spec. ml-factor-lgbm-16f-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/ml-factor-lgbm-16f-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -2.21 across 72 runs.
sharpe_ratio-2.21 sharpe_ratiosupports verdict:marginal
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
LightGBM Factor Model 16f-all (JP Growth Stocks)
ml-factor-lgbm-16f-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -2.21 across 72 runs.. Strategy: LightGBM Factor Model 16f-all (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-16f-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:15
fact_id: ml-factor-lgbm-16f-jp-growth-fact-regime-flat (immutable)