spec. downside-beta-jp-growth-fact-avg-corr-downcite ledger
qbuntu.ai/cite/downside-beta-jp-growth-fact-avg-corr-downCC-BY-4.0
Average monthly return correlation with other strategies in DOWN regime: 0.17
correlation0.1657 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, filtered to DOWN regime months (N=3, N225 < SMA20 < SMA60)
Source strategy
rejectedequity· regime_dependent
Downside Beta (JP Growth Stocks)
downside-beta-jp-growth
Cite this
qbuntu (2026). Average monthly return correlation with other strategies in DOWN regime: 0.17. Strategy: Downside Beta (JP Growth Stocks). https://qbuntu.ai/cite/downside-beta-jp-growth-fact-avg-corr-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:32:30
fact_id: downside-beta-jp-growth-fact-avg-corr-down (immutable)