📦 NAND Flash Signal — HS 8542321030

📦 NAND Flash Signal — 3M Rising Rule

Factor: HS 8542321030 (한국 관세청 분류 "플래시 메모리" — NAND chip / SSD 메모리) import USD YoY
의미: NAND 플래시 메모리 칩. SK Hynix는 한국 #2 NAND producer (Solidigm 인수 후). 이 코드 import는 Samsung 모듈 조립용 / 디바이스 메이커 부품 / Micron/Kioxia 등 외산 NAND 수입.
매매 룰: yoy_usd[t] > yoy_usd[t-3] (3개월 전보다 USD YoY 높을 때 LONG)
왜 IMPORT?: 한국은 NAND 순수출국이지만 import도 \$50B+ (디바이스 부품용). Import yoy = 글로벌 NAND 수요 → 한국 device 제조 → 메모리 cycle 추적.
왜 USD?: NAND 가격 변동성이 fab 신호. KG 단위는 모델/세대 차이로 노이즈.
SK Hynix와 관계: end-product cycle proxy. NAND fab이 살면 SK NAND 매출 증가. DRAM 순수 fab 신호 (Detector/Deposition)와 다른 axis.

📊 백테스트 결과 (2014-02 ~ 2026-03, 12.2년)

31.7x

전략 NAV

20.8x

Buy & Hold NAV

+4.5%p

Alpha (CAGR vs BH)

49%

MDD 절감

32.9%

전략 CAGR

28.3%

BH CAGR

-24%

전략 MDD

-47%

BH MDD

46%

투자 시간 비중

매매 횟수

11/15

승률

23.9%

평균 수익률/거래

현재 시점: 2026-03

🟢 LONG

yoy_usd: +156.9% | 3M 전: +102.5% | 차이: +54.4pp

신호 ON: NAND import yoy 가속 — flash memory 사이클 강세

SK Hynix 종가: 807,000 KRW | NAND import: $295.7M | export: $2544.6M

📈 NAND YoY vs SK Hynix 종가 (log)

빨강 = NAND import USD YoY (좌축, 신호 입력). 검정 = SK Hynix 종가 (우축 log). 녹색 음영 = LONG ON.
관찰: NAND YoY가 trough (-50%↓)에서 turning up할 때 SK 가격 추격 시작. yoy peak ≠ price peak.

📈 NAV 비교 — 전략 vs Buy & Hold

📈 Factor — IMP USD vs IMP KG vs EXP USD

빨강 = imp USD (신호용). 주황 = imp KG (수량). 점선 회색 = exp USD (참고).

📋 매매 이력 (n=15)

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진입

SK 매수가

yoy@매수

청산

SK 매도가

yoy@매도

보유

수익률

📋 최근 30개월

월	imp ($M)	exp ($M)	yoy_usd (imp)	yoy[-3]	차이	Rising?	SK 종가	Position
2023-10	296.3	563.4	+10.8%	+54.6%	-43.8pp	❌	116,300	🔴 CASH
2023-11	141.7	576.9	+6.1%	+24.8%	-18.6pp	❌	133,900	🔴 CASH
2023-12	241.2	623.5	+10.7%	+19.8%	-9.2pp	❌	141,500	🔴 CASH
2024-01	257.1	857.6	+3.7%	+10.8%	-7.1pp	❌	134,700	🔴 CASH
2024-02	352.9	889.1	+24.6%	+6.1%	+18.5pp	✅	156,200	🔴 CASH
2024-03	361.4	817.0	+30.6%	+10.7%	+19.9pp	✅	183,000	🟢 LONG
2024-04	262.9	615.4	+58.9%	+3.7%	+55.1pp	✅	174,200	🟢 LONG
2024-05	225.9	685.6	+31.3%	+24.6%	+6.6pp	✅	189,200	🟢 LONG
2024-06	163.1	677.9	-9.3%	+30.6%	-39.9pp	❌	236,500	🟢 LONG
2024-07	150.3	536.1	-50.6%	+58.9%	-109.5pp	❌	194,600	🔴 CASH
2024-08	151.4	388.0	-29.4%	+31.3%	-60.6pp	❌	173,700	🔴 CASH
2024-09	138.3	626.8	-23.3%	-9.3%	-14.0pp	❌	174,600	🔴 CASH
2024-10	110.2	440.4	-29.0%	-50.6%	+21.6pp	✅	186,300	🔴 CASH
2024-11	92.7	478.9	-44.9%	-29.4%	-15.6pp	❌	159,900	🟢 LONG
2024-12	89.7	613.0	-53.4%	-23.3%	-30.1pp	❌	173,900	🔴 CASH
2025-01	91.3	307.3	-53.9%	-29.0%	-24.9pp	❌	199,200	🔴 CASH
2025-02	102.3	294.1	-66.1%	-44.9%	-21.2pp	❌	190,200	🔴 CASH
2025-03	103.2	526.7	-69.0%	-53.4%	-15.6pp	❌	190,700	🔴 CASH
2025-04	87.9	430.3	-69.7%	-53.9%	-15.7pp	❌	177,500	🔴 CASH
2025-05	134.9	561.3	-59.4%	-66.1%	+6.7pp	✅	204,500	🔴 CASH
2025-06	117.0	620.7	-45.0%	-69.0%	+23.9pp	✅	292,000	🟢 LONG
2025-07	136.6	461.6	-25.9%	-69.7%	+43.8pp	✅	273,500	🟢 LONG
2025-08	125.1	645.5	-18.3%	-59.4%	+41.2pp	✅	269,000	🟢 LONG
2025-09	132.8	706.7	-10.2%	-45.0%	+34.9pp	✅	347,500	🟢 LONG
2025-10	166.1	672.9	+9.8%	-25.9%	+35.7pp	✅	559,000	🟢 LONG
2025-11	153.5	1101.3	+37.4%	-18.3%	+55.7pp	✅	530,000	🟢 LONG
2025-12	261.3	1275.6	+102.5%	-10.2%	+112.7pp	✅	651,000	🟢 LONG
2026-01	239.0	1435.0	+139.5%	+9.8%	+129.8pp	✅	909,000	🟢 LONG
2026-02	227.4	1406.2	+158.5%	+37.4%	+121.0pp	✅	1,061,000	🟢 LONG
2026-03	295.7	2544.6	+156.9%	+102.5%	+54.4pp	✅	807,000	🟢 LONG

