今週エントリーすると勝率が８０％以上という季節性アノマリーがある米国株の銘柄をピックアップしました。
過去１５年の季節性アノマリーデータを基にスクリーニングした結果です。
対象銘柄は、S＆P500に採用されている米国株銘柄です。
今週のスイングトレードやデイトレード銘柄選びの参考にしてください。
もくじ
米国株のロング ５日～３０日保有する場合
| 銘柄コード | 銘柄名 | エントリー | エグジット | 保有日数 | 勝率 |
| CSX | CSX Corporation | 10-Apr | 2-May | 22 | 93% |
| AIZ | Assurant Inc | 10-Apr | 29-Apr | 19 | 87% |
| ACN | Accenture plc | 10-Apr | 2-May | 22 | 87% |
| MCK | McKesson Corporation | 10-Apr | 10-May | 30 | 93% |
| AEP | American Electric Power Company Inc | 10-Apr | 2-May | 22 | 87% |
| BKNG | Booking Holdings Inc | 10-Apr | 3-May | 23 | 93% |
| UNP | Union Pacific Corporation | 10-Apr | 2-May | 22 | 93% |
| SNA | Snap-on Incorporated | 10-Apr | 2-May | 22 | 93% |
| PLD | Prologis Inc | 10-Apr | 29-Apr | 19 | 93% |
| ALGN | Align Technology Inc | 10-Apr | 10-May | 30 | 87% |
| FDS | FactSet Research Systems Inc | 10-Apr | 10-May | 30 | 87% |
| NSC | Norfolk Southern Corporation | 10-Apr | 2-May | 22 | 80% |
| WAB | Westinghouse Air Brake Technologies Corp | 10-Apr | 2-May | 22 | 100% |
| PAYX | Paychex Inc | 10-Apr | 10-May | 30 | 80% |
| POOL | Pool Corporation | 10-Apr | 10-May | 30 | 93% |
| IFF | International Flavors & Fragrances Inc | 10-Apr | 29-Apr | 19 | 87% |
| SHW | The Sherwin-Williams Company | 10-Apr | 10-May | 30 | 80% |
| IT | Gartner Inc | 10-Apr | 8-May | 28 | 87% |
| YUM | YUM! Brands Inc | 10-Apr | 2-May | 22 | 87% |
| TYL | Tyler Technologies Inc | 10-Apr | 28-Apr | 18 | 93% |
| HAS | Hasbro Inc | 10-Apr | 2-May | 22 | 93% |
| STZ | Constellation Brands Inc | 10-Apr | 2-May | 22 | 93% |
| VMC | Vulcan Materials Company | 10-Apr | 4-May | 24 | 80% |
| VFC | V.F. Corporation | 10-Apr | 28-Apr | 18 | 80% |
| AXP | American Express | 10-Apr | 2-May | 22 | 87% |
| HD | The Home Depot Inc | 10-Apr | 2-May | 22 | 87% |
| MMC | Marsh & McLennan Companies Inc | 10-Apr | 2-May | 22 | 87% |
| ARE | Alexandria Real Estate Equities Inc | 10-Apr | 3-May | 23 | 80% |
| DIS | Walt Disney | 10-Apr | 10-May | 30 | 80% |
| KMX | CarMax Inc | 10-Apr | 3-May | 23 | 80% |
| WST | West Pharmaceutical Services Inc | 10-Apr | 29-Apr | 19 | 80% |
| MAA | Mid-America Apartment Communities Inc | 10-Apr | 10-May | 30 | 87% |
| CVS | CVS Health Corporation | 10-Apr | 8-May | 28 | 80% |
| CPRT | Copart Inc | 10-Apr | 10-May | 30 | 93% |
| CE | Celanese Corporation | 10-Apr | 2-May | 22 | 80% |
| AJG | Arthur J. Gallagher & Co | 10-Apr | 10-May | 30 | 87% |
| MA | Mastercard Incorporated | 10-Apr | 2-May | 22 | 87% |
| MPWR | Monolithic Power Systems Inc | 10-Apr | 2-May | 22 | 80% |
| GPN | Global Payments Inc | 10-Apr | 2-May | 22 | 87% |
| UHS | Universal Health Services Inc | 10-Apr | 29-Apr | 19 | 80% |
| EQIX | Equinix Inc. (REIT) | 10-Apr | 2-May | 22 | 87% |
| AON | Aon plc | 10-Apr | 10-May | 30 | 80% |
| TJX | The TJX Companies Inc | 10-Apr | 2-May | 22 | 80% |
| PEG | Public Service Enterprise Group Incorpor | 10-Apr | 2-May | 22 | 80% |
