spec. portfolio-best-components-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/portfolio-best-components-jp-growth-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.53 across 3 runs.
sharpe_ratio0.53 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Best Component Portfolio (JP Growth Stocks)
portfolio-best-components-jp-growth
Cite this
qbuntu (2026). Median Sharpe in UP regime is 0.53 across 3 runs.. Strategy: Best Component Portfolio (JP Growth Stocks). https://qbuntu.ai/cite/portfolio-best-components-jp-growth-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T02:22:16
fact_id: portfolio-best-components-jp-growth-fact-regime-up (immutable)