spec. ml-factor-regime-gated-9f-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/ml-factor-regime-gated-9f-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 1.33 across 72 runs.
sharpe_ratio1.33 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
ML Factor Regime-Gated 9f-base (JP Growth Stocks)
ml-factor-regime-gated-9f-jp-growth
Cite this
qbuntu (2026). Median Sharpe in UP regime is 1.33 across 72 runs.. Strategy: ML Factor Regime-Gated 9f-base (JP Growth Stocks). https://qbuntu.ai/cite/ml-factor-regime-gated-9f-jp-growth-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: ml-factor-regime-gated-9f-jp-growth-fact-regime-up (immutable)