spec. high52w-momentum-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/high52w-momentum-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -2.07 across 320 runs.
sharpe_ratio-2.07 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
52-Week High Momentum (JP Growth Stocks)
high52w-momentum-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -2.07 across 320 runs.. Strategy: 52-Week High Momentum (JP Growth Stocks). https://qbuntu.ai/cite/high52w-momentum-jp-growth-fact-regime-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-regime-down (immutable)