spec. ml-factor-lgbm-9f-jp-all-fact-avg-corr-fullcite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-avg-corr-fullCC-BY-4.0
Average monthly return correlation with other strategies (full period): -0.06
correlation-0.0564 correlationsupports verdict:rejected
Context
Pairwise Pearson correlation of monthly returns across 42 strategies, full backtest period
Source strategy
rejectedequity· no_edge
LightGBM Factor Model (JP All Stocks)
ml-factor-lgbm-9f-jp-all
Cite this
qbuntu (2026). Average monthly return correlation with other strategies (full period): -0.06. Strategy: LightGBM Factor Model (JP All Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-avg-corr-full
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-06T01:50:20
fact_id: ml-factor-lgbm-9f-jp-all-fact-avg-corr-full (immutable)