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225先物トレーディングシステム完成2010.01.30 Saturday
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JUGEMテーマ:日経225先物

1枚(ラージ)を14年間単利で2.5億円以上の利益!
勝率なんと100%!シュミレーション14年。時価ドローダ
ウンも極小、改良に次ぐ改良でここまで達成です。
単利でこそ安全投資。日経225先物の投資でシュ
ミレーションですが、7年以上の苦闘(改善)結果です。
利殖に最適!!他のサイトであるような複利で増え
たというような利益計算は邪道です。最終日に
大負けすれば、元金までもが無くなるだけ。そん
な表示のサイトは信じてはいけません。
定期的更新!さらに改良実行中。
所得税などは加味していない、投資の収益目標です。スウィング
トレードとデイトレの組み合わせ方式(建玉手数料は含んだ金額)。

この3年間で、ビタリ(?)不思議とあたったのは下記のような相
場です(誤差数日はあり)。
・J-COMの誤発注事件
・ホリエモンショック
・金利政策ショック
・村上ファンド事件
・同上後の高騰
・米国株の暴落
・テポドンショック
・世界同時株安
・リーマンショック
・ギリシャショック
・ドバイショック
・カンナ◎ト為替介入ショック
・東北大震災
・ギリシャ第2次ショック
1口セットとは、スウィングトレード用1枚(100万円:ラージ)と
デイトレ用1枚(100万円:MINI)の証拠金を1セット資金とし
ます。但し、相場により上記バランスが多少変ります。
自作トレードシステムがほぼ完成しました。ついにROBOT売買
システムも(APIも一定の目処が・・・)
・1日オーバーナイト専門システム
・デイトレードシステム
・自動損切り(利益確定)/日中/夕場/翌日持越し判断システム
上記の3つの基本的勝負システムからなっています。
デイトレのリアルタイムシステムは楽天のRSSなどからVBAでリアルタイムにデータを取得して
分単位で売買シグナルを出すオリジナルシステムです。
自作のシステムなので、それを強みとして活用していきたいと思います。下記のシュミレーション
結果の数値は本当に正直ベースですが、実際の投資ではまさに精神的な不確定要素(恐怖心
や迷い、相場(画面)から数分間目を離したこと等による)で、正直言ってこの数値ほど実績は
上がっていません。今後、まとまった資金が入れば、無感情な発注ロボットなども開発すれば
よいとは思っていますが、やはり”人間”がやるから”相場”なのでしょうね。もっとも、こんなう
まく行き過ぎると、働かない人が増えすぎて社会が崩壊するのではなどと、要らぬ心配をして
います。
下記は1枚当りの13年間の収益曲線です。当然、追証発生回
数0回/15年間
SWトレードのみのシュミレーション:なんと複利計算ではなく
単純単利の利益でこれほどです。
小指につけるだけで♪スノアストップリング
おすすめ度 :
コメント:私も試して、結果抜群!!これなら毎日続きそうですね。
究極のイビキ対策です。無呼吸症候群にも・・・・・・
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投資方法2006.03.18 Saturday
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投資方式(デイトレと中長期投資の融合)

<
必見!
今まで中長期的なシグナルの計算ばかりに固執してきましたが、
実際に自分でも投資してきて、その成功・失敗の経験を生かし
て、全く新しいデイトレ方式を考案し、そして新投資方式も開発
しました。
下記は、デイトレシュミレータのメイン表示のイメージです。エクセルのマクロ(VBA)で作って
あり、楽天のRSSのデータを解析した、リアルタイム(数秒ごと)の自動表示です。たまたま上
の表のデータアップが8月20日の日曜日ですが、8月18日の半日分の実際のリアルタイム
稼動の結果です。ただし、取引はドテン有りで、売買値はその一分間の実際の高値と安値の
平均値です。スリッページは考慮してありません。
△が買いで▼が売り、()で囲まれたものは弱いサインです。左下の方にスウィングトレード用
のPサインがずっと出ていて、加えて、明日の朝一番と昼には午後一番の始値予想シグナルが
15時5分過ぎと10時55分過ぎに出ます。(△:上昇、▼:下落、0:大きな変化なし)。これに、
夕場の入りで勝負して翌日の大引けで強制清算の”夕張り”シグナルや独特のスィングトレード
勝負もあります。演算原理は売り買い別リアルタイム出来高分析と、MACDとパラボリックを組
み合わせています。結果として多少出来すぎの感は否めませんが・・・・尚、一番下の段のテ
゙イトレ表は最新の改良タイプで、12月8日(SQ日)のPMの相場の結果です。これに自動損切
り発注ソフト(自己開発着手)が加われば完璧!!
