μ λ΅ μ½λ + Periods μ€λͺ βΎ OFF: type1_1, type2_1, type2_1b
μ λ΅ μ½λ
type1_1
λ³κ³‘μ μ νΈ Β· κ³ μ μλ 맀μ·맀λ
β MA10M κ΅μ°¨(-β+) 맀μ / (+β-) 맀λ, 10μ£Ό κ³ μ
OFF
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ
β MA10M κ΅μ°¨(-β+) μ μ‘ λ§€μ / (+β-) μ λ 맀λ
ON
type2_1
μ°μμΌμ(8/4) Β· κ³ μ μλ 맀μ·맀λ
β +8μΌ μ°μ β 맀μ(10μ£Ό κ³ μ ) / -4μΌ μ°μ β 맀λ(10μ£Ό κ³ μ )
OFF
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ
β +8μΌ μ°μ β μ μ‘ λ§€μ / -4μΌ μ°μ β μ λ 맀λ
ON
type2_1b
μ°μμΌμ(33/5) Β· κ³ μ μλ 맀μ·맀λ
β +33μΌ μ°μ β 맀μ(10μ£Ό κ³ μ ) / -5μΌ μ°μ β 맀λ(10μ£Ό κ³ μ )
OFF
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ
β +33μΌ μ°μ β μ μ‘ λ§€μ / -5μΌ μ°μ β μ λ 맀λ
ON
type3
μ 립μ 90μΌ μ£ΌκΈ°
β 90μΌλ§λ€ μΌμ κΈμ‘ μ
κΈ ν μ μ‘ λ§€μ (맀λ μμ)
ON
β
ON/OFF λ³κ²½:
config/strategies.yml
β
enabled_types:
νλͺ©μμ μΆκ°/μ κ±°
λ°±ν
μ€νΈ κΈ°κ° (Periods)
full
2000-01-01 ~ νμ¬
[all/kr/us]
5y
μ΅κ·Ό 5y λ‘€λ§
[all/kr/us]
2010-2020
2010-01-01 ~ 2021-01-01
[all/kr/us]
2000-2015
2000-01-01 ~ 2016-01-01
[all/kr/us]
2019-minus
2019-01-04 ~ 2020-03-27
[all/kr/us]
2021-zero
2021-01-01 ~ 2022-09-30
[all/kr/us]
π
κΈ°κ° μΆκ°/λ³κ²½:
config/periods.yml
π μ€λμ μμ¬κ²°μ β μ’ λͺ© μ μ κΈ°μ€
π μ νΈμ κΈ°λ° β MA10M_UPDOWN (10μ μ΄λνκ· λλΉ νμ¬κ°)
λ§€μΌ μ’ κ°λ₯Ό MA10M(10κ°μ μ΄λνκ· )κ³Ό λΉκ΅ν΄ λ°©ν₯μ νλ¨ν©λλ€. MA10Mμ μλ§ μ’ κ° κΈ°μ€ 10κ°μ rolling mean μ μΌλ΄μΌλ‘ forward-fillν κ°μ λλ€.
+
μ’
κ° > MA10M
μμΉ μΆμΈκΆ β 10μμ΄ν μ
-
μ’
κ° < MA10M
νλ½ μΆμΈκΆ β 10μμ΄ν μλ
type1_1 Β· type1_2 λ³κ³‘ λΉμΌ μ¦μ μ νΈ
MA10M_UPDOWN λ°©ν₯μ΄ μ΄μ μ λ€λ₯Έ λ μ μ¦μ λ°ν. ν΄λΉ λ°©ν₯μ΄ μ μ§λλ λμμ μΆκ° μ νΈ μμ.
- - - - -
β
1μΌμ§Έ(λ³κ³‘ -β+) π’BUY
+2 +3 +4 +5 β¦ μ νΈμμ
β
λ³κ³‘+β- π’SELL
- - -
βͺ λ°©ν₯ μ ν 1λ²μ§Έ λ μ μ νΈ. κ°μ₯ λΉ λ₯Έ μ§μ .
type2_1 Β· type2_2 +8μΌμ§Έ / -4μΌμ§Έ μ νΈ
type2_1b Β· type2_2b +33μΌμ§Έ / -5μΌμ§Έ μ νΈ
type2_2b (plus=33) νμλΌμΈ β 맀μ μ νΈ λ°ν ꡬκ°:
- - -
β
+1 +2 +3 β¦
+31 +32
+33 π’BUY β μ νν μ¬κΈ°λ§!
