	61.48%	+0.40%	1245
93	TLT	Bonds	Long-Term Treasury ETF 20D Return	SPY	5d	0.087	0.087	higher_is_better	63.41%	+0.36%	1230
94	IWM	Market	Russell 2000 60D Return	SPY	5d	-0.086	0.086	lower_is_better	59.33%	+0.39%	1190
95	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	QQQ	5d	0.086	0.086	higher_is_better	60.43%	+0.45%	1197
96	TLT	Bonds	Long-Term Treasury ETF 200D MA Deviation	SPY	5d	0.085	0.085	higher_is_better	63.93%	+0.41%	1047
97	SPY	Market	S&P 500 50D MA Deviation	QQQ	5d	-0.085	0.085	lower_is_better	58.26%	+0.44%	1197
98	IWM	Market	Russell 2000 5D Return	QQQ	5d	-0.084	0.084	lower_is_better	61.32%	+0.52%	1245
99	IWM	Market	Russell 2000 60D Return	QQQ	5d	-0.084	0.084	lower_is_better	57.48%	+0.42%	1190
100	IWM	Market	Russell 2000 200D MA Deviation	SPY	20d	-0.083	0.083	lower_is_better	64.74%	+1.39%	1037
101	SPY	Market	S&P 500 200D MA Deviation	QQQ	20d	-0.080	0.080	lower_is_better	62.81%	+1.93%	1037
102	SPY	Market	S&P 500 5D Return	QQQ	5d	-0.080	0.080	lower_is_better	59.55%	+0.51%	1245
103	SPY	Market	S&P 500 20D Return	QQQ	20d	-0.079	0.079	lower_is_better	61.84%	+1.87%	1216
104	VIXY	Risk	VIX Futures ETF 5D Return	SPY	20d	0.079	0.079	higher_is_better	63.80%	+1.08%	1231
105	UUP	Dollar	US Dollar ETF 60D Return	SPY	5d	-0.077	0.077	lower_is_better	62.35%	+0.33%	1190
106	XLK	Technology	Technology 60D Return	SPY	20d	-0.076	0.076	lower_is_better	60.71%	+1.20%	1176
107	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	SPY	5d	-0.076	0.076	lower_is_better	61.83%	+0.46%	1047
108	^VIX	Risk	VIX Index 50D MA Deviation	QQQ	5d	0.075	0.075	higher_is_better	55.57%	+0.28%	1201
109	IWM	Market	Russell 2000 50D MA Deviation	QQQ	20d	-0.075	0.075	lower_is_better	60.61%	+1.45%	1187
110	TLT	Bonds	Long-Term Treasury ETF 60D Return	QQQ	5d	0.075	0.075	higher_is_better	60.17%	+0.46%	1190
111	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	SPY	5d	0.075	0.075	higher_is_better	63.11%	+0.35%	1197
112	SPY	Market	S&P 500 200D MA Deviation	SPY	20d	-0.075	0.075	lower_is_better	60.89%	+1.19%	1037
113	QQQ	Market	Nasdaq 100 60D Return	QQQ	5d	-0.075	0.075	lower_is_better	58.99%	+0.46%	1190
114	SOXX	Technology	Semiconductors 50D MA Deviation	SPY	20d	-0.074	0.074	lower_is_better	63.97%	+1.31%	1187
115	IWM	Market	Russell 2000 5D Return	SPY	5d	-0.074	0.074	lower_is_better	61.48%	+0.37%	1245
116	SPY	Market	S&P 500 5D Return	SPY	5d	-0.073	0.073	lower_is_better	60.51%	+0.38%	1245
117	IWM	Market	Russell 2000 50D MA Deviation	SPY	5d	-0.073	0.073	lower_is_better	57.76%	+0.28%	1197
118	QQQ	Market	Nasdaq 100 50D MA Deviation	SPY	20d	-0.072	0.072	lower_is_better	60.77%	+1.17%	1187
119	QQQ	Market	Nasdaq 100 60D Return	SPY	5d	-0.072	0.072	lower_is_better	59.16%	+0.36%	1190
120	SOXX	Technology	Semiconductors 50D MA Deviation	QQQ	20d	-0.071	0.071	lower_is_better	64.81%	+1.86%	1187
