spec. max-return-lottery-us-sp500-fact-regime-flatcite ledger
qbuntu.ai/cite/max-return-lottery-us-sp500-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -1.32 across 320 runs.
sharpe_ratio-1.32 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Max Return / Lottery Effect (US S&P 500)
max-return-lottery-us-sp500
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -1.32 across 320 runs.. Strategy: Max Return / Lottery Effect (US S&P 500). https://qbuntu.ai/cite/max-return-lottery-us-sp500-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-01T07:31:00
fact_id: max-return-lottery-us-sp500-fact-regime-flat (immutable)