{"id":69376,"date":"2026-10-08T02:57:06","date_gmt":"2026-10-08T02:57:06","guid":{"rendered":"https:\/\/www.vtmarkets.com\/tr-mena\/uncategorized\/backtest-flags-softer-sp-500-returns-near-highs-as-breadth-weakens-and-rates-volatility-rises\/"},"modified":"2026-10-08T02:57:06","modified_gmt":"2026-10-08T02:57:06","slug":"backtest-flags-softer-sp-500-returns-near-highs-as-breadth-weakens-and-rates-volatility-rises","status":"publish","type":"post","link":"https:\/\/www.vtmarkets.com\/tr-mena\/live-updates\/backtest-flags-softer-sp-500-returns-near-highs-as-breadth-weakens-and-rates-volatility-rises\/","title":{"rendered":"Geriye d\u00f6n\u00fck test, piyasa geni\u015fli\u011fi zay\u0131flarken ve faiz oynakl\u0131\u011f\u0131 artarken S&P 500\u2019\u00fcn zirvelerine yak\u0131n daha zay\u0131f getirilere i\u015faret ediyor"},"content":{"rendered":"

Hisse senedi piyasas\u0131 geni\u015fli\u011fi, faiz oynakl\u0131\u011f\u0131 ve kredi ko\u015fullar\u0131n\u0131 birle\u015ftiren bir backtest, ABD hisseleri rekor seviyelere yak\u0131nken ileriye d\u00f6n\u00fck getirilerin daha zay\u0131f oldu\u011funa i\u015faret ediyor. Tarama; S&P 500\u2019\u00fcn t\u00fcm zamanlar\u0131n en y\u00fcksek seviyesinin %5 i\u00e7inde olmas\u0131n\u0131, MOVE endeksinin 52 haftal\u0131k zirvesinin en az %80\u2019ine ula\u015fmas\u0131n\u0131, HYG\/Tahvil endeksi oran\u0131n\u0131n 50 g\u00fcnl\u00fck ortalamas\u0131n\u0131n alt\u0131nda kalmas\u0131n\u0131 ve NYSE net yeni zirvelerinin s\u0131f\u0131r\u0131n alt\u0131nda olmas\u0131n\u0131 \u015fart ko\u015fuyor. Sonraki 120 g\u00fcnde S&P 500 ortalama %0,5 y\u00fckselirken, tipik bir \u201czirveye yak\u0131n\u201d g\u00fcnde ortalama getiri %4,5 oldu; sinyallerin %54\u2019\u00fcn\u00fc y\u00fckseli\u015f izledi (normalde %75). D\u00fc\u015f\u00fc\u015fler daha b\u00fcy\u00fckt\u00fc: %10+ gerileme %42 olas\u0131l\u0131kla ger\u00e7ekle\u015fti (normalde %22), %5+ d\u00fc\u015f\u00fc\u015fler %54\u2019e kar\u015f\u0131 %38 oldu; parametrelerde yak\u0131n ayarlamalar (zirveden %2\/3\/5\/10, MOVE %70\/80\/90, net yeni zirveler 0\/-50\/-100 alt\u0131) da en az be\u015f sinyal oldu\u011funda 120 g\u00fcnl\u00fck d\u00f6nemde %2 ila %10 aras\u0131nda bir d\u00fc\u015f\u00fck performans \u00fcretti.<\/p>\n\n

Sinyaller k\u00fcmelenme e\u011filimindeydi: 2007 finansal kriz \u00f6ncesine, 2015 2015\u201316 d\u00fczeltmesi \u00f6ncesine, 2021 2022 ay\u0131 piyasas\u0131 \u00f6ncesine denk geldi; 2019 ise 2020\u2019de Covid\u2019e kadar \u201cyanl\u0131\u015f alarm\u201d oldu. 20 g\u00fcnl\u00fck kilitleme (lockout) kural\u0131, 60 ve 120 g\u00fcnl\u00fck pencerelerde \u00f6rt\u00fc\u015fmeye yol a\u00e7t\u0131. Mevcut okumalar g\u00fc\u00e7l\u00fc olarak tan\u0131mland\u0131: net yeni zirvelerin 10 g\u00fcnl\u00fck ortalamas\u0131 -108 ile ge\u00e7mi\u015f sinyal g\u00fcnlerinin %92\u2019sinden daha k\u00f6t\u00fcyd\u00fc; MOVE y\u0131ll\u0131k zirvesine yak\u0131nd\u0131, spreadler ise \u00f6nceki sinyallerin \u00e7o\u011funa k\u0131yasla daha \u0131l\u0131ml\u0131yd\u0131.<\/p>\n\n

