spec. pead-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/pead-jp-all-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is -0.07 across 2304 runs.
sharpe_ratio-0.07 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Post-Earnings Announcement Drift (JP All Stocks)
pead-jp-all
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is -0.07 across 2304 runs.. Strategy: Post-Earnings Announcement Drift (JP All Stocks). https://qbuntu.ai/cite/pead-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-27T03:36:14
fact_id: pead-jp-all-fact-regime-down (immutable)