spec. risk-parity-jp-growth-fact-regime-flatcite ledger
qbuntu.ai/cite/risk-parity-jp-growth-fact-regime-flatCC-BY-4.0
Median Sharpe in FLAT regime is -0.23 across 384 runs.
sharpe_ratio-0.23 sharpe_ratiosupports verdict:rejected
Context
Regime=FLAT, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· no_edge
Risk Parity / Volatility Targeting Overlay (JP Growth Stocks)
risk-parity-jp-growth
Cite this
qbuntu (2026). Median Sharpe in FLAT regime is -0.23 across 384 runs.. Strategy: Risk Parity / Volatility Targeting Overlay (JP Growth Stocks). https://qbuntu.ai/cite/risk-parity-jp-growth-fact-regime-flat
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: risk-parity-jp-growth-fact-regime-flat (immutable)