spec. sales-growth-rank-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/sales-growth-rank-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is -1.13 across 24 runs.
sharpe_ratio-1.13 sharpe_ratiosupports verdict:rejected
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
rejectedequity· signal_frequency
Sales Growth Rank (JP All Stocks)
sales-growth-rank-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is -1.13 across 24 runs.. Strategy: Sales Growth Rank (JP All Stocks). https://qbuntu.ai/cite/sales-growth-rank-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-05T03:19:13
fact_id: sales-growth-rank-jp-all-fact-regime-up (immutable)