spec. idiosyncratic-vol-jp-all-fact-regime-flatcite ledger
qbuntu.ai/cite/idiosyncratic-vol-jp-all-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is 0.30 across 320 runs.
sharpe_ratio0.3 sharpe_ratiosupports verdict:marginal
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Idiosyncratic Volatility (JP All Stocks)
idiosyncratic-vol-jp-all
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is 0.30 across 320 runs.. Strategy: Idiosyncratic Volatility (JP All Stocks). https://qbuntu.ai/cite/idiosyncratic-vol-jp-all-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:57
fact_id: idiosyncratic-vol-jp-all-fact-regime-flat (immutable)