qbuntuqbuntu
spec. ml-factor-meta-label-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/ml-factor-meta-label-jp-growth-fact-regime-upCC-BY-4.0

Median Sharpe in UP regime is 0.88 across 48 runs.

sharpe_ratio0.88 sharpe_ratiosupports verdict:marginal

Context

Regime=UP, N225 SMA20/SMA60 classification.

Source strategy

marginalequity· no_edge
ML Factor with Meta-Label Filter (JP Growth Stocks)
ml-factor-meta-label-jp-growth

Cite this

qbuntu (2026). Median Sharpe in UP regime is 0.88 across 48 runs.. Strategy: ML Factor with Meta-Label Filter (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-meta-label-jp-growth-fact-regime-up
JSON ↗source JSON ↗source Markdown ↗license: CC-BY-4.0
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: ml-factor-meta-label-jp-growth-fact-regime-up (immutable)
cite/ml-factor-meta-label-jp-growth-fact-regime-up — qbuntu