+34 +35 β¦ μ νΈμμ
β
-1 -2 -3 -4
-5 π’SELL
-6 β¦ μ νΈμμ
+32μΌμ§Έ
β
μ νΈ μμ (streak < 33)
+33μΌμ§Έ (streak == 33)
π’ BUY
μ νΈ λ°ν!
+34μΌμ§Έ
β
μ νΈ μμ (streak > 33)
κ²°λ‘ : type2 κ³μ΄μ λ¨μ λ³κ³‘μ μ΄ μλλλ€. λ³κ³‘ ν μ νν Nλ²μ§Έ μ°μμΌμλ§ μ νΈκ° λ°μν©λλ€.
type2_2bλ +λ°©ν₯μΌλ‘ 33μΌ μ°μ μ μ§λ λ , -λ°©ν₯μΌλ‘ 5μΌ μ°μ μ μ§λ λ λ§ μ μ λ©λλ€.
κ°μ μΆμΈκ° κ³μλμ΄λ N+1μΌλΆν°λ μ νΈκ° μμ΅λλ€.
π μ λ΅λ³ μ νΈ λ°ν μμ λΉκ΅
| μ λ΅ | μλ | π’ 맀μ 쑰건 | π’ 맀λ 쑰건 |
|---|---|---|---|
| type1_1 | κ³ μ 10μ£Ό | -β+ λ³κ³‘ 1μΌμ§Έ | +β- λ³κ³‘ 1μΌμ§Έ |
| type1_2 | μ μ‘맀μ/μ λ맀λ | -β+ λ³κ³‘ 1μΌμ§Έ | +β- λ³κ³‘ 1μΌμ§Έ |
| type2_1 | κ³ μ 10μ£Ό | μ°μ +8μΌμ§Έλ§ | μ°μ -4μΌμ§Έλ§ |
| type2_2 | μ μ‘맀μ/μ λ맀λ | μ°μ +8μΌμ§Έλ§ | μ°μ -4μΌμ§Έλ§ |
| type2_1b | κ³ μ 10μ£Ό | μ°μ +33μΌμ§Έλ§ | μ°μ -5μΌμ§Έλ§ |
| type2_2b | μ μ‘맀μ/μ λ맀λ | μ°μ +33μΌμ§Έλ§ | μ°μ -5μΌμ§Έλ§ |
β» μ νΈ νλ¨: DμΌ μ’ κ° κΈ°μ€ Β· 체결: D+1 μμκ°(open) Β· type3(μ 립μ 90μΌ)μ μ΄ νλ©΄μμ μ μΈ
μ€λμ μμ¬κ²°μ
μ΄ 48 건 (type3 μ 립μ μ μΈ)
μ λ΅ νν°:
| λ μ§ | κ·Έλ£Ή | RANK | Ticker | μ’ λͺ©λͺ | μ λ΅ | Action | Qty | Price | Reason | κ±°λμ΄λ ₯ |
|---|---|---|---|---|---|---|---|---|---|---|
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-08 (κΈ)) |
ETF_KR | 0013R0 | RISE ν μ¬λΌλ―Έκ΅μ±νκ²μ»€λ²λμ½νΌν©(ν©μ±) |
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 9,295.00 | +8μΌ μ°μ μ μ§ | π 0013R0 | |
| 2026-05-19 (ν) | KOSPI200 | 006650 | λνμ ν |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 135,200.00 | MA10M λ³κ³‘ +β- | π 006650 | |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-13 (μ)) |
KOSPI200 | 26 | 042660 | ννμ€μ |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 111,900.00 | -5μΌ μ°μ μ μ§ | π 042660 |
| 2026-05-19 (ν) | KOSPI200 | 162 | 051600 | νμ KPS |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 53,900.00 | MA10M λ³κ³‘ +β- | π 051600 |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-14 (λͺ©)) |
KOSPI200 | 143 | 071970 | HDνλλ§λ¦°μμ§ |
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 74,700.00 | -4μΌ μ°μ μ μ§ | π 071970 |
| 2026-05-19 (ν) (μ°μ μμ: 2026-04-01 (μ)) |
KOSPI200 | 41 | 096770 | SKμ΄λ Έλ² μ΄μ |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 119,600.00 | +33μΌ μ°μ μ μ§ | π 096770 |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-13 (μ)) |
KOSPI200 | 177 | 192820 | μ½μ€λ§₯μ€ |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 177,000.00 | -5μΌ μ°μ μ μ§ | π 192820 |
| 2026-05-19 (ν) (μ°μ μμ: 2026-04-01 (μ)) |
KOSPI200 | 93 | 241560 | λμ°λ°₯μΊ£ |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 67,200.00 | +33μΌ μ°μ μ μ§ | π 241560 |
| 2026-05-19 (ν) | KOSPI200 | 6 | 373220 | LGμλμ§μ루μ |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 400,000.00 | MA10M λ³κ³‘ +β- | π 373220 |
| 2026-05-19 (ν) | KOSPI200 | 111 | 450080 | μμ½νλ‘λ¨Έν° |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 61,200.00 | MA10M λ³κ³‘ +β- | π 450080 |
| 2026-05-19 (ν) | SP500 | 243 | AIG | American International Group |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 78.46 | MA10M λ³κ³‘ -β+ | π AIG |
