| １時間足 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 全期間 | ||
| AUDJPY | ランテストＺ値 | 7.80783 | 8.23999 | 8.65297 | 10.3934 | 11.7514 | 11.8435 | 4.83851 | 5.28623 | 5.48193 | 3.44678 | 24.6385 | |
| 相関係数 | -0.0305 | -0.0271 | -0.0625 | -0.1037 | -0.0934 | -0.059 | 0.00221 | 0.00564 | -0.031 | -0.0217 | -0.0199 | ||
| AUDUSD | ランテストＺ値 | 10.3283 | 13.9814 | 9.43553 | 9.41257 | 8.94377 | 10.23 | 7.29199 | 6.17715 | 5.2111 | 4.71371 | 27.054 | |
| 相関係数 | -0.0287 | -0.0354 | -0.0454 | -0.0375 | -0.0493 | -0.0236 | -0.0139 | -0.017 | -0.0346 | -0.0199 | -0.026 | ||
| CHFJPY | ランテストＺ値 | 9.07487 | 7.54614 | 7.72781 | 10.3649 | 10.1184 | 10.0301 | 11.0264 | 6.67551 | 6.67964 | 7.27875 | 27.2959 | |
| 相関係数 | -0.0175 | -0.0289 | -0.0166 | -0.0176 | -0.0045 | -0.0219 | -0.0447 | -0.0056 | -0.0442 | -0.0323 | -0.0237 | ||
| EURCAD | ランテストＺ値 | 6.1063 | 5.42283 | 8.83084 | 6.89224 | 10.0841 | 9.33632 | 9.90866 | 8.71582 | 8.26828 | 3.90706 | 24.6082 | |
| 相関係数 | -0.0176 | -0.0029 | -0.0539 | -0.0352 | -0.0439 | -0.0302 | -0.0543 | -0.0345 | -0.0277 | 0.04333 | -0.0277 | ||
| EURCHF | ランテストＺ値 | 11.0037 | 15.1954 | 11.9875 | 15.3641 | 14.7006 | 16.3579 | 11.9734 | 6.5101 | 11.9975 | 9.5695 | 39.2118 | |
| 相関係数 | -0.012 | -0.0968 | -0.0676 | -0.0563 | -0.0556 | -0.0291 | -0.0259 | -0.031 | -0.0145 | -0.0338 | -0.034 | ||
| EURGBP | ランテストＺ値 | 13.1571 | 17.0418 | 12.8054 | 14.5308 | 13.5306 | 21.0964 | 18.1154 | 10.1548 | 7.32649 | 6.23317 | 42.138 | |
| 相関係数 | -0.0584 | -0.0284 | -0.0311 | -0.0361 | -0.0065 | -0.0421 | 0.00206 | -0.02 | -0.006 | 0.02264 | -0.0143 | ||
| EURJPY | ランテストＺ値 | 6.6766 | 7.23121 | 5.77386 | 7.57022 | 8.2338 | 8.10842 | 6.89156 | 2.82389 | 6.30724 | 5.57629 | 20.5522 | |
| 相関係数 | 0.00584 | -0.0229 | 0.00463 | -0.0118 | 0.00684 | -0.0199 | -0.0093 | 0.00874 | -0.0355 | -0.0352 | -0.01 | ||
| EURUSD | ランテストＺ値 | 9.05175 | 7.70781 | 6.86529 | 9.24566 | 8.35495 | 10.4174 | 9.5512 | 6.16353 | 4.97266 | 6.86311 | 24.9299 | |
| 相関係数 | 0.00928 | 0.03136 | 0.02316 | 0.01304 | 0.01352 | -0.0043 | 0.00852 | -0.0042 | -0.015 | -0.0062 | 0.00181 | ||
| GBPCHF | ランテストＺ値 | 8.54955 | 6.46284 | 5.53877 | 6.43754 | 6.03426 | 11.7498 | 5.2944 | 3.65217 | 3.7323 | 5.45236 | 19.8213 | |
| 相関係数 | -0.0497 | -0.0401 | -0.0301 | -0.0401 | -0.0238 | -0.0771 | -0.0008 | 0.00812 | 0.0114 | -0.0149 | -0.0177 | ||
| GBPJPY | ランテストＺ値 | 4.75298 | 6.58476 | 6.74219 | 6.2566 | 8.29991 | 8.43183 | 5.00243 | 3.93181 | 4.50039 | 3.71481 | 18.4008 | |
| 相関係数 | -0.0001 | -0.0153 | -0.0245 | -0.034 | -0.0352 | -0.0417 | -0.0049 | 0.02496 | -0.0114 | -0.0437 | -0.0062 | ||
| GBPUSD | ランテストＺ値 | 7.05352 | 6.29202 | 7.09801 | 6.60022 | 5.43336 | 9.77476 | 8.53767 | 5.66272 | 5.52228 | 4.35776 | 21.0098 | |
