日経225オプション アイアンコンドル 61回 検証(実清算値・通算成績)

日経225オプションのアイアンコンドルを、2021-06-11〜2026-06-12の全61回のSQで実清算値ベースに検証した通算記録。勝率重視(売±3%/フタ±6%)は勝率93%・累計+189.9万、リスク重視(売±2%/フタ±4%)は勝率85%・累計+364.4万。薄いエッジと太いテールの実像を、各回の損益とともに残す。

これは戦略の検証記録(過去の事実)であり、特定の売買を推奨するものではありません。数値は日経225ミニオプション1枚(1pt=1,000円)・各SQの実清算値ベース・手数料/スプレッド別。実行は自己判断でお願いします。

勝率重視(売±3% / フタ±6%)

累計 +189.9万
勝率93%(61回)
1回平均+3.1万
最大/最悪+53.0万 / -124.6万
証拠金平均¥995,196
対証拠金利回り3.1%

リスク重視(売±2% / フタ±4%)

累計 +364.4万
勝率85%(61回)
1回平均+6.0万
最大/最悪+66.0万 / -70.3万
証拠金平均¥621,819
対証拠金利回り9.6%
共通 勝率重視(売±3% / フタ±6%) リスク重視(売±2% / フタ±4%)
SQ日 エントリー 現値 SQ清算 移動率 売建 フタ 受取 必要証拠金 損益 売建 フタ 受取 必要証拠金 損益
2021-06-11 2021-06-08 ¥28,964 ¥28,949 -0.05% 28,125P / 29,875C 27,250P / 30,750C ¥21,000 ¥854,000 ¥21,000 28,375P / 29,500C 27,750P / 30,125C ¥54,000 ¥571,000 ¥54,000
2021-07-09 2021-07-06 ¥28,643 ¥27,940 -2.45% 27,750P / 29,500C 26,875P / 30,375C ¥16,000 ¥859,000 ¥16,000 28,125P / 29,250C 27,500P / 29,750C ¥35,000 ¥590,000 ¥-149,580
2021-08-13 2021-08-10 ¥27,888 ¥27,977 +0.32% 27,000P / 28,750C 26,250P / 29,500C ¥21,000 ¥729,000 ¥21,000 27,375P / 28,500C 26,750P / 29,000C ¥54,000 ¥571,000 ¥54,000
2021-09-10 2021-09-07 ¥29,916 ¥30,382 +1.56% 29,000P / 30,875C 28,125P / 31,750C ¥38,000 ¥837,000 ¥38,000 29,375P / 30,500C 28,750P / 31,125C ¥89,000 ¥536,000 ¥89,000
2021-10-08 2021-10-05 ¥27,822 ¥28,049 +0.82% 27,000P / 28,625C 26,125P / 29,500C ¥114,000 ¥761,000 ¥114,000 27,250P / 28,375C 26,750P / 28,875C ¥135,000 ¥365,000 ¥135,000
2021-11-12 2021-11-09 ¥29,285 ¥29,610 +1.11% 28,375P / 30,125C 27,500P / 31,000C ¥24,000 ¥851,000 ¥24,000 28,750P / 29,875C 28,125P / 30,500C ¥59,000 ¥566,000 ¥59,000
2021-12-10 2021-12-07 ¥28,456 ¥28,438 -0.06% 27,625P / 29,250C 26,750P / 30,125C ¥67,000 ¥808,000 ¥67,000 27,875P / 29,000C 27,375P / 29,625C ¥106,000 ¥519,000 ¥106,000
2022-01-14 2022-01-11 ¥28,222 ¥28,124 -0.35% 27,375P / 29,125C 26,500P / 29,875C ¥53,000 ¥822,000 ¥53,000 27,625P / 28,750C 27,125P / 29,375C ¥86,000 ¥539,000 ¥86,000
2022-02-10 2022-02-07 ¥27,249 ¥27,696 +1.64% 26,375P / 28,125C 25,625P / 28,875C ¥38,000 ¥712,000 ¥38,000 26,750P / 27,750C 26,125P / 28,375C ¥94,000 ¥531,000 ¥94,000
2022-03-11 2022-03-08 ¥24,791 ¥25,163 +1.50% 24,000P / 25,500C 23,250P / 26,250C ¥141,000 ¥609,000 ¥141,000 24,250P / 25,250C 23,750P / 25,750C ¥189,000 ¥311,000 ¥189,000
