spec. sector-rotation-jp-all-fact-regime-upcite ledger
qbuntu.ai/cite/sector-rotation-jp-all-fact-regime-upCC-BY-4.0
Median Sharpe in UP regime is 0.17 across 384 runs.
sharpe_ratio0.17 sharpe_ratiosupports verdict:marginal
Context
Regime=UP, N225 SMA20/SMA60 classification.
Source strategy
marginalequity· no_edge
Sector Rotation / Sector Momentum (JP All Stocks)
sector-rotation-jp-all
Cite this
qbuntu (2026). Median Sharpe in UP regime is 0.17 across 384 runs.. Strategy: Sector Rotation / Sector Momentum (JP All Stocks). https://qbuntu.ai/cite/sector-rotation-jp-all-fact-regime-up
data source: kabu STATION REST API + J-Quants daily bars
computed asof: 2026-07-29T01:08:34
fact_id: sector-rotation-jp-all-fact-regime-up (immutable)