資料下の”続きを読む”にデイトレシュミレーション結果を記載。

↓続きはこちら! 実際のデイトレやスウィングの
月報結果
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投資スキーム2006.02.27 Monday
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投資スキーム
必勝日経225先物 YHY投資システム
(在宅 老後資金 お小遣い) (日経225先物専用)
1.概要 基本的には既存の計算式(移動平均やRSIやVRなど多数の式)を駆使して、オリジナル
な計算式を約5年間かけて開発しました
小生は株についてはまだ修行中ですが、もともと計算や発明が好きで、趣味が高じてこの式を作
り上げてしまいますた。もちろん、情勢の変化に応じて若干の改造は加えていくとして、私なりに
インターネットをほとんど検索し、その結果がかなりいいレベルだったので、あえて発表させてもら
うことにしました。
下記はシュミレーションベースの純粋な計算結果の発表です。
API自動発注でないと結果は?です。それが相場です
2.基本方針
もともと、自分のために開発しましたので、他の人に売ったり情報販売したりするつもりはまだあり
ません。また、同じ演算原理を利用して、小生はこの基本的アイデアを利用した競馬サイトの計算
センターもやっており、http:www.ihorse.jpという運営会社で発表しています。
3.投資結果の主なデータ(1997年1月〜2011年3月18日)
下記はあくまでも日経225によるシュミレーション結果であり、実際の先物での投資結果や演算値
とは異なりますが、小生としては、その相関関係には大きな関連性があると考えています。最近さ
らにさらにバージョンアップ(ソフト改善・・・・ついに勝率100%!!!!) ただし、
昨日までは100%でも明日は分からない・・・これが相場です。 (いいとこ60-70%が現実!?)
勝率 100%(2011/11/8現在) 計算式(複合計算)・・・3,647
日間
勝負回数 319回 証拠金 ラージ1枚分
勝ち回数 319回 追証回数 0回
負け回数 0回 平均利益 789.992円 ストップ回数 4回
最大ドローダウン(時価) 1,165,000円 平均損失 0円 平均
勝負期間 17.12日 最大利益 3,513,800円
連続勝ち回数 319回 最大損失 0円
連続負け回数 0回
総合利益 252,007,682円 (約25,201%) ・・・約15年間での
純利益:225平均の単利換算のシュミレーション(下図はこの11年
分のみ表示)
















4.将来の展望と夢
上記のような物凄い計算結果ですが、所詮計算値は計算値です実際には勝負に対する恐怖心や
経験不足のため買いサインで買えなかったり、売りのサインで売れなかったりで上記ほどの成績は
収められないとは思います。
・いままでにまったくない中小企業に特化したファイナンス
賛同してもらえる方に立ち上げ資金(多分2000万円から5000万円)を援助していただき、このシス
テムから上がってくる利益をベースにした、無担保無保証・金利なし(手数料あり)の任意団体が支
援するシステムを構築したいと考えます。
自分の為もあるとは言え、社会に貢献するために自らリスクをとっていく中小・ベンチャー企業・・・な
ぜこの経営者達が自分の将来を全く台無しにする可能性のある個人保証をしてまで、事業立ち上
げをしなければならないのでしょう。
元来、金融とはお金を一定のリスクをとって商売で貸し付けるものでしょうが、アメリカと違い、ほぼ
自動的に個人保証させられてしまいます。ひどいときは、連帯保証人という新たな悲劇も生みます。
国や自治体もこぞって新規企業創設を訴えますが、それは単に新しい悲劇も生みかねませんし、
その結果について彼らもそれは経営者の自己責任と至って冷酷です。しかも今までの日本では、
ほとんどの例は三振ではなく一回の空振りでアウトです。もちろん直接投資(エクィティーファイナ
ンス)の少ない日本ではこの融資(デッドファイナンス)の現状の方法は倫理的に切り崩すことが
できないでしょうし、経営者のいわゆる借り手の資質も問題にしなければならないのも事実でしょう。
しかし、本当に読みにくい(神でしか分からない)将来の結果に対し、個別に事業として審査すること
は人間に可能なのでしょうか?