2022-04-08 2022-04-05 ¥27,788 ¥26,986 -2.89% 27,000P / 28,625C 26,125P / 29,500C ¥27,000 ¥848,000 ¥12,800 27,250P / 28,375C 26,625P / 28,875C ¥53,000 ¥572,000 ¥-211,200
2022-05-13 2022-05-10 ¥26,167 ¥26,428 +1.00% 25,375P / 27,000C 24,625P / 27,750C ¥85,000 ¥665,000 ¥85,000 25,625P / 26,750C 25,125P / 27,250C ¥140,000 ¥360,000 ¥140,000
2022-06-10 2022-06-07 ¥27,944 ¥27,824 -0.43% 27,125P / 28,750C 26,250P / 29,625C ¥23,000 ¥852,000 ¥23,000 27,375P / 28,500C 26,875P / 29,000C ¥47,000 ¥453,000 ¥47,000
2022-07-08 2022-07-05 ¥26,423 ¥26,517 +0.35% 25,625P / 27,250C 24,875P / 28,000C ¥39,000 ¥711,000 ¥39,000 25,875P / 27,000C 25,375P / 27,500C ¥72,000 ¥428,000 ¥72,000
2022-08-12 2022-08-08 ¥28,249 ¥28,547 +1.05% 27,375P / 29,125C 26,500P / 30,000C ¥17,000 ¥858,000 ¥17,000 27,625P / 28,875C 27,125P / 29,375C ¥32,000 ¥468,000 ¥32,000
2022-09-09 2022-09-06 ¥27,627 ¥28,215 +2.13% 26,750P / 28,500C 26,000P / 29,250C ¥21,000 ¥729,000 ¥21,000 27,125P / 28,125C 26,500P / 28,750C ¥66,000 ¥559,000 ¥-23,750
2022-10-14 2022-10-11 ¥26,401 ¥27,091 +2.61% 25,625P / 27,250C 24,875P / 28,000C ¥64,000 ¥686,000 ¥64,000 25,875P / 26,875C 25,375P / 27,500C ¥134,000 ¥491,000 ¥-81,760
2022-11-11 2022-11-08 ¥27,872 ¥28,264 +1.40% 27,000P / 28,750C 26,250P / 29,500C ¥29,000 ¥721,000 ¥29,000 27,375P / 28,375C 26,750P / 29,000C ¥97,000 ¥528,000 ¥97,000
2022-12-09 2022-12-06 ¥27,886 ¥27,901 +0.05% 27,000P / 28,750C 26,250P / 29,500C ¥13,000 ¥737,000 ¥13,000 27,375P / 28,500C 26,750P / 29,000C ¥45,000 ¥580,000 ¥45,000
2023-01-13 2023-01-10 ¥26,176 ¥26,120 -0.21% 25,375P / 27,000C 24,625P / 27,750C ¥21,000 ¥729,000 ¥21,000 25,625P / 26,750C 25,125P / 27,250C ¥50,000 ¥450,000 ¥50,000
2023-02-10 2023-02-07 ¥27,685 ¥27,671 -0.05% 26,875P / 28,500C 26,000P / 29,375C ¥10,000 ¥865,000 ¥10,000 27,125P / 28,250C 26,625P / 28,750C ¥28,000 ¥472,000 ¥28,000
2023-03-10 2023-03-07 ¥28,309 ¥28,144 -0.58% 27,500P / 29,125C 26,625P / 30,000C ¥13,000 ¥862,000 ¥13,000 27,750P / 28,875C 27,125P / 29,500C ¥30,000 ¥595,000 ¥30,000
2023-04-14 2023-04-11 ¥27,923 ¥28,493 +2.04% 27,125P / 28,750C 26,250P / 29,625C ¥14,000 ¥861,000 ¥14,000 27,375P / 28,500C 26,750P / 29,000C ¥38,000 ¥587,000 ¥38,000
