spec. betting-against-beta-us-sp500-fact-regime-downcite ledger
qbuntu.ai/cite/betting-against-beta-us-sp500-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -1.54 across 316 runs.
sharpe_ratio-1.54 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Betting Against Beta (US S&P 500)
betting-against-beta-us-sp500
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -1.54 across 316 runs.. Strategy: Betting Against Beta (US S&P 500). https://qbuntu.ai/cite/betting-against-beta-us-sp500-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:19
fact_id: betting-against-beta-us-sp500-fact-regime-down (immutable)