121	TLT	Bonds	Long-Term Treasury ETF 60D Return	SPY	5d	0.071	0.071	higher_is_better	62.35%	+0.38%	1190
122	VIXY	Risk	VIX Futures ETF 20D Return	QQQ	5d	0.068	0.068	higher_is_better	53.33%	+0.19%	1230
123	DIA	Market	Dow Jones Industrial Average 200D MA Deviation	QQQ	5d	-0.068	0.068	lower_is_better	62.02%	+0.65%	1047
124	QQQ	Market	Nasdaq 100 50D MA Deviation	QQQ	20d	-0.066	0.066	lower_is_better	58.92%	+1.48%	1187
125	UUP	Dollar	US Dollar ETF 50D MA Deviation	QQQ	20d	-0.064	0.064	lower_is_better	63.47%	+1.52%	1187
126	IWM	Market	Russell 2000 200D MA Deviation	QQQ	20d	-0.063	0.063	lower_is_better	65.13%	+1.80%	1037
127	SOXX	Technology	Semiconductors 60D Return	QQQ	20d	-0.062	0.062	lower_is_better	61.90%	+1.28%	1176
128	XLK	Technology	Technology 60D Return	QQQ	5d	-0.061	0.061	lower_is_better	57.82%	+0.40%	1190
129	^VIX	Risk	VIX Index 5D Return	SPY	5d	0.061	0.061	higher_is_better	60.51%	+0.23%	1245
130	^VIX	Risk	VIX Index 20D Return	SPY	5d	0.061	0.061	higher_is_better	57.56%	+0.27%	1230
131	^VIX	Risk	VIX Index 5D Return	QQQ	5d	0.061	0.061	higher_is_better	59.07%	+0.31%	1245
132	SOXX	Technology	Semiconductors 60D Return	SPY	20d	-0.060	0.060	lower_is_better	61.56%	+0.98%	1176
133	XLK	Technology	Technology 60D Return	SPY	5d	-0.058	0.058	lower_is_better	58.49%	+0.34%	1190
134	VIXY	Risk	VIX Futures ETF 5D Return	SPY	5d	0.058	0.058	higher_is_better	58.27%	+0.26%	1245
135	VIXY	Risk	VIX Futures ETF 5D Return	QQQ	5d	0.057	0.057	higher_is_better	56.98%	+0.33%	1245
136	IWM	Market	Russell 2000 200D MA Deviation	SPY	5d	-0.055	0.055	lower_is_better	60.88%	+0.35%	1047
137	IWM	Market	Russell 2000 50D MA Deviation	QQQ	5d	-0.054	0.054	lower_is_better	56.43%	+0.30%	1197
138	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	QQQ	20d	0.053	0.053	higher_is_better	61.62%	+1.02%	1187
139	SPY	Market	S&P 500 200D MA Deviation	QQQ	5d	-0.053	0.053	lower_is_better	59.92%	+0.52%	1047
140	VIXY	Risk	VIX Futures ETF 5D Return	QQQ	20d	0.052	0.052	higher_is_better	63.15%	+1.26%	1231
141	XLK	Technology	Technology 50D MA Deviation	SPY	20d	-0.051	0.051	lower_is_better	60.27%	+1.12%	1187
142	XLK	Technology	Technology 50D MA Deviation	QQQ	20d	-0.051	0.051	lower_is_better	58.92%	+1.47%	1187
143	SPY	Market	S&P 500 200D MA Deviation	SPY	5d	-0.049	0.049	lower_is_better	58.40%	+0.32%	1047
144	^VIX	Risk	VIX Index 5D Return	SPY	20d	0.049	0.049	higher_is_better	63.31%	+0.97%	1231
145	^VIX	Risk	VIX Index 20D Return	QQQ	20d	0.049	0.049	higher_is_better	63.49%	+1.59%	1216
146	IWM	Market	Russell 2000 200D MA Deviation	QQQ	5d	-0.047	0.047	lower_is_better	60.69%	+0.45%	1047
147	QQQ	Market	Nasdaq 100 5D Return	QQQ	5d	-0.045	0.045	lower_is_better	58.27%	+0.41%	1245
148	SOXX	Technology	Semiconductors 60D Return	SPY	5d	-0.042	0.042	lower_is_better	58.99%	+0.31%	1190
149	IWM	Market	Russell 2000 20D Return	SPY	20d	-0.042	0.042	lower_is_better	65.30%	+1.35%	1216
