spec. forecast-revision-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/forecast-revision-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.51 across 48 runs.
sharpe_ratio0.51 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Forecast Revision (JP Growth Stocks)
forecast-revision-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.51 across 48 runs.. Strategy: Forecast Revision (JP Growth Stocks). https://qbuntu.ai/cite/forecast-revision-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:02:57
fact_id: forecast-revision-jp-growth-fact-regime-down (immutable)