spec. idiosyncratic-vol-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/idiosyncratic-vol-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is 0.11 across 320 runs.
sharpe_ratio0.11 sharpe_ratiosupports verdict:marginal
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Idiosyncratic Volatility (JP Growth Stocks)
idiosyncratic-vol-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is 0.11 across 320 runs.. Strategy: Idiosyncratic Volatility (JP Growth Stocks). https://qbuntu.ai/cite/idiosyncratic-vol-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:20:51
fact_id: idiosyncratic-vol-jp-growth-fact-regime-flat (immutable)