spec. fx-carry-jpy-crosses-fact-regime-upcite ledger
qbuntu.ai/cite/fx-carry-jpy-crosses-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 2.31 across 1200 runs.
sharpe_ratio2.31 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
marginalfx· no_edge
FX Carry Trade (JPY Crosses)
fx-carry-jpy-crosses
Cite this
qbuntu (2026). Median Sharpe in UP regime is 2.31 across 1200 runs.. Strategy: FX Carry Trade (JPY Crosses). https://qbuntu.ai/cite/fx-carry-jpy-crosses-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:02:38
fact_id: fx-carry-jpy-crosses-fact-regime-up (immutable)