spec. liquidity-premium-jp-growth-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/liquidity-premium-jp-growth-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): 0.06
correlation0.0638 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
rejectedequity· no_edge
Liquidity Premium / Amihud Illiquidity (JP Growth Stocks)
liquidity-premium-jp-growth
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): 0.06. Strategy: Liquidity Premium / Amihud Illiquidity (JP Growth Stocks). https://qbuntu.ai/cite/liquidity-premium-jp-growth-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:11
fact_id: liquidity-premium-jp-growth-fact-avg-corr-full (immutable)