qbuntuqbuntu
spec. sales-growth-rank-jp-growth-fact-regime-upcite ledger
qbuntu.ai/cite/sales-growth-rank-jp-growth-fact-regime-upCC-BY-4.0

Median Sharpe in UP regime is -0.48 across 48 runs.

sharpe_ratio-0.48 sharpe_ratiosupports verdict:rejected

Context

Regime=UP, N225 SMA20/SMA60 classification.

Source strategy

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

Cite this

qbuntu (2026). Median Sharpe in UP regime is -0.48 across 48 runs.. Strategy: Sales Growth Rank (JP Growth Stocks). https://qbuntu.ai/cite/sales-growth-rank-jp-growth-fact-regime-up
JSON ↗source JSON ↗source Markdown ↗license: CC-BY-4.0
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-08-03T01:03:06
fact_id: sales-growth-rank-jp-growth-fact-regime-up (immutable)