Last Updated on 2023年4月2日 by ぷーやん
4月3日より、ブログのトップページに、【日経VIフィルタ版】スイング+デイモデルの成績を毎日更新します。
従来のスイング+デイトレモデルも引き続き掲載します。
※2023年3月末現在、【日経VIフィルタ版】スイング+デイモデルにおいて、ドローダウンは発生せず最高益を更新中
【日経VIフィルタ版】スイングモデル
【日経VIフィルタ版】デイトレモデル
2012年～2023年3月現在（225先物ミニ1枚）
損益カーブ
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パフォーマンス（単位：円）
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| デイトレ | スイング | 計 | |
| 損益 | 1,897,000 | 5,459,500 | 7,356,500 |
| 勝率 | 60.6% | 55.8% | 55.6% |
| 期待値 | 3,513 | 3,561 | 4,350 |
| ＳＲ | 0.24 | 0.18 | 0.20 |
| MDD | -155,000 | ||
| ＰＭレシオ | 47.5 | ||
| トレード率 | 20% | 56% | 61% |
年次成績（単位：円）
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| デイ | スイング | 計 | |
| 2012 | 16,000 | 57,500 | 73,500 |
| 2013 | 282,500 | 333,500 | 616,000 |
| 2014 | 119,500 | 138,000 | 257,500 |
| 2015 | 206,000 | 200,500 | 406,500 |
| 2016 | 301,000 | 682,500 | 983,500 |
| 2017 | 28,000 | 260,000 | 288,000 |
| 2018 | 158,000 | 819,500 | 977,500 |
| 2019 | 35,500 | 250,000 | 285,500 |
| 2020 | 288,000 | 833,500 | 1,121,500 |
| 2021 | 204,000 | 815,000 | 1,019,000 |
| 2022 | 222,500 | 958,000 | 1,180,500 |
| 2023 | 36,000 | 111,500 | 147,500 |
月次成績（単位：円）
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| デイ | スイング | 計 | 累計 | DD | 年 | |
| 2012/01 | 1,000 | 9,500 | 10,500 | 10,500 | 0 | 2012 |
| 2012/02 | 24,500 | 8,000 | 32,500 | 43,000 | 0 | 2012 |
| 2012/03 | -3,000 | -16,500 | -19,500 | 23,500 | -19,500 | 2012 |
| 2012/04 | -4,500 | -20,000 | -24,500 | -1,000 | -44,000 | 2012 |
| 2012/05 | 1,500 | 38,500 | 40,000 | 39,000 | -4,000 | 2012 |
| 2012/06 | 3,500 | 3,500 | 7,000 | 46,000 | 0 | 2012 |
| 2012/07 | 3,000 | 11,500 | 14,500 | 60,500 | 0 | 2012 |
| 2012/08 | -8,500 | 17,500 | 9,000 | 69,500 | 0 | 2012 |
| 2012/09 | -1,500 | 5,500 | 4,000 | 73,500 | 0 | 2012 |
| 2012/10 | -2,000 | -21,500 | -23,500 | 50,000 | -23,500 | 2012 |
| 2012/11 | 3,000 | -6,500 | -3,500 | 46,500 | -27,000 | 2012 |
| 2012/12 | -1,000 | 28,000 | 27,000 | 73,500 | 0 | 2012 |
| 2013/01 | 56,500 | 22,000 | 78,500 | 152,000 | 0 | 2013 |
| 2013/02 | -5,000 | 53,000 | 48,000 | 200,000 | 0 | 2013 |
| 2013/03 | 21,500 | 1,000 | 22,500 | 222,500 | 0 | 2013 |
| 2013/04 | 16,500 | 24,000 | 40,500 | 263,000 | 0 | 2013 |
| 2013/05 | 8,500 | 122,500 | 131,000 | 394,000 | 0 | 2013 |
| 2013/06 | 95,500 | 59,000 | 154,500 | 548,500 | 0 | 2013 |
| 2013/07 | 14,000 | -80,000 | -66,000 | 482,500 | -66,000 | 2013 |
| 2013/08 | 14,000 | 63,000 | 77,000 | 559,500 | 0 | 2013 |
