spec. liquidity-premium-jp-all-fact-regime-flatcite ledger
qbuntu.ai/cite/liquidity-premium-jp-all-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.87 across 160 runs.
sharpe_ratio-0.87 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Liquidity Premium / Amihud Illiquidity (JP All Stocks)
liquidity-premium-jp-all
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.87 across 160 runs.. Strategy: Liquidity Premium / Amihud Illiquidity (JP All Stocks). https://qbuntu.ai/cite/liquidity-premium-jp-all-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:26
fact_id: liquidity-premium-jp-all-fact-regime-flat (immutable)