Ayr\u0131 olarak, EURUSD\u2019nin 1,1270\/20 b\u00f6lgesini yeniden test etti\u011fi; \u00f6nceki seviyelerin 1,1270\/1,1320 oldu\u011fu ve zirvenin 1,1277\u2019de bulundu\u011fu belirtildi. Pozisyonlanma \u201cuzun USD\u201d olarak tan\u0131mlan\u0131rken, bu durumun EURUSD ve EURCHF\u2019de a\u015fa\u011f\u0131 y\u00f6nl\u00fc e\u011filimle birlikte dalgal\u0131 (choppy) bir seyre i\u015faret etti\u011fi ifade edildi; Fransa spreadlerinin ise euroda yeni dipleri hakl\u0131 \u00e7\u0131karacak kadar hen\u00fcz geni\u015f olmad\u0131\u011f\u0131 vurguland\u0131.<\/p>\n\n

Hisse Piyasas\u0131 Sinyal K\u00fcmeleri ve D\u00fc\u015f\u00fc\u015fler<\/h3>\n\n

Sinyaller k\u00fcmelenme e\u011filimindeydi: 2007 finansal kriz \u00f6ncesine, 2015 2015\u201316 d\u00fczeltmesi \u00f6ncesine, 2021 2022 ay\u0131 piyasas\u0131 \u00f6ncesine denk geldi; 2019 ise 2020\u2019de Covid\u2019e kadar \u201cyanl\u0131\u015f alarm\u201d oldu. 20 g\u00fcnl\u00fck kilitleme (lockout) kural\u0131, 60 ve 120 g\u00fcnl\u00fck pencerelerde \u00f6rt\u00fc\u015fmeye yol a\u00e7t\u0131. Mevcut okumalar g\u00fc\u00e7l\u00fc olarak tan\u0131mland\u0131: net yeni zirvelerin 10 g\u00fcnl\u00fck ortalamas\u0131 -108 ile ge\u00e7mi\u015f sinyal g\u00fcnlerinin %92\u2019sinden daha k\u00f6t\u00fcyd\u00fc; MOVE y\u0131ll\u0131k zirvesine yak\u0131nd\u0131, spreadler ise \u00f6nceki sinyallerin \u00e7o\u011funa k\u0131yasla daha \u0131l\u0131ml\u0131yd\u0131.<\/p>\n\n

Avrupa FX ve Spreadler Ba\u011flam\u0131<\/h3>\n\n

Ayr\u0131 olarak, EURUSD\u2019nin 1,1270\/20 b\u00f6lgesini yeniden test etti\u011fi; \u00f6nceki seviyelerin 1,1270\/1,1320 oldu\u011fu ve zirvenin 1,1277\u2019de bulundu\u011fu belirtildi. Pozisyonlanma \u201cuzun USD\u201d olarak tan\u0131mlan\u0131rken, bu durumun EURUSD ve EURCHF\u2019de a\u015fa\u011f\u0131 y\u00f6nl\u00fc e\u011filimle birlikte dalgal\u0131 (choppy) bir seyre i\u015faret etti\u011fi ifade edildi; Fransa spreadlerinin ise euroda yeni dipleri hakl\u0131 \u00e7\u0131karacak kadar hen\u00fcz geni\u015f olmad\u0131\u011f\u0131 vurguland\u0131.<\/p>\n\n\n\n

Hemen i\u015flem yapmaya ba\u015flay\u0131n \u2014 ger\u00e7ek VT Markets hesab\u0131n\u0131z\u0131 olu\u015fturmak i\u00e7in buraya<\/a> t\u0131klay\u0131n.<\/b>\n\n<\/p>","protected":false},"excerpt":{"rendered":"

Zirveye yak\u0131n ABD hisselerinde alarm: piyasa geni\u015fli\u011fi, MOVE ve kredi sinyalleri 120 g\u00fcnde d\u00fc\u015f\u00fck getiri ve daha sert d\u00fc\u015f\u00fc\u015f riski g\u00f6steriyor. EURUSD 1,1270 testi; USD uzunlar\u0131 bask\u0131n.<\/p>\n","protected":false},"author":87,"featured_media":69375,"comment_status":"open","ping_status":"open","sticky":false,"template":"","format":"standard","meta":{"_acf_changed":false,"footnotes":""},"categories":[71],"tags":[],"class_list":["post-69376","post","type-post","status-publish","format-standard","has-post-thumbnail","hentry","category-live-updates"],"acf":{"acf_article_selection_author":null},"aioseo_notices":[],"aioseo_head":"\n\t\t\n\t\n\t\n\t\n\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t\n\t\t