spec. calendar-effects-jp-growth-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/calendar-effects-jp-growth-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): 0.04
correlation0.0426 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
rejectedequity· no_edge
Calendar Effects (JP Growth Stocks)
calendar-effects-jp-growth
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): 0.04. Strategy: Calendar Effects (JP Growth Stocks). https://qbuntu.ai/cite/calendar-effects-jp-growth-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:09:00
fact_id: calendar-effects-jp-growth-fact-avg-corr-full (immutable)