これらの問題は永遠の問題で、もはや既存の方式では対応できないものと小生は考えています。
つまり、従来の金融とはある程度、経営的に先が読め、立ち上がり後の会社か大手企業のために
しか存在でき得るいのではないでしょうか?お金を直接生まない管理部隊を資金的に持つ余裕の
ない、立ち上げ間もないような会社がいまの金融で安心してチャンスを生かせるのでしょうか?
一方で本来の社会の活力と言える新規創業や新事業の立ち上げを阻止してしまうような今のやり
方や、なおざりな役所的対応で、人間と今までの蓄えしかない(負債も莫大だが)そして資源のない
”日本”と言う国の将来はあるのでしょうか?
5.筆者のこと
私自身は基本的には発明家で、ベンチャー企業でかなり資金を投資家や国から出していただき、
華々しく事業をやった時期もありました。当時、かなり大きな資金(なんと総額18-19億円)が手に
入ったのですが、それでも経験不足と経営の未熟さから資金的にはまだ足りませんでした。結局
は内部からの裏切り行為もあり、非常に強靭な特許がありながら事業はうまくいきませんでした。
ただ、その技術は小生が発明してから18年もたってから、携帯電話などの普及もあり、広く社会
に浸透したこと自体は技術者としては誇りに思っています。
それで、小生は性格的に大勢の他人とうまくやっていくことよりも一人で生計をたて、自活する方
が自分に向いているのではないかと思ってこの仕事を始めました。
私は尊敬する西郷隆盛どんと本田宗一郎氏の名前の一部をもらい、本田隆盛というペンネームで
ネット上で再デビューしました。
今後ともよろしくお願いします。
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日経225先物投資2006.01.27 Friday
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一番下の”続きを読む”に面白いことが・・・

投資集計 (明細ですので)、途中で割愛させていただきます
No,トレード種別,仕掛け,日付,価格,株数,手数料,合計,手仕舞い,日付,価格,株数,手数料,合計,日数,損益率,損益,通算,残高
1 ,ショート,売り(14),1997/1/20,"18,104 ","1,000 ","2,100 ","18,101,900 ",買い(10),1997/1/22,"17,440 ","1,000 ","2,100 ","(17,442,100)",2 ,3.64%,"659,800 ","659,800 ","1,659,800 "
2 ,ロング,買い(10),1997/1/22,"17,440 ","1,000 ","2,100 ","(17,442,100)",売り(4),1997/2/24,"19,065 ","1,000 ","2,100 ","19,062,900 ",33 ,9.29%,"1,620,800 ","2,280,600 ","3,280,600 "
3 ,ショート,売り(4),1997/2/24,"19,065 ","1,000 ","2,100 ","19,062,900 ",買い(2),1997/4/14,"17,761 ","1,000 ","2,100 ","(17,763,100)",49 ,6.82%,"1,299,800 ","3,580,400 ","4,580,400 "
4 ,ロング,買い(2),1997/4/14,"17,761 ","1,000 ","2,100 ","(17,763,100)",売り(8),1997/5/19,"20,290 ","1,000 ","2,232 ","20,287,768 ",35 ,14.21%,"2,524,668 ","6,105,068 ","7,105,068 "
5 ,ショート,売り(8),1997/5/19,"20,290 ","1,000 ","2,232 ","20,287,768 ",買い(11),1997/5/23,"19,932 ","1,000 ","2,193 ","(19,934,193)",4 ,1.74%,"353,575 ","6,458,643 ","7,458,643 "
6 ,ロング,買い(11),1997/5/23,"19,932 ","1,000 ","2,193 ","(19,934,193)",売り(9),1997/6/5,"20,596 ","1,000 ","2,266 ","20,593,734 ",13 ,3.31%,"659,541 ","7,118,184 ","8,118,184 "
7 ,ショート,売り(9),1997/6/5,"20,596 ","1,000 ","2,266 ","20,593,734 ",買い(27),1997/7/10,"19,710 ","1,000 ","2,169 ","(19,712,169)",35 ,4.28%,"881,565 ","7,999,749 ","8,999,749 "
8 ,ロング,買い(27),1997/7/10,"19,710 ","1,000 ","2,169 ","(19,712,169)",売り(5),1997/7/17,"20,412 ","1,000 ","2,246 ","20,409,754 ",7 ,3.54%,"697,585 ","8,697,334 ","9,697,334 "
9 ,ショート,売り(5),1997/7/17,"20,412 ","1,000 ","2,246 ","20,409,754 ",買い(3),1997/9/1,"18,215 ","1,000 ","2,100 ","(18,217,100)",46 ,10.74%,"2,192,654 ","10,889,988 ","11,889,988 "
