qbuntuqbuntu
spec. earnings-reversal-short-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/earnings-reversal-short-jp-all-fact-regime-upCC-BY-4.0

Median Sharpe in UP regime is -2.86 across 2880 runs.

sharpe_ratio-2.86 sharpe_ratiosupports verdict:rejected

Context

Regime=UP, N225 SMA20/SMA60 classification.

Source strategy

rejectedequity· no_edge
Earnings Reversal (JP All Stocks)
earnings-reversal-short-jp-all

Cite this

qbuntu (2026). Median Sharpe in UP regime is -2.86 across 2880 runs.. Strategy: Earnings Reversal (JP All Stocks). https://qbuntu.ai/cite/earnings-reversal-short-jp-all-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: 2026-07-27T03:36:48
fact_id: earnings-reversal-short-jp-all-fact-regime-up (immutable)