| NKE | NIKE Inc | 10-Apr | 2-May | 22 | 87% |
| MAR | Marriott International Inc | 10-Apr | 2-May | 22 | 87% |
| AZO | AutoZone Inc | 10-Apr | 10-May | 30 | 80% |
| NDSN | Nordson Corporation | 10-Apr | 2-May | 22 | 87% |
| CPB | Campbell Soup Company | 10-Apr | 10-May | 30 | 80% |
| JNJ | Johnson & Johnson | 10-Apr | 2-May | 22 | 80% |
| PNC | The PNC Financial Services Group Inc | 10-Apr | 8-May | 28 | 87% |
| BKR | Baker Hughes a GE company | 10-Apr | 2-May | 22 | 80% |
| PXD | Pioneer Natural Resources Company | 10-Apr | 2-May | 22 | 80% |
| MKC | McCormick & Company Incorporated | 10-Apr | 10-May | 30 | 80% |
| MDLZ | Mondelez International Inc | 10-Apr | 8-May | 28 | 87% |
| BR | Broadridge Financial Solutions Inc | 10-Apr | 8-May | 28 | 87% |
| NEE | NextEra Energy Inc | 10-Apr | 2-May | 22 | 80% |
| CDNS | Cadence Design Systems Inc | 10-Apr | 2-May | 22 | 80% |
| EMN | Eastman Chemical Company | 10-Apr | 29-Apr | 19 | 87% |
| STE | STERIS plc | 10-Apr | 10-May | 30 | 80% |
| SBUX | Starbucks Corporation | 10-Apr | 23-Apr | 13 | 87% |
| TECH | Bio-Techne Corporation | 10-Apr | 10-May | 30 | 87% |
| SCHW | The Charles Schwab Corporation | 10-Apr | 2-May | 22 | 80% |
| EFX | Equifax Inc | 10-Apr | 8-May | 28 | 80% |
| DTE | DTE Energy Company | 10-Apr | 2-May | 22 | 87% |
| ORLY | O’Reilly Automotive Inc | 10-Apr | 29-Apr | 19 | 80% |
| SIVB | SVB Financial Group | 10-Apr | 10-May | 30 | 87% |
| AMZN | Amazon.com Inc | 10-Apr | 3-May | 23 | 80% |
| MCO | Moody’s Corporation | 10-Apr | 2-May | 22 | 87% |
| CCL | Carnival Corporation | 10-Apr | 3-May | 23 | 87% |
| IDXX | IDEXX Laboratories Inc | 10-Apr | 10-May | 30 | 87% |
| TT | Trane Technologies plc | 10-Apr | 10-May | 30 | 80% |
| UDR | UDR Inc | 10-Apr | 10-May | 30 | 80% |
| ALL | The Allstate Corporation | 10-Apr | 8-May | 28 | 80% |
| GL | Globe Life Inc | 10-Apr | 8-May | 28 | 80% |
| CZR | Caesars Entertainment Corporation | 10-Apr | 8-May | 28 | 80% |
| SYY | Sysco Corporation | 10-Apr | 2-May | 22 | 80% |
| CNP | CenterPoint Energy Inc | 10-Apr | 2-May | 22 | 87% |
| SPGI | S&P Global Inc | 10-Apr | 10-May | 30 | 87% |
| CMI | Cummins Inc | 10-Apr | 2-May | 22 | 80% |
| HST | Host Hotels & Resorts Inc | 10-Apr | 2-May | 22 | 87% |
| DLR | Digital Realty Trust Inc | 10-Apr | 8-May | 28 | 80% |
| RSG | Republic Services Inc | 10-Apr | 10-May | 30 | 87% |
| CVX | Chevron Corporation | 10-Apr | 2-May | 22 | 80% |
| LKQ | LKQ Corporation | 10-Apr | 2-May | 22 | 87% |
| DVN | Devon Energy Corporation | 10-Apr | 2-May | 22 | 80% |
| EXPE | Expedia Group Inc | 10-Apr | 2-May | 22 | 87% |
| XRAY | DENTSPLY SIRONA Inc | 10-Apr | 9-May | 29 | 87% |
| BWA | BorgWarner Inc | 10-Apr | 2-May | 22 | 80% |
| CMS | CMS Energy Corporation | 10-Apr | 2-May | 22 | 80% |
| DOV | Dover Corporation | 10-Apr | 2-May | 22 | 80% |
| TROW | T. Rowe Price Group Inc | 10-Apr | 2-May | 22 | 87% |
| LNC | Lincoln National Corporation | 10-Apr | 10-May | 30 | 80% |
