spec. max-return-lottery-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/max-return-lottery-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 1.41 across 320 runs.
sharpe_ratio1.41 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· regime_dependent
Max Return / Lottery Effect (JP Growth Stocks)
max-return-lottery-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 1.41 across 320 runs.. Strategy: Max Return / Lottery Effect (JP Growth Stocks). https://qbuntu.ai/cite/max-return-lottery-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:00
fact_id: max-return-lottery-jp-growth-fact-regime-down (immutable)