| 相関係数 | 0.01656 | 0.03256 | -0.0337 | 0.02237 | 0.00149 | 0.0063 | -0.0085 | -0.0084 | -0.0188 | -0.013 | -0.0042 | ||
| NZDJPY | ランテストＺ値 | 0 | 0 | 9.26211 | 9.77272 | 13.8132 | 9.43245 | 6.02846 | 4.98907 | 5.01402 | 3.96621 | 22.0958 | |
| 相関係数 | 0 | 0 | -0.0525 | -0.0839 | -0.083 | -0.0352 | 0.01026 | -0.0053 | -0.0275 | -0.0246 | -0.0209 | ||
| NZDUSD | ランテストＺ値 | 0 | 0 | 9.1173 | 8.83516 | 9.19048 | 10.2685 | 6.53834 | 8.20715 | 3.81747 | 5.64439 | 21.7584 | |
| 相関係数 | 0 | 0 | -0.0206 | -0.0178 | -0.0435 | -0.0411 | -0.0157 | -0.0459 | -0.0121 | -0.0268 | -0.0284 | ||
| USDCAD | ランテストＺ値 | 11.9643 | 9.4668 | 7.96275 | 7.72248 | 9.61263 | 11.289 | 12.5783 | 7.67237 | 4.47736 | 6.51802 | 28.1176 | |
| 相関係数 | -0.0392 | -0.005 | 0.00685 | -0.0066 | -0.0247 | -0.0299 | -0.0622 | 0.00755 | -0.0353 | -0.0289 | -0.0163 | ||
| USDCHF | ランテストＺ値 | 7.2015 | 5.24089 | 3.74111 | 8.36773 | 8.22927 | 8.48442 | 10.325 | 8.8367 | 8.38138 | 6.60827 | 23.7952 | |
| 相関係数 | 0.00956 | 0.02934 | 0.02878 | 0.01818 | 0.02265 | 0.00842 | -0.0043 | -0.0155 | -0.011 | -0.0121 | 0.00872 | ||
| USDJPY | ランテストＺ値 | 7.86234 | 5.84933 | 8.40705 | 7.9218 | 8.76831 | 9.49082 | 8.38663 | 4.93418 | 9.14133 | 8.36577 | 24.877 | |
| 相関係数 | 0.00164 | 0.00992 | 0.0041 | 0.01022 | -0.0088 | -0.0127 | -0.0268 | 0.01047 | 0.00702 | -0.0486 | -0.0015 | ||
| 日足 | 2001 | 2002 | 2003 | 2004 | 2005 | 2006 | 2007 | 2008 | 2009 | 2010 | 全期間 | ||
| AUDJPY | ランテストＺ値 | -0.7168 | 0.05671 | -0.4861 | 1.41169 | -0.364 | 0.40843 | -0.3616 | 0.06125 | -1.0575 | 1.85007 | -0.041 | |
| 相関係数 | 0.03224 | 0.01304 | 0.06938 | 0.00646 | 0.12158 | 0.06478 | 0.10162 | -0.0204 | 0.10837 | 0.06319 | 0.04621 | ||
| AUDUSD | ランテストＺ値 | -0.481 | 0.36162 | 1.67572 | -0.3833 | -0.0028 | 1.11642 | 0.21658 | -1.1811 | 1.34423 | -0.4118 | 0.30998 | |
| 相関係数 | 0.04618 | 0.02289 | 0.03201 | 0.07458 | 0.02178 | -0.0153 | 0.08674 | -0.0084 | -0.023 | 0.07672 | 0.02414 | ||
| CHFJPY | ランテストＺ値 | 1.19497 | -0.1302 | -1.4046 | 0.05616 | 0.23225 | 0.8993 | 0.003 | 0.91848 | -0.3765 | 1.24909 | 0.62008 | |
| 相関係数 | -0.0898 | 0.01491 | 0.06978 | -0.0258 | 0.0324 | -0.0826 | 0.00147 | 0.06527 | 0.0528 | -0.046 | 0.01463 | ||
| EURCAD | ランテストＺ値 | 1.44689 | 1.80715 | 0.68762 | -0.963 | -0.9995 | -1.1188 | -1.7808 | -0.8084 | 0.17456 | -0.2799 | -0.9322 | |
| 相関係数 | -0.0358 | -0.0182 | 0.05147 | 0.06769 | 0.08194 | 0.07228 | 0.04742 | 0.08098 | -0.0402 | 0.20766 | 0.04901 | ||
| EURCHF | ランテストＺ値 | 0.66425 | -0.2343 | -0.3701 | 1.72749 | -0.0737 | 0.17208 | -0.7337 | -1.3706 | 1.35483 | 0.05537 | 0.12116 | |
| 相関係数 | 0.06436 | 0.03526 | 0.03213 | -0.0705 | -0.0202 | 0.09686 | 0.04796 | 0.0979 | 0.06921 | 0.10012 | 0.07024 | ||
