qbuntuqbuntu
spec. sales-growth-rank-jp-all-fact-regime-downcite ledger
qbuntu.ai/cite/sales-growth-rank-jp-all-fact-regime-downCC-BY-4.0

Median Sharpe in DOWN regime is 1.06 across 48 runs.

sharpe_ratio1.06 sharpe_ratiosupports verdict:rejected

Context

Regime=DOWN, N225 SMA20/SMA60 classification.

Source strategy

rejectedequity· regime_dependent
Sales Growth Rank (JP All Stocks)
sales-growth-rank-jp-all

Cite this

qbuntu (2026). Median Sharpe in DOWN regime is 1.06 across 48 runs.. Strategy: Sales Growth Rank (JP All Stocks). https://qbuntu.ai/cite/sales-growth-rank-jp-all-fact-regime-down
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-09-26T06:05:07
fact_id: sales-growth-rank-jp-all-fact-regime-down (immutable)