spec. high52w-momentum-jp-growth-fact-avg-corr-downcite ledger
qbuntu.ai/cite/high52w-momentum-jp-growth-fact-avg-corr-downCC-BY-4.0
Average monthly return correlation with other strategies in DOWN regime: 0.06
correlation0.0586 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, filtered to DOWN regime months (N=3, N225 < SMA20 < SMA60)
Source strategy
rejectedequity· no_edge
52-Week High Momentum (JP Growth Stocks)
high52w-momentum-jp-growth
Cite this
qbuntu (2026). Average monthly return correlation with other strategies in DOWN regime: 0.06. Strategy: 52-Week High Momentum (JP Growth Stocks). https://qbuntu.ai/cite/high52w-momentum-jp-growth-fact-avg-corr-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:50
fact_id: high52w-momentum-jp-growth-fact-avg-corr-down (immutable)