10 ,ロング,買い(3),1997/9/1,"18,215 ","1,000 ","2,100 ","(18,217,100)",売り(26),1997/9/24,"18,251 ","1,000 ","2,100 ","18,248,900 ",23 ,0.17%,"31,800 ","10,921,788 ","11,921,788 "
11 ,ショート,売り(26),1997/9/24,"18,251 ","1,000 ","2,100 ","18,248,900 ",買い(24),1997/11/17,"15,153 ","1,000 ","2,100 ","(15,155,100)",54 ,16.95%,"3,093,800 ","14,015,588 ","15,015,588 "
12 ,ロング,買い(24),1997/11/17,"15,153 ","1,000 ","2,100 ","(15,155,100)",売り(11),1997/11/19,"16,600 ","1,000 ","2,100 ","16,597,900 ",2 ,9.52%,"1,442,800 ","15,458,388 ","16,458,388 "
13 ,ショート,売り(11),1997/11/19,"16,600 ","1,000 ","2,100 ","16,597,900 ",買い(2),1997/12/30,"14,838 ","1,000 ","2,100 ","(14,840,100)",41 ,10.59%,"1,757,800 ","17,216,188 ","18,216,188 "
14 ,ロング,買い(2),1997/12/30,"14,838 ","1,000 ","2,100 ","(14,840,100)",売り(8),1998/1/26,"16,835 ","1,000 ","2,100 ","16,832,900 ",27 ,13.43%,"1,992,800 ","19,208,988 ","20,208,988 "
15 ,ショート,売り(8),1998/1/26,"16,835 ","1,000 ","2,100 ","16,832,900 ",買い(2),1998/2/27,"16,561 ","1,000 ","2,100 ","(16,563,100)",32 ,1.60%,"269,800 ","19,478,788 ","20,478,788 "
16 ,ロング,買い(2),1998/2/27,"16,561 ","1,000 ","2,100 ","(16,563,100)",売り(17),1998/3/3,"17,237 ","1,000 ","2,100 ","17,234,900 ",4 ,4.06%,"671,800 ","20,150,588 ","21,150,588 "
17 ,ショート,売り(17),1998/3/3,"17,237 ","1,000 ","2,100 ","17,234,900 ",買い(2),1998/3/23,"16,883 ","1,000 ","2,100 ","(16,885,100)",20 ,2.03%,"349,800 ","20,500,388 ","21,500,388 "
18 ,ロング,買い(2),1998/3/23,"16,883 ","1,000 ","2,100 ","(16,885,100)",売り(18),1998/3/27,"16,974 ","1,000 ","2,100 ","16,971,900 ",4 ,0.51%,"86,800 ","20,587,188 ","21,587,188 "
19 ,ショート,売り(18),1998/3/27,"16,974 ","1,000 ","2,100 ","16,971,900 ",買い(17),1998/4/3,"15,747 ","1,000 ","2,100 ","(15,749,100)",7 ,7.20%,"1,222,800 ","21,809,988 ","22,809,988 "
20 ,ロング,買い(17),1998/4/3,"15,747 ","1,000 ","2,100 ","(15,749,100)",売り(26),1998/4/10,"16,499 ","1,000 ","2,100 ","16,496,900 ",7 ,4.75%,"747,800 ","22,557,788 ","23,557,788 "
21 ,ショート,売り(26),1998/4/10,"16,499 ","1,000 ","2,100 ","16,496,900 ",買い(27),1998/5/12,"15,441 ","1,000 ","2,100 ","(15,443,100)",32 ,6.39%,"1,053,800 ","23,611,588 ","24,611,588 "
22 ,ロング,買い(27),1998/5/12,"15,441 ","1,000 ","2,100 ","(15,443,100)",売り(21),1998/5/22,"15,892 ","1,000 ","2,100 ","15,889,900 ",10 ,2.89%,"446,800 ","24,058,388 ","25,058,388 "
23 ,ショート,売り(21),1998/5/22,"15,892 ","1,000 ","2,100 ","15,889,900 ",買い(2),1998/6/19,"15,312 ","1,000 ","2,100 ","(15,314,100)",28 ,3.62%,"575,800 ","24,634,188 ","25,634,188 "
