spec. betting-against-beta-us-sp500-fact-regime-upcite ledger
qbuntu.ai/cite/betting-against-beta-us-sp500-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.85 across 318 runs.
sharpe_ratio-0.85 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, 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 UP regime is -0.85 across 318 runs.. Strategy: Betting Against Beta (US S&P 500). https://qbuntu.ai/cite/betting-against-beta-us-sp500-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:48
fact_id: betting-against-beta-us-sp500-fact-regime-up (immutable)