2023-05-12 2023-05-09 ¥29,243 ¥29,388 +0.50% 28,375P / 30,125C 27,500P / 31,000C ¥7,000 ¥868,000 ¥7,000 28,625P / 29,875C 28,125P / 30,375C ¥20,000 ¥480,000 ¥20,000
2023-06-09 2023-06-06 ¥32,507 ¥32,265 -0.74% 31,500P / 33,500C 30,500P / 34,500C ¥33,000 ¥967,000 ¥33,000 31,875P / 33,125C 31,250P / 33,750C ¥80,000 ¥545,000 ¥80,000
2023-07-14 2023-07-11 ¥32,204 ¥32,391 +0.58% 31,250P / 33,125C 30,250P / 34,125C ¥35,000 ¥965,000 ¥35,000 31,500P / 32,875C 30,875P / 33,500C ¥64,000 ¥561,000 ¥64,000
2023-08-10 2023-08-07 ¥32,255 ¥32,474 +0.68% 31,250P / 33,250C 30,375P / 34,250C ¥28,000 ¥972,000 ¥28,000 31,625P / 32,875C 31,000P / 33,500C ¥76,000 ¥549,000 ¥76,000
2023-09-08 2023-09-05 ¥33,037 ¥32,607 -1.30% 32,000P / 34,000C 31,000P / 35,000C ¥14,000 ¥986,000 ¥14,000 32,375P / 33,750C 31,750P / 34,375C ¥32,000 ¥593,000 ¥32,000
2023-10-13 2023-10-10 ¥31,747 ¥32,316 +1.79% 30,750P / 32,750C 29,875P / 33,625C ¥42,000 ¥833,000 ¥42,000 31,125P / 32,375C 30,500P / 33,000C ¥97,000 ¥528,000 ¥97,000
2023-11-10 2023-11-07 ¥32,272 ¥32,568 +0.92% 31,250P / 33,250C 30,375P / 34,250C ¥25,000 ¥975,000 ¥25,000 31,625P / 32,875C 31,000P / 33,625C ¥73,000 ¥677,000 ¥73,000
2023-12-08 2023-12-05 ¥32,776 ¥32,308 -1.43% 31,750P / 33,750C 30,750P / 34,750C ¥30,000 ¥970,000 ¥30,000 32,125P / 33,375C 31,500P / 34,125C ¥78,000 ¥672,000 ¥78,000
2024-01-12 2024-01-09 ¥33,763 ¥35,577 +5.37% 32,750P / 34,750C 31,750P / 35,750C ¥23,000 ¥977,000 ¥-804,110 33,125P / 34,500C 32,375P / 35,125C ¥52,000 ¥698,000 ¥-573,000
2024-02-09 2024-02-06 ¥36,161 ¥36,897 +2.04% 35,125P / 37,250C 34,000P / 38,375C ¥25,000 ¥1,100,000 ¥25,000 35,375P / 36,875C 34,750P / 37,625C ¥50,000 ¥700,000 ¥27,580
2024-03-08 2024-03-05 ¥40,098 ¥39,689 -1.02% 38,875P / 41,250C 37,750P / 42,125C ¥36,000 ¥1,089,000 ¥36,000 39,250P / 40,875C 38,500P / 41,750C ¥82,000 ¥793,000 ¥82,000
2024-04-12 2024-04-09 ¥39,773 ¥39,524 -0.63% 38,625P / 41,000C 37,375P / 42,125C ¥48,000 ¥1,202,000 ¥48,000 39,000P / 40,625C 38,125P / 41,375C ¥104,000 ¥771,000 ¥104,000
2024-05-10 2024-05-07 ¥38,835 ¥38,229 -1.56% 37,625P / 40,000C 36,500P / 41,125C ¥44,000 ¥1,081,000 ¥44,000 38,000P / 39,625C 37,250P / 40,375C ¥90,000 ¥660,000 ¥90,000
2024-06-14 2024-06-11 ¥39,135 ¥38,815 -0.82% 38,000P / 40,250C 36,750P / 41,500C ¥33,000 ¥1,217,000 ¥33,000 38,375P / 39,875C 37,625P / 40,750C ¥75,000 ¥800,000 ¥75,000
