spec. financial-quality-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/financial-quality-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -1.40 across 108 runs.
sharpe_ratio-1.4 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· signal_frequency
Financial Quality Factor (JP Growth Stocks)
financial-quality-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -1.40 across 108 runs.. Strategy: Financial Quality Factor (JP Growth Stocks). https://qbuntu.ai/cite/financial-quality-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:27
fact_id: financial-quality-jp-growth-fact-regime-down (immutable)