spec. return-autocorrelation-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/return-autocorrelation-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -0.02 across 160 runs.
sharpe_ratio-0.02 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, 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 UP regime is -0.02 across 160 runs.. Strategy: Return Autocorrelation Factor (JP All Stocks). https://qbuntu.ai/cite/return-autocorrelation-jp-all-fact-regime-up
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-up (immutable)