월

imp ($M)

exp ($M)

yoy_usd (imp)

yoy[-3]

차이

Rising?

SK 종가

Position

2023-10

296.3

563.4

+10.8%

+54.6%

-43.8pp

❌

116,300

🔴 CASH

2023-11

141.7

576.9

+6.1%

+24.8%

-18.6pp

❌

133,900

🔴 CASH

2023-12

241.2

623.5

+10.7%

+19.8%

-9.2pp

❌

141,500

🔴 CASH

2024-01

257.1

857.6

+3.7%

+10.8%

-7.1pp

❌

134,700

🔴 CASH

2024-02

352.9

889.1

+24.6%

+6.1%

+18.5pp

✅

156,200

🔴 CASH

2024-03

361.4

817.0

+30.6%

+10.7%

+19.9pp

✅

183,000

🟢 LONG

2024-04

262.9

615.4

+58.9%

+3.7%

+55.1pp

✅

174,200

🟢 LONG

2024-05

225.9

685.6

+31.3%

+24.6%

+6.6pp

✅

189,200

🟢 LONG

2024-06

163.1

677.9

-9.3%

+30.6%

-39.9pp

❌

236,500

🟢 LONG

2024-07

150.3

536.1

-50.6%

+58.9%

-109.5pp

❌

194,600

🔴 CASH

2024-08

151.4

388.0

-29.4%

+31.3%

-60.6pp

❌

173,700

🔴 CASH

2024-09

138.3

626.8

-23.3%

-9.3%

-14.0pp

❌

174,600

🔴 CASH

2024-10

110.2

440.4

-29.0%

-50.6%

+21.6pp

✅

186,300

🔴 CASH

2024-11

92.7

478.9

-44.9%

-29.4%

-15.6pp

❌

159,900

🟢 LONG

2024-12

89.7

613.0

-53.4%

-23.3%

-30.1pp

❌

173,900

🔴 CASH

2025-01

91.3

307.3

-53.9%

-29.0%

-24.9pp

❌

199,200

🔴 CASH

2025-02

102.3

294.1

-66.1%

-44.9%

-21.2pp

❌

190,200

🔴 CASH

2025-03

103.2

526.7

-69.0%

-53.4%

-15.6pp

❌

190,700

🔴 CASH

2025-04

87.9

430.3

-69.7%

-53.9%

-15.7pp

❌

177,500

🔴 CASH

2025-05

134.9

561.3

-59.4%

-66.1%

+6.7pp

✅

204,500

🔴 CASH

2025-06

117.0

620.7

-45.0%

-69.0%

+23.9pp

✅

292,000

🟢 LONG

2025-07

136.6

461.6

-25.9%

-69.7%

+43.8pp

✅

273,500

🟢 LONG

2025-08

125.1

645.5

-18.3%

-59.4%

+41.2pp

✅

269,000

🟢 LONG

2025-09

132.8

706.7

-10.2%

-45.0%

+34.9pp

✅

347,500

🟢 LONG

2025-10

166.1

672.9

+9.8%

-25.9%

+35.7pp

✅

559,000

🟢 LONG

2025-11

153.5

1101.3

+37.4%

-18.3%

+55.7pp

✅

530,000

🟢 LONG

2025-12

261.3

1275.6

+102.5%

-10.2%

+112.7pp

✅

651,000

🟢 LONG

2026-01

239.0

1435.0

+139.5%

+9.8%

+129.8pp

✅

909,000

🟢 LONG

2026-02

227.4

1406.2

+158.5%

+37.4%

+121.0pp

✅

1,061,000

🟢 LONG

2026-03

295.7

2544.6

+156.9%

+102.5%

+54.4pp

✅

807,000

🟢 LONG

📌 5개 단일 시그널 비교:

	🥇 Gold	📡 Detector	🔬 Inspection	⚙️ Deposition	📦 NAND
HS	7108131010	8543709020	9030901000	8486204000	8542321030
의미	HBM 금 wire	fab detector	검사장비 부품	막 형성 장비	NAND flash
NAV	35.82x	49.51x	20.30x	32.18x	31.73x
CAGR	34.2%	37.8%	28.1%	33.0%	32.9%
MDD	-36%	-25%	-26%	-16%	-24%
현재	🟢 LONG	🔴 CASH	🟢 LONG	🔴 CASH	🟢 LONG

5 Combo 운용: 5개 중 3+ ON일 때 100% LONG, 부분 ON 비례 비중. Score 0~5.

candidate1 대시보드

📦 NAND Flash Signal — 3M Rising Rule

📊 백테스트 결과 (2014-02 ~ 2026-03, 12.2년)

📈 NAND YoY vs SK Hynix 종가 (log)

📈 NAV 비교 — 전략 vs Buy & Hold

📈 Factor — IMP USD vs IMP KG vs EXP USD

📋 매매 이력 (n=15)

📋 최근 30개월