# Draft: Momentum vs random walk (daily)

Generated: 2026-08-19T17:18:24

## Question
Does yesterday's return sign predict today's sign better than 50%?

## Results

- 日経平均: mom=54.1% n=133 p≈0.3402 / 棄却できず
- トヨタ: mom=51.2% n=121 p≈0.7851 / 棄却できず
- ソニーG: mom=43.1% n=102 p≈0.1657 / 棄却できず
- ドル円: mom=56.6% n=152 p≈0.1048 / 棄却できず

## Note
Not investment advice. Costs ignored.