150	SOXX	Technology	Semiconductors 60D Return	QQQ	5d	-0.041	0.041	lower_is_better	58.99%	+0.40%	1190
151	QQQ	Market	Nasdaq 100 5D Return	SPY	5d	-0.041	0.041	lower_is_better	59.55%	+0.30%	1245
152	XLK	Technology	Technology 5D Return	QQQ	5d	-0.041	0.041	lower_is_better	57.62%	+0.39%	1245
153	QQQ	Market	Nasdaq 100 50D MA Deviation	SPY	5d	-0.040	0.040	lower_is_better	57.26%	+0.23%	1197
154	SOXX	Technology	Semiconductors 200D MA Deviation	QQQ	20d	0.040	0.040	higher_is_better	69.75%	+2.03%	1037
155	TLT	Bonds	Long-Term Treasury ETF 50D MA Deviation	SPY	20d	0.039	0.039	higher_is_better	62.79%	+0.88%	1187
156	^VIX	Risk	VIX Index 20D Return	QQQ	5d	0.038	0.038	higher_is_better	56.59%	+0.31%	1230
157	UUP	Dollar	US Dollar ETF 20D Return	SPY	20d	0.035	0.035	higher_is_better	65.79%	+1.19%	1216
158	QQQ	Market	Nasdaq 100 50D MA Deviation	QQQ	5d	-0.033	0.033	lower_is_better	55.93%	+0.27%	1197
159	IWM	Market	Russell 2000 20D Return	SPY	5d	-0.031	0.031	lower_is_better	59.35%	+0.29%	1230
160	XLK	Technology	Technology 5D Return	SPY	5d	-0.031	0.031	lower_is_better	58.75%	+0.28%	1245
161	IWM	Market	Russell 2000 5D Return	SPY	20d	-0.030	0.030	lower_is_better	63.31%	+1.21%	1231
162	UUP	Dollar	US Dollar ETF 5D Return	SPY	5d	-0.030	0.030	lower_is_better	61.64%	+0.32%	1245
163	UUP	Dollar	US Dollar ETF 20D Return	SPY	5d	-0.029	0.029	lower_is_better	62.93%	+0.29%	1230
164	UUP	Dollar	US Dollar ETF 50D MA Deviation	SPY	20d	-0.028	0.028	lower_is_better	64.31%	+1.03%	1187
165	SPY	Market	S&P 500 5D Return	SPY	20d	-0.028	0.028	lower_is_better	62.01%	+1.22%	1231
166	SPY	Market	S&P 500 20D Return	SPY	5d	-0.028	0.028	lower_is_better	57.56%	+0.24%	1230
167	SOXX	Technology	Semiconductors 5D Return	QQQ	5d	-0.027	0.027	lower_is_better	59.07%	+0.37%	1245
168	UUP	Dollar	US Dollar ETF 5D Return	SPY	20d	-0.027	0.027	lower_is_better	66.56%	+1.22%	1231
169	SOXX	Technology	Semiconductors 200D MA Deviation	QQQ	5d	0.026	0.026	higher_is_better	59.73%	+0.47%	1047
170	SOXX	Technology	Semiconductors 50D MA Deviation	QQQ	5d	-0.025	0.025	lower_is_better	58.26%	+0.34%	1197
171	^VIX	Risk	VIX Index 5D Return	QQQ	20d	0.025	0.025	higher_is_better	63.31%	+1.14%	1231
172	XLK	Technology	Technology 50D MA Deviation	SPY	5d	-0.025	0.025	lower_is_better	55.59%	+0.16%	1197
173	QQQ	Market	Nasdaq 100 20D Return	SPY	20d	-0.025	0.025	lower_is_better	63.16%	+1.33%	1216
174	SOXX	Technology	Semiconductors 50D MA Deviation	SPY	5d	-0.025	0.025	lower_is_better	56.76%	+0.25%	1197
175	SPY	Market	S&P 500 20D Return	QQQ	5d	-0.024	0.024	lower_is_better	56.75%	+0.31%	1230
176	SOXX	Technology	Semiconductors 200D MA Deviation	SPY	20d	0.024	0.024	higher_is_better	72.25%	+1.57%	1037
177	DIA	Market	Dow Jones Industrial Average 5D Return	SPY	20d	-0.024	0.024	lower_is_better	61.36%	+1.05%	1231
