spec. mean-reversion-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/mean-reversion-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.74 across 1024 runs.
sharpe_ratio0.74 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Mean Reversion (JP All Stocks)
mean-reversion-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.74 across 1024 runs.. Strategy: Mean Reversion (JP All Stocks). https://qbuntu.ai/cite/mean-reversion-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T05:46:56
fact_id: mean-reversion-jp-all-fact-regime-down (immutable)