| EURGBP | ランテストＺ値 | 1.50373 | -0.0712 | -0.1892 | 0.1274 | -2.28 | 0.95269 | -0.5477 | -0.2679 | -0.8673 | 0.63297 | -0.4925 | |
| 相関係数 | -0.0335 | -0.0122 | 0.06061 | 0.12581 | 0.18059 | 0.03086 | 0.08788 | 0.10992 | 0.17679 | 0.07887 | 0.11268 | ||
| EURJPY | ランテストＺ値 | -0.4795 | 0.60842 | -2.4398 | -0.5956 | -1.3639 | 1.96885 | -0.7086 | 1.65131 | -0.8588 | 1.23856 | -0.7273 | |
| 相関係数 | -0.0548 | -0.0089 | 0.1093 | 0.05279 | 0.06436 | -0.0907 | 0.04908 | 0.04914 | 0.10035 | -0.0007 | 0.04552 | ||
| EURUSD | ランテストＺ値 | 0.29634 | 0.426 | -0.5395 | 1.59919 | 0.22998 | 1.42513 | 1.96349 | -1.0522 | 1.32359 | 0.34626 | 1.73804 | |
| 相関係数 | -0.0283 | -0.0504 | 0.03097 | 0.01173 | 0.0537 | -0.0284 | 0.03191 | 0.16376 | -0.0061 | 0.1705 | 0.06049 | ||
| GBPCHF | ランテストＺ値 | -0.0452 | 0.14655 | -0.0109 | 0.16241 | -1.4643 | -1.968 | -1.5517 | -1.3519 | -1.5369 | 2.10796 | -2.0056 | |
| 相関係数 | -0.0431 | -0.001 | 0.05574 | 0.06238 | 0.06329 | 0.04123 | 0.08454 | 0.08428 | 0.12297 | 0.01116 | 0.05923 | ||
| GBPJPY | ランテストＺ値 | 0.53917 | 0.12339 | -1.251 | 0.59438 | -0.1928 | 0.2951 | -0.5498 | 0.88298 | -1.8296 | -0.6759 | -0.78 | |
| 相関係数 | -0.0641 | 0.03013 | 0.10507 | 0.05687 | 0.13214 | -0.049 | 0.07197 | 0.08039 | 0.16674 | 0.02344 | 0.07606 | ||
| GBPUSD | ランテストＺ値 | 0.16451 | 0.08576 | -0.7728 | 0.9795 | 0.25114 | 0.26114 | 0.98471 | 0.8167 | 0.07177 | -0.3541 | 0.6156 | |
| 相関係数 | 0.05759 | -0.0094 | 0.0708 | 0.05854 | 0.0924 | -0.0075 | 0.02391 | 0.0775 | 0.09843 | 0.03512 | 0.0654 | ||
| NZDJPY | ランテストＺ値 | 0 | 0 | -0.7341 | 1.45735 | -0.3519 | -2.6691 | -0.6943 | 1.45127 | -1.7635 | 0.15495 | -1.3458 | |
| 相関係数 | 0 | 0 | 0.01409 | 0.04241 | 0.1992 | 0.13172 | 0.12527 | -0.0063 | 0.11317 | 0.01233 | 0.07097 | ||
| NZDUSD | ランテストＺ値 | 0 | 0 | 0.83336 | 1.02344 | -0.1175 | -0.3768 | -1.4801 | -0.963 | -0.3306 | -0.2457 | -0.7473 | |
| 相関係数 | 0 | 0 | 0.0074 | 0.07611 | 0.11552 | 0.004 | 0.1067 | 0.02129 | 0.03071 | 0.00887 | 0.04872 | ||
| USDCAD | ランテストＺ値 | -1.2973 | -0.9861 | -0.6883 | 0.6608 | -0.1777 | 0.99612 | 1.06904 | -0.8762 | 0.28685 | -0.9809 | -0.7891 | |
| 相関係数 | -0.0286 | 0.05258 | -0.0157 | -0.0275 | 0.03276 | -0.0555 | 0.02376 | 0.15516 | -0.0264 | 0.05893 | 0.03582 | ||
| USDCHF | ランテストＺ値 | 1.16278 | 0.06336 | 0.13285 | 1.55961 | -0.1858 | 1.03668 | 1.99752 | -1.2202 | 1.32376 | 1.12163 | 2.07683 | |
| 相関係数 | -0.0418 | -0.0341 | -0.0063 | -0.0327 | 0.01437 | -0.0065 | 0.01518 | 0.11198 | -0.0323 | -0.0327 | -0.0021 | ||
| USDJPY | ランテストＺ値 | 1.11405 | -0.3899 | 0.01828 | 1.27914 | 0.36753 | 0.65944 | 0.4184 | -0.6552 | -1.9015 | 0.17685 | 0.20163 | |
| 相関係数 | 0.00075 | -0.0012 | -0.014 | 0.0846 | 0.01927 | -0.0374 | 0.09075 | 0.0154 | 0.1193 | -0.0038 | 0.03177 |