2024-07-12 2024-07-09 ¥41,580 ¥41,191 -0.94% 40,375P / 42,875C 39,125P / 44,000C ¥20,000 ¥1,230,000 ¥20,000 40,750P / 42,375C 39,875P / 43,250C ¥69,000 ¥806,000 ¥69,000
2024-08-09 2024-08-06 ¥34,675 ¥35,025 +1.01% 33,625P / 35,750C 32,625P / 36,750C ¥530,000 ¥470,000 ¥530,000 34,000P / 35,375C 33,250P / 36,000C ¥265,000 ¥485,000 ¥265,000
2024-09-13 2024-09-10 ¥36,159 ¥36,582 +1.17% 35,125P / 37,250C 34,000P / 38,375C ¥155,000 ¥970,000 ¥155,000 35,375P / 36,875C 34,750P / 37,625C ¥195,000 ¥555,000 ¥195,000
2024-10-11 2024-10-08 ¥38,938 ¥39,606 +1.72% 37,750P / 40,125C 36,625P / 41,250C ¥121,000 ¥1,004,000 ¥121,000 38,125P / 39,750C 37,375P / 40,500C ¥189,000 ¥561,000 ¥189,000
2024-11-08 2024-11-05 ¥38,475 ¥39,500 +2.67% 37,375P / 39,625C 36,125P / 40,750C ¥379,000 ¥871,000 ¥379,000 37,750P / 39,250C 36,875P / 40,000C ¥410,000 ¥465,000 ¥159,630
2024-12-13 2024-12-10 ¥39,368 ¥39,470 +0.26% 38,125P / 40,500C 37,000P / 41,750C ¥59,000 ¥1,191,000 ¥59,000 38,625P / 40,125C 37,750P / 41,000C ¥142,000 ¥733,000 ¥142,000
2025-01-10 2025-01-07 ¥40,083 ¥39,190 -2.23% 38,875P / 41,250C 37,625P / 42,500C ¥53,000 ¥1,197,000 ¥53,000 39,250P / 40,875C 38,500P / 41,625C ¥95,000 ¥655,000 ¥35,400
2025-02-14 2025-02-10 ¥38,801 ¥39,149 +0.90% 37,625P / 40,000C 36,500P / 41,125C ¥50,000 ¥1,075,000 ¥50,000 38,000P / 39,625C 37,250P / 40,375C ¥98,000 ¥652,000 ¥98,000
2025-03-14 2025-03-11 ¥36,793 ¥37,053 +0.71% 35,750P / 37,875C 34,500P / 39,000C ¥173,000 ¥1,077,000 ¥173,000 36,000P / 37,500C 35,375P / 38,250C ¥235,000 ¥515,000 ¥235,000
2025-04-11 2025-04-08 ¥33,013 ¥33,586 +1.74% 32,000P / 34,000C 31,000P / 35,000C ¥389,000 ¥611,000 ¥389,000 32,375P / 33,625C 31,750P / 34,375C ¥390,000 ¥360,000 ¥390,000
2025-05-09 2025-05-02 ¥36,831 ¥37,503 +1.83% 35,750P / 37,875C 34,625P / 39,000C ¥161,000 ¥964,000 ¥161,000 36,125P / 37,625C 35,375P / 38,250C ¥185,000 ¥565,000 ¥185,000
2025-06-13 2025-06-10 ¥38,212 ¥37,834 -0.99% 37,125P / 39,375C 35,875P / 40,500C ¥57,000 ¥1,193,000 ¥57,000 37,500P / 39,000C 36,625P / 39,750C ¥106,000 ¥769,000 ¥106,000
2025-07-11 2025-07-08 ¥39,689 ¥39,570 -0.30% 38,500P / 40,875C 37,250P / 42,125C ¥46,000 ¥1,204,000 ¥46,000 38,875P / 40,500C 38,125P / 41,250C ¥105,000 ¥645,000 ¥105,000
