spec. momentum-volume-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/momentum-volume-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.07 across 160 runs.
sharpe_ratio0.07 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Momentum × Volume Interaction (JP All Stocks)
momentum-volume-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is 0.07 across 160 runs.. Strategy: Momentum × Volume Interaction (JP All Stocks). https://qbuntu.ai/cite/momentum-volume-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-30T01:21:19
fact_id: momentum-volume-jp-all-fact-regime-up (immutable)