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5.
出来高移動平均からの下方乖離は日計りに役立つか |
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【条件】 |
当日出来高<出来高14日移動平均×90% |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
46 |
52 |
46 |
51 |
49 |
43 |
36 |
45 |
368 |
46 |
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DOWN |
44 |
60 |
47 |
48 |
61 |
52 |
62 |
47 |
421 |
53 |
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UP率 |
51.1% |
46.4% |
49.5% |
51.5% |
44.5% |
45.3% |
36.7% |
48.9% |
46.6% |
46.6% |
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【条件】 |
当日出来高<出来高14日移動平均×80% |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
31 |
32 |
33 |
30 |
37 |
28 |
25 |
28 |
244 |
31 |
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DOWN |
27 |
37 |
35 |
31 |
48 |
35 |
40 |
31 |
284 |
36 |
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UP率 |
53.4% |
46.4% |
48.5% |
49.2% |
43.5% |
44.4% |
38.5% |
47.5% |
46.2% |
46.2% |
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【条件】 |
当日出来高<出来高14日移動平均×90% |
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当日終値>前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
25 |
24 |
19 |
20 |
19 |
24 |
16 |
13 |
160 |
20 |
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DOWN |
19 |
29 |
28 |
24 |
32 |
23 |
29 |
22 |
206 |
26 |
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UP率 |
56.8% |
45.3% |
40.4% |
45.5% |
37.3% |
51.1% |
35.6% |
37.1% |
43.7% |
43.7% |
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【条件】 |
当日出来高<出来高14日移動平均×90% |
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当日終値<=前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
21 |
28 |
27 |
31 |
30 |
19 |
20 |
32 |
208 |
26 |
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DOWN |
25 |
31 |
19 |
24 |
29 |
29 |
33 |
25 |
215 |
27 |
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UP率 |
45.7% |
47.5% |
58.7% |
56.4% |
50.8% |
39.6% |
37.7% |
56.1% |
49.2% |
49.2% |
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【条件】 |
当日出来高<出来高14日移動平均×80% |
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当日終値>前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
20 |
16 |
16 |
17 |
14 |
16 |
10 |
6 |
115 |
14 |
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DOWN |
12 |
17 |
19 |
15 |
25 |
16 |
20 |
14 |
138 |
17 |
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UP率 |
62.5% |
48.5% |
45.7% |
53.1% |
35.9% |
50.0% |
33.3% |
30.0% |
45.5% |
45.5% |
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【条件】 |
当日出来高<出来高14日移動平均×80% |
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当日終値<=前日終値 |
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YEAR |
1,994 |
1,995 |
1,996 |
1,997 |
1,998 |
1,999 |
2,000 |
2,001 |
TTL |
AVE |
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UP |
11 |
16 |
17 |
13 |
23 |
12 |
15 |
22 |
129 |
16 |
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DOWN |
15 |
20 |
16 |
16 |
23 |
19 |
20 |
17 |
146 |
18 |
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UP率 |
42.3% |
44.4% |
51.5% |
44.8% |
50.0% |
38.7% |
42.9% |
56.4% |
46.9% |
46.9% |
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当日の出来高が、出来高14日移動平均よりも10%または20%以上下方に |
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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。 |
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終値の増減を条件に入れてもはっきりとした効果が認められないが、若干の |
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逆効果(高くなるのを抑える)が認められる。 |
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★当日の出来高が、出来高14日移動平均よりも10%または20%以上下方 |
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に乖離している場合、当日の終値が前日の終値よりも低くても、翌日の |
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終値が高くなる可能性が小さくなっている。 |
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