spec. peg-ratio-value-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/peg-ratio-value-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 8.72 across 24 runs.
sharpe_ratio8.72 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· signal_frequency
PEG Ratio Value (JP All Stocks)
peg-ratio-value-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is 8.72 across 24 runs.. Strategy: PEG Ratio Value (JP All Stocks). https://qbuntu.ai/cite/peg-ratio-value-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-05T03:18:59
fact_id: peg-ratio-value-jp-all-fact-regime-up (immutable)