178	DIA	Market	Dow Jones Industrial Average 5D Return	QQQ	20d	-0.023	0.023	lower_is_better	61.53%	+1.32%	1231
179	XLK	Technology	Technology 50D MA Deviation	QQQ	5d	-0.023	0.023	lower_is_better	54.09%	+0.17%	1197
180	SPY	Market	S&P 500 5D Return	QQQ	20d	-0.023	0.023	lower_is_better	62.50%	+1.49%	1231
181	DIA	Market	Dow Jones Industrial Average 20D Return	SPY	5d	-0.023	0.023	lower_is_better	58.86%	+0.29%	1230
182	DIA	Market	Dow Jones Industrial Average 20D Return	QQQ	5d	-0.022	0.022	lower_is_better	57.56%	+0.39%	1230
183	UUP	Dollar	US Dollar ETF 50D MA Deviation	SPY	5d	-0.021	0.021	lower_is_better	60.93%	+0.27%	1197
184	SOXX	Technology	Semiconductors 200D MA Deviation	SPY	5d	0.021	0.021	higher_is_better	63.74%	+0.39%	1047
185	QQQ	Market	Nasdaq 100 20D Return	QQQ	20d	-0.018	0.018	lower_is_better	60.86%	+1.73%	1216
186	IWM	Market	Russell 2000 20D Return	QQQ	5d	-0.018	0.018	lower_is_better	57.89%	+0.35%	1230
187	SOXX	Technology	Semiconductors 20D Return	SPY	20d	-0.017	0.017	lower_is_better	63.65%	+1.20%	1216
188	SOXX	Technology	Semiconductors 20D Return	SPY	5d	0.016	0.016	higher_is_better	64.07%	+0.37%	1230
189	UUP	Dollar	US Dollar ETF 50D MA Deviation	QQQ	5d	-0.016	0.016	lower_is_better	58.76%	+0.33%	1197
190	IWM	Market	Russell 2000 5D Return	QQQ	20d	-0.016	0.016	lower_is_better	64.29%	+1.49%	1231
191	UUP	Dollar	US Dollar ETF 20D Return	QQQ	20d	0.015	0.015	higher_is_better	63.98%	+1.31%	1216
192	SOXX	Technology	Semiconductors 20D Return	QQQ	5d	0.015	0.015	higher_is_better	59.19%	+0.39%	1230
193	XLK	Technology	Technology 200D MA Deviation	QQQ	20d	-0.014	0.014	lower_is_better	59.73%	+1.33%	1037
194	SOXX	Technology	Semiconductors 5D Return	SPY	5d	-0.013	0.013	lower_is_better	59.39%	+0.26%	1245
195	SOXX	Technology	Semiconductors 5D Return	SPY	20d	0.013	0.013	higher_is_better	67.37%	+1.10%	1231
196	XLK	Technology	Technology 5D Return	SPY	20d	0.012	0.012	higher_is_better	68.99%	+1.06%	1231
197	TLT	Bonds	Long-Term Treasury ETF 20D Return	QQQ	20d	-0.012	0.012	lower_is_better	67.76%	+1.82%	1216
198	XLK	Technology	Technology 20D Return	SPY	5d	0.012	0.012	higher_is_better	62.76%	+0.35%	1230
199	XLK	Technology	Technology 20D Return	QQQ	5d	0.011	0.011	higher_is_better	59.35%	+0.39%	1230
200	XLK	Technology	Technology 5D Return	QQQ	20d	0.011	0.011	higher_is_better	65.26%	+1.30%	1231
201	SOXX	Technology	Semiconductors 20D Return	QQQ	20d	-0.011	0.011	lower_is_better	63.98%	+1.71%	1216
202	SOXX	Technology	Semiconductors 5D Return	QQQ	20d	0.010	0.010	higher_is_better	62.01%	+1.28%	1231
203	QQQ	Market	Nasdaq 100 200D MA Deviation	QQQ	20d	-0.008	0.008	lower_is_better	61.66%	+1.72%	1037
204	QQQ	Market	Nasdaq 100 5D Return	SPY	20d	-0.008	0.008	lower_is_better	62.18%	+1.13%	1231
205	XLK	Technology	Technology 200D MA Deviation	QQQ	5d	-0.008	0.008	lower_is_better	57.63%	+0.37%	1047
206	QQQ	Market	Nasdaq 100 20D Return	SPY	5d	-0.008	0.008	lower_is_better	58.54%	+0.26%	1230
