spec. earnings-yield-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/earnings-yield-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 4.49 across 24 runs.
sharpe_ratio4.49 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, 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 UP regime is 4.49 across 24 runs.. Strategy: Earnings Yield (JP All Stocks). https://qbuntu.ai/cite/earnings-yield-jp-all-fact-regime-up
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-up (immutable)