| 2026-05-19 (ν) (μ°μ μμ: 2026-04-02 (λͺ©)) |
SP500 | 440 | AIZ | Assurant |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 255.51 | +33μΌ μ°μ μ μ§ | π AIZ |
| 2026-05-19 (ν) | SP500 | 434 | ALGN | Align Technology |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 156.75 | MA10M λ³κ³‘ +β- | π ALGN |
| 2026-05-19 (ν) | SP500 | 58 | AMGN | Amgen |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy
β μ§μ : sell
|
β | 329.83 | MA10M λ³κ³‘ -β+ | π AMGN |
| 2026-05-19 (ν) | SP500 | 57 | ANET | Arista Networks |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 137.64 | MA10M λ³κ³‘ +β- | π ANET |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-08 (κΈ)) |
SP500 | 153 | APO | Apollo Global Management |
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 132.36 | +8μΌ μ°μ μ μ§ | π APO |
| 2026-05-19 (ν) | SP500 | 65 | BLK | BlackRock |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 1,054.93 | MA10M λ³κ³‘ +β- | π BLK |
| 2026-05-19 (ν) | SP500 | 244 | CCI | Crown Castle |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 91.40 | MA10M λ³κ³‘ -β+ | π CCI |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-08 (κΈ)) |
SP500 | 368 | CPAY | Corpay |
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 349.67 | +8μΌ μ°μ μ μ§ | π CPAY |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-13 (μ)) |
SP500 | 352 | DRI | Darden Restaurants |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 193.87 | -5μΌ μ°μ μ μ§ | π DRI |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-08 (κΈ)) |
SP500 | FOXA | Fox Corporation (Class A) |
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 66.08 | +8μΌ μ°μ μ μ§ | π FOXA | |
| 2026-05-19 (ν) | SP500 | 343 | FSLR | First Solar |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 223.80 | MA10M λ³κ³‘ +β- | π FSLR |
| 2026-05-19 (ν) | SP500 | 161 | GM | General Motors |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 71.26 | MA10M λ³κ³‘ +β- | π GM |
| 2026-05-19 (ν) | SP500 | 251 | HSY | Hershey Company (The) |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 194.82 | MA10M λ³κ³‘ -β+ | π HSY |
| 2026-05-19 (ν) | SP500 | 319 | HUBB | Hubbell Incorporated |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 461.51 | MA10M λ³κ³‘ +β- | π HUBB |
| 2026-05-19 (ν) | SP500 | 233 | KR | Kroger |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 71.34 | MA10M λ³κ³‘ -β+ | π KR |
| 2026-05-19 (ν) | SP500 | 367 | LUV | Southwest Airlines |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 37.47 | MA10M λ³κ³‘ +β- | π LUV |
| 2026-05-19 (ν) | SP500 | 397 | NWS | News Corp (Class B) |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 30.44 | MA10M λ³κ³‘ -β+ | π NWS |
| 2026-05-19 (ν) | SP500 | NWSA | News Corp (Class A) |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 26.51 | MA10M λ³κ³‘ -β+ | π NWSA | |
| 2026-05-19 (ν) | SP500 | 47 | PEP | PepsiCo |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 151.83 | MA10M λ³κ³‘ -β+ | π PEP |
