qbuntuqbuntu
spec. calendar-effects-us-sp500-fact-regime-upcite ledger
qbuntu.ai/cite/calendar-effects-us-sp500-fact-regime-upCC-BY-4.0

Median Sharpe in UP regime is 0.96 across 192 runs.

sharpe_ratio0.96 sharpe_ratiosupports verdict:marginal

Context

Regime=UP, N225 SMA20/SMA60 classification.

Source strategy

marginalequity· regime_dependent
Calendar Effects (US S&P 500)
calendar-effects-us-sp500

Cite this

qbuntu (2026). Median Sharpe in UP regime is 0.96 across 192 runs.. Strategy: Calendar Effects (US S&P 500). https://qbuntu.ai/cite/calendar-effects-us-sp500-fact-regime-up
JSON ↗source JSON ↗source Markdown ↗license: CC-BY-4.0
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: calendar-effects-us-sp500-fact-regime-up (immutable)