spec. ml-factor-lgbm-9f-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -2.15 across 1536 runs.
sharpe_ratio-2.15 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
LightGBM Factor Model (JP All Stocks)
ml-factor-lgbm-9f-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is -2.15 across 1536 runs.. Strategy: LightGBM Factor Model (JP All Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-all-fact-regime-up
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-regime-up (immutable)