qbuntuqbuntu
spec. calendar-effects-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/calendar-effects-jp-growth-fact-regime-downCC-BY-4.0

Median Sharpe in DOWN regime is -3.16 across 192 runs.

sharpe_ratio-3.16 sharpe_ratiosupports verdict:rejected

Context

Regime=DOWN, N225 SMA20/SMA60 classification.

Source strategy

rejectedequity· no_edge
Calendar Effects (JP Growth Stocks)
calendar-effects-jp-growth

Cite this

qbuntu (2026). Median Sharpe in DOWN regime is -3.16 across 192 runs.. Strategy: Calendar Effects (JP Growth Stocks). https://qbuntu.ai/cite/calendar-effects-jp-growth-fact-regime-down
JSON ↗source JSON ↗source Markdown ↗license: CC-BY-4.0
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:09:00
fact_id: calendar-effects-jp-growth-fact-regime-down (immutable)