spec. earnings-yield-jp-all-fact-regime-flatcite ledger
qbuntu.ai/cite/earnings-yield-jp-all-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.92 across 24 runs.
sharpe_ratio-0.92 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Earnings Yield (JP All Stocks)
earnings-yield-jp-all
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.92 across 24 runs.. Strategy: Earnings Yield (JP All Stocks). https://qbuntu.ai/cite/earnings-yield-jp-all-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-05T03:19:04
fact_id: earnings-yield-jp-all-fact-regime-flat (immutable)