24 ,ロング,買い(2),1998/6/19,"15,312 ","1,000 ","2,100 ","(15,314,100)",売り(2),1998/7/10,"16,464 ","1,000 ","2,100 ","16,461,900 ",21 ,7.50%,"1,147,800 ","25,781,988 ","26,781,988 "
25 ,ショート,売り(2),1998/7/10,"16,464 ","1,000 ","2,100 ","16,461,900 ",買い(6),1998/8/17,"15,130 ","1,000 ","2,100 ","(15,132,100)",38 ,8.08%,"1,329,800 ","27,111,788 ","28,111,788 "
26 ,ロング,買い(6),1998/8/17,"15,130 ","1,000 ","2,100 ","(15,132,100)",売り(14),1998/8/24,"15,145 ","1,000 ","2,100 ","15,142,900 ",7 ,0.07%,"10,800 ","27,122,588 ","28,122,588 "
27 ,ショート,売り(14),1998/8/24,"15,145 ","1,000 ","2,100 ","15,142,900 ",買い(33),1998/10/6,"12,936 ","1,000 ","2,100 ","(12,938,100)",43 ,14.56%,"2,204,800 ","29,327,388 ","30,327,388 "
28 ,ロング,買い(33),1998/10/6,"12,936 ","1,000 ","2,100 ","(12,938,100)",売り(28),1998/10/8,"13,749 ","1,000 ","2,100 ","13,746,900 ",2 ,6.25%,"808,800 ","30,136,188 ","31,136,188 "
29 ,ショート,売り(28),1998/10/8,"13,749 ","1,000 ","2,100 ","13,746,900 ",買い(31),1998/10/12,"12,977 ","1,000 ","2,100 ","(12,979,100)",4 ,5.59%,"767,800 ","30,903,988 ","31,903,988 "
30 ,ロング,買い(31),1998/10/12,"12,977 ","1,000 ","2,100 ","(12,979,100)",売り(2),1998/11/25,"15,108 ","1,000 ","2,100 ","15,105,900 ",44 ,16.39%,"2,126,800 ","33,030,788 ","34,030,788 "
31 ,ショート,売り(2),1998/11/25,"15,108 ","1,000 ","2,100 ","15,105,900 ",買い(28),1999/1/12,"13,313 ","1,000 ","2,100 ","(13,315,100)",48 ,11.85%,"1,790,800 ","34,821,588 ","35,821,588 "
32 ,ロング,買い(28),1999/1/12,"13,313 ","1,000 ","2,100 ","(13,315,100)",売り(1),1999/1/29,"14,413 ","1,000 ","2,100 ","14,410,900 ",17 ,8.23%,"1,095,800 ","35,917,388 ","36,917,388 "
33 ,ショート,売り(1),1999/1/29,"14,413 ","1,000 ","2,100 ","14,410,900 ",買い(11),1999/2/8,"13,886 ","1,000 ","2,100 ","(13,888,100)",10 ,3.63%,"522,800 ","36,440,188 ","37,440,188 "
34 ,ロング,買い(11),1999/2/8,"13,886 ","1,000 ","2,100 ","(13,888,100)",売り(16),1999/2/24,"14,483 ","1,000 ","2,100 ","14,480,900 ",16 ,4.27%,"592,800 ","37,032,988 ","38,032,988 "
35 ,ショート,売り(16),1999/2/24,"14,483 ","1,000 ","2,100 ","14,480,900 ",買い(18),1999/3/3,"13,956 ","1,000 ","2,100 ","(13,958,100)",7 ,3.61%,"522,800 ","37,555,788 ","38,555,788 "
36 ,ロング,買い(18),1999/3/3,"13,956 ","1,000 ","2,100 ","(13,958,100)",売り(8),1999/3/23,"16,401 ","1,000 ","2,100 ","16,398,900 ",20 ,17.49%,"2,440,800 ","39,996,588 ","40,996,588 "
37 ,ショート,売り(8),1999/3/23,"16,401 ","1,000 ","2,100 ","16,398,900 ",買い(21),1999/3/25,"15,591 ","1,000 ","2,100 ","(15,593,100)",2 ,4.91%,"805,800 ","40,802,388 ","41,802,388 "