| 2013/09 | 500 | -5,000 | -4,500 | 555,000 | -4,500 | 2013 |
| 2013/10 | 67,000 | 60,000 | 127,000 | 682,000 | 0 | 2013 |
| 2013/11 | -5,000 | -9,500 | -14,500 | 667,500 | -14,500 | 2013 |
| 2013/12 | -1,500 | 23,500 | 22,000 | 689,500 | 0 | 2013 |
| 2014/01 | 8,500 | 27,500 | 36,000 | 725,500 | 0 | 2014 |
| 2014/02 | 7,500 | 58,000 | 65,500 | 791,000 | 0 | 2014 |
| 2014/03 | -14,000 | 74,000 | 60,000 | 851,000 | 0 | 2014 |
| 2014/04 | 21,000 | -20,500 | 500 | 851,500 | 0 | 2014 |
| 2014/05 | 16,500 | 1,500 | 18,000 | 869,500 | 0 | 2014 |
| 2014/06 | 9,500 | -32,500 | -23,000 | 846,500 | -23,000 | 2014 |
| 2014/07 | -4,500 | 7,500 | 3,000 | 849,500 | -20,000 | 2014 |
| 2014/08 | 4,500 | -10,000 | -5,500 | 844,000 | -25,500 | 2014 |
| 2014/09 | 17,000 | -45,500 | -28,500 | 815,500 | -54,000 | 2014 |
| 2014/10 | 61,000 | 48,500 | 109,500 | 925,000 | 0 | 2014 |
| 2014/11 | 6,500 | 23,000 | 29,500 | 954,500 | 0 | 2014 |
| 2014/12 | -14,000 | 6,500 | -7,500 | 947,000 | -7,500 | 2014 |
| 2015/01 | 12,500 | -38,000 | -25,500 | 921,500 | -33,000 | 2015 |
| 2015/02 | 14,000 | 32,500 | 46,500 | 968,000 | 0 | 2015 |
| 2015/03 | 500 | 21,000 | 21,500 | 989,500 | 0 | 2015 |
| 2015/04 | 6,500 | 20,000 | 26,500 | 1,016,000 | 0 | 2015 |
| 2015/05 | 9,000 | -58,500 | -49,500 | 966,500 | -49,500 | 2015 |
| 2015/06 | 11,500 | 39,500 | 51,000 | 1,017,500 | 0 | 2015 |
| 2015/07 | 57,000 | 97,000 | 154,000 | 1,171,500 | 0 | 2015 |
| 2015/08 | -7,000 | 16,000 | 9,000 | 1,180,500 | 0 | 2015 |
| 2015/09 | 75,000 | 56,500 | 131,500 | 1,312,000 | 0 | 2015 |
| 2015/10 | 17,000 | -23,000 | -6,000 | 1,306,000 | -6,000 | 2015 |
| 2015/11 | 16,500 | 22,000 | 38,500 | 1,344,500 | 0 | 2015 |
| 2015/12 | -6,500 | 15,500 | 9,000 | 1,353,500 | 0 | 2015 |
| 2016/01 | 87,000 | 318,000 | 405,000 | 1,758,500 | 0 | 2016 |
| 2016/02 | 20,500 | 169,000 | 189,500 | 1,948,000 | 0 | 2016 |
| 2016/03 | -2,500 | -45,000 | -47,500 | 1,900,500 | -47,500 | 2016 |
| 2016/04 | 3,500 | 133,500 | 137,000 | 2,037,500 | 0 | 2016 |
| 2016/05 | 41,500 | -10,500 | 31,000 | 2,068,500 | 0 | 2016 |
| 2016/06 | 103,000 | 19,500 | 122,500 | 2,191,000 | 0 | 2016 |
| 2016/07 | -19,500 | 53,500 | 34,000 | 2,225,000 | 0 | 2016 |
| 2016/08 | -10,500 | 55,500 | 45,000 | 2,270,000 | 0 | 2016 |
| 2016/09 | -3,500 | -21,500 | -25,000 | 2,245,000 | -25,000 | 2016 |
| 2016/10 | -20,000 | -14,500 | -34,500 | 2,210,500 | -59,500 | 2016 |
| 2016/11 | 105,000 | 49,000 | 154,000 | 2,364,500 | 0 | 2016 |