| COF | Capital One Financial Corporation | 10-Apr | 8-May | 28 | 80% |
| EXPD | Expeditors International of Washington | 10-Apr | 10-May | 30 | 80% |
| MHK | Mohawk Industries Inc | 10-Apr | 6-May | 26 | 80% |
| REGN | Regeneron Pharmaceuticals Inc | 10-Apr | 3-May | 23 | 80% |
| EXC | Exelon Corporation | 10-Apr | 2-May | 22 | 80% |
| DRI | Darden Restaurants Inc | 10-Apr | 2-May | 22 | 80% |
| OXY | Occidental Petroleum Corporation | 10-Apr | 2-May | 22 | 80% |
| FITB | Fifth Third Bancorp | 10-Apr | 8-May | 28 | 80% |
| UPS | United Parcel Service Inc | 10-Apr | 2-May | 22 | 80% |
| HIG | The Hartford Financial Services Group I | 10-Apr | 2-May | 22 | 80% |
| BLL | Ball Corporation | 10-Apr | 25-Apr | 15 | 87% |
| PPL | PPL Corporation | 10-Apr | 2-May | 22 | 80% |
| L | Loews Corporation | 10-Apr | 2-May | 22 | 80% |
| BMY | Bristol-Myers Squibb Company | 10-Apr | 8-May | 28 | 80% |
米国株のロング 31日～60日保有する場合
| 銘柄コード | 銘柄名 | エントリー | エグジット | 保有日数 | 勝率 |
| MCK | McKesson Corporation | 10-Apr | 9-Jun | 60 | 93% |
| BF-B | Brown-Forman Corporation | 10-Apr | 8-Jun | 59 | 87% |
| PNC | The PNC Financial Services Group Inc | 10-Apr | 11-May | 31 | 100% |
| CVS | CVS Health Corporation | 10-Apr | 12-May | 32 | 87% |
| CSX | CSX Corporation | 10-Apr | 30-May | 50 | 87% |
| FIS | Fidelity National Information Services | 10-Apr | 31-May | 51 | 80% |
| POOL | Pool Corporation | 10-Apr | 12-May | 32 | 93% |
| ALGN | Align Technology Inc | 10-Apr | 30-May | 50 | 87% |
| TT | Trane Technologies plc | 10-Apr | 30-May | 50 | 93% |
| GIS | General Mills Inc | 10-Apr | 16-May | 36 | 87% |
| YUM | YUM! Brands Inc | 10-Apr | 8-Jun | 59 | 87% |
| MAA | Mid-America Apartment Communities Inc | 10-Apr | 1-Jun | 52 | 93% |
| BRO | Brown & Brown Inc | 10-Apr | 9-Jun | 60 | 80% |
| NSC | Norfolk Southern Corporation | 10-Apr | 12-May | 32 | 87% |
| CPRT | Copart Inc | 10-Apr | 30-May | 50 | 87% |
| FDS | FactSet Research Systems Inc | 10-Apr | 9-Jun | 60 | 93% |
| MDLZ | Mondelez International Inc | 10-Apr | 9-Jun | 60 | 80% |
| IT | Gartner Inc | 10-Apr | 9-Jun | 60 | 80% |
| UNP | Union Pacific Corporation | 10-Apr | 9-Jun | 60 | 80% |
| EXR | Extra Space Storage Inc | 10-Apr | 2-Jun | 53 | 80% |
| AON | Aon plc | 10-Apr | 12-May | 32 | 80% |
| AME | AMETEK Inc | 10-Apr | 9-Jun | 60 | 80% |
| HUM | Humana Inc | 10-Apr | 4-Jun | 55 | 87% |
| COST | Costco Wholesale Corporation | 10-Apr | 29-May | 49 | 80% |
| JNJ | Johnson & Johnson | 10-Apr | 18-May | 38 | 80% |
| LIN | Linde plc | 10-Apr | 9-Jun | 60 | 87% |
| TECH | Bio-Techne Corporation | 10-Apr | 29-May | 49 | 80% |
| TDG | TransDigm Group Incorporated | 10-Apr | 9-Jun | 60 | 87% |
| SNA | Snap-on Incorporated | 10-Apr | 9-Jun | 60 | 80% |
| ORLY | O’Reilly Automotive Inc | 10-Apr | 11-May | 31 | 80% |
| HON | Honeywell International Inc | 10-Apr | 30-May | 50 | 80% |
| INTU | Intuit Inc | 10-Apr | 9-Jun | 60 | 80% |
