spec. multi-factor-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/multi-factor-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -3.71 across 120 runs.
sharpe_ratio-3.71 sharpe_ratiosupports verdict:rejected
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· regime_dependent
Multi-Factor Composite (JP All Stocks)
multi-factor-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -3.71 across 120 runs.. Strategy: Multi-Factor Composite (JP All Stocks). https://qbuntu.ai/cite/multi-factor-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: multi-factor-jp-all-fact-regime-down (immutable)