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Korea F&G Index

Sentiment terminal

Strategies

Data-driven Korean market playbooks

Three transparent strategies driven by the Korea Fear & Greed Index. Every signal below is computed live from search-trend data (Naver DataLab) and market data (Yahoo Finance).

Buy Fear, Sell Greed

Contrarian equity exposure that increases when fear is high and decreases when greed is high, using the 7-day moving average as the trading signal.

Fear — Accumulate

F&G Score

36.1

7-day MA

39.4

30-day MA

42.6

Target equity

80%

Methodology

  • Signal source: 7-day moving average of the Korea F&G Index (Naver DataLab keywords).
  • Score 0–20 → 100% equity · 20–40 → 80% · 40–60 → 60% · 60–80 → 40% · 80–100 → 20%.
  • Rebalance weekly. Cash sleeve represents short-term Korean money-market equivalents.
Equity 80%Cash 20%
Backtest — Buy Fear, Sell Greed
Partial data

Final value

₩10,000,000

CAGR

—

Max drawdown

—

Volatility (ann.)

—

Sharpe

—

Sortino

—

Win rate

—

Relative Sentiment Momentum

Tracks the direction and speed of sentiment change: greed-side momentum minus fear-side momentum.

Risk-Off — Fear Momentum

F&G Score

36.1

7-day MA

39.4

30-day MA

42.6

Target equity

46%

Methodology

  • Greed momentum = 5-day average of greed sub-score − 5-day-lagged average.
  • Fear momentum computed the same way over fear sub-score.
  • Momentum > +3 → risk-on; < −3 → risk-off; otherwise neutral (60% equity anchor).
  • Rebalance weekly.
Equity 46%Cash 54%

Current momentum spread: -5.12

Backtest — Relative Sentiment Momentum
Partial data

Final value

₩10,000,000

CAGR

—

Max drawdown

—

Volatility (ann.)

—

Sharpe

—

Sortino

—

Win rate

—

Sector Rotation

Rotates between defensive and risk-sensitive Korean sectors, applying trend and liquidity filters.

Defensive Rotation — Quality/Yield

F&G Score

36.1

7-day MA

39.4

30-day MA

42.6

Target equity

100%

Methodology

  • Regime: F&G ≥ 60 → Growth tilt · ≤ 40 → Defensive tilt · else Balanced.
  • Trend filter: sector price > 120-day moving average.
  • Liquidity filter: sector trading value ≥ 1-year median.
  • Failed filters trigger replacement with the nearest qualifying sector.
  • Sector price/volume data is illustrative until a real feed is wired.

Sector allocations

Demo data
SectorWeight
유틸리티20%
통신15%
필수소비재20%
헬스케어 (대형)15%
은행/보험10%
Cash / MMF20%
Backtest — Sector Rotation (demo)
Demo data

Final value

₩10,000,000

CAGR

—

Max drawdown

—

Volatility (ann.)

—

Sharpe

—

Sortino

—

Win rate

—

Investment notice · Research signal only

The strategies and backtest results on this page are academic/research simulations. Past performance does not guarantee future returns; slippage, taxes, and transaction costs are not modeled. All investment decisions and their consequences are solely your responsibility.