spec. betting-against-beta-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/betting-against-beta-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.54 across 160 runs.
sharpe_ratio0.54 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· regime_dependent
Betting Against Beta (JP All Stocks)
betting-against-beta-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is 0.54 across 160 runs.. Strategy: Betting Against Beta (JP All Stocks). https://qbuntu.ai/cite/betting-against-beta-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:13
fact_id: betting-against-beta-jp-all-fact-regime-up (immutable)