207	QQQ	Market	Nasdaq 100 200D MA Deviation	QQQ	5d	-0.008	0.008	lower_is_better	59.73%	+0.51%	1047
208	UUP	Dollar	US Dollar ETF 20D Return	QQQ	5d	-0.006	0.006	lower_is_better	59.51%	+0.31%	1230
209	QQQ	Market	Nasdaq 100 200D MA Deviation	SPY	20d	0.005	0.005	higher_is_better	73.03%	+1.25%	1037
210	QQQ	Market	Nasdaq 100 20D Return	QQQ	5d	-0.005	0.005	lower_is_better	57.72%	+0.34%	1230
211	UUP	Dollar	US Dollar ETF 5D Return	QQQ	5d	-0.004	0.004	lower_is_better	58.75%	+0.34%	1245
212	UUP	Dollar	US Dollar ETF 5D Return	QQQ	20d	-0.004	0.004	lower_is_better	65.26%	+1.45%	1231
213	QQQ	Market	Nasdaq 100 5D Return	QQQ	20d	-0.004	0.004	lower_is_better	63.31%	+1.39%	1231
214	QQQ	Market	Nasdaq 100 200D MA Deviation	SPY	5d	-0.002	0.002	lower_is_better	58.40%	+0.33%	1047
215	XLK	Technology	Technology 20D Return	QQQ	20d	0.002	0.002	higher_is_better	65.95%	+0.90%	1216
216	XLK	Technology	Technology 20D Return	SPY	20d	-0.001	0.001	lower_is_better	63.49%	+1.29%	1216
217	XLK	Technology	Technology 200D MA Deviation	SPY	5d	-0.001	0.001	lower_is_better	56.30%	+0.23%	1047
218	IWM	Market	Russell 2000 20D Return	QQQ	20d	0.001	0.001	higher_is_better	64.31%	+1.11%	1216
219	XLK	Technology	Technology 200D MA Deviation	SPY	20d	-0.000	0.000	lower_is_better	57.61%	+0.86%	1037
220	TLT	Bonds	Long-Term Treasury ETF 20D Return	SPY	20d	-0.000	0.000	lower_is_better	68.59%	+1.36%	1216

Candidate Features

Rank	Ticker	Group	Feature	Signal Direction	Reason
1	VIXY	Risk	VIX Futures ETF 60D Return	higher_is_better	SPY 20d correlation 0.265, selected win rate 70.58%
2	^TNX	Bonds	US 10Y Yield 200D MA Deviation	lower_is_better	QQQ 20d correlation -0.249, selected win rate 71.68%
3	UUP	Dollar	US Dollar ETF 200D MA Deviation	lower_is_better	QQQ 20d correlation -0.247, selected win rate 77.07%
4	^VIX	Risk	VIX Index 60D Return	higher_is_better	SPY 20d correlation 0.243, selected win rate 67.86%
5	VIXY	Risk	VIX Futures ETF 50D MA Deviation	higher_is_better	SPY 20d correlation 0.238, selected win rate 64.48%
6	DIA	Market	Dow Jones Industrial Average 50D MA Deviation	lower_is_better	SPY 20d correlation -0.197, selected win rate 62.63%
7	^TNX	Bonds	US 10Y Yield 60D Return	lower_is_better	QQQ 20d correlation -0.196, selected win rate 71.26%
8	UUP	Dollar	US Dollar ETF 60D Return	lower_is_better	QQQ 20d correlation -0.193, selected win rate 69.90%
9	^VIX	Risk	VIX Index 200D MA Deviation	higher_is_better	SPY 20d correlation 0.185, selected win rate 65.51%
10	VIXY	Risk	VIX Futures ETF 20D Return	higher_is_better	SPY 20d correlation 0.179, selected win rate 64.64%
11	^VIX	Risk	VIX Index 50D MA Deviation	higher_is_better	SPY 20d correlation 0.168, selected win rate 63.47%
12	VIXY	Risk	VIX Futures ETF 200D MA Deviation	higher_is_better	SPY 20d correlation 0.167, selected win rate 66.28%