spec. dispersion-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/dispersion-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.03 across 384 runs.
sharpe_ratio-0.03 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Cross-Sectional Dispersion Trading (JP Growth Stocks)
dispersion-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.03 across 384 runs.. Strategy: Cross-Sectional Dispersion Trading (JP Growth Stocks). https://qbuntu.ai/cite/dispersion-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:21
fact_id: dispersion-jp-growth-fact-regime-flat (immutable)