spec. downside-beta-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/downside-beta-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.37 across 160 runs.
sharpe_ratio0.37 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Downside Beta (JP All Stocks)
downside-beta-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.37 across 160 runs.. Strategy: Downside Beta (JP All Stocks). https://qbuntu.ai/cite/downside-beta-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:48
fact_id: downside-beta-jp-all-fact-regime-down (immutable)