spec. return-autocorrelation-jp-all-fact-regime-flatcite ledger
qbuntu.ai/cite/return-autocorrelation-jp-all-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.07 across 160 runs.
sharpe_ratio-0.07 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Return Autocorrelation Factor (JP All Stocks)
return-autocorrelation-jp-all
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.07 across 160 runs.. Strategy: Return Autocorrelation Factor (JP All Stocks). https://qbuntu.ai/cite/return-autocorrelation-jp-all-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-24T21:54:29
fact_id: return-autocorrelation-jp-all-fact-regime-flat (immutable)