spec. earnings-reversal-short-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -2.93 across 2880 runs.
sharpe_ratio-2.93 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Earnings Reversal (JP Growth Stocks)
earnings-reversal-short-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -2.93 across 2880 runs.. Strategy: Earnings Reversal (JP Growth Stocks). https://qbuntu.ai/cite/earnings-reversal-short-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:43
fact_id: earnings-reversal-short-jp-growth-fact-regime-down (immutable)