spec. momentum-cross-sectional-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/momentum-cross-sectional-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.41 across 960 runs.
sharpe_ratio-0.41 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Cross-Sectional Momentum (JP Growth Stocks)
momentum-cross-sectional-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.41 across 960 runs.. Strategy: Cross-Sectional Momentum (JP Growth Stocks). https://qbuntu.ai/cite/momentum-cross-sectional-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:26
fact_id: momentum-cross-sectional-jp-growth-fact-regime-flat (immutable)