1971年以降のデータ(ドル円)で検証してみました。
結果は…
マイナス 21
プラス 25
意外な事にプラスになってる年のほうが多いみたいですね。
年度
|
始値
|
高値
|
安値
|
終値
|
騰落
|
1971/5/1
|
357.41
|
357.53
|
357.14
|
357.4
|
-0.01
|
1972/5/1
|
304.41
|
305.34
|
303.58
|
304.69
|
0.28
|
1973/5/1
|
265.53
|
265.67
|
262.47
|
264.69
|
-0.84
|
1974/5/1
|
279.41
|
281.93
|
277.39
|
281.93
|
2.52
|
1975/5/1
|
292.14
|
292.23
|
290.36
|
291.55
|
-0.59
|
1976/5/1
|
298.95
|
300.03
|
297.89
|
300.03
|
1.08
|
1977/5/1
|
278.01
|
278.16
|
275.94
|
277.28
|
-0.73
|
1978/5/1
|
225.78
|
229.04
|
221.34
|
221.34
|
-4.44
|
1979/5/1
|
224.4
|
224.95
|
213.15
|
220.35
|
-4.05
|
1980/5/1
|
240.5
|
240.5
|
219.2
|
223
|
-17.5
|
1981/5/1
|
215.75
|
224.95
|
215.75
|
223.9
|
8.15
|
1982/5/1
|
236.6
|
243.3
|
232.85
|
243.3
|
6.7
|
1983/5/1
|
237.6
|
238.85
|
230.9
|
238.85
|
1.25
|
1984/5/1
|
226.95
|
233.35
|
226.4
|
231.58
|
4.63
|
1985/5/1
|
252.75
|
254.55
|
249.6
|
251.2
|
-1.55
|
1986/5/1
|
169.65
|
174.5
|
161.15
|
174.5
|
4.85
|
1987/5/1
|
141
|
144.6
|
138.05
|
143.9
|
2.9
|
1988/5/1
|
125.25
|
126.1
|
124
|
125.3
|
0.05
|
1989/5/1
|
133
|
144.05
|
133
|
142.9
|
9.9
|
1990/5/1
|
158.95
|
159.2
|
148.9
|
152.2
|
-6.75
|
1991/5/1
|
136.25
|
139.64
|
136.2
|
138.4
|
2.15
|
1992/5/1
|
133.17
|
133.63
|
127.55
|
127.6
|
-5.57
|
1993/5/1
|
110.9
|
112.4
|
106.78
|
107.05
|
-3.85
|
1994/5/1
|
101.85
|
105.2
|
100.7
|
104.75
|
2.9
|
1995/5/1
|
84.21
|
87.9
|
81.77
|
84.57
|
0.36
|
1996/5/1
|
105.02
|
109.02
|
104.16
|
108.12
|
3.1
|
1997/5/1
|
127.07
|
127.55
|
111.88
|
116.24
|
-10.83
|
1998/5/1
|
132.85
|
139.3
|
131.25
|
138.85
|
6
|
1999/5/1
|
119.45
|
124.82
|
119.42
|
121.65
|
2.2
|
2000/5/1
|
107.78
|
110.08
|
106.05
|
107.65
|
-0.13
|
2001/5/1
|
123.52
|
124.08
|
118.52
|
119.27
|
-4.25
|
2002/5/1
|
128.57
|
129.1
|
122.8
|
124.24
|
-4.33
|
2003/5/1
|
119.01
|
119.67
|
115.07
|
119.35
|
0.34
|
2004/5/1
|
110.46
|
114.94
|
108.31
|
109.48
|
-0.98
|
2005/5/1
|
105.06
|
108.61
|
104.2
|
108.59
|
3.53
|
2006/5/1
|
113.67
|
114.21
|
108.97
|
112.64
|
-1.03
|
2007/5/1
|
119.52
|
121.98
|
119.06
|
121.71
|
2.19
|
2008/5/1
|
103.89
|
105.87
|
102.58
|
105.5
|
1.61
|
2009/5/1
|
98.616
|
99.717
|
93.85
|
95.3
|
-3.316
|
2010/5/1
|
93.932
|
94.978
|
88.254
|
91.263
|
-2.669
|
2011/5/1
|
81.099
|
82.229
|
79.582
|
81.514
|
0.415
|
2012/5/1
|
79.812
|
80.607
|
78.206
|
78.304
|
-1.508
|
2013/5/1
|
97.441
|
103.733
|
97.022
|
100.433
|
2.992
|
2014/5/1
|
102.231
|
103.018
|
100.821
|
101.746
|
-0.485
|
2015/5/1
|
119.383
|
124.448
|
118.886
|
124.112
|
4.729
|
2016/5/1
|
106.223
|
111.445
|
105.545
|
110.711
|
4.488
|