spec. calendar-effects-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/calendar-effects-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -2.91 across 144 runs.
sharpe_ratio-2.91 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Calendar Effects (JP All Stocks)
calendar-effects-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -2.91 across 144 runs.. Strategy: Calendar Effects (JP All Stocks). https://qbuntu.ai/cite/calendar-effects-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:09:04
fact_id: calendar-effects-jp-all-fact-regime-down (immutable)