spec. fx-carry-jpy-crosses-fact-avg-corr-downcite ledger
qbuntu.ai/cite/fx-carry-jpy-crosses-fact-avg-corr-downCC-BY-4.0
Average monthly return correlation with other strategies in DOWN regime: -0.01
correlation-0.0119 correlationsupports verdict:marginal
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, filtered to DOWN regime months (N=3, N225 < SMA20 < SMA60)
Source strategy
marginalfx· no_edge
FX Carry Trade (JPY Crosses)
fx-carry-jpy-crosses
Cite this
qbuntu (2026). Average monthly return correlation with other strategies in DOWN regime: -0.01. Strategy: FX Carry Trade (JPY Crosses). https://qbuntu.ai/cite/fx-carry-jpy-crosses-fact-avg-corr-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:02:38
fact_id: fx-carry-jpy-crosses-fact-avg-corr-down (immutable)