spec. dispersion-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/dispersion-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.30 across 384 runs.
sharpe_ratio-0.3 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Cross-Sectional Dispersion Trading (JP All Stocks)
dispersion-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is -0.30 across 384 runs.. Strategy: Cross-Sectional Dispersion Trading (JP All Stocks). https://qbuntu.ai/cite/dispersion-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:59:53
fact_id: dispersion-jp-all-fact-regime-up (immutable)