| COF | Capital One Financial Corporation | 10-Apr | 11-May | 31 | 80% |
| CPB | Campbell Soup Company | 10-Apr | 16-May | 36 | 87% |
| AMZN | Amazon.com Inc | 10-Apr | 9-Jun | 60 | 87% |
| MKC | McCormick & Company Incorporated | 10-Apr | 17-May | 37 | 80% |
| CRM | salesforce.com inc | 10-Apr | 31-May | 51 | 80% |
| IEX | IDEX Corporation | 10-Apr | 9-Jun | 60 | 80% |
| DHR | Danaher Corporation | 10-Apr | 9-Jun | 60 | 80% |
| MOH | Molina Healthcare Inc | 10-Apr | 30-May | 50 | 80% |
| NEE | NextEra Energy Inc | 10-Apr | 2-Jun | 53 | 80% |
| CERN | Cerner Corporation | 10-Apr | 9-Jun | 60 | 80% |
| CZR | Caesars Entertainment Corporation | 10-Apr | 9-Jun | 60 | 80% |
| RSG | Republic Services Inc | 10-Apr | 9-Jun | 60 | 80% |
| SPGI | S&P Global Inc | 10-Apr | 9-Jun | 60 | 80% |
| MTD | Mettler-Toledo International Inc | 10-Apr | 9-Jun | 60 | 80% |
| APD | Air Products and Chemicals Inc | 10-Apr | 9-Jun | 60 | 80% |
| CDNS | Cadence Design Systems Inc | 10-Apr | 9-Jun | 60 | 80% |
| MMC | Marsh & McLennan Companies Inc | 10-Apr | 9-Jun | 60 | 87% |
| LNT | Alliant Energy Corporation | 10-Apr | 12-May | 32 | 87% |
| LYV | Live Nation Entertainment Inc | 10-Apr | 30-May | 50 | 80% |
| STE | STERIS plc | 10-Apr | 9-Jun | 60 | 80% |
| EFX | Equifax Inc | 10-Apr | 9-Jun | 60 | 80% |
| ILMN | Illumina Inc | 10-Apr | 9-Jun | 60 | 87% |
| PFG | Principal Financial Group Inc | 10-Apr | 12-May | 32 | 87% |
| FISV | Fiserv Inc | 10-Apr | 30-May | 50 | 80% |
| CNC | Centene Corporation | 10-Apr | 31-May | 51 | 80% |
| AIG | American International Group Inc | 10-Apr | 11-May | 31 | 80% |
| AOS | A. O. Smith Corporation | 10-Apr | 9-Jun | 60 | 80% |
| ACN | Accenture plc | 10-Apr | 9-Jun | 60 | 80% |
| SJM | The J. M. Smucker Company | 10-Apr | 3-Jun | 54 | 80% |
| MCO | Moody’s Corporation | 10-Apr | 17-May | 37 | 80% |
| URI | United Rentals Inc | 10-Apr | 12-May | 32 | 80% |
| MLM | Martin Marietta Materials Inc | 10-Apr | 9-Jun | 60 | 80% |
| GPC | Genuine Parts Company | 10-Apr | 30-May | 50 | 80% |
| CME | CME Group Inc | 10-Apr | 9-Jun | 60 | 80% |
| BMY | Bristol-Myers Squibb Company | 10-Apr | 18-May | 38 | 80% |
米国株のショート ５日～３０日保有する場合
| 銘柄コード | 銘柄名 | エントリー | エグジット | 保有日数 | 勝率 |
| BAC | Bank of America Corporation | 10-Apr | 19-Apr | 9 | 20% |
| FITB | Fifth Third Bancorp | 10-Apr | 19-Apr | 9 | 20% |
| PBCT | People’s United Financial Inc | 10-Apr | 19-Apr | 9 | 13% |
米国株のショート 31日～60日保有する場合
今週は米国株のショートで３１日～６０日保有する場合に勝率が８０％以上となっていた銘柄は存在しませんでした。
米国株の方が明確なアノマリーがある
日本株と米国株を比較すると、米国株には明確な季節性アノマリーのある銘柄が圧倒的にたくさん存在します。
米国株の方が日本株よりも勝ちやすいというのがここからも分かります。
例えば今週であれば、日経２２５採用銘柄のうち、５日～３０日保有で勝率８０％以上の季節性アノマリーがある銘柄は6銘柄でした。
一方でS＆P500採用銘柄のうち５日から３０日保有で勝率が８０％以上の季節性アノマリーのある銘柄は107銘柄も存在しました。
例えば、こちらはCSX Corporation （銘柄コードCSX)の季節性アノマリーチャートです。
４月～５月はきれいに上昇しやすい傾向があるようです。
このように明確なアノマリーがある米国株銘柄がほかにも多数あります。
僕の無料メルマガサイトで全銘柄の季節性アノマリーチャートを見れるのでぜひご自分の目で確認してください。
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