spec. forecast-revision-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/forecast-revision-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.25 across 48 runs.
sharpe_ratio0.25 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, 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 UP regime is 0.25 across 48 runs.. Strategy: Forecast Revision (JP Growth Stocks). https://qbuntu.ai/cite/forecast-revision-jp-growth-fact-regime-up
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-up (immutable)