spec. garman-klass-vol-jp-growth-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/garman-klass-vol-jp-growth-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): 0.01
correlation0.0111 correlationsupports verdict:marginal
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
marginalequity· no_edge
Garman-Klass Volatility Factor (JP Growth Stocks)
garman-klass-vol-jp-growth
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): 0.01. Strategy: Garman-Klass Volatility Factor (JP Growth Stocks). https://qbuntu.ai/cite/garman-klass-vol-jp-growth-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:51
fact_id: garman-klass-vol-jp-growth-fact-avg-corr-full (immutable)