spec. financial-quality-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/financial-quality-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.33 across 108 runs.
sharpe_ratio-0.33 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, 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 UP regime is -0.33 across 108 runs.. Strategy: Financial Quality Factor (JP Growth Stocks). https://qbuntu.ai/cite/financial-quality-jp-growth-fact-regime-up
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-up (immutable)