spec. high52w-momentum-jp-growth-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/high52w-momentum-jp-growth-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): 0.08
correlation0.0759 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
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 (full period): 0.08. Strategy: 52-Week High Momentum (JP Growth Stocks). https://qbuntu.ai/cite/high52w-momentum-jp-growth-fact-avg-corr-full
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-full (immutable)