Market Radar Backtest
Risk On SPY 20D
+1.06%
勝率 69.46% / 件数 596
Risk Off SPY 20D
+1.72%
勝率 59.19% / 件数 223
Regime Count
596 / 218 / 223
Risk On / Neutral / Risk Off
判定ロジックは変更せず、Market Index平均スコアからRisk On / Neutral / Risk Offを日次生成しています。リターンは判定日終値から将来営業日終値までの変化率です。
Table
| Regime | Ticker | Horizon | Count | Win Rate | Average Return | Max Gain | Max Loss |
|---|---|---|---|---|---|---|---|
| Risk On | SPY | 1d | 596 | 55.20% | +0.04% | +2.49% | -3.38% |
| Risk On | SPY | 5d | 596 | 62.75% | +0.28% | +5.08% | -5.84% |
| Risk On | SPY | 20d | 596 | 69.46% | +1.06% | +8.56% | -11.93% |
| Risk On | QQQ | 1d | 596 | 55.37% | +0.05% | +3.59% | -4.10% |
| Risk On | QQQ | 5d | 596 | 60.57% | +0.37% | +6.27% | -7.71% |
| Risk On | QQQ | 20d | 596 | 68.79% | +1.41% | +16.39% | -13.90% |
| Neutral | SPY | 1d | 218 | 57.34% | +0.17% | +5.50% | -4.35% |
| Neutral | SPY | 5d | 218 | 62.39% | +0.55% | +5.89% | -10.07% |
| Neutral | SPY | 20d | 218 | 66.97% | +1.01% | +9.54% | -12.04% |
| Neutral | QQQ | 1d | 218 | 56.88% | +0.23% | +7.38% | -5.48% |
| Neutral | QQQ | 5d | 218 | 61.93% | +0.78% | +8.80% | -10.96% |
| Neutral | QQQ | 20d | 218 | 64.68% | +1.46% | +14.80% | -14.89% |
| Risk Off | SPY | 1d | 223 | 49.78% | +0.01% | +10.50% | -5.85% |
| Risk Off | SPY | 5d | 223 | 51.57% | +0.08% | +8.28% | -11.50% |
| Risk Off | SPY | 20d | 223 | 59.19% | +1.72% | +15.76% | -12.00% |
| Risk Off | QQQ | 1d | 223 | 52.47% | +0.01% | +12.00% | -6.21% |
| Risk Off | QQQ | 5d | 223 | 52.47% | +0.09% | +10.08% | -11.98% |
| Risk Off | QQQ | 20d | 223 | 59.19% | +2.28% | +20.53% | -15.94% |
Chart
Recent Signals
| Date | Regime | Market Score | SPY 1D | SPY 5D | SPY 20D | QQQ 20D |
|---|---|---|---|---|---|---|
| 2026-05-07 | Risk On | 93.8 | +0.83% | +2.27% | +0.82% | +1.46% |
| 2026-05-06 | Risk On | 93.8 | -0.31% | +1.16% | +3.17% | +6.44% |
| 2026-05-05 | Risk On | 93.8 | +1.39% | +1.99% | +4.21% | +9.18% |
| 2026-05-04 | Risk On | 100.0 | +0.80% | +2.97% | +5.79% | +10.89% |
| 2026-05-01 | Risk On | 100.0 | -0.37% | +2.35% | +5.26% | +10.17% |
| 2026-04-30 | Risk On | 100.0 | +0.28% | +1.80% | +5.26% | +10.57% |
| 2026-04-29 | Risk On | 93.8 | +0.99% | +3.13% | +6.05% | +11.19% |
| 2026-04-28 | Risk On | 100.0 | -0.02% | +1.70% | +5.45% | +10.93% |
| 2026-04-27 | Risk On | 100.0 | -0.49% | +0.40% | +4.95% | +9.94% |
| 2026-04-24 | Risk On | 100.0 | +0.17% | +0.94% | +4.44% | +8.08% |
| 2026-04-23 | Risk On | 100.0 | +0.77% | +1.44% | +4.84% | +9.69% |
| 2026-04-22 | Risk On | 100.0 | -0.39% | +0.05% | +4.22% | +8.86% |
| 2026-04-21 | Risk On | 100.0 | +1.01% | +1.08% | +4.21% | +8.88% |
| 2026-04-20 | Risk On | 100.0 | -0.65% | +0.91% | +4.22% | +9.14% |
| 2026-04-17 | Risk On | 100.0 | -0.20% | +0.54% | +4.09% | +9.26% |
| 2026-04-16 | Risk On | 100.0 | +1.21% | +0.97% | +6.63% | +12.38% |
| 2026-04-15 | Risk On | 93.8 | +0.25% | +1.61% | +6.05% | +12.13% |
| 2026-04-14 | Risk On | 93.8 | +0.79% | +1.39% | +6.30% | +12.51% |
| 2026-04-13 | Risk On | 81.2 | +1.22% | +3.30% | +7.75% | +15.53% |
| 2026-04-10 | Risk On | 81.2 | +0.98% | +4.52% | +8.56% | +16.39% |