38 ,ロング,買い(21),1999/3/25,"15,591 ","1,000 ","2,100 ","(15,593,100)",売り(25),1999/5/10,"16,983 ","1,000 ","2,100 ","16,980,900 ",46 ,8.90%,"1,387,800 ","42,190,188 ","43,190,188 "
39 ,ショート,売り(25),1999/5/10,"16,983 ","1,000 ","2,100 ","16,980,900 ",買い(1),1999/5/21,"16,220 ","1,000 ","2,100 ","(16,222,100)",11 ,4.47%,"758,800 ","42,948,988 ","43,948,988 "
40 ,ロング,買い(1),1999/5/21,"16,220 ","1,000 ","2,100 ","(16,222,100)",売り(9),1999/6/22,"17,780 ","1,000 ","2,100 ","17,777,900 ",32 ,9.59%,"1,555,800 ","44,504,788 ","45,504,788 "
41 ,ショート,売り(9),1999/6/22,"17,780 ","1,000 ","2,100 ","17,777,900 ",買い(22),1999/6/28,"17,501 ","1,000 ","2,100 ","(17,503,100)",6 ,1.55%,"274,800 ","44,779,588 ","45,779,588 "
42 ,ロング,買い(22),1999/6/28,"17,501 ","1,000 ","2,100 ","(17,503,100)",売り(9),1999/7/15,"18,402 ","1,000 ","2,100 ","18,399,900 ",17 ,5.12%,"896,800 ","45,676,388 ","46,676,388 "
43 ,ショート,売り(9),1999/7/15,"18,402 ","1,000 ","2,100 ","18,399,900 ",買い(26),1999/7/23,"17,657 ","1,000 ","2,100 ","(17,659,100)",8 ,4.03%,"740,800 ","46,417,188 ","47,417,188 "
44 ,ロング,買い(26),1999/7/23,"17,657 ","1,000 ","2,100 ","(17,659,100)",売り(22),1999/8/2,"17,827 ","1,000 ","2,100 ","17,824,900 ",10 ,0.94%,"165,800 ","46,582,988 ","47,582,988 "
45 ,ショート,売り(22),1999/8/2,"17,827 ","1,000 ","2,100 ","17,824,900 ",買い(15),1999/8/9,"17,105 ","1,000 ","2,100 ","(17,107,100)",7 ,4.03%,"717,800 ","47,300,788 ","48,300,788 "
46 ,ロング,買い(15),1999/8/9,"17,105 ","1,000 ","2,100 ","(17,107,100)",売り(18),1999/8/24,"18,266 ","1,000 ","2,100 ","18,263,900 ",15 ,6.76%,"1,156,800 ","48,457,588 ","49,457,588 "
47 ,ショート,売り(18),1999/8/24,"18,266 ","1,000 ","2,100 ","18,263,900 ",買い(17),1999/9/28,"16,892 ","1,000 ","2,100 ","(16,894,100)",35 ,7.50%,"1,369,800 ","49,827,388 ","50,827,388 "
48 ,ロング,買い(17),1999/9/28,"16,892 ","1,000 ","2,100 ","(16,894,100)",売り(8),1999/11/11,"18,551 ","1,000 ","2,100 ","18,548,900 ",44 ,9.80%,"1,654,800 ","51,482,188 ","52,482,188 "
49 ,ショート,売り(8),1999/11/11,"18,551 ","1,000 ","2,100 ","18,548,900 ",買い(7),1999/11/17,"18,218 ","1,000 ","2,100 ","(18,220,100)",6 ,1.77%,"328,800 ","51,810,988 ","52,810,988 "
50 ,ロング,買い(7),1999/11/17,"18,218 ","1,000 ","2,100 ","(18,220,100)",売り(20),2000/1/5,"19,004 ","1,000 ","2,100 ","19,001,900 ",49 ,4.29%,"781,800 ","52,592,788 ","53,592,788 "
51 ,ショート,売り(20),2000/1/5,"19,004 ","1,000 ","2,100 ","19,001,900 ",買い(21),2000/1/7,"18,194 ","1,000 ","2,100 ","(18,196,100)",2 ,4.24%,"805,800 ","53,398,588 ","54,398,588 "
