spec. ml-factor-lgbm-9f-jp-growth-fact-regime-downcite ledger
qbuntu.ai/cite/ml-factor-lgbm-9f-jp-growth-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 3.05 across 1536 runs.
sharpe_ratio3.05 sharpe_ratiosupports verdict:promising
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
promisingequity
LightGBM Factor Model (JP Growth Stocks)
ml-factor-lgbm-9f-jp-growth
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 3.05 across 1536 runs.. Strategy: LightGBM Factor Model (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-lgbm-9f-jp-growth-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-14T04:11:19
fact_id: ml-factor-lgbm-9f-jp-growth-fact-regime-down (immutable)