spec. risk-parity-us-sp500-fact-regime-downcite ledger
qbuntu.ai/cite/risk-parity-us-sp500-fact-regime-downCC-BY-4.0
Median Sharpe in DOWN regime is 0.12 across 384 runs.
sharpe_ratio0.12 sharpe_ratiosupports verdict:marginal
Context
Regime=DOWN, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Risk Parity / Volatility Targeting Overlay (US S&P 500)
risk-parity-us-sp500
Cite this
qbuntu (2026). Median Sharpe in DOWN regime is 0.12 across 384 runs.. Strategy: Risk Parity / Volatility Targeting Overlay (US S&P 500). https://qbuntu.ai/cite/risk-parity-us-sp500-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:35
fact_id: risk-parity-us-sp500-fact-regime-down (immutable)