52 ,ロング,買い(21),2000/1/7,"18,194 ","1,000 ","2,100 ","(18,196,100)",売り(3),2000/1/17,"19,026 ","1,000 ","2,100 ","19,023,900 ",10 ,4.55%,"827,800 ","54,226,388 ","55,226,388 "
53 ,ショート,売り(3),2000/1/17,"19,026 ","1,000 ","2,100 ","19,023,900 ",買い(29),2000/1/24,"18,878 ","1,000 ","2,100 ","(18,880,100)",7 ,0.76%,"143,800 ","54,370,188 ","55,370,188 "
54 ,ロング,買い(29),2000/1/24,"18,878 ","1,000 ","2,100 ","(18,880,100)",売り(8),2000/2/4,"19,866 ","1,000 ","2,186 ","19,863,814 ",11 ,5.21%,"983,714 ","55,353,902 ","56,353,902 "
55 ,ショート,売り(8),2000/2/4,"19,866 ","1,000 ","2,186 ","19,863,814 ",買い(14),2000/2/17,"19,646 ","1,000 ","2,162 ","(19,648,162)",13 ,1.09%,"215,652 ","55,569,554 ","56,569,554 "
56 ,ロング,買い(14),2000/2/17,"19,646 ","1,000 ","2,162 ","(19,648,162)",売り(4),2000/4/4,"20,748 ","1,000 ","2,283 ","20,745,717 ",47 ,5.59%,"1,097,555 ","56,667,109 ","57,667,109 "
57 ,ショート,売り(4),2000/4/4,"20,748 ","1,000 ","2,283 ","20,745,717 ",買い(5),2000/4/10,"20,369 ","1,000 ","2,241 ","(20,371,241)",6 ,1.81%,"374,476 ","57,041,585 ","58,041,585 "
58 ,ロング,買い(5),2000/4/10,"20,369 ","1,000 ","2,241 ","(20,371,241)",売り(9),2000/4/13,"20,736 ","1,000 ","2,281 ","20,733,719 ",3 ,1.78%,"362,478 ","57,404,063 ","58,404,063 "
59 ,ショート,売り(9),2000/4/13,"20,736 ","1,000 ","2,281 ","20,733,719 ",買い(4),2000/4/28,"18,036 ","1,000 ","2,100 ","(18,038,100)",15 ,13.00%,"2,695,619 ","60,099,682 ","61,099,682 "
60 ,ロング,買い(4),2000/4/28,"18,036 ","1,000 ","2,100 ","(18,038,100)",売り(14),2000/5/9,"18,152 ","1,000 ","2,100 ","18,149,900 ",11 ,0.62%,"111,800 ","60,211,482 ","61,211,482 "
61 ,ショート,売り(14),2000/5/9,"18,152 ","1,000 ","2,100 ","18,149,900 ",買い(4),2000/5/25,"16,090 ","1,000 ","2,100 ","(16,092,100)",16 ,11.34%,"2,057,800 ","62,269,282 ","63,269,282 "
62 ,ロング,買い(4),2000/5/25,"16,090 ","1,000 ","2,100 ","(16,092,100)",売り(5),2000/6/6,"17,163 ","1,000 ","2,100 ","17,160,900 ",12 ,6.64%,"1,068,800 ","63,338,082 ","64,338,082 "
63 ,ショート,売り(5),2000/6/6,"17,163 ","1,000 ","2,100 ","17,160,900 ",買い(26),2000/6/16,"16,359 ","1,000 ","2,100 ","(16,361,100)",10 ,4.66%,"799,800 ","64,137,882 ","65,137,882 "
64 ,ロング,買い(26),2000/6/16,"16,359 ","1,000 ","2,100 ","(16,361,100)",売り(13),2000/7/4,"17,656 ","1,000 ","2,100 ","17,653,900 ",18 ,7.90%,"1,292,800 ","65,430,682 ","66,430,682 "
65 ,ショート,売り(13),2000/7/4,"17,656 ","1,000 ","2,100 ","17,653,900 ",買い(25),2000/8/7,"15,667 ","1,000 ","2,100 ","(15,669,100)",34 ,11.24%,"1,984,800 ","67,415,482 ","68,415,482 "

