spec. fx-carry-jpy-crosses-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/fx-carry-jpy-crosses-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): 0.01
correlation0.006 correlationsupports verdict:marginal
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
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 (full period): 0.01. Strategy: FX Carry Trade (JPY Crosses). https://qbuntu.ai/cite/fx-carry-jpy-crosses-fact-avg-corr-full
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-full (immutable)