| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
4.
出来高移動平均からの上方乖離は日計りに役立つか |
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
【条件】 |
当日出来高>出来高14日移動平均×110% |
| |
|
YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
|
|
| |
|
UP |
40 |
29 |
33 |
36 |
40 |
29 |
38 |
30 |
275 |
34 |
|
|
| |
|
DOWN |
35 |
38 |
49 |
41 |
38 |
36 |
46 |
40 |
323 |
40 |
|
|
| |
|
UP率 |
53.3% |
43.3% |
40.2% |
46.8% |
51.3% |
44.6% |
45.2% |
42.9% |
46.0% |
46.0% |
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
【条件】 |
当日出来高>出来高14日移動平均×120% |
| |
|
YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
|
|
| |
|
UP |
19 |
16 |
15 |
23 |
27 |
14 |
17 |
19 |
150 |
19 |
|
|
| |
|
DOWN |
18 |
23 |
28 |
20 |
24 |
18 |
24 |
22 |
177 |
22 |
|
|
| |
|
UP率 |
51.4% |
41.0% |
34.9% |
53.5% |
52.9% |
43.8% |
41.5% |
46.3% |
45.9% |
45.9% |
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
【条件】 |
当日出来高>出来高14日移動平均×110% |
|
|
|
|
|
| |
|
|
当日終値>前日終値 |
|
|
|
|
|
|
|
|
| |
|
YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
|
|
| |
|
UP |
20 |
13 |
10 |
11 |
17 |
13 |
17 |
16 |
117 |
15 |
|
|
| |
|
DOWN |
20 |
20 |
32 |
22 |
20 |
19 |
21 |
27 |
181 |
23 |
|
|
| |
|
UP率 |
50.0% |
39.4% |
23.8% |
33.3% |
45.9% |
40.6% |
44.7% |
37.2% |
39.3% |
39.3% |
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
【条件】 |
当日出来高>出来高14日移動平均×110% |
|
|
|
|
|
| |
|
|
当日終値<=前日終値 |
|
|
|
|
|
|
|
|
| |
|
YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
|
|
| |
|
UP |
20 |
16 |
23 |
25 |
23 |
16 |
21 |
14 |
158 |
20 |
|
|
| |
|
DOWN |
15 |
18 |
17 |
19 |
18 |
17 |
25 |
13 |
142 |
18 |
|
|
| |
|
UP率 |
57.1% |
47.1% |
57.5% |
56.8% |
56.1% |
48.5% |
45.7% |
51.9% |
52.7% |
52.7% |
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
【条件】 |
当日出来高>出来高14日移動平均×120% |
|
|
|
|
|
| |
|
|
当日終値>前日終値 |
|
|
|
|
|
|
|
|
| |
|
YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
|
|
| |
|
UP |
10 |
8 |
6 |
8 |
9 |
4 |
6 |
10 |
61 |
8 |
|
|
| |
|
DOWN |
11 |
14 |
23 |
9 |
15 |
12 |
9 |
16 |
109 |
14 |
|
|
| |
|
UP率 |
47.6% |
36.4% |
20.7% |
47.1% |
37.5% |
25.0% |
40.0% |
38.5% |
35.9% |
35.9% |
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
【条件】 |
当日出来高>出来高14日移動平均×120% |
|
|
|
|
|
| |
|
|
当日終値<=前日終値 |
|
|
|
|
|
|
|
|
| |
|
YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
|
|
| |
|
UP |
9 |
8 |
9 |
15 |
18 |
10 |
11 |
9 |
89 |
11 |
|
|
| |
|
DOWN |
7 |
9 |
5 |
11 |
9 |
6 |
15 |
6 |
68 |
9 |
|
|
| |
|
UP率 |
56.3% |
47.1% |
64.3% |
57.7% |
66.7% |
62.5% |
42.3% |
60.0% |
56.7% |
56.7% |
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
当日の出来高が、出来高14日移動平均よりも10%または20%以上上方に |
|
| |
|
乖離していても、翌日の日経225の上がる確率にはほとんど影響しない。 |
|
| |
|
しかし、終値の増減を条件に入れるとはっきりとした効果が認められる。 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
★当日の出来高が、出来高14日移動平均よりも10%または20%以上乖離 |
|
| |
|
している場合、当日の終値が前日の終値よりも高い時は、翌日の終値が |
|
| |
|
低くなる可能性が強まり、当日の終値が前日の終値よりも低い時は、翌日 |
|
| |
|
の終値が高くなる可能性が強まる。 |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|