spec. pair-trading-us-sp500-fact-regime-downcite ledger
qbuntu.ai/cite/pair-trading-us-sp500-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 2.96 across 288 runs.
sharpe_ratio2.96 sharpe_ratiosupports verdict:promising
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
promisingequity
Pairs Trading / Statistical Arbitrage (US S&P 500)
pair-trading-us-sp500
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 2.96 across 288 runs.. Strategy: Pairs Trading / Statistical Arbitrage (US S&P 500). https://qbuntu.ai/cite/pair-trading-us-sp500-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:18
fact_id: pair-trading-us-sp500-fact-regime-down (immutable)