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).
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.
F&G Score
36.7
7-day MA
34.7
30-day MA
35.8
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.
Final value
₩14,929,104
CAGR
32.2%
Max drawdown
-34.3%
Volatility (ann.)
36.1%
Sharpe
0.95
Sortino
1.39
Win rate
40.9%
Tracks the direction and speed of sentiment change: greed-side momentum minus fear-side momentum.
F&G Score
36.7
7-day MA
34.7
30-day MA
35.8
Target equity
59%
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.
Current momentum spread: -0.36
Final value
₩15,246,292
CAGR
34.1%
Max drawdown
-27.1%
Volatility (ann.)
27.8%
Sharpe
1.20
Sortino
1.77
Win rate
40.9%
Rotates between defensive and risk-sensitive Korean sectors, applying trend and liquidity filters.
F&G Score
36.7
7-day MA
34.7
30-day MA
35.8
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| Sector | Weight |
|---|---|
| 유틸리티 | 20% |
| 통신 | 15% |
| 필수소비재 | 20% |
| 헬스케어 (대형) | 15% |
| 은행/보험 | 10% |
| Cash / MMF | 20% |
Final value
₩13,967,986
CAGR
26.2%
Max drawdown
-26.5%
Volatility (ann.)
29.8%
Sharpe
0.93
Sortino
1.35
Win rate
40.9%
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.