| 2016/12 | -3,500 | -24,000 | -27,500 | 2,337,000 | -27,500 | 2016 |
| 2017/01 | -4,000 | 14,000 | 10,000 | 2,347,000 | -17,500 | 2017 |
| 2017/02 | 34,000 | 59,500 | 93,500 | 2,440,500 | 0 | 2017 |
| 2017/03 | -5,000 | 90,500 | 85,500 | 2,526,000 | 0 | 2017 |
| 2017/04 | 5,500 | 57,000 | 62,500 | 2,588,500 | 0 | 2017 |
| 2017/05 | 6,500 | -26,000 | -19,500 | 2,569,000 | -19,500 | 2017 |
| 2017/06 | 8,500 | 5,000 | 13,500 | 2,582,500 | -6,000 | 2017 |
| 2017/07 | 18,500 | -25,000 | -6,500 | 2,576,000 | -12,500 | 2017 |
| 2017/08 | -2,000 | 33,500 | 31,500 | 2,607,500 | 0 | 2017 |
| 2017/09 | 5,500 | 0 | 5,500 | 2,613,000 | 0 | 2017 |
| 2017/10 | -7,500 | 15,500 | 8,000 | 2,621,000 | 0 | 2017 |
| 2017/11 | -25,000 | 34,000 | 9,000 | 2,630,000 | 0 | 2017 |
| 2017/12 | -7,000 | 2,000 | -5,000 | 2,625,000 | -5,000 | 2017 |
| 2018/01 | 15,500 | 39,500 | 55,000 | 2,680,000 | 0 | 2018 |
| 2018/02 | -26,000 | 58,500 | 32,500 | 2,712,500 | 0 | 2018 |
| 2018/03 | -1,000 | 187,500 | 186,500 | 2,899,000 | 0 | 2018 |
| 2018/04 | 26,000 | -50,500 | -24,500 | 2,874,500 | -24,500 | 2018 |
| 2018/05 | -2,000 | -7,500 | -9,500 | 2,865,000 | -34,000 | 2018 |
| 2018/06 | -6,000 | 13,000 | 7,000 | 2,872,000 | -27,000 | 2018 |
| 2018/07 | 46,000 | 86,000 | 132,000 | 3,004,000 | 0 | 2018 |
| 2018/08 | 2,500 | -35,000 | -32,500 | 2,971,500 | -32,500 | 2018 |
| 2018/09 | -7,500 | 49,000 | 41,500 | 3,013,000 | 0 | 2018 |
| 2018/10 | 17,500 | 196,000 | 213,500 | 3,226,500 | 0 | 2018 |
| 2018/11 | 31,500 | -5,000 | 26,500 | 3,253,000 | 0 | 2018 |
| 2018/12 | 61,500 | 288,000 | 349,500 | 3,602,500 | 0 | 2018 |
| 2019/01 | 16,000 | 1,500 | 17,500 | 3,620,000 | 0 | 2019 |
| 2019/02 | -8,000 | 3,500 | -4,500 | 3,615,500 | -4,500 | 2019 |
| 2019/03 | -2,000 | 111,000 | 109,000 | 3,724,500 | 0 | 2019 |
| 2019/04 | -15,000 | 3,500 | -11,500 | 3,713,000 | -11,500 | 2019 |
| 2019/05 | -12,500 | -28,000 | -40,500 | 3,672,500 | -52,000 | 2019 |
| 2019/06 | 16,500 | 30,000 | 46,500 | 3,719,000 | -5,500 | 2019 |
| 2019/07 | -5,000 | 69,500 | 64,500 | 3,783,500 | 0 | 2019 |
| 2019/08 | 19,000 | -22,000 | -3,000 | 3,780,500 | -3,000 | 2019 |
| 2019/09 | 29,000 | 1,000 | 30,000 | 3,810,500 | 0 | 2019 |
| 2019/10 | -22,500 | 30,000 | 7,500 | 3,818,000 | 0 | 2019 |
| 2019/11 | 10,500 | -17,500 | -7,000 | 3,811,000 | -7,000 | 2019 |
| 2019/12 | 9,500 | 67,500 | 77,000 | 3,888,000 | 0 | 2019 |
| 2020/01 | -2,500 | 16,000 | 13,500 | 3,901,500 | 0 | 2020 |