| 2026-05-19 (ν) | SP500 | 76 | PFE | Pfizer |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 25.84 | MA10M λ³κ³‘ -β+ | π PFE |
| 2026-05-19 (ν) | SP500 | 372 | PKG | Packaging Corporation of America |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 205.63 | MA10M λ³κ³‘ +β- | π PKG |
| 2026-05-19 (ν) (μ°μ μμ: 2026-04-02 (λͺ©)) |
SP500 | 341 | SBAC | SBA Communications |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 205.53 | +33μΌ μ°μ μ μ§ | π SBAC |
| 2026-05-19 (ν) | SP500 | 450 | SJM | J.M. Smucker Company (The) |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 104.25 | MA10M λ³κ³‘ -β+ | π SJM |
| 2026-05-19 (ν) | SP500 | 106 | SO | Southern Company |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 94.43 | MA10M λ³κ³‘ -β+ | π SO |
| 2026-05-19 (ν) | SP500 | 185 | SRE | Sempra |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy
β μ§μ : sell
|
β | 90.13 | MA10M λ³κ³‘ -β+ | π SRE |
| 2026-05-19 (ν) | SP500 | 320 | STZ | Constellation Brands |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 149.26 | MA10M λ³κ³‘ -β+ | π STZ |
| 2026-05-19 (ν) | SP500 | 428 | SWK | Stanley Black & Decker |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 73.38 | MA10M λ³κ³‘ +β- | π SWK |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-08 (κΈ)) |
SP500 | 458 | SWKS | Skyworks Solutions |
type2_2
μ°μμΌμ(8/4) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 70.38 | +8μΌ μ°μ μ μ§ | π SWKS |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-13 (μ)) |
SP500 | 182 | TFC | Truist Financial |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 46.90 | -5μΌ μ°μ μ μ§ | π TFC |
| 2026-05-19 (ν) | SP500 | 8 | TSLA | Tesla, Inc. |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 396.35 | MA10M λ³κ³‘ +β- | π TSLA |
| 2026-05-19 (ν) | SP500 | 14 | V | Visa Inc. |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 333.17 | MA10M λ³κ³‘ -β+ | π V |
| 2026-05-19 (ν) (μ°μ μμ: 2026-04-02 (λͺ©)) |
SP500 | 324 | VRSN | Verisign |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 306.52 | +33μΌ μ°μ μ μ§ | π VRSN |
| 2026-05-19 (ν) | SP500 | 104 | VRTX | Vertex Pharmaceuticals |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy
β μ§μ : sell
|
β | 443.86 | MA10M λ³κ³‘ -β+ | π VRTX |
| 2026-05-19 (ν) (μ°μ μμ: 2026-05-13 (μ)) |
SP500 | 270 | WAT | Waters Corporation |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
sell | β | 336.23 | -5μΌ μ°μ μ μ§ | π WAT |
| 2026-05-19 (ν) | SP500 | 123 | WM | Waste Management |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 226.62 | MA10M λ³κ³‘ -β+ | π WM |
| 2026-05-19 (ν) (μ°μ μμ: 2026-04-02 (λͺ©)) |
SP500 | 348 | WST | West Pharmaceutical Services |
type2_2b
μ°μμΌμ(33/5) Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 305.98 | +33μΌ μ°μ μ μ§ | π WST |
| 2026-05-19 (ν) | SP500 | 228 | YUM | Yum! Brands |
type1_2
λ³κ³‘μ μ νΈ Β· μ μ‘맀μΒ·μ λ맀λ |
buy | β | 152.60 | MA10M λ³κ³‘ -β+ | π YUM |
μλ μ
λ ₯μ output/simulate/manual_input.csv λ₯Ό νΈμ§ν λ€ candle simulate μ¬μ€ν.