spec. idiosyncratic-vol-us-sp500-fact-regime-flatcite ledger
qbuntu.ai/cite/idiosyncratic-vol-us-sp500-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -1.17 across 315 runs.
sharpe_ratio-1.17 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Idiosyncratic Volatility (US S&P 500)
idiosyncratic-vol-us-sp500
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -1.17 across 315 runs.. Strategy: Idiosyncratic Volatility (US S&P 500). https://qbuntu.ai/cite/idiosyncratic-vol-us-sp500-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:19
fact_id: idiosyncratic-vol-us-sp500-fact-regime-flat (immutable)