2025-08-08 2025-08-05 ¥40,550 ¥41,820 +3.13% 39,375P / 41,750C 38,125P / 43,000C ¥38,000 ¥1,212,000 ¥-32,480 39,750P / 41,375C 38,875P / 42,125C ¥72,000 ¥803,000 ¥-373,480
2025-09-12 2025-09-09 ¥43,459 ¥44,768 +3.01% 42,125P / 44,750C 40,875P / 46,000C ¥60,000 ¥1,190,000 ¥41,880 42,625P / 44,375C 41,750P / 45,250C ¥116,000 ¥759,000 ¥-277,120
2025-10-10 2025-10-07 ¥47,951 ¥48,089 +0.29% 46,500P / 49,375C 45,125P / 51,000C ¥117,000 ¥1,508,000 ¥117,000 47,000P / 48,875C 46,000P / 49,875C ¥211,000 ¥789,000 ¥211,000
2025-11-14 2025-11-11 ¥50,843 ¥50,377 -0.92% 49,375P / 52,375C 47,750P / 53,875C ¥120,000 ¥1,505,000 ¥120,000 49,875P / 51,875C 48,750P / 52,875C ¥183,000 ¥942,000 ¥183,000
2025-12-12 2025-12-09 ¥50,655 ¥50,837 +0.36% 49,125P / 52,125C 47,625P / 53,750C ¥83,000 ¥1,542,000 ¥83,000 49,625P / 51,625C 48,625P / 52,625C ¥141,000 ¥859,000 ¥141,000
2026-01-09 2026-01-06 ¥52,518 ¥51,940 -1.10% 51,000P / 54,125C 49,375P / 55,500C ¥99,000 ¥1,526,000 ¥99,000 51,500P / 53,625C 50,375P / 54,500C ¥164,000 ¥961,000 ¥164,000
2026-02-13 2026-02-09 ¥56,364 ¥56,942 +1.03% 54,625P / 58,000C 53,000P / 60,000C ¥425,000 ¥1,575,000 ¥425,000 55,250P / 57,000C 54,125P / 59,000C ¥660,000 ¥1,340,000 ¥660,000
2026-03-13 2026-03-10 ¥54,248 ¥53,820 -0.79% 52,625P / 55,875C 51,000P / 57,500C ¥344,000 ¥1,281,000 ¥344,000 53,125P / 55,375C 52,125P / 56,375C ¥331,000 ¥669,000 ¥331,000
2026-04-10 2026-04-07 ¥53,430 ¥56,924 +6.54% 51,875P / 55,000C 50,250P / 56,625C ¥462,000 ¥1,163,000 ¥-1,163,000 52,375P / 54,500C 51,250P / 55,625C ¥516,000 ¥609,000 ¥-609,000
2026-05-08 2026-04-30 ¥59,285 ¥62,714 +5.78% 57,500P / 61,125C 55,750P / 62,875C ¥343,000 ¥1,407,000 ¥-1,245,650 58,125P / 60,500C 56,875P / 61,625C ¥422,000 ¥828,000 ¥-703,000
2026-06-12 2026-06-09 ¥65,417 ¥66,020 +0.92% 63,500P / 67,375C 61,500P / 69,375C ¥427,000 ¥1,573,000 ¥427,000 64,125P / 66,750C 62,750P / 68,000C ¥438,000 ¥937,000 ¥438,000

全61回(2021-06-11〜2026-06-12)・実清算値ベース・mini1枚・手数料別。必要証拠金は各回の最大損失額(フタまでの幅−受取)。スマホは表を横スクロール。

⚠️ 免責:本記事は日経225オプションの市場データと、ルールベースの戦略を過去データで検証した記録です。特定の銘柄・商品の売買を推奨・助言するものではありません。当方は投資助言業者ではなく、記載内容の正確性・完全性・有用性を保証しません。オプションの売りは理論上大きな損失が生じ得ます。投資判断は必ずご自身の責任と判断で行ってください。

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