spec. info-discreteness-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/info-discreteness-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is 0.09 across 320 runs.
sharpe_ratio0.09 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Information Discreteness (JP Growth Stocks)
info-discreteness-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is 0.09 across 320 runs.. Strategy: Information Discreteness (JP Growth Stocks). https://qbuntu.ai/cite/info-discreteness-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-31T01:31:49
fact_id: info-discreteness-jp-growth-fact-regime-flat (immutable)