| 2020/02 | 19,500 | 179,500 | 199,000 | 4,100,500 | 0 | 2020 |
| 2020/03 | 47,000 | -27,000 | 20,000 | 4,120,500 | 0 | 2020 |
| 2020/04 | 100,000 | 239,000 | 339,000 | 4,459,500 | 0 | 2020 |
| 2020/05 | 49,500 | 127,000 | 176,500 | 4,636,000 | 0 | 2020 |
| 2020/06 | -52,000 | 161,000 | 109,000 | 4,745,000 | 0 | 2020 |
| 2020/07 | 53,500 | 36,500 | 90,000 | 4,835,000 | 0 | 2020 |
| 2020/08 | 14,000 | 22,000 | 36,000 | 4,871,000 | 0 | 2020 |
| 2020/09 | 12,000 | -56,000 | -44,000 | 4,827,000 | -44,000 | 2020 |
| 2020/10 | 7,500 | 22,000 | 29,500 | 4,856,500 | -14,500 | 2020 |
| 2020/11 | -4,500 | 74,000 | 69,500 | 4,926,000 | 0 | 2020 |
| 2020/12 | 44,000 | 39,500 | 83,500 | 5,009,500 | 0 | 2020 |
| 2021/01 | 36,000 | 74,500 | 110,500 | 5,120,000 | 0 | 2021 |
| 2021/02 | 95,000 | 160,000 | 255,000 | 5,375,000 | 0 | 2021 |
| 2021/03 | 5,000 | 149,500 | 154,500 | 5,529,500 | 0 | 2021 |
| 2021/04 | 19,000 | 3,500 | 22,500 | 5,552,000 | 0 | 2021 |
| 2021/05 | 6,500 | 134,500 | 141,000 | 5,693,000 | 0 | 2021 |
| 2021/06 | -24,500 | 42,500 | 18,000 | 5,711,000 | 0 | 2021 |
| 2021/07 | 39,000 | 2,000 | 41,000 | 5,752,000 | 0 | 2021 |
| 2021/08 | 18,500 | 97,000 | 115,500 | 5,867,500 | 0 | 2021 |
| 2021/09 | 22,000 | -10,500 | 11,500 | 5,879,000 | 0 | 2021 |
| 2021/10 | 5,000 | 50,500 | 55,500 | 5,934,500 | 0 | 2021 |
| 2021/11 | 2,000 | -6,500 | -4,500 | 5,930,000 | -4,500 | 2021 |
| 2021/12 | -19,500 | 118,000 | 98,500 | 6,028,500 | 0 | 2021 |
| 2022/01 | 44,500 | 123,000 | 167,500 | 6,196,000 | 0 | 2022 |
| 2022/02 | 22,500 | 100,500 | 123,000 | 6,319,000 | 0 | 2022 |
| 2022/03 | 85,000 | 187,500 | 272,500 | 6,591,500 | 0 | 2022 |
| 2022/04 | -9,500 | 142,500 | 133,000 | 6,724,500 | 0 | 2022 |
| 2022/05 | -25,500 | -50,000 | -75,500 | 6,649,000 | -75,500 | 2022 |
| 2022/06 | 61,000 | 103,500 | 164,500 | 6,813,500 | 0 | 2022 |
| 2022/07 | 31,500 | -49,000 | -17,500 | 6,796,000 | -17,500 | 2022 |
| 2022/08 | 21,000 | 153,500 | 174,500 | 6,970,500 | 0 | 2022 |
| 2022/09 | 5,500 | 152,500 | 158,000 | 7,128,500 | 0 | 2022 |
| 2022/10 | -1,500 | 25,500 | 24,000 | 7,152,500 | 0 | 2022 |
| 2022/11 | -11,000 | 24,500 | 13,500 | 7,166,000 | 0 | 2022 |
| 2022/12 | -1,000 | 44,000 | 43,000 | 7,209,000 | 0 | 2022 |
| 2023/01 | 7,000 | 85,500 | 92,500 | 7,301,500 | 0 | 2023 |
| 2023/02 | 0 | -14,000 | -14,000 | 7,287,500 | -14,000 | 2023 |
| 2023/03 | 29,000 | 40,000 | 69,000 | 7,356,500 | 0 | 2023 |
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